catalyst

wassname/catalyst

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Commit Graph

Author	SHA1	Message	Date
Conner Fromknecht	99efa7a9f3	Fixed catalyst tests except example tests	2017-06-19 14:43:10 -07:00
Scott Sanderson	d6ad73e064	MAINT: Updates from Joe's PR feedback.	2016-09-07 20:42:19 -04:00
Scott Sanderson	1ca23f2583	PERF: Remove module-scope calendar creations. Remove module scope invocations of `get_calendar('NYSE')`, which cuts zipline import time in half on my machine. This make the zipline CLI noticeably more responsive, and it reduces memory consumed at import time from 130MB to 90MB. Before: $ time python -c 'import zipline' real 0m1.262s user 0m1.128s sys 0m0.120s After: $ time python -c 'import zipline' real 0m0.676s user 0m0.536s sys 0m0.132s	2016-09-06 09:57:23 -04:00

Author

SHA1

Message

Date

Conner Fromknecht

99efa7a9f3

Fixed catalyst tests except example tests

2017-06-19 14:43:10 -07:00

Scott Sanderson

d6ad73e064

MAINT: Updates from Joe's PR feedback.

2016-09-07 20:42:19 -04:00

Scott Sanderson

1ca23f2583

PERF: Remove module-scope calendar creations.

Remove module scope invocations of `get_calendar('NYSE')`, which cuts
zipline import time in half on my machine. This make the zipline CLI
noticeably more responsive, and it reduces memory consumed at import
time from 130MB to 90MB.

Before:

$ time python -c 'import zipline'

real    0m1.262s
user    0m1.128s
sys     0m0.120s

After:

$ time python -c 'import zipline'

real    0m0.676s
user    0m0.536s
sys     0m0.132s

2016-09-06 09:57:23 -04:00