catalyst

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Eddie Hebertandjfkirk 00ea7b04d1 PERF: Reduce memory usage during risk metric calculations.

For beta calculation:

Remove `.dropna` , since it was creating a new
Series and Index which inflated memory usage as algorithm run time
progressed.

For downside risk calculations:

Instead of using pd.Series calculations, pass the underlying
numpy array which have already been sliced to the exact dt, so that the
call to `round` does not create a new Series.

2015-04-28 13:22:04 -04:00

assets

ENH: Adds Equity and Future classes as extensions of Asset class

2015-03-19 13:23:40 -04:00

data

MAINT: Change expected type of treasury curves from load to DataFrame.

2015-04-20 10:26:09 -04:00

examples

MAINT: Replace old ema_talib example with new one.

2014-12-19 14:04:27 +01:00

finance

PERF: Reduce memory usage during risk metric calculations.