ENH Speed up fwdret computation #326
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Seeing a 4x increase in speed. |
…her than using pct_change().
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Have you tried multiple version of pandas? |
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Travis covers those. |
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I meant if you noticed a speed improvements on multiple pandas version or just one specific version (Quantopian's version I suppose) |
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I see, I haven't tested that, but I'd be surprised if there were big differences between versions there. |
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By computing directly from prices rather than using
pct_change().