3047
88%

Ran 28 Apr 2015 04:27PM UTC

Jobs 2

Files 67

Run time 5min

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Build # 3047

Build Type

push

travis-ci

Committed by Eddie Hebert

Commit Message

PERF: Reduce memory usage during risk metric calculations.

For beta calculation:

Remove `.dropna` , since it was creating a new
Series and Index which inflated memory usage as algorithm run time
progressed.

For downside risk calculations:

Instead of using pd.Series calculations, pass the underlying
numpy array which have already been sliced to the exact dt, so that the
call to `round` does not create a new Series.

Run Details

5424 of 6195 relevant lines covered (87.55%)

1.75 hits per line

Jobs

ID	Job ID	Ran	Files	Coverage
1	3047.1 (PANDAS_VERSION=0.16.0 NUMPY_VERSION=1.9.2)	28 Apr 2015 04:27PM UTC	0	87.51	Travis Job 3047.1
2	3047.2 (PANDAS_VERSION=0.16.0 NUMPY_VERSION=1.9.2)	28 Apr 2015 04:31PM UTC	0	87.51	Travis Job 3047.2

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