Refactor IntervalPrice?
Affects | Status | Importance | Assigned to | Milestone | |
---|---|---|---|---|---|
JQuantLib |
New
|
Medium
|
Unassigned |
Bug Description
This issue is in complement to issue 515
http://
In some cases, we have TimeSeries<
class TimeSeries<
Notice that IntervalPrice has the following internal fields:
private double open;
private double close;
private double high;
private double low;
In this way, it would be better, from performance of view, to have TimeSeries (or Series, to be more precise) simply as a Decorator which aggregates structures backed on primitive types (fastutil), delegating calls as necessary to underlying objects.
So, one idea would be maintaining internal Maps like this:
Map<
Map<
Map<
Map<
It's not clear at this point if it would be viable to refactor IntervalPrice.
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Relationships
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related to http://