From a7818f853a9709f4a15c97313da8a8c865764918 Mon Sep 17 00:00:00 2001
From: Thomas Wiecki <thomas.wiecki@gmail.com>
Date: Thu, 6 Jun 2013 16:39:05 -0400
Subject: [PATCH] DOC: Add note about performance issue when updating.

---
 zipline/utils/data.py | 6 ++++++
 1 file changed, 6 insertions(+)

diff --git a/zipline/utils/data.py b/zipline/utils/data.py
index 73b05570..b12fd367 100644
--- a/zipline/utils/data.py
+++ b/zipline/utils/data.py
@@ -65,8 +65,14 @@ class RollingPanel(object):
 
         new_buffer = self._create_buffer()
         # Copy old values we want to keep
+        # .update() is pretty slow. Ideally we would be using
+        # new_buffer.loc[non_nan_items, :, non_nan_cols] =
+        # but this triggers a bug in Pandas 0.11. Update
+        # this when 0.12 is released.
+        # https://github.com/pydata/pandas/issues/3777
         new_buffer.update(
             self.buffer.loc[non_nan_items, :, non_nan_cols])
+
         self.buffer = new_buffer
 
     def add_frame(self, tick, frame):