Simplify ux optimize performance of backtesting and livetrading #1148
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- also updated ancient dependencies
- longer barSeries may benefit from reusage of precomputed partial sums - random access fallbacks to slowPath
- longer barSeries may benefit from reusage of precomputed partial sums - random access fallbacks to slowPath
- cleaned tests - use builders - eliminated different parameter orders - enforced usage of builder that belongs to series - TODO remove constructors in BaseBar and use BaseBarBuilder
- assumed always filled hi, lo - implementation does cont with nulls and os builder does too
- no need to manually calculate endTime
…formance-bang # Conflicts: # ta4j-core/src/main/java/org/ta4j/core/indicators/SMAIndicator.java
…breaking-performance-bang # Conflicts: # ta4j-core/src/main/java/org/ta4j/core/indicators/SMAIndicator.java # ta4j-core/src/main/java/org/ta4j/core/indicators/helpers/RunningTotalIndicator.java # ta4j-core/src/test/java/org/ta4j/core/indicators/SMAIndicatorTest.java
- they work only in backtestig use case
- TODO shared cache - TODO parallelized independent indicator calculation
sgflt
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This is too big of a change set. Please break it up into discrete chunks that can stand alone as value add. |
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Can't break PoC now, until results are verified. |
sgflt
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- FIXED calculation that is comparable to VAR() in LibreOffice now
sgflt
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sgflt
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May 14, 2024
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| Num variance = getBarSeries().numFactory().zero(); | ||
| // cannot use RunningTotalIndicator because mean is changing each tick | ||
| final Num average = this.mean.getValue(); |
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Look at https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance
Welford's online algorithm. Probably may be used to optimize redundant iterations over array.
- FIXED tests based on fixed VarianceIndicator
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Fixes #1141
Fixes #1134.
Changes proposed in this pull request:
IDEAS:
Cons:
dropped serialization support
dropped mutable last bar (why trade on "unstable" candle?)
I like the final API
added tests for stability API
all tests passed
Performance requirements met
added an entry with related ticket number(s) to the unreleased section of
CHANGES.md