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Ran 11 Feb 2015 11:58AM UTC

Files 65

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Committed 11 Feb 2015 11:25AM UTC coverage: 86.97% (-0.1%) from 87.075%

Job # 2591.2

Build Type

push

travis-ci

Committed by

ehebert

Commit Message

PERF: History Perf Enhancements

Limited use of `pandas` data structures in both `HistoryContainer` and
`RollingPanel`. Where possible, methods were amended to return raw
`ndarrays` with the indexing logic done separately. This allows us to
cut down the number of times pandas objects are created both as returns
and intermediate values. The separation of indexing from data access
allowed us to minimize the times we’d make use of pandas indexes.

This required that that certain methods like `NDFrame.ffill` be replaced
with versions that work with `ndarrays`. Some of this was done via
straight numpy methods and others by access pandas internal
machinery. Outside of allowing us to use faster ndarrays, many of these
function provided speedups over their pandas counterparts as we didn’t
require the extra features like handling multiple dtypes. i.e. np.isnan
is faster than pd.isnull, but only works with certain dtypes.

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master: 88%

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