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PERF: make next_window_start faster

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Dale Jung
2014-12-26 23:43:09 -05:00
committed by Eddie Hebert
parent a7188187e6
commit 33cef17396
1 changed files with 3 additions and 3 deletions
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zipline/finance/trading.py
+3 -3
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@@ -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)