quantopian / zipline

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LAST BUILD ON BRANCH avoid-dt-index-on-risk-update

branch: avoid-dt-index-on-risk-update

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• avoid-dt-index-on-risk-update
• 1m_history_bugfix
• 579
• Order-In-Init-Error
• actually-simple-transforms
• add-max-drawdown-duration
• add-multiplesymbols-extra
• add-multiplesymbols-extras
• add-security-class
• add-security-fields
• add_risk_to_datapanel
• and-osx
• asset-db-writer
• asset-db-writer-legacy
• asset-db-writer-update
• asset-finder-backed-by-db
• asset-finder-backed-by-db-2
• before_trading_start
• blotter_open_orders_2
• blotter_perf_rebase
• broker_order_statuses
• bug_5089
• bump_to_pandas_15
• cache-event-processors
• cache-treasury-curves-as-dataframe
• calendar-clean
• call-algo-initialize-after-init
• check-travis-pip-install
• clarify-assets-test
• cleanup-asset-tests
• cleanup_fastseries
• conda-root-version
• conda-updates
• consume-metadata-error-text
• context.account
• daily-container-contruction
• daily-mode-schedule-function
• daily_returns
• dale_perf
• dividend-adjusted-price
• dividend-pay-time
• dividend-payout-timing
• dividend_table
• dnt-knowledge-date-move
• dnt_list
• dnt_list2
• do_not_modify_security_lists_directory
• docs
• docs_mknotes
• dont-copy-that-floppy
• downgrade_logbook
• dynamic-history-length-missing-dts
• dynamic-history-still-not-right
• end-of-year-rule
• event-contains-uses-hasattr
• event-manager-fixes
• event-manager-rework
• event-rule-additions
• exception-on-nan-order-value
• exchange-calendars-v2
• expand_perf_packet
• factor-out-position-calc-creation
• fastseries
• ffc-api-rebase
• ffc-fixes
• fix-get-datetime
• fix-minute-bar-siblings
• fix-zipline-magic
• fix_3317
• fix_api
• fix_dividend_boundary_conditions
• fix_history_columnar_assignment
• fixed-zero-last-sale-price
• fixes-for-asset-finder-integration
• force-nose-install
• futures-api
• futures-auto-close
• futures-auto-close-timing
• futures-knowledge-date
• futures-lookup-revisions
• futures-trading
• get-trading-minutes
• get_datetime_tz_kwarg
• group-events
• history-cleanup
• history-cleanup-rebase
• history-cleanup-rebase-maint
• history_perf_rebased
• history_perf_rebased_2
• history_support_daily_input
• improve-risk-update-speed
• just-fastseries
• lazy-mainline
• limit-slippage
• loader_fixes
• log-history-update-failure
• lookup-future-chain-nat
• master
• max-leverage
• minor_zipline_path_fix
• more-detail-on-missing-benchmark-return
• more-ffc-fixes
• move-serialization-methods-into-zipline
• moved-perf-tracker-assignment
• net_liquidation_bug
• new_tweak_warnings_module
• no-more-threadbound
• not-so-simple-transforms
• off-by-one
• open-orders-bug
• optimize_history_update
• order-target-update
• ordered_pip_args
• orders-by-modified-leak
• pandas-16-upgrade
• pandas15
• pandas_index_union_fix
• pandas_update
• pandas_upgrade
• param_set
• pass-arrays-directly-to-risk-calcs
• perf_tracker_backports_rebase
• perf_tracker_rebase
• pip-compiled
• portfolio-init-error
• position-dict-no-longer-uses-missing
• position_tracker_refactor_post_serialization_rebase
• pr/416
• prevent-duplicate-dividends
• pypi_update
• q-or-zipline
• q1-release
• record-dynamic-naming
• refactor_algo_simulator
• refactor_sim_factory
• remove-bar-count-source
• remove-conda-install-of-nose
• remove-dependency-on-intraday-risk-metrics
• remove-event-count
• remove-extra-metadata-pass
• remove-identifier-caching
• remove-more-transform
• remove-noopy-asset-finder-test
• remove-old-serialization-code
• remove-overnight-minutes
• remove-position-proxy
• remove-repetitive-type-checking
• remove-string-is-checks
• remove-unused-property
• remove-unused-returns
• remove_deprecated_method
• remove_unused_algorithm_methods
• rename-security-to-asset
• risk-metrics-float-cast
• risk_beta_nans
• root-symbol
• rotate-anaconda-token
• sane-setup
• schedule-function-offsets
• schedule-function-runtime-errors
• schedule_check
• serialization
• setup_py_improvements
• siddata_max_bars_rebase
• skip_nans
• splits_fixes
• static-symbol-lookup
• stop-record-changing-results
• talib_optional
• test-travis-python-3
• the-schedule-function-journey-will-never-end
• travis-build-fix-and-reduction-of-number-of-jobs
• travis-pip-cache
• tutorial3
• unhashable-field
• unroll-process-event
• update-last-sale-pos-speedup
• update-statsmodels-and-requirements-files
• upgrade_nose_parameterized
• use-filename-as-symbol
• use-loggers
• use-memory-views-for-risk-calc
• use-notice-date
• use-symbol-lookup-in-algo
• use-tolerant-equals-for-order-target-percent
• use_astimezone
• v0.7.0
• v0.7.0rc1
• v0.8.0rc1
• verbose-invalid-transform
• verbose-order-init-error
• visualize-ffc
• volumeshare_fp_error
• welcome-to-the-family
• widebar_origin
• widebar_origin_2
• win10-setuptools

PERF: Remove repeated member lookup for cumulative metrics.

The metrics DataFrame is referred to several times, so remove the extra
attribute lookups.