quantopian / zipline / 9193

9193

Pull #2001

travis-ci

web-flow 
PERF: Speed up calls to `factor.top(1)`.

We don't need to do a full rank in these cases, we just need to do a
grouped/masked maximum, which can be done in O(N) time instead of O(1)
time.
Pull Request #2001: Speedup filter maximum

29 of 29 new or added lines in 3 files covered. (100.0%)

13343 of 15300 relevant lines covered (87.21%)

2.61 hits per line

Source File
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91.35
/zipline/pipeline/filters/filter.py


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