From bd7f121e85f58336d38da012b45cd96b65b6957d Mon Sep 17 00:00:00 2001 From: Andrew Daniels Date: Mon, 10 Apr 2017 17:21:18 -0400 Subject: [PATCH] PERF: Only get session close in MinuteResampleSessionBarReader We only need the close, not the open. --- zipline/data/resample.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/zipline/data/resample.py b/zipline/data/resample.py index 5fe3bdf6..b5632493 100644 --- a/zipline/data/resample.py +++ b/zipline/data/resample.py @@ -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 = []