Add "sortedlist" option for faster rolling median (#26) #27
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Faster rolling median following suggestions made here: #26
The implementation of
SortedList
here uses the standard library's bisect module to manipulate a Python list and is considerably faster than the skiplist for small/medium window sizes.If further performance improvements are required, the
SortedContainer
library could become an optional dependency with theSortedList
implementation there taking precedance over this one where available on the user's system.