quantopian/zipline — pull request #458 by dalejung (2014-12-27 09:02:04+00:00)
Title: WIP: General perf enhancements

This is mainly targeted at minutely backtests with daily emissions. Having a 1-to-1 emission causes the perf tracking to dominate performance, which I haven't touched.

Can someone else run this and let me know the timings? Especially with an algo that's public and that I can also run.