From 102cddb4cbe7d6f1619acedf1b965d1c38a2d634 Mon Sep 17 00:00:00 2001 From: Thomas Wiecki Date: Thu, 6 Jun 2013 16:38:30 -0400 Subject: [PATCH] ENH: Use smarter matching for updating RollingPanel. --- zipline/utils/data.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/zipline/utils/data.py b/zipline/utils/data.py index a95c1ae2..73b05570 100644 --- a/zipline/utils/data.py +++ b/zipline/utils/data.py @@ -79,7 +79,8 @@ class RollingPanel(object): set(frame.index).difference(set(self.items)): self._update_buffer(frame) - self.buffer.values[:, self.pos, :] = frame.ix[self.items].values + self.buffer.loc[:, self.pos, :] = frame.ix[self.items].T + self.index_buf[self.pos] = tick self.pos += 1