Optimize TSDataset.describe

[Mr-Geekman]

🚀 Feature Request

We should optimize method TSDataset.describe, because it can consume up to 30% of all computation time during backtest on NaiveModel with 10k segments.

Proposal

In current implementation the bottleneck is TSDataset._gather_segments_data and it should be optimized. The problem lies in per-segment iteration.

Possible solution:

• Vectorization
• Optimization of one iteration
• Rewriting cycle using numba

As an alternative we could optimize the places where TSDataset.describe is used:

• BasePipeline._make_predict_timestamps
• FoldMask.validate_on_dataset
• Check other places

Test cases

Make sure current tests pass.

Additional context

Connected issues: #1336.