Related
I was profiling Erlang's lists:reverse Built in Function (BIF) to see how well it scales with the size of the input. More specifically, I tried:
1> X = lists:seq(1, 1000000).
[1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,
23,24,25,26,27,28,29|...]
2> timer:tc(lists, reverse, [X]).
{57737,
[1000000,999999,999998,999997,999996,999995,999994,999993,
999992,999991,999990,999989,999988,999987,999986,999985,
999984,999983,999982,999981,999980,999979,999978,999977,
999976,999975,999974|...]}
3> timer:tc(lists, reverse, [X]).
{46896,
[1000000,999999,999998,999997,999996,999995,999994,999993,
999992,999991,999990,999989,999988,999987,999986,999985,
999984,999983,999982,999981,999980,999979,999978,999977,
999976,999975,999974|...]}
4> Y = lists:seq(1, 10000000).
[1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,
23,24,25,26,27,28,29|...]
5> timer:tc(lists, reverse, [Y]).
{434079,
[10000000,9999999,9999998,9999997,9999996,9999995,9999994,
9999993,9999992,9999991,9999990,9999989,9999988,9999987,
9999986,9999985,9999984,9999983,9999982,9999981,9999980,
9999979,9999978,9999977,9999976,9999975,9999974|...]}
6> timer:tc(lists, reverse, [Y]).
{214173,
[10000000,9999999,9999998,9999997,9999996,9999995,9999994,
9999993,9999992,9999991,9999990,9999989,9999988,9999987,
9999986,9999985,9999984,9999983,9999982,9999981,9999980,
9999979,9999978,9999977,9999976,9999975,9999974|...]}
Ok, so far it seems like the reverse BIF scales in approximately linear time with respect to the input (e.g. multiply the size of the input by 10 and the size of time taken also increases by a factor of 10). In pure Erlang that would make sense since we would use something like tail recursion to reverse the list. I guess that even as a BIF implemented in C, the algorithm for reversing seems a list to be the same (maybe because of the way lists are just represented in Erlang?).
Now I wanted to compare this with something another language - perhaps another dynamically typed language that I already use. So I tried a similar thing in Python - taking care to, very explicitly, use actual lists instead of generators which I anticipate would affect the performance of Python positively in this test, giving it an unfair advantage.
import time
ms_conv_factor = 10**6
def profile(func, *args):
start = time.time()
func(args)
end = time.time()
elapsed_seconds = end - start
print(elapsed_seconds * ms_conv_factor, flush=True)
x = list([i for i in range(0, 1000000)])
y = list([i for i in range(0, 10000000)])
z = list([i for i in range(0, 100000000)])
def f(m):
return m[::-1]
def g(m):
return reversed(m)
if __name__ == "__main__":
print("All done loading the lists, starting now.", flush=True)
print("f:")
profile(f, x)
profile(f, y)
print("")
profile(f, x)
profile(f, y)
print("")
profile(f, z)
print("")
print("g:")
profile(g, x)
profile(g, y)
print("")
profile(g, x)
profile(g, y)
print("")
profile(g, z)
This seems to suggest that after the function has been loaded and run once, the length of the input makes no difference and the reversal times are incredibly fast - in the range of ~0.7µs.
Exact result:
All done loading the lists, starting now.
f:
1.430511474609375
0.7152557373046875
0.7152557373046875
0.2384185791015625
0.476837158203125
g:
1.9073486328125
0.7152557373046875
0.2384185791015625
0.2384185791015625
0.476837158203125
My first, naive, guess was that python might be able to recognize the reverse construct and create something like a reverse iterator and return that (Python can work with references right? Maybe it was using some kind of optimization here). But I don't think that theory makes sense since the original list and the returned list are not the same (changing one shouldn't change the other).
So my question(s) here is(are):
Is my profiling technique here flawed? Have I written the tests in a way that favor one language over the other?
