Andrew Daniels 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

..

__init__.py

ENH: Reorganized internal calendar implementation.

2016-07-19 22:27:34 -04:00

test_calendar_dispatcher.py

MAINT: Updates from Joe's PR feedback.

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

test_cfe_calendar.py

STY: Add newline

2017-03-27 09:59:08 -04:00

test_cme_calendar.py

ENH: Reorganized internal calendar implementation.

2016-07-19 22:27:34 -04:00

test_ice_calendar.py

ENH: Reorganized internal calendar implementation.

2016-07-19 22:27:34 -04:00

test_nyse_calendar.py

BLD: Fix some imports.

2016-07-20 09:10:32 -04:00

test_trading_calendar.py

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

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