Comments (4)
from technical.
measured pyti's simple_moving_average
from pyti.simple_moving_average import simple_moving_average
....
l = lambda: simple_moving_average(dataframe['close'], 20)
With repeat(repeat=10, number=10)
it took 2.5 seconds, so it's 2.5 sec * (10000 * 10) / (10 * 10) / ~ 1 sec =~ 2500 times (!!! 🙄 ) slower than ta-lib and, correspondingly, 300-500 times slower than native pandas.
from technical.
from technical.
found comparison of performance of different methods for calculation of SMA (rolling mean): https://stackoverflow.com/a/13732668
according to that (from 2012, though), ta-lib is only 5 times faster than native pandas, for example.
not an issue completely if the data are still applicable to current versions: freqtrade internals logic (and backtesting/hyperopt) takes more time than calculation of indicators...
from technical.
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from technical.