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Merge pull request #1126 from quantopian/remove-minute-bar-loader-cache

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BUG/PERF: Remove extra minute bar loader cache.
This commit is contained in:
Eddie Hebert
2016-04-12 22:18:37 -04:00
parent 4a1dd9967a d659a1d78c
commit 8b3bf34344
1 changed files with 3 additions and 28 deletions
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zipline/data/data_portal.py
+3 -28
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@@ -516,16 +516,6 @@ class DataPortal(object):
'price': None
}
self._equity_daily_reader_array_data = {}
# See above comment for `_equity_daily_reader_array_keys`.
self._equity_minute_loader_array_keys = {
'open': None,
'high': None,
'low': None,
'close': None,
'volume': None,
'price': None
}
self._equity_minute_loader_array_data = {}
def _reindex_extra_source(self, df, source_date_index):
return df.reindex(index=source_date_index, method='ffill')
@@ -1307,10 +1297,9 @@ class DataPortal(object):
def _get_minute_window_for_equities(
self, assets, field, minutes_for_window):
window = self._equity_minute_loader_arrays(field,
minutes_for_window,
assets)
return window
return self._equity_minute_history_loader.history(assets,
minutes_for_window,
field)
def _apply_all_adjustments(self, data, asset, dts, field,
price_adj_factor=1.0):
@@ -1393,20 +1382,6 @@ class DataPortal(object):
self._equity_daily_reader_array_data[field] = data
return data
def _equity_minute_loader_arrays(self, field, dts, assets):
# Custom memoization, because of unhashable types.
assets_key = frozenset(assets)
key = (field, dts[0], dts[-1], assets_key)
if self._equity_minute_loader_array_keys[field] == key:
return self._equity_minute_loader_array_data[field]
else:
data = self._equity_minute_history_loader.history(assets,
dts,
field)
self._equity_minute_loader_array_keys[field] = key
self._equity_minute_loader_array_data[field] = data
return data
def _get_daily_window_for_sids(
self, assets, field, days_in_window, extra_slot=True):
"""