PERF: Remove memoization from minute bar position.

Instead of using the `remember_last` memoization on all calls to
`_find_position_of_minute`, add an instance local cache which is only
used by the `get_value` call. The `get_value` call is very hot, so any
extra overhead (e.g. creating the WeakArgs on every invocation) becomes
costly. The current usage `get_value` also has the property that it is
called with monotonically increasing, but with a high repeat count on
each value. (A further improvement could making a `get_value` which
supports being used by many sids, for use by the update portfolio
positions.)

The caching is not done at the `_find_position_of_minute_level` because
`unadjusted_window` always uses two positions on the tape (start and end
of range) which would cause the entries and removal into the cache which
would be invalidated both between the calls of start and end, and next
call of the function.

zipline/data/minute_bars.py

@@ -30,7 +30,7 @@ from zipline.data._minute_bar_internal import (
     find_last_traded_position_internal
 )
 
-from zipline.utils.memoize import remember_last, lazyval
+from zipline.utils.memoize import lazyval
 
 US_EQUITIES_MINUTES_PER_DAY = 390
 
@@ -618,6 +618,9 @@ class BcolzMinuteBarReader(object):
             'volume': {},
         }
 
+        self._last_get_value_dt_position = None
+        self._last_get_value_dt_value = None
+
     def _get_metadata(self):
         return BcolzMinuteBarMetadata.read(self._rootdir)
 
@@ -747,7 +750,13 @@ class BcolzMinuteBarReader(object):
             Returns the integer value of the volume.
             (A volume of 0 signifies no trades for the given dt.)
         """
-        minute_pos = self._find_position_of_minute(dt)
+        if self._last_get_value_dt_value == dt.value:
+            minute_pos = self._last_get_value_dt_position
+        else:
+            minute_pos = self._find_position_of_minute(dt)
+            self._last_get_value_dt_value = dt.value
+            self._last_get_value_dt_position = minute_pos
+
         value = self._open_minute_file(field, sid)[minute_pos]
         if value == 0:
             if field == 'volume':
@@ -790,7 +799,6 @@ class BcolzMinuteBarReader(object):
 
         return pd.Timestamp(minute_epoch, tz='UTC', unit="m")
 
-    @remember_last
     def _find_position_of_minute(self, minute_dt):
         """
         Internal method that returns the position of the given minute in the