From 58467f9b3e46262124f4f5df2ad40bc5e52178cf Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Fri, 3 Jun 2016 14:07:00 -0400 Subject: [PATCH] MAINT: Only calc inverse ratio if it applies. Avoid unneeded work by only calcultaing the inverse ratio when it applies to the current range. --- zipline/data/us_equity_loader.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/zipline/data/us_equity_loader.py b/zipline/data/us_equity_loader.py index 61043c59..2d107d4b 100644 --- a/zipline/data/us_equity_loader.py +++ b/zipline/data/us_equity_loader.py @@ -189,11 +189,11 @@ class USEquityHistoryLoader(with_metaclass(ABCMeta)): 'splits', sid) for s in splits: dt = s[0] - if field == 'volume': - ratio = 1.0 / s[1] - else: - ratio = s[1] if start < dt <= end: + if field == 'volume': + ratio = 1.0 / s[1] + else: + ratio = s[1] end_loc = dts.searchsorted(dt) adj_loc = end_loc if is_perspective_after: