I'm looking for a tick by tick high performance container.
So far I've been using List where Tick is a simple struct with a DateTime and double field. I'm using Linq for date lookups but it's painfully slow.
So after reading this I was thinking of using two arrays, one for date one for values, use binary search and wrapping it in my own data structure but I was wondering if there is something similar to pandas in python?
I had a look at deedle but didn't have time to test its performance, is it based the above mentionned method ( two arrays, one for date one for values) or is it based on linq. If it's based on linq, I don't expect it to perform well.