4 Commits

Author SHA1 Message Date
Martin-Molinero a7516b80ea Daily future cash settlement (#7226)
Benchmarks / build (push) Has been cancelled
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* Refactor settlement mode api

- Add new Scan method on ISettlementModel API. To be used by
  futures settlement model mark to market handling
- Use 'Parameters' classes for 'ISettlementModel'

* Address reviews

* Daily future settlement

- Implement daily future settlement. Adding unit & regression tests

* Address reviews

* Assert cash balance every day
2023-05-01 11:25:37 -03:00
Martin-Molinero 45e13bb35b Memory Related Performance improvements (#6700)
* Memory Related Performance improvements

- Make sure we cleanup & dipose of python related objects during pandas
  data generation.
- Disable memoizing enumerable use while creating pandas data frames,
  since we do not require it
- Reduce unrequired object creations
- Replace concurrentCollections for ordinary locks

* Decimal parsing typo fix
2022-10-21 15:11:18 -03:00
Martin Molinero b00a599e16 Address reviews
- Address reviews and rebase
2019-10-22 13:47:45 -03:00
Martin Molinero a5dc1774a7 Add SecurityCacheProvider
- Adding `SecurityCacheProvider` this class allows for two different
`Security` to share the same data type cache through different instance
of `SecurityCache`. This is used to directly access custom data types
through their underlying in a peformant maner
- Some small improvements
2019-10-22 13:46:57 -03:00