Reverting 'Merge pull request #2483 python-history-provider'

We didn't experience the expected performance improvements. Locally under
unit test there was aboout an order of magnitude throughput increase, but
when run against the history benchmark, this new approach was 60% slower.
We're reverting this for now to perform further analysis and better
understand the performance profiling of the python history stack.
This commit is contained in:
Michael Handschuh
2018-09-18 18:37:23 -04:00
parent d27f377bf3
commit fdc866fda0
117 changed files with 243 additions and 1229 deletions
+2 -1
View File
@@ -13,13 +13,14 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Indicators")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Indicators import *
from QCAlgorithm import QCAlgorithm
from QuantConnect.Algorithm import *
from collections import deque
from datetime import datetime, timedelta
from numpy import sum