From 33cef173962a7a35ee138f2cd1ef2459025760ae Mon Sep 17 00:00:00 2001 From: Dale Jung Date: Fri, 26 Dec 2014 23:43:09 -0500 Subject: [PATCH] PERF: make next_window_start faster --- zipline/finance/trading.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/zipline/finance/trading.py b/zipline/finance/trading.py index 42490b80..44b516b6 100644 --- a/zipline/finance/trading.py +++ b/zipline/finance/trading.py @@ -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)