Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Vectorized computation of cumulative_returns #127

Merged
merged 2 commits into from
Aug 2, 2023

Conversation

fmilthaler
Copy link
Owner

rather than row-by-row operation with apply

@fmilthaler
Copy link
Owner Author

fmilthaler commented Aug 2, 2023

Stumbled upon this while I was adding type hints everywhere...

finquant/returns.py Show resolved Hide resolved
@PietropaoloFrisoni PietropaoloFrisoni merged commit e9ec4c6 into master Aug 2, 2023
@PietropaoloFrisoni PietropaoloFrisoni deleted the vectorized-cumulative_returns branch August 2, 2023 16:50
fmilthaler added a commit that referenced this pull request Aug 2, 2023
rather than row-by-row operation with `apply`
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

2 participants