nickos556

Memory Usage

2

Great tool, thanks so much for sharing! I am running helix-trace using the following command line: ./helix-trace -i /media/sf_data/ITCH5.0/08302017.NASDAQ_ITCH50 -s AAPL -P nasdaq-binaryfile-itch50 -f csv -o AAPL.csv 08302017.NASDAQ_ITCH50 is downloaded...

Support for datetime64

4

Hi @jbednar thank you for writing such a useful library... It has so much potential... Are there any plans to support numpy's datetime64 datatype, or pandas DatetimeIndexes more generally? When...

Slow Performance

1

I am seeing very slow performance when using skopt.Optimizer. Here is a reproducible example, that takes ~22.5s on my laptop: ```import os os.environ["OMP_NUM_THREADS"] = "1" import skopt import numpy as...