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support pandas.DataFrames AND numpy.ndarrays as inputs? #38

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CrepeGoat opened this issue Sep 8, 2021 · 1 comment
Open

support pandas.DataFrames AND numpy.ndarrays as inputs? #38

CrepeGoat opened this issue Sep 8, 2021 · 1 comment
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endaq.calc Related to `endaq.calc` enhancement New feature or request

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@CrepeGoat
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atm the functions herein operate primarily on DataFrames, because they inherently bind timestamps/frequencies to the data samples, which are used in ~every function in this package. However, I personally have noticed some qualitative slowdowns in the test executions since converting from the ndarray API to the DataFrame API. This makes me think there might be some value in supporting both API's: the DataFrame one for convenience, and the ndarray one for better performance. (We could even support xarrays in a third API.)
@CrepeGoat
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CrepeGoat commented Sep 8, 2021 •
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Some options for implementing this multi-API:

@CrepeGoat CrepeGoat changed the title support pandas.DataFrames and numpy.ndarrays as inputs? support pandas.DataFrames *and* numpy.ndarrays as inputs? Sep 8, 2021
@CrepeGoat CrepeGoat changed the title support pandas.DataFrames *and* numpy.ndarrays as inputs? support pandas.DataFrames AND numpy.ndarrays as inputs? Sep 8, 2021
@StokesMIDE StokesMIDE transferred this issue from MideTechnology/endaq-python-calc Nov 16, 2021
@StokesMIDE StokesMIDE added the endaq.calc Related to `endaq.calc` label Nov 16, 2021
@pscheidler pscheidler added the enhancement New feature or request label Dec 14, 2021
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@CrepeGoat @StokesMIDE @pscheidler