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.
- The algorithm has been renamed to CoarseFundamentalTop3Algorithm and updated to select the Top 3 instead of Top 5.
- The only new data required is daily, map and factor file for FB and has been added (map and factor files are dated 6/4/2018, as required by all regression tests).
- The coarse fundamental open source data has been updated.
- The expected regression statistics for the algorithm have been updated.
Michael Handschuh