DanielNobbe / Forex

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17 speed up inference retrieval #36

Closed DanielNobbe closed 3 years ago

DanielNobbe commented 3 years ago

Speeds up inference retrieval by retrieving only small number of samples, if they are evenly spaced. Reverts back to previous massive retrieval if samples are not evenly spaced. Also still not fail-proof, it assumes that 4x as many samples as requires are enough to prevent missing too many samples (which happens when requesting samples from a time that no trading happens). Resolves #17