perf: reduce linear regression channel allocations - #15
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Summary
Refs #2.
This PR optimizes
linear_regression_channelwithout overlapping the existing performance submissions for dashboard grouping, stochastic/RSI/ATR/MACD/OBV, PnL chart rendering, or log buffering.The previous implementation allocated
x = list(range(lookback))and a fullresidualslist on every call. This version:sxandsxxwith arithmetic-series formulasenumerate(y)instead of materializingxresidualsValidation
Because my local environment cannot currently clone this repository over GitHub TLS, I validated the exact touched module in a local minimal workspace.
Manual test invocation passed:
Micro-benchmark over 2,000 calls on a 5,000-point price series:
Notes
I intentionally avoided duplicating the existing open PRs and focused on a separate statistical strategy hot path.