What is the difference in implementation of lists and their reversal in Erlang vs Python that make this situation (of Python being WAY faster) possible?
Thanks for your time (in advance).
This seems to suggest that after the function has been loaded and run
once, the length of the input makes no difference and the reversal
times are incredibly fast - in the range of ~0.7µs.
Because your profiling function is incorrect. It accepts variable positional arguments, but when it passes them to the function, it doesn't unpack them so you are only ever working with a tuple of length one. You need to do the following:
def profile(func, *args):
start = time.time()
func(*args) # Make sure to unpack the args!
end = time.time()
elapsed_seconds = end - start
print(elapsed_seconds * ms_conv_factor, flush=True)
So notice the difference:
>>> def foo(*args):
... print(args)
... print(*args)
...
>>> foo(1,2,3)
(1, 2, 3)
1 2 3
Also note, reversed(m) creates a reversed iterator, so it doesn't actually do anything until you iterate over it. So g will still be constant time.
But rest assured, reversing a list in Python takes linear time.
As I'm really struggleing to get from R-code, to Python code, I would like to ask some help. The code I want to use has been provided to my from withing the mathematics forum of stackexchange.
https://math.stackexchange.com/questions/2205573/curve-fitting-on-dataset
I do understand what is going on. But I'm really having a hard time trying to solve the R-code, as I have never seen anything of it. I have written the function to return the sum of squares. But I'm stuck at how I could use a function similar to the optim function. And also I don't really like the guesswork at the initial values. I would like it better to run and re-run a type of optim function untill I get the wanted result, because my needs for a nearly perfect curve fit are really high.
def model (par,x):
n = len(x)
res = []
for i in range(1,n):
A0 = par[3] + (par[4]-par[1])*par[6] + (par[5]-par[2])*par[6]**2
if(x[i] == par[6]):
res[i] = A0 + par[1]*x[i] + par[2]*x[i]**2
else:
res[i] = par[3] + par[4]*x[i] + par[5]*x[i]**2
return res
This is my model function...
def sum_squares (par, x, y):
ss = sum((y-model(par,x))^2)
return ss
And this is the sum of squares
But I have no idea on how to convert this:
#I found these initial values with a few minutes of guess and check.
par0 <- c(7,-1,-395,70,-2.3,10)
sol <- optim(par= par0, fn=sqerror, x=x, y=y)$par
To Python code...
I wrote an open source Python package (BSD license) that has a genetic algorithm (Differential Evolution) front end to the scipy Levenberg-Marquardt solver, it functions similarly to what you describe in your question. The github URL is:
https://github.com/zunzun/pyeq3
It comes with a "user-defined function" example that's fairly easy to use:
https://github.com/zunzun/pyeq3/blob/master/Examples/Simple/FitUserDefinedFunction_2D.py
along with command-line, GUI, cluster, parallel, and web-based examples. You can install the package with "pip3 install pyeq3" to see if it might suit your needs.
Seems like I have been able to fix the problem.
def model (par,x):
n = len(x)
res = np.array([])
for i in range(0,n):
A0 = par[2] + (par[3]-par[0])*par[5] + (par[4]-par[1])*par[5]**2
if(x[i] <= par[5]):
res = np.append(res, A0 + par[0]*x[i] + par[1]*x[i]**2)
else:
res = np.append(res,par[2] + par[3]*x[i] + par[4]*x[i]**2)
return res
def sum_squares (par, x, y):
ss = sum((y-model(par,x))**2)
print('Sum of squares = {0}'.format(ss))
return ss
And then I used the functions as follow:
parameter = sy.array([0.0,-8.0,0.0018,0.0018,0,200])
res = least_squares(sum_squares, parameter, bounds=(-360,360), args=(x1,y1),verbose = 1)
The only problem is that it doesn't produce the results I'm looking for... And that is mainly because my x values are [0,360] and the Y values only vary by about 0.2, so it's a hard nut to crack for this function, and it produces this (poor) result:
Result
I think that the range of x values [0, 360] and y values (which you say is ~0.2) is probably not the problem. Getting good initial values for the parameters is probably much more important.
