Consider refactoring of TimeSeries

Bug #1209989 reported by Richard Gomes
6
This bug affects 1 person
Affects Status Importance Assigned to Milestone
JQuantLib
New
Medium
Unassigned

Bug Description

At the moment we have
  class TimeSeries<T> extends Series<Date,T>

In general, T is Double, which means that, in general:
  class TimeSeries<Double> extends Series<Date,Double>

Notice that Date has only one internal field:
    long serial;

It basically means we could replace Date by Long, like this:
  class TimeSeries<Double> extends Series<Long,Double>

Doing this and using fastutil, we could replace large data structures backed by objects by data structures backed by primitive types.

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Relationships
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related to http://bugs.launchpad.net/bugs/jquantlib-516

Tags: performance
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