Closed DavZim closed 4 years ago
Closes #16
std::vector<>
Rcpp::XXXVector
The only thing that isn't done in Rcpp directly is creating the datetime column (nanotime), as this requires the date conversion in cpp as well.
This PR reduces computing time (approx. times for only one run...)
count_messages(file)
get_orders(file)
get_trades(file)
get_modifications(file)
Closes #16
std::vector<>
toRcpp::XXXVector
.The only thing that isn't done in Rcpp directly is creating the datetime column (nanotime), as this requires the date conversion in cpp as well.
This PR reduces computing time (approx. times for only one run...)
count_messages(file)
0.36 sec to 0.36get_orders(file)
4.4 sec to 2.65get_trades(file)
0.86 sec to 0.87get_modifications(file)
2.97 sec to 1.98