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nardew / talipp

talipp - incremental technical analysis library for python
https://nardew.github.io/talipp
MIT License
367 stars 59 forks source link

WMA indicator is slow #160

Open lkaino opened 1 month ago

lkaino commented 1 month ago

My program started running quite slow, according to cProfile this is caused by HMA indicator, which in turn uses WMA indicators, which seem to be slow.

I don't know if there's anything that could be done to improve on the performance.

lkaino commented 1 month ago

I improved it in PR: https://github.com/nardew/talipp/pull/161. It's a lot faster now, down from 100s to 4s in my test run.