mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-01 04:14:47 +08:00
Eddie Hebert
7a1a6ddb37
Instead of using the pandas.Series datetime index for every single vector, get the index at the beginning of the update loop based on the dt and then use that index to set the values. Also, since the dt lookup is no longer needed, store the values as numpy arrays, which are more lightweight. Locally, this patch cuts out about 60% of the time spent in the update method.