Scott Sanderson 654edaa851 BUG: Clear asset caches when mapping DataFrame. ...

Our DataFrame index resolution logic relies on failed lookups **not**
being cached, but not caching failed lookups is a nontrivial performance
hit when repeatedly looking up sids.  The "solution" here is to clear
the caches after writing in new assets.

The real fix for this is either:

1. Don't construct an AssetFinder until we have the datasource in hand
   in run(), or
2. Don't symbol-map the user's input source if it's a DataFrame.
   Instead we should make our data loaders pre-map the data.

2015-11-13 18:26:54 -05:00

..

__init__.py

ENH: add extension to AssetFinder that caches all equities in memory and uses that cache in lookup_symbol.

2015-11-12 11:02:26 -05:00

_assets.pyx

ENH: Adds auto_close_date field to Future objects

2015-09-11 14:08:03 -04:00

asset_writer.py

MAINT: Factors-out asset db table schemas for cleanliness

2015-11-12 14:43:11 -05:00

assets.py

BUG: Clear asset caches when mapping DataFrame.

2015-11-13 18:26:54 -05:00

futures.py

BUG: FutureChain's as_of() now properly coerces arguments

2015-11-10 14:03:19 -05:00