MAINT: Remove duplicate get_rolls in reader.

The rolls are already calculated and assigned to `rolls_by_asset` earlier in the
`load_raw_arrays` method, so remove the duplication.

The change should not affect results.
This commit is contained in:
Eddie Hebert
2016-11-11 11:09:02 -05:00
parent b4692c4121
commit 00ebae7729
-2
View File
@@ -45,8 +45,6 @@ class ContinuousFutureSessionBarReader(SessionBarReader):
# Get partitions
partitions_by_asset = {}
for asset in assets:
rolls_by_asset[asset] = rf.get_rolls(
asset.root_symbol, start_date, end_date, asset.offset)
partitions = []
partitions_by_asset[asset] = partitions
rolls = rolls_by_asset[asset]