1
88%
master: 88%

Ran 28 Apr 2015 06:11PM UTC

Files 67

Run time 12s

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Committed 28 Apr 2015 06:04PM UTC coverage: 87.506% (-0.004%) from 87.51%

Job # PANDAS_VERSION=0.16.0 NUMPY_VERSION=1.9.2

Build Type

push

travis-ci

Committed by jfkirk

Commit Message

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:

Instead of using pd.Series calculations, pass the underlying
numpy array which have already been sliced to the exact dt, so that the
call to `round` does not create a new Series.

Run Details

5421 of 6195 relevant lines covered (87.51%)

0.88 hits per line

quantopian / zipline / 3051 / 1
88%
master: 88%

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Source Files on job 3051.1 (PANDAS_VERSION=0.16.0 NUMPY_VERSION=1.9.2)

quantopian / zipline / 3051 / 1 88% master: 88%

README BADGES x

Markdown

Textile

RDoc

HTML

Rst

Source Files on job 3051.1 (PANDAS_VERSION=0.16.0 NUMPY_VERSION=1.9.2)

quantopian / zipline / 3051 / 1
88%
master: 88%

README BADGES
x