Files
catalyst/zipline/utils
Eddie Hebert bf1fc42acc BUG: Fix time spent checking equality of floating point numbers.
The use of np.allclose introduced a severe performance penalty,
caused by the creation of two `np.array`s for each check.

Instead create and use a similar check which maintains tolerance
to floating point rounding, but operates only on scalars.
2013-04-16 13:09:26 -04:00
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