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quantopian / zipline / 2591
88%

Build:
DEFAULT BRANCH: master
Ran 11 Feb 2015 11:58AM UTC
Jobs 2
Files 65
Run time 8min
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PERF: History Perf Enhancements

Limited use of `pandas` data structures in both `HistoryContainer` and
`RollingPanel`. Where possible, methods were amended to return raw
`ndarrays` with the indexing logic done separately. This allows us to
cut down the number of times pandas objects are created both as returns
and intermediate values. The separation of indexing from data access
allowed us to minimize the times we’d make use of pandas indexes.

This required that that certain methods like `NDFrame.ffill` be replaced
with versions that work with `ndarrays`. Some of this was done via
straight numpy methods and others by access pandas internal
machinery. Outside of allowing us to use faster ndarrays, many of these
function provided speedups over their pandas counterparts as we didn’t
require the extra features like handling multiple dtypes. i.e. np.isnan
is faster than pd.isnull, but only works with certain dtypes.

5069 of 5825 relevant lines covered (87.02%)

1.74 hits per line

Jobs
ID Job ID Ran Files Coverage
1 2591.1 11 Feb 2015 12:07PM UTC 0
86.97
Travis Job 2591.1
2 2591.2 11 Feb 2015 11:58AM UTC 0
86.97
Travis Job 2591.2
Source Files on build 2591
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