Found this library: https://github.com/jerickson7/erickson_talib
Cycle measurement using an autocorrelation periodogram and the maximum entropy method (AKA MESA or Burg's method).
Maximum likelihood entropy estimator for an arbitrary base encoding.
It's in C++/Cython like TALIB and should be very fast.
I love Ehlers work and already tried to include some of his work, but the loops make backtesting horrible slow .
I already researched a little bit on how to include build/import it for jesse, but didn't get it yet. Maybe some of you know the way?