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FinDate Optimisation #55

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domokane opened this issue Dec 29, 2020 · 0 comments
Open

FinDate Optimisation #55

domokane opened this issue Dec 29, 2020 · 0 comments
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@domokane
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FinDate has been implemented with only some Python datetime dependency in a few functions.

However the issue of processing speed is becoming more important.

I would be interested to know which of the following approaches is superior in speed terms.

  1. Make FinDate (which now includes date and time) a thin layer over datetime i.e. all functions should call datetime functions rather than do processing themselves.

or

  1. Make FinDate independent of datetime and do all of the logic in the FinDate class. In this case consider if FinDate should be sped up using numba ? Functions like addDays and addMonths might benefit.

I imagine two implementations of FinDate which can be implemented and compared. Only core functions of date generation and differencing and rolling foward in date steps should be compared as most other functions build on these.

@domokane domokane added enhancement New feature or request good first issue Good for newcomers Python Task Numba Expertise labels Dec 29, 2020
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