wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-07-14 11:15:09 +08:00
Code Issues Packages Projects Releases Wiki Activity

PERF: Replace .ix usages with with .loc in TradingEnvironment.

Browse Source 
Replace usage of .ix in TradingEnvironment with .loc when we know that we're
using an index key.

DataFrame.ix can be used with either integer or key-based indices, and as such
it incurs an overhead for figuring out which you meant.
This commit is contained in:
Scott Sanderson
2014-06-26 17:17:08 -04:00
parent 6a2ee7c417
commit 4c9cf1321d
1 changed files with 2 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files
zipline/finance/trading.py
+2 -2
View File
@@ -125,7 +125,7 @@ class TradingEnvironment(object):
self.early_closes = get_early_closes(self.first_trading_day,
self.last_trading_day)
self.open_and_closes = env_trading_calendar.open_and_closes.ix[
self.open_and_closes = env_trading_calendar.open_and_closes.loc[
self.trading_days]
def __enter__(self, *args, **kwargs):
@@ -256,7 +256,7 @@ 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.ix[day.date()]
todays_minutes = self.open_and_closes.loc[day.date()]
return todays_minutes['market_open'], todays_minutes['market_close']