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Upgrade redo package to 2.0.1 #494

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samueldg opened this issue Oct 12, 2018 · 2 comments
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Upgrade redo package to 2.0.1 #494

samueldg opened this issue Oct 12, 2018 · 2 comments
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@samueldg
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Yesterday, the mozilla/releng folks released version 2.0.1 of the redo package, which Catalyst uses in get_exchange_data. That function is one of the "hottest" parts of the code, and is executed very frequently.

Version 2.0.1 of redo includes a significant performance fix I made specifically based off my profiling of a Catalyst run.

There are more details in my PR: mozilla-releng/redo#51,
the TL;DR being that upgrading this library would shave off around 10% of the time it takes to run a long backtest.
lenak25 added a commit that referenced this issue Oct 14, 2018
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BLD: upgrade redo lib #494
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@lenak25
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lenak25 commented Oct 14, 2018

@samueldg , thanks for this improvement!
We have updated the requirements files, so the next catalyst release will include the upgraded version of redo.

@lenak25 lenak25 mentioned this issue Oct 14, 2018
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@samueldg samueldg mentioned this issue Oct 15, 2018
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lenak25 commented Nov 11, 2018

Included in released 0.5.21.

@lenak25 lenak25 closed this as completed Nov 11, 2018
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@samueldg @lenak25