Eddie Hebertandjfkirk 00ea7b04d1 PERF: Reduce memory usage during risk metric calculations. ...

For beta calculation:

Remove `.dropna` , since it was creating a new
Series and Index which inflated memory usage as algorithm run time
progressed.

For downside risk calculations:

Instead of using pd.Series calculations, pass the underlying
numpy array which have already been sliced to the exact dt, so that the
call to `round` does not create a new Series.

2015-04-28 13:22:04 -04:00

..

__init__.py

MAINT: Break period and cumulative risk metrics into submodules.

2013-08-06 17:49:19 -04:00

cumulative.py

PERF: Reduce memory usage during risk metric calculations.

2015-04-28 13:22:04 -04:00

period.py

ENH: Add max leverage account guard

2015-04-10 15:19:54 -04:00

report.py

ENH: Add max leverage account guard

2015-04-10 15:19:54 -04:00

risk.py

ENH: Track max leverage as risk

2015-04-10 15:19:54 -04:00