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feat: add rkyv derive for Candle

Open harryagstian opened this issue 1 year ago • 0 comments

Added rkyv derive for Candle behind feature gate, allowing the struct to be serialized / deserialized / stored using rkyv.

Using rkyv significantly improved candles load performance for files, which is useful when doing backtesting. I am able to load 232k candles in 2 seconds using rkyv, compared to 28 seconds with serde-json.

Also, minor fix on donchian_channel documentation.

harryagstian avatar Jun 26 '24 10:06 harryagstian