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Performance tests from blotter options #9

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multidis opened this issue Mar 13, 2015 · 0 comments
Open

Performance tests from blotter options #9

multidis opened this issue Mar 13, 2015 · 0 comments

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@multidis
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Compare current implementation as associative collection with Timestamps.jl based alternative. Timing and memory allocation with long transaction lists when calculating a representative (e.g. profit/loss) metric. The main question is whether hash table based indexing of timestamp keys offers any advantages for faster retrieval when iterating across all and some time points.
@milktrader milktrader changed the title Performance tests form blotter options Performance tests from blotter options Apr 8, 2015
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@multidis