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优化SMASeries函数，数据量少没有优势，数据量大处理速度提升一倍 #33

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优化SMASeries函数，数据量少没有优势，数据量大处理速度提升一倍 #33

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9 changes: 5 additions & 4 deletions funcat/func.py
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Original file line number Diff line number Diff line change
Expand Up @@ -75,11 +75,12 @@ class SMASeries(TwoArgumentSeries):
"""同花顺专用SMA"""

def func(self, series, n, _):
results = np.nan_to_num(series).copy()
# results = np.nan_to_num(series).copy()
# FIXME this is very slow
for i in range(1, len(series)):
results[i] = ((n - 1) * results[i - 1] + results[i]) / n
return results
# for i in range(1, len(series)):
# results[i] = ((n - 1) * results[i - 1] + results[i]) / n
results = series.fillna(0)
return results.ewm(min_periods=0, ignore_na=False, adjust=False, alpha=1/n).mean()


class SumSeries(NumericSeries):
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