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⚡️ Speed up function fixing_table_handler by 9% #478

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⚡️ Speed up function fixing_table_handler by 9% #478

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8 changes: 3 additions & 5 deletions gs_quant/risk/result_handlers.py
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Original file line number Diff line number Diff line change
Expand Up @@ -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)

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