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MAINT: Alternate AdjustedArray boundary conditions.

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Avoids the need for a special sentinel value, and means that we only
have to have one branch instead of two in the inner loop.
This commit is contained in:
Scott Sanderson
2016-10-05 13:15:11 -04:00
committed by Eddie Hebert
parent 0244f03411
commit 554bc01539
1 changed files with 2 additions and 4 deletions
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zipline/lib/_windowtemplate.pxi
+2 -4
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@@ -67,7 +67,7 @@ cdef class AdjustedArrayWindow:
if len(self.adjustment_indices) > 0:
return self.adjustment_indices.pop()
else:
return -1
return self.max_anchor + self.perspective_offset
def __iter__(self):
return self
@@ -86,9 +86,7 @@ cdef class AdjustedArrayWindow:
# Apply any adjustments that occured before our current anchor.
# Equivalently, apply any adjustments known **on or before** the date
# for which we're calculating a window.
while (self.next_adj != -1
and
self.next_adj - self.perspective_offset < anchor):
while self.next_adj < anchor + self.perspective_offset:
for adjustment in self.adjustments[self.next_adj]:
adjustment.mutate(self.data)