catalyst

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Files

T

Scott Sanderson 30c4a1a1dc PERF: Optimized rewrite of HistoryContainer.update.

Uses a numpy array instead of a dict of dicts when initializing history
container.

In testing this reduced the total time spent in HistoryContainer.update
by 66%.

BEFORE COMMIT:
Thu Oct 16 22:30:46 2014    results/cprofile/unoptimized

         185223320 function calls (182210491 primitive calls) in 401.351
         seconds

   Ordered by: cumulative time
   List reduced from 2398 to 27 due to restriction <'update'>

   ncalls  tottime  percall  cumtime  percall filename:lineno(function)
     8580    0.461    0.000  160.571    0.019
     qexec/zipline/history/history_container.py:388(update)

AFTER COMMIT:
Thu Oct 16 22:12:28 2014    results/cprofile/optimized

         143177181 function calls (140164352 primitive calls) in 272.403
         seconds

   Ordered by: cumulative time
   List reduced from 2395 to 27 due to restriction <'update'>

   ncalls  tottime  percall  cumtime  percall filename:lineno(function)
     8580    0.086    0.000   47.294    0.006 qexec/zipline/history/history_container.py:388(update)

2014-10-16 22:32:43 -04:00

data

MAINT: Remove use of deprecated getchildren method on xml element

2014-10-08 11:39:48 -04:00

examples

DOC: Updated dual moving average example to use symbol lookup.

2014-08-04 12:21:50 +02:00

finance

add account object to context

2014-10-10 17:10:45 -04:00

gens

add account object to context