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TST: added memory leak script
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scripts/leak.py

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from pandas import *
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import numpy as np
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import pandas.util.testing as tm
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tm.N = 2000
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tm.K = 25
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for i in xrange(100):
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print i
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df = tm.makeTimeDataFrame()
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y = df.pop('A')
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model = ols(y=y, x=df, window=1999).beta
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