ngriffiths13 / polars-trading

A collection of helpful polars plugins and functions for market data processing.
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Feat/frac diff #10

Closed ngriffiths13 closed 4 days ago

ngriffiths13 commented 4 days ago

Added frac diff functionality and tests ensuring it matches the pandas implementation in AFML

codecov[bot] commented 4 days ago

Codecov Report

All modified and coverable lines are covered by tests :white_check_mark:

Project coverage is 94.23%. Comparing base (98f68e1) to head (63f27a8). Report is 1 commits behind head on main.

Additional details and impacted files ```diff @@ Coverage Diff @@ ## main #10 +/- ## ========================================== + Coverage 94.00% 94.23% +0.23% ========================================== Files 6 7 +1 Lines 150 156 +6 ========================================== + Hits 141 147 +6 Misses 9 9 ```

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codspeed-hq[bot] commented 4 days ago

CodSpeed Performance Report

Merging #10 will not alter performance

Comparing feat/frac-diff (63f27a8) with main (98f68e1)

:tada: Hooray! pytest-codspeed just leveled up to 3.0.0!

A heads-up, this is a breaking change and it might affect your current performance baseline a bit. But here's the exciting part - it's packed with new, cool features and promises improved result stability :partying_face:! Curious about what's new? Visit our releases page to delve into all the awesome details about this new version.

Summary

โœ… 11 untouched benchmarks
๐Ÿ†• 2 new benchmarks

Benchmarks breakdown

Benchmark main feat/frac-diff Change
๐Ÿ†• test__frac_diff__benchmark_polars[trade_data0] N/A 1.4 ms N/A
๐Ÿ†• test__get_weights_ffd__benchmark_rs N/A 258.8 ยตs N/A