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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 use-memory-views-for-risk-calc
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  • use-memory-views-for-risk-calc
  • 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
  • dividend_table
  • portfolio-init-error
  • moved-perf-tracker-assignment
  • fix_3317
  • v0.7.0
  • v0.7.0rc1
  • fixed-zero-last-sale-price
  • remove_unused_algorithm_methods
  • broker_order_statuses
  • talib_optional
  • log-history-update-failure
  • welcome-to-the-family
  • q-or-zipline
  • exception-on-nan-order-value
  • before_trading_start
  • event-contains-uses-hasattr
  • context.account
  • event-manager-rework
  • event-rule-additions
  • history-cleanup
  • history-cleanup-rebase
  • history-cleanup-rebase-maint
  • remove_deprecated_method
  • event-manager-fixes
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  • pandas15
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  • dynamic-history-length-missing-dts
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  • bug_5089
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  • end-of-year-rule
  • pr/416
  • fix_api
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  • get-trading-minutes
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  • fastseries
  • fix-zipline-magic
  • just-fastseries
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  • dnt_list2
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  • cache-event-processors
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  • blotter_perf_rebase
  • more-detail-on-missing-benchmark-return
  • siddata_max_bars_rebase
  • dnt-knowledge-date-move
  • add-security-class
  • pypi_update
  • check-travis-pip-install
  • position_tracker_refactor_post_serialization_rebase
  • test-travis-python-3
  • remove-conda-install-of-nose
  • rename-security-to-asset
  • widebar_origin
  • pandas-16-upgrade
  • futures-trading
  • widebar_origin_2
  • remove-more-transform
  • downgrade_logbook
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  • travis-build-fix-and-reduction-of-number-of-jobs
  • max-leverage
  • pandas_index_union_fix
  • calendar-clean
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  • use-loggers
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  • new_tweak_warnings_module
  • cache-treasury-curves-as-dataframe
  • orders-by-modified-leak
  • remove-dependency-on-intraday-risk-metrics
  • pass-arrays-directly-to-risk-calcs
  • do_not_modify_security_lists_directory
  • minor_zipline_path_fix
  • remove-event-count
  • dividend-adjusted-price
  • add-max-drawdown-duration
  • remove-repetitive-type-checking
  • order-target-update
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  • position-dict-no-longer-uses-missing
  • stop-record-changing-results
  • group-events
  • remove-bar-count-source
  • 579
  • unhashable-field
  • use-tolerant-equals-for-order-target-percent
  • call-algo-initialize-after-init
  • use-filename-as-symbol
  • add-security-fields
  • remove-position-proxy
  • 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
  • use-notice-date
  • upgrade_nose_parameterized
  • asset-finder-backed-by-db
  • asset-finder-backed-by-db-2
  • remove-string-is-checks
  • improve-risk-update-speed
  • static-symbol-lookup
  • fixes-for-asset-finder-integration
  • asset-db-writer
  • ffc-api-rebase
  • dividend-payout-timing
  • remove-unused-property
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  • futures-auto-close
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  • more-ffc-fixes
  • sane-setup
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  • clarify-assets-test
  • asset-db-writer-update
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  • fix-minute-bar-siblings
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  • conda-root-version
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  • pandas_upgrade
  • and-osx
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26 Apr 2015 - 19:21 First build on use-memory-views-for-risk-calc at 87.563%
3036

push

travis-ci

91be6794a1ae1daa8032852f3223a28b?size=18&default=identiconehebert
PERF: Reduce memory usage during risk metric calculations.

Instead of passing a pd.Series to calculations, use a memory view of the
underlying numpy array which is sliced to the exact dt, to prevent
calculation like beta creating some temporary copies of the Series.

The creation of the temporary Series was consuming more memory than
needed, with the index being the high penalty.

5428 of 6199 relevant lines covered (87.56%)

1.75 hits per line

Relevant lines Covered
6199 RELEVANT LINES 5428 COVERED LINES
Build:
1.75 HITS PER LINE
Source Files on use-memory-views-for-risk-calc
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Recent Builds

Builds Branch Coverage Commit Committer Type Time Via
3036 use-memory-views-for-risk-calc
87.56
PERF: Reduce memory usage during risk metric calculations. Instead of passing a pd.Series to calculations, use a memory view of the underlying numpy array which is sliced to the exact dt, to prevent calculation like beta creating some temporary c... 91be6794a1ae1daa8032852f3223a28b?size=18&default=identiconehebert push 26 Apr 2015 07:37PM UTC travis-ci
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