Use sortedcontainers rather than blist for SortedDict implementation

[grantjenks]

Hi, I noticed you're using the sorteddict implementation from the blist module in a few places:

1. https://github.com/fiquant/marketsimulator/blob/master/marketsim/gen/_intrinsic/observable/minmax.py
2. https://github.com/fiquant/marketsimulator/blob/master/marketsim/gen/_intrinsic/strategy/arbitrage.py
3. https://github.com/fiquant/marketsimulator/blob/master/marketsim/gen/_intrinsic/event.py

I can't tell whether those places are performance-critical but if they are, consider using the sortedcontainers module in place of blist. SortedContainers is a pure-Python implementation of SortedList, SortedDict, and SortedSet types. The SortedDict implementation is actually faster than the one in blist and the API is the same.

If you're interested, I'm happy to submit a pull request. Let me know.

[antonkolotaev]

Hi! Thanks a lot for your remarks.. Unfortunately I have stopped to work on
the project but you may add an issue or provide a patch so if there is a
person interested in the project he could take it into account.

With best regards,
Anton Kolotaev
15.09.2015 19:29 пользователь "Grant Jenks" [email protected]
написал:

Hi, I noticed you're using the sorteddict implementation from the blist
module in a few places:

https://github.com/fiquant/marketsimulator/blob/master/marketsim/gen/_intrinsic/observable/minmax.py
2.
https://github.com/fiquant/marketsimulator/blob/master/marketsim/gen/_intrinsic/strategy/arbitrage.py
3.
https://github.com/fiquant/marketsimulator/blob/master/marketsim/gen/_intrinsic/event.py

I can't tell whether those places are performance-critical but if they
are, consider using the sortedcontainers module in place of blist.
SortedContainers is a pure-Python implementation of SortedList, SortedDict,
and SortedSet types. The SortedDict implementation is actually faster than
the one in blist and the API is the same.

If you're interested, I'm happy to submit a pull request. Let me know.

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