In Python with numpy / scipy, you would definitely want to not loop over values of x but do something more like
def model(par,x):
res = par[2] + par[3]*x + par[4]*x**2
A0 = par[2] + (par[3]-par[0])*par[5] + (par[4]-par[1])*par[5]**2
res[np.where(x <= par[5])] = A0 + par[0]*x + par[1]*x**2
return res
It's not clear to me that that form is really what you want: why should A0 (a value independent of x added to a portion of the model) be so complicated and interdependent on the other parameters?
More importantly, your sum_of_squares() function is actually not what least_squares() wants: you should return the residual array, you should not do the sum of squares yourself. So, that should be
def sum_of_squares(par, x, y):
return (y - model(par, x))
But most importantly, there is a conceptual problem that is probably going to plague this model: Your par[5] is meant to represent a breakpoint where the model changes form. This is going to be very hard for these optimization routines to find. These routines generally make a very small change to each parameter value to estimate to derivative of the residual array with respect to that variable in order to figure out how to change that variable. With a parameter that is essentially used as an integer, the small change in the initial value will have no effect at all, and the algorithm will not be able to determine the value for this parameter. With some of the scipy.optimize algorithms (notably, leastsq) you can specify a scale for the relative change to make. With leastsq that is called epsfcn. You may need to set this as high as 0.3 or 1.0 for fitting the breakpoint to work. Unfortunately, this cannot be set per variable, only per fit. You might need to experiment with this and other options to least_squares or leastsq.
This question may be a little specialist, but hopefully someone might be able to help. I normally use IDL, but for developing a pipeline I'm looking to use python to improve running times.
My fits file handling setup is as follows:
import numpy as numpy
from astropy.io import fits
#Directory: /Users/UCL_Astronomy/Documents/UCL/PHASG199/M33_UVOT_sum/UVOTIMSUM/M33_sum_epoch1_um2_norm.img
with fits.open('...') as ima_norm_um2:
#Open UVOTIMSUM file once and close it after extracting the relevant values:
ima_norm_um2_hdr = ima_norm_um2[0].header
ima_norm_um2_data = ima_norm_um2[0].data
#Individual dimensions for number of x pixels and number of y pixels:
nxpix_um2_ext1 = ima_norm_um2_hdr['NAXIS1']
nypix_um2_ext1 = ima_norm_um2_hdr['NAXIS2']
#Compute the size of the images (you can also do this manually rather than calling these keywords from the header):
#Call the header and data from the UVOTIMSUM file with the relevant keyword extensions:
corrfact_um2_ext1 = numpy.zeros((ima_norm_um2_hdr['NAXIS2'], ima_norm_um2_hdr['NAXIS1']))
coincorr_um2_ext1 = numpy.zeros((ima_norm_um2_hdr['NAXIS2'], ima_norm_um2_hdr['NAXIS1']))
#Check that the dimensions are all the same:
print(corrfact_um2_ext1.shape)
print(coincorr_um2_ext1.shape)
print(ima_norm_um2_data.shape)
# Make a new image file to save the correction factors:
hdu_corrfact = fits.PrimaryHDU(corrfact_um2_ext1, header=ima_norm_um2_hdr)
fits.HDUList([hdu_corrfact]).writeto('.../M33_sum_epoch1_um2_corrfact.img')
# Make a new image file to save the corrected image to:
hdu_coincorr = fits.PrimaryHDU(coincorr_um2_ext1, header=ima_norm_um2_hdr)
