diff --git a/zipline/data/data_portal.py b/zipline/data/data_portal.py index f8598c38..d4bc1e18 100644 --- a/zipline/data/data_portal.py +++ b/zipline/data/data_portal.py @@ -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): """