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LAST BUILD ON BRANCH improve-risk-update-speed

branch: improve-risk-update-speed

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Build # 3745

Build Type

push

travis-ci

Committed by ehebert

Commit Message

PERF: Improve risk metrics update speed.

Remove the DataFrame of headline risk metrics, in favor of a numpy array
for each metric, like the underlying vectors.

Run Details

6010 of 6871 relevant lines covered (87.47%)

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