fits.HDUList([hdu_coincorr]).writeto('.../M33_sum_epoch1_um2_coincorr.img')
I'm looking to then apply the following corrections:
# Define the variables from Poole et al. (2008) "Photometric calibration of the Swift ultraviolet/optical telescope":
alpha = 0.9842000
ft = 0.0110329
a1 = 0.0658568
a2 = -0.0907142
a3 = 0.0285951
a4 = 0.0308063
for i in range(nxpix_um2_ext1 - 1): #do begin
for j in range(nypix_um2_ext1 - 1): #do begin
if (numpy.less_equal(i, 4) | numpy.greater_equal(i, nxpix_um2_ext1-4) | numpy.less_equal(j, 4) | numpy.greater_equal(j, nxpix_um2_ext1-4)): #then begin
#UVM2
corrfact_um2_ext1[i,j] == 0
coincorr_um2_ext1[i,j] == 0
else:
xpixmin = i-4
xpixmax = i+4
ypixmin = j-4
ypixmax = j+4
#UVM2
ima_UVM2sum = total(ima_norm_um2[xpixmin:xpixmax,ypixmin:ypixmax])
xvec_UVM2 = ft*ima_UVM2sum
fxvec_UVM2 = 1 + (a1*xvec_UVM2) + (a2*xvec_UVM2*xvec_UVM2) + (a3*xvec_UVM2*xvec_UVM2*xvec_UVM2) + (a4*xvec_UVM2*xvec_UVM2*xvec_UVM2*xvec_UVM2)
Ctheory_UVM2 = - alog(1-(alpha*ima_UVM2sum*ft))/(alpha*ft)
corrfact_um2_ext1[i,j] = Ctheory_UVM2*(fxvec_UVM2/ima_UVM2sum)
coincorr_um2_ext1[i,j] = corrfact_um2_ext1[i,j]*ima_sk_um2[i,j]
The above snippet is where it is messing up, as I have a mixture of IDL syntax and python syntax. I'm just not sure how to convert certain aspects of IDL to python. For example, the ima_UVM2sum = total(ima_norm_um2[xpixmin:xpixmax,ypixmin:ypixmax]) I'm not quite sure how to handle.
I'm also missing the part where it will update the correction factor and coincidence correction image files, I would say. If anyone could have the patience to go over it with a fine tooth comb and suggest the neccessary changes I need that would be excellent.
The original normalised image can be downloaded here: Replace ... in above code with this file
One very important thing about numpy is that it does every mathematical or comparison function on an element-basis. So you probably don't need to loop through the arrays.
So maybe start where you convolve your image with a sum-filter. This can be done for 2D images by astropy.convolution.convolve or scipy.ndimage.filters.uniform_filter
I'm not sure what you want but I think you want a 9x9 sum-filter that would be realized by
from scipy.ndimage.filters import uniform_filter
ima_UVM2sum = uniform_filter(ima_norm_um2_data, size=9)
since you want to discard any pixel that are at the borders (4 pixel) you can simply slice them away:
ima_UVM2sum_valid = ima_UVM2sum[4:-4,4:-4]
This ignores the first and last 4 rows and the first and last 4 columns (last is realized by making the stop value negative)
now you want to calculate the corrections:
xvec_UVM2 = ft*ima_UVM2sum_valid
fxvec_UVM2 = 1 + (a1*xvec_UVM2) + (a2*xvec_UVM2**2) + (a3*xvec_UVM2**3) + (a4*xvec_UVM2**4)
Ctheory_UVM2 = - np.alog(1-(alpha*ima_UVM2sum_valid*ft))/(alpha*ft)
these are all arrays so you still do not need to loop.
But then you want to fill your two images. Be careful because the correction is smaller (we inored the first and last rows/columns) so you have to take the same region in the correction images:
corrfact_um2_ext1[4:-4,4:-4] = Ctheory_UVM2*(fxvec_UVM2/ima_UVM2sum_valid)
coincorr_um2_ext1[4:-4,4:-4] = corrfact_um2_ext1[4:-4,4:-4] *ima_sk_um2
still no loop just using numpys mathematical functions. This means it is much faster (MUCH FASTER!) and does the same.
