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PERF: Only get session close in MinuteResampleSessionBarReader

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We only need the close, not the open.
This commit is contained in:
Andrew Daniels
2017-04-10 17:21:18 -04:00
parent 6dd1616c15
commit bd7f121e85
1 changed files with 1 additions and 1 deletions
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zipline/data/resample.py
+1 -1
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@@ -521,7 +521,7 @@ class MinuteResampleSessionBarReader(SessionBarReader):
sessions = self._calendar.sessions_in_range(start_dt, end_dt)
m_closes = np.zeros(len(sessions), dtype=np.dtype('datetime64[ns]'))
for i, s in enumerate(sessions):
close = self._calendar.open_and_close_for_session(s)[1]
close = self._calendar.session_close(s)
m_closes[i] = close.value
m_locs = np.searchsorted(dts, m_closes)
results = []