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USE future_lapply for performance #7

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MislavSag opened this issue Apr 14, 2021 · 0 comments
Open

USE future_lapply for performance #7

MislavSag opened this issue Apr 14, 2021 · 0 comments

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@MislavSag
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hi,

Thanks for great package. I have tried to use you package with hour frequency data for period 2004-2020, with just 694 events and 10 stocks.

The code is really slow (I haven't wait it to finish but it is slow).

I discovered the lapply part inside prepare.returns function is slow.

Can I advise you to use future_lapply instead of lapply for parallel processing?

It can increases the performance.

IS there any function that can be improved by using C++?
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@MislavSag