Merge pull request #23 from mostafahadian/improve-nearest-time-perfor…

…mance Improve performance of nearest_time method
AminHP · Mar 15, 2022 · 561fb69 · 561fb69
2 parents 240b705 + 0c27d4d
commit 561fb69
Showing 1 changed file with 2 additions and 2 deletions.
diff --git a/gym_mtsim/simulator/mt_simulator.py b/gym_mtsim/simulator/mt_simulator.py
@@ -100,9 +100,9 @@ def nearest_time(self, symbol: str, time: datetime) -> datetime:
         if time in df.index:
             return time
         try:
-            i = df.index.get_loc(time, method='ffill')
+            i, = df.index.get_indexer([time], method='ffill')
         except KeyError:
-            i = df.index.get_loc(time, method='bfill')
+            i, = df.index.get_indexer([time], method='bfill')
         return df.index[i]