Performance improvements ClrObject - Dispose PyObj

[Martin-Molinero]

What does this implement/fix? Explain your changes.

• Increasing minor version to 14
• Adding UnsafeDispose() for PyObject which does not require
  acquiring/releasing the lock, for performance
• Adding check before calling SetArgsAndCause for the ClrObject, the
  call only makes sense when we are an exception and causes an overhead.
  3 seconds out of 43s.

Master Samplig:

Algorithm:

from clr import AddReference AddReference("System") AddReference("QuantConnect.Algorithm") AddReference("QuantConnect.Common") from System import * from QuantConnect import * from QuantConnect.Algorithm import * import numpy as np from datetime import timedelta class BasicTemplateAlgorithm(QCAlgorithm): def Initialize(self): self.SetStartDate(2015,1,1) self.SetEndDate(2018,1,1) self.SetCash(100000) self.symbols = [Symbol.Create(x, SecurityType.Equity, Market.USA) for x in ["SPY", "GOOG", "AAPL", "FB", "AMZN"]] self.AddEquity("SPY", Resolution.Minute) self.UniverseSettings.Resolution = Resolution.Minute self.AddUniverse(self.CoarseSelectionFunction) def OnData(self, data): pass def CoarseSelectionFunction(self, coarse): return self.symbols