From 0d841503a781cbcd83fb0b88e4ba09f6d21d670d Mon Sep 17 00:00:00 2001
From: Eddie Hebert <ehebert@quantopian.com>
Date: Sun, 6 Jan 2013 17:31:03 -0500
Subject: [PATCH] Uses dictionary update instead of iterating through keys.

update_universe is a bottleneck on large data sets.

A large portion of that bottleneck is the call to getitem while
looping over the keys, so using update while passing along the internal
__dict__

Seeing about a 40% improvement.
---
 zipline/gens/tradesimulation.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/zipline/gens/tradesimulation.py b/zipline/gens/tradesimulation.py
index 6477d93c..7616ab48 100644
--- a/zipline/gens/tradesimulation.py
+++ b/zipline/gens/tradesimulation.py
@@ -241,8 +241,7 @@ class AlgorithmSimulator(object):
         self.algo.set_portfolio(event.portfolio)
 
         # Update our knowledge of this event's sid
-        for field in event.keys():
-            self.universe[event.sid][field] = event[field]
+        self.universe[event.sid].update(event.__dict__)
 
     def simulate_snapshot(self, date):
         """