From a30c4fc689ef92bd8c0251eeee9a9ef1399b625a Mon Sep 17 00:00:00 2001 From: Richard Frank Date: Thu, 1 Oct 2015 13:28:16 -0400 Subject: [PATCH] PERF: Don't build an AssetFinder if no engine is provided This is an optimization where we're building an environment but not using its finder. Ideally, the consumer would use just the calendar, but it's not fully featured quite yet. --- zipline/finance/trading.py | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/zipline/finance/trading.py b/zipline/finance/trading.py index b7ed09c8..ddd68f5c 100644 --- a/zipline/finance/trading.py +++ b/zipline/finance/trading.py @@ -121,7 +121,10 @@ class TradingEnvironment(object): else: self.engine = engine = asset_db_path - self.asset_finder = AssetFinder(engine) + if engine is not None: + self.asset_finder = AssetFinder(engine) + else: + self.asset_finder = None def write_data(self, engine=None,