Issue 550

[brsnw250]

Before submitting (must do checklist)

• Did you read the contribution guide?
• Did you update the docs? We use Numpy format for all the methods and classes.
• Did you write any new necessary tests?
• Did you update the CHANGELOG?

Performance graphs (before)

Proposed Changes

• Reworked column updates, reducing number of internal copies
• Added checks for timesatmps and columns (features/segemnts)

Performance graphs (after)

Code to reproduce

import numpy as np

from etna.datasets import TSDataset, generate_ar_df
from etna.transforms import LagTransform


df = generate_ar_df(n_segments=100000, periods=100, start_time="2000-01-01")
ts = TSDataset(df=df, freq="D")

transform = LagTransform(in_column="target", lags=np.arange(1, 30))
transform.fit_transform(ts=ts)

Closing issues

#550

[github-actions]

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[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 90.43%. Comparing base (438b738) to head (414009d).

Additional details and impacted files

@@           Coverage Diff           @@
##           master     #552   +/-   ##
=======================================
  Coverage   90.42%   90.43%           
=======================================
  Files         262      262           
  Lines       18234    18242    +8     
=======================================
+ Hits        16488    16497    +9     
+ Misses       1746     1745    -1     

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