以下代码运行时间过长(超过5分钟)
有什么好方法可以减少运行时间吗。在data.head() # more than 10 year data, Total iteration is around 4,500,000
Open High Low Close Volume Adj Close \
Date
2012-07-02 125500.0 126500.0 124000.0 125000.0 118500 104996.59
2012-07-03 126500.0 130000.0 125500.0 129500.0 239400 108776.47
2012-07-04 130000.0 132500.0 128500.0 131000.0 180800 110036.43
2012-07-05 129500.0 131000.0 127500.0 128500.0 118600 107936.50
2012-07-06 128500.0 129000.0 126000.0 127000.0 149000 106676.54
我的代码是import pandas as pd
import numpy as np
from pandas.io.data import DataReader
import matplotlib.pylab as plt
from datetime import datetime
def DataReading(code):
start = datetime(2012,7,1)
end = pd.to_datetime('today')
data = DataReader(code,'yahoo',start=start,end=end)
data = data[data["Volume"] != 0]
return data
data['Cut_Off'] = 0
Cut_Pct = 0.85
for i in range(len(data['Open'])):
if i==0:
pass
for j in range(0,i):
if data['Close'][j]/data['Close'][i-1]<=Cut_Pct:
data['Cut_Off'][j] = 1
data['Cut_Off'][i] = 1
else
pass
以上代码需要5分钟以上。
当然,下面有“elif”的代码(我没有写上面的代码)
我刚刚测试了上面的代码。
有没有什么好方法可以减少以上代码的运行时间?在附加buying list is
Open High Low Close Volume Adj Close \
Date
2012-07-02 125500.0 126500.0 124000.0 125000.0 118500 104996.59
2012-07-03 126500.0 130000.0 125500.0 129500.0 239400 108776.47
2012-07-04 130000.0 132500.0 128500.0 131000.0 180800 110036.43
2012-07-05 129500.0 131000.0 127500.0 128500.0 118600 107936.50
2012-07-06 128500.0 129000.0 126000.0 127000.0 149000 106676.54
2012-07-09 127000.0 133000.0 126500.0 131500.0 207500 110456.41
2012-07-10 131500.0 135000.0 130500.0 133000.0 240800 111716.37
2012-07-11 133500.0 136500.0 132500.0 136500.0 223800 114656.28
for exam, i bought 10 ea at 2012-07-02 with 125,500, and as times goes
daily, if the close price drop under 85% of buying price(125,500) then i
will sell out 10ea with 85% of buying price.
for reducing running time, i made buying list also(i didnt show in here)
but it also take more than 2 min with using for loop.