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

..

simple_backtest.py

Initial commit

2025-03-02 22:25:33 +01:00

vectorbt_backtest.py

feat: Organize notebooks and add stationarity checks

2025-10-02 00:00:16 +02:00