Andrew DanielsandGitHub 4c334c6c38 PERF: Optimize session close lookups in resample bar reader (#1749) ...

Optimize session close lookups in MinuteResampleSessionBarReader:

- Adds `session_closes_in_range` method (along with
  `session_opens_in_range`) to TradingCalendar to allow vectorized
  retrieval of all values in a range of sessions.
- Improves code path for resampling a single session's worth of data (as
  is the case when calling `get_value`), since we don't actually need to
  look up the close minute.

2017-04-11 16:35:04 -04:00

..

bundles

MAINT: Use sort_values instead of sort().

2016-09-20 17:12:07 -04:00

__init__.py

ENH: Updates the cli, data bundles and extensions.

2016-05-03 18:38:24 -04:00

_adjustments.pyx

MAINT: Fix failures/warnings in test_api_shim.py

2016-09-20 17:12:07 -04:00

_equities.pyx

TST: fix data tests

2016-07-25 13:09:55 -04:00

_minute_bar_internal.pyx

BUG: Fix minute bar last traded after half day.

2016-11-15 15:09:19 -05:00

_resample.pyx

BUG: Open and close resampling code could hit index errors

2017-03-28 16:06:29 -04:00

bar_reader.py

BUG: Makes NoData{Before, After}Date subclass NoDataOnDate (#1507)

2016-09-22 11:43:43 -04:00

benchmarks.py

MAINT: Updated yahoo url for SSL

2017-03-05 17:37:45 -05:00

continuous_future_reader.py

BUG: Getting continuous future current contract failed on None

2017-03-30 12:09:55 -04:00

data_portal.py

MAINT: Refactor DataPortal._get_minute_spot_value to avoid two lookups

2017-04-06 08:54:17 -04:00

dispatch_bar_reader.py

ENH: Add history for continuous futures.

2016-10-16 22:40:08 -04:00

history_loader.py

BUG: Fix bad error handling in history loader.

2017-01-30 13:23:47 -05:00

loader.py

REV: Only use benchmark csv files in source for testing

2017-04-04 17:18:49 -04:00

minute_bars.py

BUG: use integer division for index so that pandas indexing doesnt fail

2017-03-13 07:42:51 +00:00

resample.py

PERF: Optimize session close lookups in resample bar reader (#1749)

2017-04-11 16:35:04 -04:00

session_bars.py

MAINT: Add BarReader base class for both minute and session readers

2016-09-14 13:47:12 -04:00

treasuries_can.py

MAINT: Final polish on loader rewrites.

2015-10-25 16:37:59 -04:00

treasuries.py

MAINT: Use itemgetter instead of homegrown func.

2015-10-25 16:37:59 -04:00

us_equity_pricing.py

STY: Wrap/reformat lines over 80 chars.

2017-02-08 00:47:33 -05:00