ENH: Switching from cachetools.LRUCache to lru-dict's LRU cache.

lru-dict is written in C and seems much more performant.

zipline/data/history_loader.py

@@ -17,8 +17,8 @@ from abc import (
     abstractmethod,
     abstractproperty,
 )
+from lru import LRU
 
-from cachetools import LRUCache
 from numpy import around, hstack
 from pandas import Int64Index
 
@@ -89,7 +89,7 @@ class HistoryLoader(with_metaclass(ABCMeta)):
         self._reader = reader
         self._adjustments_reader = adjustment_reader
         self._window_blocks = {
-            field: ExpiringCache(LRUCache(maxsize=sid_cache_size))
+            field: ExpiringCache(LRU(sid_cache_size))
             for field in self.FIELDS
         }
 

zipline/data/minute_bars.py

@@ -16,7 +16,7 @@ import os
 from os.path import join
 from textwrap import dedent
 
-from cachetools import LRUCache
+from lru import LRU
 import bcolz
 from bcolz import ctable
 from intervaltree import IntervalTree
@@ -788,7 +788,7 @@ class BcolzMinuteBarReader(MinuteBarReader):
         self._minutes_per_day = metadata.minutes_per_day
 
         self._carrays = {
-            field: LRUCache(maxsize=sid_cache_size)
+            field: LRU(sid_cache_size)
             for field in self.FIELDS
         }