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PERF: re-ordered if statements, made into exclusive checks

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fawce
2013-11-12 22:40:16 -05:00
committed by Eddie Hebert
parent 9b22b86703
commit 923d3e4cbc
1 changed files with 11 additions and 6 deletions
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zipline/gens/tradesimulation.py
+11 -6
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@@ -128,16 +128,21 @@ class AlgorithmSimulator(object):
events = []
for event in snapshot:
if event.type == DATASOURCE_TYPE.SPLIT:
self.algo.blotter.process_split(event)
if event.type in (DATASOURCE_TYPE.TRADE,
DATASOURCE_TYPE.CUSTOM):
if event.type == DATASOURCE_TYPE.TRADE:
self.update_universe(event)
updated = True
if event.type == DATASOURCE_TYPE.BENCHMARK:
elif event.type == DATASOURCE_TYPE.BENCHMARK:
self.algo.set_datetime(event.dt)
bm_updated = True
elif event.type == DATASOURCE_TYPE.CUSTOM:
self.update_universe(event)
updated = True
elif event.type == DATASOURCE_TYPE.SPLIT:
self.algo.blotter.process_split(event)
# If we are instantly filling orders we process
# them after handle_data().
if not self.algo.instant_fill: