Optimize Rolling/TimeRolling attribute dispatch (~3x speedup)#1788
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MaxHalford merged 4 commits intomainfrom Apr 2, 2026
Merged
Optimize Rolling/TimeRolling attribute dispatch (~3x speedup)#1788MaxHalford merged 4 commits intomainfrom
MaxHalford merged 4 commits intomainfrom
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Replace __getattribute__ with __getattr__ in BaseRolling so that own-attribute lookups (self.obj, self.window, etc.) bypass the proxy entirely. Cache window_size as a plain int and reduce repeated attribute lookups in Rolling.update. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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Summary
__getattribute__with__getattr__inBaseRolling, so own-attribute lookups (self.obj,self.window, etc.) bypass the proxy entirely. The old implementation used a try/except on every attribute access — including the wrapper's own attributes — which accounted for ~50% ofRolling.updatewall time.window_sizeas a plain_window_sizeint to avoid a property + deque attribute lookup per update.self.windowin the update hot path.Benchmark (50k ticks, SMA window=20)
Rolling(Mean)Rolling(Var)Rolling(Mean+Var)(BBANDS)