From d659a1d78cead008ac30e61a7887cb72089870a1 Mon Sep 17 00:00:00 2001
From: Eddie Hebert <ehebert@quantopian.com>
Date: Tue, 12 Apr 2016 14:37:18 -0400
Subject: [PATCH] BUG/PERF: Remove extra minute bar loader cache.

The minute history loader caching was incorrectly mimicking the daily
history loader caching.

Where caching the adjusted array on the last dt helps an access pattern
of repeated calling history windows on the same day (which has an end_dt
of the previous day), with minute windows the end dt is always moving
forward, so the cached values are seldom used. (Would only be used if
`history` was called with same parameters twice on the same simulation time.)
---
 zipline/data/data_portal.py | 31 +++----------------------------
 1 file changed, 3 insertions(+), 28 deletions(-)

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):
         """