quantopian/zipline — pull request #346 by twiecki (2014-06-04 16:49:00+00:00)
Title: Rolling panel bugfix and performance improvement

There was a bug where we before did not correctly remove obsolete fields in the rolling panel.

As suggested in https://github.com/quantopian/zipline/issues/219 by @jreback I also replaced the `.update()` call with a concatenation which results in a 10x speed-update when fields are changing frequently in the input.