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Numba ewma works very well for small arrays and small windows. However, in imbalance bars implementation windows are usually quite big, that is why we need to optimize ewma code performance
The text was updated successfully, but these errors were encountered:
@jgerardsimcock current EWMA version works fast on small window values. However, in imbalance bars window length is usually big, so we need to get a version of EWMA that works fast on big windows
Numba ewma works very well for small arrays and small windows. However, in imbalance bars implementation windows are usually quite big, that is why we need to optimize ewma code performance
The text was updated successfully, but these errors were encountered: