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MAINT: Don't alias bounds in engine loop.

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Scott Sanderson
2015-08-04 19:24:55 -04:00
parent 7f374f2ba3
commit 223c8d02f9
1 changed files with 5 additions and 5 deletions
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zipline/modelling/engine.py
+5 -5
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@@ -464,13 +464,13 @@ class SimpleFFCEngine(object):
bounds = add.accumulate(unioned.sum(axis=1))
for dt_idx, dt_end in enumerate(bounds):
bounds = slice(dt_start, dt_end)
column_indices = nonzero_ys[bounds]
row_bounds = slice(dt_start, dt_end)
column_indices = nonzero_ys[row_bounds]
raw_dates_index[bounds] = dates[dt_idx]
raw_assets_index[bounds] = assets[column_indices]
raw_dates_index[row_bounds] = dates[dt_idx]
raw_assets_index[row_bounds] = assets[column_indices]
for computed, output in zip(factor_data, factor_outputs):
output[bounds] = computed[dt_idx, column_indices]
output[row_bounds] = computed[dt_idx, column_indices]
# Upper bound of current row becomes lower bound for next row.
dt_start = dt_end