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quantopian / zipline
88%
master: 88%

DEFAULT BRANCH: master
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LAST BUILD BRANCH: backtest_end_dates
Repo Added 18 Jun 2014 05:52PM UTC
Total Files 67
# Builds 5627 Last
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LAST BUILD ON BRANCH pass-arrays-directly-to-risk-calcs
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  • pass-arrays-directly-to-risk-calcs
  • master
  • refactor_sim_factory
  • 1m_history_bugfix
  • history_support_daily_input
  • fix_history_columnar_assignment
  • record-dynamic-naming
  • tutorial3
  • Order-In-Init-Error
  • verbose-invalid-transform
  • verbose-order-init-error
  • fix_dividend_boundary_conditions
  • refactor_algo_simulator
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  • moved-perf-tracker-assignment
  • fix_3317
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  • fixed-zero-last-sale-price
  • remove_unused_algorithm_methods
  • broker_order_statuses
  • talib_optional
  • log-history-update-failure
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  • exception-on-nan-order-value
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  • test-travis-python-3
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  • rename-security-to-asset
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  • travis-build-fix-and-reduction-of-number-of-jobs
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  • new_tweak_warnings_module
  • cache-treasury-curves-as-dataframe
  • orders-by-modified-leak
  • use-memory-views-for-risk-calc
  • remove-dependency-on-intraday-risk-metrics
  • do_not_modify_security_lists_directory
  • minor_zipline_path_fix
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  • 579
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  • call-algo-initialize-after-init
  • use-filename-as-symbol
  • add-security-fields
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  • root-symbol
  • consume-metadata-error-text
  • ordered_pip_args
  • remove-identifier-caching
  • cleanup-asset-tests
  • dividend-pay-time
  • futures-lookup-revisions
  • futures-knowledge-date
  • avoid-dt-index-on-risk-update
  • futures-api
  • remove-noopy-asset-finder-test
  • fix-get-datetime
  • add-multiplesymbols-extras
  • add-multiplesymbols-extra
  • use-symbol-lookup-in-algo
  • remove-extra-metadata-pass
  • prevent-duplicate-dividends
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  • asset-finder-backed-by-db
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28 Apr 2015 - 16:09 coverage remained the same at 87.554%
3045

push

travis-ci

Eddie Hebert
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.

5424 of 6195 relevant lines covered (87.55%)

1.75 hits per line

Relevant lines Covered
6195 RELEVANT LINES 5424 COVERED LINES
Build:
1.75 HITS PER LINE
Source Files on pass-arrays-directly-to-risk-calcs
  • List 67
  • Changed 4
  • Source Changed 1
  • Coverage Changed 4
Coverage ∆ File Lines Relevant Covered Missed Hits/Line

Recent Builds

Builds Branch Coverage Commit Committer Type Time Via
3045 pass-arrays-directly-to-risk-calcs
87.55
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: Inst... Eddie Hebert push 28 Apr 2015 04:09PM UTC travis-ci
3043 pass-arrays-directly-to-risk-calcs
87.55
PERF: Reduce memory usage during risk metric calculations. Instead of using pd.Series calculations, pass the underlying numpy array which have already been sliced to the exact dt, to prevent calculation like beta creating some temporary copies of... 91be6794a1ae1daa8032852f3223a28b?size=18&default=identiconehebert push 28 Apr 2015 03:42PM UTC travis-ci
See All Builds (5515)
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