Repo Added
18 Jun 2014 05:52PM UTC
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Total Files
67
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# Builds
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5424 of 6195 relevant lines covered (87.55%)
1.75 hits per line
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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... | push | 28 Apr 2015 03:42PM UTC | travis-ci |