quantopian / zipline / 2200

88%

Build Type

Pull #413

travis-ci

Committed by Scott Sanderson

Commit Message

PERF: Optimized rewrite of HistoryContainer.update.

Uses a numpy array instead of a dict of dicts when initializing history
container.

In testing this reduced the total time spent in HistoryContainer.update
by 66%.

BEFORE COMMIT:
Thu Oct 16 22:30:46 2014    results/cprofile/unoptimized

         185223320 function calls (182210491 primitive calls) in 401.351
         seconds

   Ordered by: cumulative time
   List reduced from 2398 to 27 due to restriction <'update'>

   ncalls  tottime  percall  cumtime  percall filename:lineno(function)
     8580    0.461    0.000  160.571    0.019
     qexec/zipline/history/history_container.py:388(update)

AFTER COMMIT:
Thu Oct 16 22:12:28 2014    results/cprofile/optimized

         143177181 function calls (140164352 primitive calls) in 272.403
         seconds

   Ordered by: cumulative time
   List reduced from 2395 to 27 due to restriction <'update'>

   ncalls  tottime  percall  cumtime  percall filename:lineno(function)
     8580    0.086    0.000   47.294    0.006 qexec/zipline/history/history_container.py:388(update)

Pull Request Pull Request #413:

Run Details

15 of 15 new or added lines in 2 files covered. (100.0%)

4501 of 5337 relevant lines covered (84.34%)

0.84 hits per line