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Feat/frac diff

#10Merged
Comparing
feat/frac-diff
(
63f27a8
) with
main
(
98f68e1
)
CodSpeed Performance Gauge
+2%
Untouched
11
New
2

Benchmarks

13 total
test__frac_diff__benchmark_polars[trade_data0]
tests/features/test_frac_diff.py
CodSpeed Performance Gauge
N/A
N/A1.4 ms
test__get_weights_ffd__benchmark_rs
tests/features/test_frac_diff.py
CodSpeed Performance Gauge
N/A
N/A258.8 µs
test__get_vertical_barrier_by_timedelta__benchmark[trade_data0]
tests/labels/test_dynamic_labels.py
CodSpeed Performance Gauge
+9%
37.5 ms34.3 ms
test__dollar_bars__polars_benchmark[trade_data0]
tests/test_bars.py
CodSpeed Performance Gauge
+7%
64.3 ms60.2 ms
test__validate_columns__valid
tests/test__utils.py
CodSpeed Performance Gauge
+7%
924 µs867.3 µs
test__validate_columns__default_args
tests/test__utils.py
CodSpeed Performance Gauge
+6%
946.7 µs890.9 µs
test__validate_columns__invalid
tests/test__utils.py
CodSpeed Performance Gauge
+6%
992.1 µs939.6 µs
test__daily_vol__polars_benchmark[trade_data0]
tests/labels/test_dynamic_labels.py
CodSpeed Performance Gauge
+4%
132.5 ms127.8 ms
test__volume_bars__polars_benchmark[trade_data0]
tests/test_bars.py
CodSpeed Performance Gauge
+2%
60.8 ms59.9 ms
test__validate_columns__df_not_passed
tests/test__utils.py
CodSpeed Performance Gauge
-1%
286.3 µs289.5 µs
test__tick_bars__polars_benchmark[trade_data0]
tests/test_bars.py
CodSpeed Performance Gauge
-2%
12.5 ms12.8 ms
test__fixed_time_return_classification__benchmark[trade_data0]
tests/labels/test_labels.py
CodSpeed Performance Gauge
-4%
57.1 ms59.4 ms
test__time_bars__polars_benchmark[trade_data0]
tests/test_bars.py
CodSpeed Performance Gauge
-6%
7.1 ms7.6 ms

Commits

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Base
main
98f68e1
+2.31%
finished frac diff
63f27a8
1 year ago
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