Files
catalyst/zipline/finance/performance
Scott Sanderson ecd9bff0d6 PERF/BUG: Make the portfolio property call updated_portfolio.
Make the portfolio property on TradingAlgorithm call `updated_portfolio`
internally.  This prevents needless recomputation of the portfolio between
calls to `handle_data`, and also prevents issues where the portfolio object
could be unexpectedly modified in place in the body of a `handle_data` call.

Noteworthy finding in the course of investigating this bug:

If you modify a Python dictionary while iterating over it, the language will
only throw an exception if the size of the dictionary changes between loop
iterations; this means that you can do:
```
x = {1:1, 2:2, 3:3}
for k in x:
    old_val = x[k]
    del x[k]
    x[f(k)] = old_val
    print k
```
and you'll only get an error if f(k) is already a key in the dictionary.
This can lead to bizarre/nondeterministic behavior in the key iterator.
2014-05-27 11:20:13 -04:00
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