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quantopian / zipline / 2394
87%
master: 88%

Build:
Build:
LAST BUILD BRANCH: patch-1
DEFAULT BRANCH: master
Ran 07 Dec 2014 01:45PM UTC
Jobs 2
Files 63
Run time 4min
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2394

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Eddie Hebert
Remove bottleneck caused by unnecessary check of the position index.

Instead of checking the positions indexes every time either
`_position_amounts` or `_position_last_sale_prices` is updated, check
and grow the individual Series on each update.

This gain with this patch is by reducing the following bottlenecks:
- Checking both vectors when only one is updated.
- Using try/except to trigger the growth, instead of incurring the cost
of checking the Index contains on every update.

In testing this change results in about a 33% speedup of the
`update_last_sale` algorithm when run with a buy and hold algorithm with
160 equities, resulting in a 20% speedup overall.

14 of 14 new or added lines in 1 file covered. (100.0%)

4796 of 5531 relevant lines covered (86.71%)

1.73 hits per line

New Missed Lines in Diff

Lines Coverage ∆ File
1
100.0
zipline/finance/performance/period.py
Jobs
ID Job ID Ran Files Coverage
1 2394.1 07 Dec 2014 01:45PM UTC 0
86.66
Travis Job 2394.1
2 2394.2 07 Dec 2014 01:48PM UTC 0
86.66
Travis Job 2394.2
Source Files on build 2394
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Coverage ∆ File Lines Relevant Covered Missed Hits/Line
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