Expand description
Inter-bar feature result caching for streaming optimization
GitHub Issue: https://github.com/terrylica/opendeviationbar-py/issues/96 GitHub Issue: https://github.com/terrylica/opendeviationbar-py/issues/59 Task #144 Phase 4: Result caching for deterministic sequences
Caches computed inter-bar features (OFI, VWAP, Kyle Lambda, Hurst, etc.) keyed by trade count and window hash to avoid redundant computation in streaming scenarios where similar lookback windows repeat.
§Benefits
- Latency reduction: 20-40% for repeated window patterns (Task #144 target)
- Memory efficient: LRU eviction, bounded capacity
- Transparent: Optional, backward compatible
§Architecture
Cache key: (trade_count, window_hash) → InterBarFeatures
Window hash captures:
- Price movement pattern (OHLC bounds)
- Volume distribution
- Temporal characteristics (duration, trade frequency)
Structs§
- Inter
BarCache Key - Cache key for inter-bar feature results
- Inter
BarFeature Cache - LRU cache for inter-bar feature computation results
Constants§
- INTERBAR_
FEATURE_ CACHE_ CAPACITY - Maximum capacity for inter-bar feature cache Trade-off: Larger → higher hit ratio; smaller → less memory