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Improve orderflow execution times #11084

Merged
merged 3 commits into from
Dec 14, 2024
Merged

Improve orderflow execution times #11084

merged 3 commits into from
Dec 14, 2024

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xmatthias
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Summary

Apply is actually a loop across the dataframe.
For what we need, there's however a much simpler method - using pandas builtin methods.

Quick changelog

  • use DateTimeOffset to get candle end dates in trades dataframe

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Coverage Status

coverage: 94.494% (+0.009%) from 94.485%
when pulling 016cabb on improve/orderflow_times
into cc7b1a5 on develop.

@xmatthias xmatthias merged commit 0f18e78 into develop Dec 14, 2024
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@xmatthias xmatthias deleted the improve/orderflow_times branch December 14, 2024 13:01
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2 participants