performance boost to WMA and IFT_RSI

peerchemist · Oct 21, 2020 · e65409f · e65409f
1 parent cc3385b
commit e65409f
Showing 1 changed file with 2 additions and 2 deletions.
diff --git a/finta/finta.py b/finta/finta.py
@@ -340,7 +340,7 @@ def WMA(cls, ohlc: DataFrame, period: int = 9, column: str = "close") -> Series:
         """
 
         d = (period * (period + 1)) / 2  # denominator
-        weights = pd.Series(np.arange(1, period + 1))
+        weights = np.arange(1, period + 1)
 
         def linear(w):
             def _compute(x):
@@ -694,7 +694,7 @@ def IFT_RSI(
 
         # v2 = WMA(wma_period) of v1
         d = (wma_period * (wma_period + 1)) / 2  # denominator
-        weights = pd.Series(np.arange(1, wma_period + 1))
+        weights = np.arange(1, wma_period + 1)
 
         def linear(w):
             def _compute(x):