Commit Graph
9 Commits
Author SHA1 Message Date
google-labs-jules[bot]andmaghdam 16c7dadbad perf: Optimize double barrier labeling with numpy vectorization
Replaced the O(H*N) nested loop in create_labels_double_barrier with an O(H) vectorized approach utilizing numpy slice-based operations and arrays. Also removed duplicate implementation of create_labels_double_barrier in the same file. Fixed formatting in .gitignore to properly ignore pycache files.

Measurements with `N=100000`, `horizon=20`:
Original time: ~0.83s
Vectorized time: ~0.02s
Improvement: Over 40x speedup with correct output handling bounds edge cases like `len(df) < horizon`.

Co-authored-by: maghdam <63883156+maghdam@users.noreply.github.com>
2026-03-11 18:35:20 +00:00
Mohammad Aghdam 29fcbf0f9d updated readme 2025-10-05 11:47:22 +02:00
Mohammad AghdamandGitHub b4213e5dbc Merge pull request #4 from seekersoftec/uv-migration
feat(uv): migrate dependency management & add volatility labeling scheme
2025-10-05 11:14:35 +02:00
Samuel Ojietohamen 75929190ab feat: add volatility labeling scheme
- Removed requirements.txt file
- Added volatility label function
- Created pyproject.toml
- Added uv.lock file
2025-10-04 18:28:33 +01:00
Mohammad AghdamandGitHub 23c0f368a8 Merge pull request #3 from maghdam/notebook-reorg-and-strategies
Notebook reorg and strategies
2025-10-02 07:53:30 +02:00
Mohammad Aghdam 78ae45ddc5 docs: update supported strategies in README 2025-10-02 07:45:37 +02:00
Mohammad Aghdam 6939daaeb4 feat: Organize notebooks and add stationarity checks 2025-10-02 00:00:16 +02:00
maghdamandGitHub 0a304ba1de Update README.md 2025-08-22 14:46:51 +02:00
Maghdam 6a3994bbf7 Initial commit 2025-03-02 22:25:33 +01:00