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87%
master: 88%

Ran 07 Dec 2014 01:48PM UTC

Files 63

Run time 29s

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Committed 07 Dec 2014 01:45PM UTC coverage: 86.657%. First build

Job # 2394.2

Build Type

push

travis-ci

Committed by Eddie Hebert

Commit Message

Remove bottleneck caused by unnecessary check of the position index.

Instead of checking the positions indexes every time either
`_position_amounts` or `_position_last_sale_prices` is updated, check
and grow the individual Series on each update.

This gain with this patch is by reducing the following bottlenecks:
- Checking both vectors when only one is updated.
- Using try/except to trigger the growth, instead of incurring the cost
of checking the Index contains on every update.

In testing this change results in about a 33% speedup of the
`update_last_sale` algorithm when run with a buy and hold algorithm with
160 equities, resulting in a 20% speedup overall.

Run Details

4793 of 5531 relevant lines covered (86.66%)

0.87 hits per line

quantopian / zipline / 2394 / 2
87%
master: 88%

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quantopian / zipline / 2394 / 2 87% master: 88%

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quantopian / zipline / 2394 / 2
87%
master: 88%

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