进行价值选择的最快方法?

The fastest way to do value selection?

我有一个二维列表推导式,它根据第一个出现的条件设置 1 或 0。

由于它相对较慢,我想知道是否有 NumPy 函数或库可以更有效地加速它。

注意:子数组仅在同一索引处长度相等。

result      = [ 
[1 if (ratUp >ratDown)  else 0 if (ratDown>ratUp) else  0 if (pointsDown>pointsUp) else 1    
               for ratUp,ratDown,pointsUp,pointsDown  
                           in zip(ratiosUpSlice,ratiosDownSlice,upPointsSlice,downPointsSlice)] 
                                         for ratiosUpSlice,ratiosDownSlice,upPointsSlice,downPointsSlice 
                                                    in zip(RatiosUp, RatiosDown, UpPointsSlices, DownPointsSlices)]

可重现:

import numpy as np
LEN = 10000
temp = np.random.randint(1,high=100, size=LEN) 
RatiosUp         = [np.random.uniform(size=rand) for rand in temp]
RatiosDown       = [np.random.uniform(size=rand) for rand in temp]
UpPointsSlices   = [np.random.uniform(size=rand) for rand in temp]
DownPointsSlices = [np.random.uniform(size=rand) for rand in temp]

您可以修改处理方式以在 numpy 中快速完成所有操作,然后拆分最终结果(如果您确实需要)。您的数据根本上没有二维:一切都已完成 per-element.

让我们先看看如何生成输入数据。您可以将所有数据生成为数组而不是列表:

import numpy as np

LEN = 10000
sizes = np.random.randint(1, 100, size=LEN)
n = sizes.sum()
ratios_up = np.random.uniform(size=n)
ratios_down = np.random.uniform(size=n)
up_point_slices = np.random.uniform(size=n)
down_point_slices = np.random.uniform(size=n)

现在应该很容易将循环可视化为单个 numpy 操作:

result = (ratios_up > ratios_down) | ((ratios_up == ratios_down) & (points_up >= points_down))

如果您需要将结果拆分为数组:

result = np.split(result, np.cumsum(sizes[:-1]))

如果你致力于split,你可以把整个操作写得更简洁:

splits = np.cumsum(np.random.randint(1, 100, size=LEN))
up = np.random.uniform(size=(splits[-1], 2))
down = np.random.uniform(size=(splits[-1], 2))

result = np.split((up > down).any(1), splits[:-1])