Andrew Daniels acf345e1d3 PERF: Optimize session close lookups in resample bar reader (#1749) ...

Optimize session close lookups in MinuteResampleSessionBarReader:

- Adds `session_closes_in_range` method (along with
  `session_opens_in_range`) to TradingCalendar to allow vectorized
  retrieval of all values in a range of sessions.
- Improves code path for resampling a single session's worth of data (as
  is the case when calling `get_value`), since we don't actually need to
  look up the close minute.

2017-04-11 16:35:04 -04:00

..

calendars

PERF: Optimize session close lookups in resample bar reader (#1749)

2017-04-11 16:35:04 -04:00

__init__.py

ENH: Updates the cli, data bundles and extensions.

2016-05-03 18:38:24 -04:00

algo_instance.py

ENH: Replaces the simple transforms with history calls. Switches

2014-11-17 13:16:30 -05:00

api_support.py

ENH: An improved error message when calling zipline api functions

2016-11-11 17:00:03 -05:00

argcheck.py

STY: Flake8

2015-03-19 17:21:25 -04:00

cache.py

PERF: Deterministically GC pipeline results.

2016-11-22 14:26:58 -05:00

classproperty.py

MAINT: make the data loading apis more consistent.

2016-04-15 23:46:10 -04:00

cli.py

ENH: Updates the cli, data bundles and extensions.

2016-05-03 18:38:24 -04:00

compat.py

BUG: sys.exc_clear is py2 only.

2016-11-22 16:34:53 -05:00

context_tricks.py

TST: fix doctests to actually run

2016-06-21 15:07:03 -04:00

control_flow.py

TST: fix doctests to actually run

2016-06-21 15:07:03 -04:00

data.py

MAINT: make the data loading apis more consistent.

2016-04-15 23:46:10 -04:00

deprecate.py

DEV: Adds deprecation utility

2016-02-24 14:50:32 -05:00

enum.py

ENH: Adds support for different typed adjusted arrays and adds an

2015-12-08 20:24:06 -05:00

events.py

Change to a 10.5 hour futures calendar

2017-02-06 11:41:29 -05:00

factory.py

Re-implemented the Calendar API.

2016-07-12 13:13:50 -04:00

final.py

TST: fix doctests to actually run

2016-06-21 15:07:03 -04:00

functional.py

Revert "Merge pull request #1354 from quantopian/revert-1302-point-in-time-asset-db"

2016-08-02 14:25:10 -04:00

input_validation.py

ENH: Decorator to check inputs fall EXCLUSIVELY between bounds

2017-02-01 13:38:27 -05:00

math_utils.py

ENH: Updates the cli, data bundles and extensions.

2016-05-03 18:38:24 -04:00

memoize.py

PERF: Reimplemented remember_last with a weak_lru_cache

2016-04-12 19:33:21 -04:00

metautils.py

TST: fix doctests to actually run

2016-06-21 15:07:03 -04:00

numpy_utils.py

Merge pull request #1672 from quantopian/narrow-labelarray

2017-03-02 19:32:56 -05:00

pandas_utils.py

MAINT: Raise LookupError instead of KeyError.

2017-01-30 22:13:18 -05:00

paths.py

Revert "Merge pull request #1354 from quantopian/revert-1302-point-in-time-asset-db"

2016-08-02 14:25:10 -04:00

pool.py

ENH: Adds the ability to run blaze queries concurrently

2016-07-14 17:32:30 -04:00

preprocess.py

MAINT: make the data loading apis more consistent.

2016-04-15 23:46:10 -04:00

range.py

ENH: add __len__ and fix iteration for negative step

2016-08-02 18:53:57 -04:00

run_algo.py

MAINT: Removes unnecessary capital_base arg to TradingAlgorithm (#1677)

2017-02-17 09:04:50 -05:00

security_list.py

MAINT: Rename restrictions.py to asset_restrictions.py

2016-09-30 16:35:24 -04:00

sentinel.py

MAINT: error message cleanup

2015-11-24 16:55:07 -05:00

serialization_utils.py

STY: Renames serialization_utils dump and load methods

2015-09-10 11:53:29 -04:00

sharedoc.py

ENH: cleanup branch based on feedback

2016-10-28 15:04:18 -04:00

simfactory.py

Re-implemented the Calendar API.

2016-07-12 13:13:50 -04:00

sqlite_utils.py

MAINT: Consolidate coercion to sqlite conn/eng

2016-08-24 13:24:07 -04:00

tradingcalendar.py

MAINT: Disable deprecation warning for tradingcalendar

2016-06-28 10:06:11 -04:00