mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-21 12:30:16 +08:00
Eddie Hebert
f54881cd08
When run over large amounts of data the use of ndict's gets and sets become a large bottleneck, around 1/5th of the CPU time is spent in ndict's __setattr__, __getattr__, etc. By switching to an object for an event, we reduce the penalty significantly. Removes asserts that check for event being an ndict, as well as those that assume a certain behavior of the __contains__ method for events.
48 lines
1.2 KiB
Python
48 lines
1.2 KiB
Python
#
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# Copyright 2012 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from utils.protocol_utils import Enum
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# Datasource type should completely determine the other fields of a
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# message with its type.
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DATASOURCE_TYPE = Enum(
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'AS_TRADED_EQUITY',
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'MERGER',
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'SPLIT',
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'DIVIDEND',
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'TRADE',
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'EMPTY',
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'DONE'
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)
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class Event(object):
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def __getitem__(self, name):
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return getattr(self, name)
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def __setitem__(self, name, value):
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setattr(self, name, value)
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def __delitem__(self, name):
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delattr(self, name)
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def keys(self):
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return self.__dict__.keys()
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def __eq__(self, other):
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return self.__dict__ == other.__dict__
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