Files
catalyst/zipline/utils/calendars/__init__.py
T
Scott Sanderson a8a2cc1582 PERF: Remove module-scope calendar creations.
Remove module scope invocations of `get_calendar('NYSE')`, which cuts
zipline import time in half on my machine. This make the zipline CLI
noticeably more responsive, and it reduces memory consumed at import
time from 130MB to 90MB.

Before:

$ time python -c 'import zipline'

real    0m1.262s
user    0m1.128s
sys     0m0.120s

After:

$ time python -c 'import zipline'

real    0m0.676s
user    0m0.536s
sys     0m0.132s
2016-09-06 09:57:23 -04:00

35 lines
998 B
Python

#
# Copyright 2016 Quantopian, Inc.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
from .trading_calendar import TradingCalendar
from .calendar_utils import (
get_calendar,
register_calendar_alias,
register_calendar,
register_calendar_type,
deregister_calendar,
clear_calendars
)
__all__ = [
'TradingCalendar',
'clear_calendars',
'deregister_calendar',
'get_calendar',
'register_calendar',
'register_calendar_alias',
'register_calendar_type',
]