Files
catalyst/zipline
Eddie Hebert 34d577d3d7 Recycles objects for positions.
Instead of creating a new ndict for each position on every event,
we change the values in the object that held the previous position.

The creation of new objects on each event was incurring too much
overhead.

Changes the position type returned by performance module.

For improved speed, changes from ndict to a simple Python object,
since the cost of setting ndict values is too expensive for the
number of times that positions are returned.

Also, changes the containing type of the positions to be dictionary
with the __missing__ overloaded, instead of the ndict that had that
behavior, to reduce the penalty of using ndicts.
2013-01-12 15:37:18 -05:00
..
2013-01-12 15:37:18 -05:00
2013-01-07 13:26:27 -05:00
2012-10-22 11:57:16 -04:00
2013-01-12 15:37:18 -05:00