-
Notifications
You must be signed in to change notification settings - Fork 7
Closed
Labels
ImprovementReduce cycles, bugsReduce cycles, bugsPerformanceIncrease efficiency, benchmark pointsIncrease efficiency, benchmark pointsType:Hardsenior developers, max pointssenior developers, max pointsenhancementNew feature or requestNew feature or request
Description
Description
Factor implementations currently rely on Python loops for cross-sectional operations; this causes slow runs for large universes and long backtests.
Impact
Large performance overhead for real-world sized universes (hundreds to thousands of tickers).
Related Files
src/quant_research_starter/factors/(or equivalent)- code that applies factor calculations per-symbol in a for-loop
Suggestions
- Replace per-symbol loops with pandas groupby/apply or numpy vectorized ops.
- Add a benchmark script in
examples/benchmarks/to measure before/after improvements.
Labels: performance, enhancement
Difficulty: hard
Metadata
Metadata
Assignees
Labels
ImprovementReduce cycles, bugsReduce cycles, bugsPerformanceIncrease efficiency, benchmark pointsIncrease efficiency, benchmark pointsType:Hardsenior developers, max pointssenior developers, max pointsenhancementNew feature or requestNew feature or request