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History perf test matrix #488

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dalejung commented Feb 6, 2015

Removed the datasource optimizations since they weren't directly tied to history. I also moved out the ffill/bfill to it's own munge.py file and added tests against the DataFrame/Series versions.

Oh, I also rebased against the test_matrix PR. I can always move that out, but it was more to make travis results meaningful.

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coveralls commented Feb 6, 2015

Coverage Status

Coverage decreased (-0.29%) to 86.85% when pulling 1cbbc04 on dalejung:history_perf_test_matrix into ffe5a7a on quantopian:master.

@dalejung dalejung force-pushed the dalejung:history_perf_test_matrix branch from 1cbbc04 to b6a099e Feb 6, 2015

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coveralls commented Feb 6, 2015

Coverage Status

Coverage decreased (-0.01%) to 87.12% when pulling b6a099e on dalejung:history_perf_test_matrix into ffe5a7a on quantopian:master.

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coveralls commented Feb 6, 2015

Coverage Status

Coverage decreased (-0.03%) to 87.11% when pulling 91e5308 on dalejung:history_perf_test_matrix into ffe5a7a on quantopian:master.

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twiecki commented Feb 9, 2015

The speed-ups to the unittests are unbelievable. E.g.:
on master: tests.test_algorithm.TestHistory.test_history: 42.6466s
this PR: tests.test_algorithm.TestHistory.test_history: 5.6696s

👍 👍

@dalejung dalejung force-pushed the dalejung:history_perf_test_matrix branch from 5745495 to 9c293ed Feb 9, 2015

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coveralls commented Feb 9, 2015

Coverage Status

Coverage decreased (-0.07%) to 87.05% when pulling 9c293ed on dalejung:history_perf_test_matrix into 20c520d on quantopian:master.

dalejung added some commits Dec 26, 2014

PERF: history perf enhancements
speed update last_known_values

starting work on get history

flake 8

fixes to frame_to_series

wrapping aroudn pandas ffill and bfill

PERF: cache fillable fields

PERF: added raw options to oldest_frame

PERF: added raw and start/end options to get_current. allows windowing
and start/end restriction is same pass

PERF: make use of the raw options

PERF: quicker pd.Timestamp -> datetime64 convert

flake8 fixes

PERF: moving more and more things to arrays

FIX: should not be touching frame

need to return ndarry instead of Series

BUG: accidently had nanmax for low, changed name to original function
names

removed errant print

flake8 fixes

@dalejung dalejung force-pushed the dalejung:history_perf_test_matrix branch from c7b91ff to ff55f41 Feb 10, 2015

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ehebert commented Feb 11, 2015

The perf enhancements were merged with 38e8d52

Will still need to get the CI pieces in.

Thanks again!

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twiecki commented Feb 13, 2015

Closing as it was merged.

@twiecki twiecki closed this Feb 13, 2015

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