mirror of
https://github.com/wassname/catalyst.git
synced 2026-10-28 12:51:29 +08:00
PERF: make next_window_start faster
This commit is contained in:
1 parent
a7188187e6
commit
33cef17396
1 file changed
+3
-3
@@ -290,9 +290,9 @@ Last successful date: %s" % self.last_trading_day)
|
||||
return self.previous_open_and_close(start)[1]
|
||||
|
||||
def get_open_and_close(self, day):
|
||||
todays_minutes = self.open_and_closes.loc[day.date()]
|
||||
|
||||
return todays_minutes['market_open'], todays_minutes['market_close']
|
||||
index = self.open_and_closes.index.get_loc(day.date())
|
||||
todays_minutes = self.open_and_closes.values[index]
|
||||
return todays_minutes[0], todays_minutes[1]
|
||||
|
||||
def market_minutes_for_day(self, stamp):
|
||||
market_open, market_close = self.get_open_and_close(stamp)
|
||||
|
||||
Reference in new issue
Block a user