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@milktrader
Last active December 15, 2015 01:59
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Speed trials of an Array{TimeStamp} vs DataFrame
# var is an Array{TimeStamp}
# df is a DataFrame
# each is 15850 rows long
julia> @elapsed mean(df["Open"])
0.176795466
julia> @elapsed mean(var)
0.017835577
julia> mean(var) == mean(df["Open"])
true
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De-vectorized mean function

 function mean(x::Array{TimeStamp})  
    r = length(x)
    s = 0
    for v in x
      s += v.value
    end 
    s/r
  end

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