high-roller 0.2.0

Rolling maximum, minimum, and sum for streams of numerical data.
Documentation

High Roller

TODO

The code in this crate is solid, but the profiling and documentation is lacking. The motivating case for this crate is time pressured, but I will be iteratively returning to improve and prettify as time allows.

Roadmap

High Roller is usable as-is, but here's the plan for upcoming improvements.

  • Finish documentation on RollingMax. Proper documentation on RollingSum.
  • Write a proper README.
  • Performance profiling
    • Compare naive and optimized rolling sum.
    • Compare naive and optimized rolling max.
    • Compare ringbuffer and VecDeque rolling max.
    • Performance profile of Decimal32 operations. How do instructions compare to f32?
  • BitVec rolling sum for accumulating a window of boolean counters.
  • DoubleBitVec and DBV rolling sum for accumulating the range 0..4.
  • Experiment with size optimizations in RollingMax.