Join GitHub today
GitHub is home to over 28 million developers working together to host and review code, manage projects, and build software together.Sign up
simple transforms #429
Removes the old transform classes and machinery to make simple transforms use history under the hood.
simple transforms are now actual methods on the SIDData that do internal calls to history and apply the proper transforms.
I like this a lot. My main concern is the complexity inside of https://github.com/quantopian/zipline/pull/429/files#diff-318b64beea94178a9d6b7fa10381f433R280. I suppose it's necessary for all that smart caching. Could the complexity be reduced by caching less?