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RollingPanel fix when adding/dropping new fields #349

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@twiecki twiecki commented Jun 11, 2014

Fixes bugs that occur when RollingPanel is supposed to drop old or add new symbols. Uses pd.concat() which gives a 5x speed-up over .update().

Supersedes #346.

@@ -0,0 +1,167 @@
# Copyright 2013 Quantopian, Inc.

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ehebert Jun 13, 2014


twiecki added 4 commits Jun 4, 2014
There quite some bugs in certain corner cases. Dropping of obsolete
axes was not working correctly, roll over could cause obsolete axes
to not drop. The tests are much more stringent now as well.

Also speeds up prior behavior up 10x due to concatenating Panels
instead of .update()ing them.
Under the hood, .update() loops elementwise through the whole 3D array
which is obviously very inefficient. Instead, we can just concat() the
arrays we need which uses more efficient block-wise memory copying.
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@twiecki twiecki commented Jun 14, 2014

Closing in favor of bug-fix only changes with 96bdb22.

pd.concat() has ordering problems.

@twiecki twiecki closed this Jun 14, 2014
@freddiev4 freddiev4 deleted the rolling_panel_fix branch Sep 6, 2018
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