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3 Commits

Author SHA1 Message Date
Dale Jung 4c5cb867db PRF: Sped up the SIDData transforms by using raw values. Also fixed a 
vwap zero division error.
 2015-03-03 15:21:19 -05:00
Dale Jung 29e5f7ee86 PRF: Added nanmean, nanstd, nansum that will default to bottleneck if available 2015-03-03 15:21:19 -05:00
Eddie Hebert bf1fc42acc BUG: Fix time spent checking equality of floating point numbers. 
The use of np.allclose introduced a severe performance penalty,
caused by the creation of two `np.array`s for each check.

Instead create and use a similar check which maintains tolerance
to floating point rounding, but operates only on scalars.
 2013-04-16 13:09:26 -04:00