5236
41%
master: 88%

Ran 01 Mar 2016 04:49PM UTC

Jobs 1

Files 116

Run time 36s

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Build # 5236

Build Type

push

travis-ci

Committed by Eddie Hebert

Commit Message

PERF: Prefetch daily history windows.

Use AdjustedArrayWindow to prefetch daily history windows, advancing the
window forward on each call for a new end date of the window.

Locally, on an algorithm with 6 daily windows this speeds up the daily
1d history from 300ms -> 200ms per day, saving about 33%.

The main bottlenecks this addresses is:
- Re-reading the data from the daily bar bcolz files every simulation
day.
- Remove need to do all adjustments and rounding every day.

Also, changed the `load_raw_arrays` in the Panel daily bar reader to
provide nans for missing days, to match the behavior of the bcolz
loader. (Discovered when running test_examples.)

Run Details

8154 of 9881 relevant lines covered (82.52%)

0.83 hits per line

Jobs

ID	Job ID	Ran	Files	Coverage
1	5236.1 (PANDAS_VERSION=0.16.1 NUMPY_VERSION=1.9.2 SCIPY_VERSION=0.15.1)	01 Mar 2016 04:49PM UTC	0	82.52	Travis Job 5236.1

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