python加速循环嵌套的方法_如何加速python嵌套循环？
更新：(几乎)完全矢量化版本在下面的“新功能2”。。。
我会加上一些评论来解释一下。
它提供大约50倍的加速，如果输出是numpy数组而不是列表，则可能会有更大的加速。原样：In [86]: %timeit new_function2(close, volume, INTERVAL_LENGTH)
1 loops, best of 3: 1.15 s per loop
您可以用对np.cumsum()的调用替换内部循环。。。请参阅下面的“new_function”函数。这给了一个相当大的加速。。。In [61]: %timeit new_function(close, volume, INTERVAL_LENGTH)
1 loops, best of 3: 15.7 s per loop
对In [62]: %timeit old_function(close, volume, INTERVAL_LENGTH)
1 loops, best of 3: 53.1 s per loop
它应该是可能的矢量化整个事情和避免完全为循环，尽管。。。给我一分钟，我看看我能做什么。。。import numpy as np
ARRAY_LENGTH = 500000
INTERVAL_LENGTH = 15
close = np.arange(ARRAY_LENGTH, dtype=np.float)
volume = np.arange(ARRAY_LENGTH, dtype=np.float)
def old_function(close, volume, INTERVAL_LENGTH):
results = []
for i in xrange(len(close) - INTERVAL_LENGTH):
for j in xrange(i+1, i+INTERVAL_LENGTH):
ret = close[j] / close[i]
vol = sum( volume[i+1:j+1] )
if (ret > 1.0001) and (ret < 1.5) and (vol > 100):
results.append( (i, j, ret, vol) )
return results
def new_function(close, volume, INTERVAL_LENGTH):
results = []
for i in xrange(close.size - INTERVAL_LENGTH):
vol = volume[i+1:i+INTERVAL_LENGTH].cumsum()
ret = close[i+1:i+INTERVAL_LENGTH] / close[i]
filter = (ret > 1.0001) & (ret < 1.5) & (vol > 100)
j = np.arange(i+1, i+INTERVAL_LENGTH)[filter]
tmp_results = zip(j.size * [i], j, ret[filter], vol[filter])
results.extend(tmp_results)
return results
def new_function2(close, volume, INTERVAL_LENGTH):
vol, ret = [], []
I, J = [], []
for k in xrange(1, INTERVAL_LENGTH):
start = k
end = volume.size - INTERVAL_LENGTH + k
vol.append(volume[start:end])
ret.append(close[start:end])
J.append(np.arange(start, end))
I.append(np.arange(volume.size - INTERVAL_LENGTH))
vol = np.vstack(vol)
ret = np.vstack(ret)
J = np.vstack(J)
I = np.vstack(I)
vol = vol.cumsum(axis=0)
ret = ret / close[:-INTERVAL_LENGTH]
filter = (ret > 1.0001) & (ret < 1.5) & (vol > 100)
vol = vol[filter]
ret = ret[filter]
I = I[filter]
J = J[filter]
output = zip(I.flat,J.flat,ret.flat,vol.flat)
return output
results = old_function(close, volume, INTERVAL_LENGTH)
results2 = new_function(close, volume, INTERVAL_LENGTH)
results3 = new_function(close, volume, INTERVAL_LENGTH)
# Using sets to compare, as the output
# is in a different order than the original function
print set(results) == set(results2)
print set(results) == set(results3)