From 48c725b5ea4e5349791e5eff8866b8bee60a6377 Mon Sep 17 00:00:00 2001
From: Scott Sanderson <ssanderson@quantopian.com>
Date: Wed, 26 Oct 2016 23:49:48 -0400
Subject: [PATCH] PERF: Call concatenate directly instead of hstack.

Avoids a couple function calls in a hot path.
---
 zipline/data/history_loader.py | 8 ++++++--
 1 file changed, 6 insertions(+), 2 deletions(-)

diff --git a/zipline/data/history_loader.py b/zipline/data/history_loader.py
index 91137d10..06f29463 100644
--- a/zipline/data/history_loader.py
+++ b/zipline/data/history_loader.py
@@ -18,8 +18,8 @@ from abc import (
     abstractproperty,
 )
 
+from numpy import concatenate
 from lru import LRU
-from numpy import hstack
 from pandas import isnull
 from pandas.tslib import normalize_date
 from toolz import sliding_window
@@ -522,7 +522,11 @@ class HistoryLoader(with_metaclass(ABCMeta)):
                                              field,
                                              is_perspective_after)
         end_ix = self._calendar.get_loc(dts[-1])
-        return hstack([window.get(end_ix) for window in block]).round(3)
+
+        return concatenate(
+            [window.get(end_ix) for window in block],
+            axis=1,
+        ).round(3)
 
 
 class DailyHistoryLoader(HistoryLoader):