PERF: moved performance calculation out of inner loop

lazy loading for portfolio
less repeating in performance period updates
This commit is contained in:
fawce
2013-11-19 10:39:57 -05:00
committed by Eddie Hebert
parent 50800a9863
commit 6d46eb71ea
5 changed files with 38 additions and 20 deletions
+1 -1
View File
@@ -321,7 +321,7 @@ class SlippageTestCase(TestCase):
@parameterized.expand([
(name, case['order'], case['event'], case['expected'])
for name, case in STOP_ORDER_CASES.items()
])
])
def test_orders_stop(self, name, order_data, event_data, expected):
order = Order(**order_data)
event = Event(initial_values=event_data)