9480
88%

Ran 14 Feb 2018 02:51AM UTC

Jobs 2

Files 174

Run time 28min

Badge

Embed ▾

pending completion

Build # 9480

Build Type

push

travis-ci

Committed by

web-flow

Commit Message

Improve price performance for 1000+ asset universes. (#2108)

PERF: Optimize price for liquid assets.

When using `price`, the call to `last_traded_dt` for every value retrieved
became a noticeable bottleneck in algorithms which used over 1000 assets.

Instead of calling `last_traded_dt` before every retrieval of a `close` for the
`price` field, assume that `close` will retrieve a non-empty value, and then
forward fill if it is empty.

This change optimizes for the case of a tradeable universe which is predominately
composed of liquid assets.

Run Details

13530 of 15451 relevant lines covered (87.57%)

1.75 hits per line

Jobs

ID	Job ID	Ran	Files	Coverage
1	9480.1 (NUMPY_VERSION=1.11.1 SCIPY_VERSION=0.17.1)	14 Feb 2018 02:51AM UTC	0	87.5	Travis Job 9480.1
2	9480.2 (NUMPY_VERSION=1.11.1 SCIPY_VERSION=0.17.1)	14 Feb 2018 03:19AM UTC	0	87.15	Travis Job 9480.2

Source Files on build 9480

Detailed source file information is not available for this build.

quantopian / zipline / 9480
88%

README BADGES
x

Markdown

Textile

RDoc

HTML

Rst

Jobs

Source Files on build 9480

quantopian / zipline / 9480 88%

README BADGES x

Markdown

Textile

RDoc

HTML

Rst

Jobs

Source Files on build 9480

quantopian / zipline / 9480
88%

README BADGES
x