Skip to content

⚡️ Speed up function combine_risk_key by 64% #471

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Open
wants to merge 1 commit into
base: master
Choose a base branch
from
Open

⚡️ Speed up function combine_risk_key by 64% #471

Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
14 changes: 8 additions & 6 deletions gs_quant/risk/core.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -592,9 +592,11 @@ def combine_risk_key(key_1: RiskKey, key_2: RiskKey) -> RiskKey:
:type key_1: RiskKey
:type key_2: RiskKey
"""

def get_field_value(field_name: str):
return getattr(key_1, field_name) if getattr(key_1, field_name) == getattr(key_2, field_name) else None

return RiskKey(get_field_value("provider"), get_field_value("date"), get_field_value("market"),
get_field_value("params"), get_field_value("scenario"), get_field_value("risk_measure"))
provider = key_1.provider if key_1.provider == key_2.provider else None
date = key_1.date if key_1.date == key_2.date else None
market = key_1.market if key_1.market == key_2.market else None
params = key_1.params if key_1.params == key_2.params else None
scenario = key_1.scenario if key_1.scenario == key_2.scenario else None
risk_measure = key_1.risk_measure if key_1.risk_measure == key_2.risk_measure else None

return RiskKey(provider, date, market, params, scenario, risk_measure)