Optimize the C++ version of edge

[waynelapierre]

I find the current bidask::edge function quite slow. Since you already have edge coded in C++, could you port it to the R package using Rcpp? Also, some parts of the C++ edge function can be parallelized using OpenMP.

[eguidotti]

Nice! Yes, I can try the port to R but I don't know how to parallelize the code in C++. Would you be able to help there?

[eguidotti]

The C++ version will not be ported to R because the Rcpp package is licensed under GPL and I want to license the R package (and possibly all implementations) under the more permissive MIT license. See #15

The R and Python versions now includes the functions edge_rolling and edge_expanding that are optimized for fast calculations over rolling and expanding windows.

Yet, the C++ version can be optimized indeed. Any help is greatly appreciated!