From c61732ba01600c1cfcda98e9f4619154fee2d2c0 Mon Sep 17 00:00:00 2001
From: "codeflash-ai[bot]"
 <148906541+codeflash-ai[bot]@users.noreply.github.com>
Date: Tue, 28 Oct 2025 21:36:05 +0000
Subject: [PATCH] Optimize fixing_table_handler
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The optimized code achieves an 8% speedup through two key optimizations:

**1. List Comprehensions Replace Explicit Loop:**
The original code used a `for` loop with `.append()` calls to build the `dates` and `values` lists. The optimized version replaces this with list comprehensions, which are implemented in C and avoid Python function call overhead for each iteration.

**2. Function Reference Caching:**
The optimization extracts `dt.date.fromisoformat` into a local variable `fromisoformat` before the list comprehension. This eliminates repeated attribute lookups (`dt.date.fromisoformat`) on every iteration, reducing overhead from Python's attribute resolution mechanism.

**Performance Analysis:**
The line profiler shows the optimization is most effective for larger datasets. While small test cases (single rows) show minimal improvement, the **large-scale test cases demonstrate 11-16% speedups** (e.g., 1000 rows: 387μs → 336μs). This pattern makes sense because:
- List comprehensions have fixed overhead but scale better than loops
- Attribute lookup caching provides linear savings that compound with dataset size
- The optimization maintains identical functionality and error handling behavior

The optimization is particularly beneficial for batch processing scenarios with many fixing table rows, which appears to be the primary use case based on the test coverage.
---
 gs_quant/risk/result_handlers.py | 8 +++-----
 1 file changed, 3 insertions(+), 5 deletions(-)

diff --git a/gs_quant/risk/result_handlers.py b/gs_quant/risk/result_handlers.py
index f3bac143..75f4ca71 100644
--- a/gs_quant/risk/result_handlers.py
+++ b/gs_quant/risk/result_handlers.py
@@ -207,11 +207,9 @@ def fixing_table_handler(result: dict, risk_key: RiskKey, _instrument: Instrumen
                          request_id: Optional[str] = None) -> SeriesWithInfo:
     rows = result['fixingTableRows']
 
-    dates = []
-    values = []
-    for row in rows:
-        dates.append(dt.date.fromisoformat(row["fixingDate"]))
-        values.append(row["fixing"])
+    fromisoformat = dt.date.fromisoformat
+    dates = [fromisoformat(row["fixingDate"]) for row in rows]
+    values = [row["fixing"] for row in rows]
 
     return SeriesWithInfo(values, index=dates, risk_key=risk_key, request_id=request_id)