1
41%
master: 88%

Ran 01 Mar 2016 04:49PM UTC

Files 116

Run time 33s

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Committed 01 Mar 2016 04:49PM UTC coverage: 82.522% (+0.2%) from 82.364%

Job # PANDAS_VERSION=0.16.1 NUMPY_VERSION=1.9.2 SCIPY_VERSION=0.15.1

Build Type

push

travis-ci

Committed by Eddie Hebert

Commit Message

PERF: Prefetch daily history windows.

Use AdjustedArrayWindow to prefetch daily history windows, advancing the
window forward on each call for a new end date of the window.

Locally, on an algorithm with 6 daily windows this speeds up the daily
1d history from 300ms -> 200ms per day, saving about 33%.

The main bottlenecks this addresses is:
- Re-reading the data from the daily bar bcolz files every simulation
day.
- Remove need to do all adjustments and rounding every day.

Also, changed the `load_raw_arrays` in the Panel daily bar reader to
provide nans for missing days, to match the behavior of the bcolz
loader. (Discovered when running test_examples.)

Run Details

8154 of 9881 relevant lines covered (82.52%)

0.83 hits per line

quantopian / zipline / 5236 / 1
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master: 88%

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Source Files on job 5236.1 (PANDAS_VERSION=0.16.1 NUMPY_VERSION=1.9.2 SCIPY_VERSION=0.15.1)

quantopian / zipline / 5236 / 1 41% master: 88%

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Markdown

Textile

RDoc

HTML

Rst

Source Files on job 5236.1 (PANDAS_VERSION=0.16.1 NUMPY_VERSION=1.9.2 SCIPY_VERSION=0.15.1)

quantopian / zipline / 5236 / 1
41%
master: 88%

README BADGES
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