perf: limit atr calculations to trailing window#9
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christianarriaga1234-coder wants to merge 1 commit into
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perf: limit atr calculations to trailing window#9christianarriaga1234-coder wants to merge 1 commit into
christianarriaga1234-coder wants to merge 1 commit into
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Summary
Optimizes repeated ATR-style calculations by limiting each helper to the trailing candle window actually used by the formula. This keeps the public return values and warmup behavior intact while avoiding full-history scans on every strategy tick.
Type
Related Issue
Refs #2
Changes
period + 1candles.Testing
pytest tests/passes locallyshared/tests/test_atr_tail_window.pypassed.python -m py_compile app/strategies/quant_algos/risk_sizing.py app/strategies/quant_algos/volatility_algos.py app/strategies/quant_algos/momentum_algos.py app/strategies/quant_algos/smart_money.py shared/tests/test_atr_tail_window.pygit diff --checkon changed pathsBenchmark: synthetic 10,000-candle history, 2,000 repeated ATR calls. Legacy full-history scan: 8.428651s. Optimized trailing-window scan: 0.011347s. Speedup: 742.80x with equality asserted before timing.
Checklist
docs/connections/service-map.mdupdated (if adding a new call path)docs/architecture/data-model.mdupdated (if changing DB schema)app/strategies/signals.py(if adding a strategy)app/onchain_logger.py(if adding a strategy)Screenshots (if UI change)
N/A