Eddie Hebert 7059ba1e6a PERF: Avoid using attribute access in inner event processing. ...

Reduce overhead of the attribute access of grabbing the process_event
and process_trade from both the algorithm object and the perf_tracekr or
blotter, by assigning those functions to a variable once per snapshot.

2015-02-12 16:14:09 -05:00

..

__init__.py

generator ds and feed, various generator utils

2012-07-26 18:48:51 -04:00

composites.py

PERF: Remove alias_dt transform in favor of property on SIDData.

2014-03-07 10:55:59 -05:00

tradesimulation.py

PERF: Avoid using attribute access in inner event processing.

2015-02-12 16:14:09 -05:00

utils.py

BUG: security is no longer an int.

2014-04-25 18:29:49 -04:00