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BUG: Fix excessive recalcuations in batch.

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Downsampled batch transforms should only recalcuate on close
This commit is contained in:
fawce
2013-10-20 05:59:41 -04:00
committed by Eddie Hebert
parent cdbafc534a
commit 279605dfb5
1 changed files with 8 additions and 2 deletions
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zipline/transforms/batch_transform.py
+8 -2
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@@ -311,6 +311,7 @@ class BatchTransform(object):
mkt_close
)
self.trading_days_total += 1
self.mkt_close = mkt_close
self.last_dt = event.dt
@@ -340,8 +341,13 @@ class BatchTransform(object):
self.trading_days_total % self.refresh_period == 0)
# 2. Have the args or kwargs been changed since last time?
args_updated = args != self.last_args or kwargs != self.last_kwargs
recalculate_needed = args_updated or (period_signals_update and
self.updated)
# 3. Is this a downsampled batch, and is the last event mkt close?
downsample_ready = not self.downsample or \
self.last_dt == self.mkt_close
recalculate_needed = downsample_ready and \
(args_updated or (period_signals_update and self.updated))
###################################################
if recalculate_needed:
self.cached = self.compute_transform_value(