Maybe I have forgotten some slicing and that would yield a Not broadcastable error if so please report back.
Just a note about your loop: Python's first axis is the second axis in FITS and the second axis is the first FITS axis. So if you need to loop over the axis bear that in mind so you don't end up with IndexErrors or unexpected results.
I am working on some very large scale linear programming problems. (Matrices are currently roughly 1000x1000 and these are the 'mini' ones.)
I thought that I had the program running successfully, only I have realized that I am getting some very unintuitive answers. For example, let's say I were to maximize x+y+z subject to a set of constraints x+y<10 and y+z <5. I run this and get an optimal solution. Then, I run the same equation but with different constraints: x+y<20 and y+z<5. Yet in the second iteration, my maximization decreases!
I have painstakingly gone through and assured myself that the constraints are loading correctly.
Does anyone know what the problem might be?
I found something in the documentation about lpx_check_kkt which seems to tell you when your solution is likely to be correct or high confidence (or low confidence for that matter), but I don't know how to use it.
I made an attempt and got the error message lpx_check_kkt not defined.
I am adding some code as an addendum in hopes that someone can find an error.
The result of this is that it claims an optimal solution has been found. And yet every time I raise an upper bound, it gets less optimal.
I have confirmed that my bounds are going up and not down.
size = 10000000+1
ia = intArray(size)
ja = intArray(size)
ar = doubleArray(size)
prob = glp_create_prob()
glp_set_prob_name(prob, "sample")
glp_set_obj_dir(prob, GLP_MAX)
glp_add_rows(prob, Num_constraints)
for x in range(Num_constraints):
Variables.add_variables(Constraints_for_simplex)
glp_set_row_name(prob, x+1, Variables.variers[x])
glp_set_row_bnds(prob, x+1, GLP_UP, 0, Constraints_for_simplex[x][1])
print 'we set the row_bnd for', x+1,' to ',Constraints_for_simplex[x][1]
glp_add_cols(prob, len(All_Loops))
for x in range(len(All_Loops)):
glp_set_col_name(prob, x+1, "".join(["x",str(x)]))
glp_set_col_bnds(prob,x+1,GLP_LO,0,0)
glp_set_obj_coef(prob,x+1,1)
for x in range(1,len(All_Loops)+1):
z=Constraints_for_simplex[0][0][x-1]
ia[x] = 1; ja[x] = x; ar[x] = z
x=len(All_Loops)+1
while x<Num_constraints + len(All_Loops):
for y in range(2, Num_constraints+1):
z=Constraints_for_simplex[y-1][0][0]
ia[x] = y; ja[x] =1 ; ar[x] = z
x+=1
x=Num_constraints+len(All_Loops)
while x <len(All_Loops)*(Num_constraints-1):
for z in range(2,len(All_Loops)+1):
for y in range(2,Num_constraints+1):
if x<len(All_Loops)*Num_constraints+1:
q = Constraints_for_simplex[y-1][0][z-1]
ia[x] = y ; ja[x]=z; ar[x] = q
x+=1
glp_load_matrix(prob, len(All_Loops)*Num_constraints, ia, ja, ar)
glp_exact(prob,None)
Z = glp_get_obj_val(prob)
Start by solving your problematic instances with different solvers and checking the objective function value. If you can export your model to .mps format (I don't know how to do this with GLPK, sorry), you can upload the mps file to http://www.neos-server.org/neos/solvers/index.html and solve it with several different LP solvers.
Thanks for the answers, I have not used StackOverflow before so I was suprised by the number of answers and the speed of them - its fantastic.
I have not been through the answers properly yet, but thought I should add some information to the problem specification. See the image below.
I can't post an image in this because i don't have enough points but you can see an image
at http://journal.acquitane.com/2010-01-20/image003.jpg
This image may describe more closely what I'm trying to achieve. So you can see on the horizontal lines across the page are price points on the chart. Now where you get a clustering of lines within 0.5% of each, this is considered to be a good thing and why I want to identify those clusters automatically. You can see on the chart that there is a cluster at S2 & MR1, R2 & WPP1.
