Eddie Hebert f54881cd08 Changes tests from using an ndict for trades to an Event object. ...

When run over large amounts of data the use of ndict's gets and sets
become a large bottleneck, around 1/5th of the CPU time is spent
in ndict's __setattr__, __getattr__, etc.

By switching to an object for an event,
we reduce the penalty significantly.

Removes asserts that check for event being an ndict, as well as those
that assume a certain behavior of the __contains__ method for events.

2012-12-21 14:31:40 -05:00

..

__init__.py

Upgrades flake8 from 1.5 -> 1.6

2012-11-19 12:49:09 -05:00

mavg.py

Changes tests from using an ndict for trades to an Event object.

2012-12-21 14:31:40 -05:00

returns.py

Changes tests from using an ndict for trades to an Event object.

2012-12-21 14:31:40 -05:00

stddev.py

Changes tests from using an ndict for trades to an Event object.

2012-12-21 14:31:40 -05:00

utils.py

Changes tests from using an ndict for trades to an Event object.

2012-12-21 14:31:40 -05:00

vwap.py

Changes EventWindow parameter of days to window length.

2012-11-20 11:52:27 -05:00