MAINT: Use pd.Series for benchmarks and algorithm returns in risk.

Instead of lists, use pd.Series, so that memory is preallocated.
This commit is contained in:
Eddie Hebert
2013-04-15 11:37:21 -04:00
parent 2dbafd5162
commit 6210467bec
5 changed files with 81 additions and 41 deletions
-3
View File
@@ -1019,9 +1019,6 @@ class TestPerformanceTracker(unittest.TestCase):
expected_size = len(txns) / 2 * -25
self.assertEqual(cumulative_pos.amount, expected_size)
self.assertEqual(perf_tracker.last_close,
perf_tracker.cumulative_risk_metrics.end_date)
self.assertEqual(len(perf_messages),
sim_params.days_in_period)