So everyday I produce these price points and then I can identify manually those that are within 0.5%. - but the purpose of this question is how to do it with a python routine.
I have reproduced the list again (see below) with labels. Just be aware that the list price points don't match the price points in the image because they are from two different days.
[YR3,175.24,8]
[SR3,147.85,6]
[YR2,144.13,8]
[SR2,130.44,6]
[YR1,127.79,8]
[QR3,127.42,5]
[SR1,120.94,6]
[QR2,120.22,5]
[MR3,118.10,3]
[WR3,116.73,2]
[DR3,116.23,1]
[WR2,115.93,2]
[QR1,115.83,5]
[MR2,115.56,3]
[DR2,115.53,1]
[WR1,114.79,2]
[DR1,114.59,1]
[WPP,113.99,2]
[DPP,113.89,1]
[MR1,113.50,3]
[DS1,112.95,1]
[WS1,112.85,2]
[DS2,112.25,1]
[WS2,112.05,2]
[DS3,111.31,1]
[MPP,110.97,3]
[WS3,110.91,2]
[50MA,110.87,4]
[MS1,108.91,3]
[QPP,108.64,5]
[MS2,106.37,3]
[MS3,104.31,3]
[QS1,104.25,5]
[SPP,103.53,6]
[200MA,99.42,7]
[QS2,97.05,5]
[YPP,96.68,8]
[SS1,94.03,6]
[QS3,92.66,5]
[YS1,80.34,8]
[SS2,76.62,6]
[SS3,67.12,6]
[YS2,49.23,8]
[YS3,32.89,8]
I did make a mistake with the original list in that Group C is wrong and should not be included. Thanks for pointing that out.
Also the 0.5% is not fixed this value will change from day to day, but I have just used 0.5% as an example for spec'ing the problem.
Thanks Again.
Mark
PS. I will get cracking on checking the answers now now.
Hi:
I need to do some manipulation of stock prices. I have just started using Python, (but I think I would have trouble implementing this in any language). I'm looking for some ideas on how to implement this nicely in python.
Thanks
Mark
Problem:
I have a list of lists (FloorLevels (see below)) where the sublist has two items (stockprice, weight). I want to put the stockprices into groups when they are within 0.5% of each other. A groups strength will be determined by its total weight. For example:
Group-A
115.93,2
115.83,5
115.56,3
115.53,1
-------------
TotalWeight:12
-------------
Group-B
113.50,3
112.95,1
112.85,2
-------------
TotalWeight:6
-------------
FloorLevels[
[175.24,8]
[147.85,6]
[144.13,8]
[130.44,6]
[127.79,8]
[127.42,5]
[120.94,6]
[120.22,5]
[118.10,3]
[116.73,2]
[116.23,1]
[115.93,2]
[115.83,5]
[115.56,3]
[115.53,1]
[114.79,2]
[114.59,1]
[113.99,2]
[113.89,1]
[113.50,3]
[112.95,1]
[112.85,2]
[112.25,1]
[112.05,2]
[111.31,1]
[110.97,3]
[110.91,2]
[110.87,4]
[108.91,3]
[108.64,5]
[106.37,3]
[104.31,3]
[104.25,5]
[103.53,6]
[99.42,7]
[97.05,5]
[96.68,8]
[94.03,6]
[92.66,5]
[80.34,8]
[76.62,6]
[67.12,6]
[49.23,8]
[32.89,8]
]
I suggest a repeated use of k-means clustering -- let's call it KMC for short. KMC is a simple and powerful clustering algorithm... but it needs to "be told" how many clusters, k, you're aiming for. You don't know that in advance (if I understand you correctly) -- you just want the smallest k such that no two items "clustered together" are more than X% apart from each other. So, start with k equal 1 -- everything bunched together, no clustering pass needed;-) -- and check the diameter of the cluster (a cluster's "diameter", from the use of the term in geometry, is the largest distance between any two members of a cluster).
