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JuliaStats / TimeSeries.jl

Time series toolkit for Julia
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custom date formats are very slow #472

Closed jbaron closed 3 years ago

jbaron commented 3 years ago

When parsing CSV files that require a custom date format, the performance degrades a lot. By not creating a new DateFormat for every line in the file, the performance can be improved a lot (with minimal change to current code base). In my own code I saw up to 50x improvements (but I guess that depends on the exact date format).

I created a pull request for this.

jbaron commented 3 years ago

I updated the pull request to hopefully also support Julia 1.0