Use @njit throughout

kraken_trades_data
Tyler Goodlet 2021-01-11 08:40:13 -05:00
parent 4bd42b52c9
commit 513646c802
4 changed files with 7 additions and 9 deletions

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@ -1,5 +1,5 @@
# piker: trading gear for hackers
# Copyright (C) 2018-present Tyler Goodlet (in stewardship of piker0)
# Copyright (C) Tyler Goodlet (in stewardship for piker0)
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by

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@ -20,7 +20,7 @@ Momentum bby.
from typing import AsyncIterator, Optional
import numpy as np
from numba import jit, float64, optional, int64
from numba import njit, float64, optional, int64
from ..data._normalize import iterticks
@ -29,13 +29,12 @@ from ..data._normalize import iterticks
# - how to handle non-plottable values
# - composition of fsps / implicit chaining
@jit(
@njit(
float64[:](
float64[:],
optional(float64),
optional(float64)
),
nopython=True,
nogil=True
)
def ema(
@ -94,7 +93,7 @@ def ema(
return s
# @jit(
# @njit(
# float64[:](
# float64[:],
# int64,

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@ -1,5 +1,5 @@
# piker: trading gear for hackers
# Copyright (C) 2018-present Tyler Goodlet (in stewardship of piker0)
# Copyright (C) Tyler Goodlet (in stewardship for piker0)
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by

View File

@ -21,7 +21,7 @@ from typing import List, Optional, Tuple
import numpy as np
import pyqtgraph as pg
from numba import jit, float64, int64 # , optional
from numba import njit, float64, int64 # , optional
from PyQt5 import QtCore, QtGui, QtWidgets
from PyQt5.QtCore import QLineF, QPointF
# from numba import types as ntypes
@ -70,7 +70,7 @@ def lines_from_ohlc(row: np.ndarray, w: float) -> Tuple[QLineF]:
return [hl, o, c]
@jit(
@njit(
# TODO: for now need to construct this manually for readonly arrays, see
# https://github.com/numba/numba/issues/4511
# ntypes.Tuple((float64[:], float64[:], float64[:]))(
@ -78,7 +78,6 @@ def lines_from_ohlc(row: np.ndarray, w: float) -> Tuple[QLineF]:
# int64,
# optional(float64),
# ),
nopython=True,
nogil=True
)
def path_arrays_from_ohlc(