Optimize halflife-based EMA's in csp.stats #288
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Signed-off-by: Sorin Vatasoiu <Sorin.Vatasoiu@Point72.com>
svatasoiu
requested review from
robambalu,
AdamGlustein and
alexddobkin
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robambalu
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Jun 20, 2024
timkpaine
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type: enhancement
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the decay multiplier can be pre-computed saving a call to log() [note that log( 2.0 ) is currently resulting in a call to log as it is not constexpr until C++26] and division per update
also prefer x*x vs pow( x, 2 ) to avoid relying on compiler to optimize this