Truncate trade rate wma window sizes

piker/fsp/_momo.py

@@ -167,6 +167,7 @@ def _wma(
 
     assert length == len(weights)
 
+    # lol, for long sequences this is nutso slow and expensive..
     return np.convolve(signal, weights, 'valid')
 
 

piker/fsp/_volume.py

@@ -309,7 +309,7 @@ async def flow_rates(
 
         if period > 1:
             trade_rate_wma = _wma(
-                dvlm_shm.array['trade_count'],
+                dvlm_shm.array['trade_count'][-period:],
                 period,
                 weights=weights,
             )
@@ -332,7 +332,7 @@ async def flow_rates(
 
         if period > 1:
             dark_trade_rate_wma = _wma(
-                dvlm_shm.array['dark_trade_count'],
+                dvlm_shm.array['dark_trade_count'][-period:],
                 period,
                 weights=weights,
             )