If the diameter is > X%, set k += 1, perform KMC with k as the number of clusters, and repeat the check, iteratively.
In pseudo-code:
def markCluster(items, threshold):
k = 1
clusters = [items]
maxdist = diameter(items)
while maxdist > threshold:
k += 1
clusters = Kmc(items, k)
maxdist = max(diameter(c) for c in clusters)
return clusters
assuming of course we have suitable diameter and Kmc Python functions.
Does this sound like the kind of thing you want? If so, then we can move on to show you how to write diameter and Kmc (in pure Python if you have a relatively limited number of items to deal with, otherwise maybe by exploiting powerful third-party add-on frameworks such as numpy) -- but it's not worthwhile to go to such trouble if you actually want something pretty different, whence this check!-)
A stock s belong in a group G if for each stock t in G, s * 1.05 >= t and s / 1.05 <= t, right?
How do we add the stocks to each group? If we have the stocks 95, 100, 101, and 105, and we start a group with 100, then add 101, we will end up with {100, 101, 105}. If we did 95 after 100, we'd end up with {100, 95}.
Do we just need to consider all possible permutations? If so, your algorithm is going to be inefficient.
You need to specify your problem in more detail. Just what does "put the stockprices into groups when they are within 0.5% of each other" mean?
Possibilities:
(1) each member of the group is within 0.5% of every other member of the group
(2) sort the list and split it where the gap is more than 0.5%
Note that 116.23 is within 0.5% of 115.93 -- abs((116.23 / 115.93 - 1) * 100) < 0.5 -- but you have put one number in Group A and one in Group C.
Simple example: a, b, c = (0.996, 1, 1.004) ... Note that a and b fit, b and c fit, but a and c don't fit. How do you want them grouped, and why? Is the order in the input list relevant?
Possibility (1) produces ab,c or a,bc ... tie-breaking rule, please
Possibility (2) produces abc (no big gaps, so only one group)
You won't be able to classify them into hard "groups". If you have prices (1.0,1.05, 1.1) then the first and second should be in the same group, and the second and third should be in the same group, but not the first and third.
A quick, dirty way to do something that you might find useful:
def make_group_function(tolerance = 0.05):
from math import log10, floor
# I forget why this works.
tolerance_factor = -1.0/(-log10(1.0 + tolerance))
# well ... since you might ask
# we want: log(x)*tf - log(x*(1+t))*tf = -1,
# so every 5% change has a different group. The minus is just so groups
# are ascending .. it looks a bit nicer.
#
# tf = -1/(log(x)-log(x*(1+t)))
# tf = -1/(log(x/(x*(1+t))))
# tf = -1/(log(1/(1*(1+t)))) # solved .. but let's just be more clever
# tf = -1/(0-log(1*(1+t)))
# tf = -1/(-log((1+t))
def group_function(value):
# don't just use int - it rounds up below zero, and down above zero
return int(floor(log10(value)*tolerance_factor))
return group_function
Usage:
group_function = make_group_function()
import random
groups = {}
for i in range(50):
v = random.random()*500+1000
group = group_function(v)
if group in groups:
groups[group].append(v)
else:
groups[group] = [v]
for group in sorted(groups):
print 'Group',group
for v in sorted(groups[group]):
print v
print
For a given set of stock prices, there is probably more than one way to group stocks that are within 0.5% of each other. Without some additional rules for grouping the prices, there's no way to be sure an answer will do what you really want.
apart from the proper way to pick which values fit together, this is a problem where a little Object Orientation dropped in can make it a lot easier to deal with.
I made two classes here, with a minimum of desirable behaviors, but which can make the classification a lot easier -- you get a single point to play with it on the Group class.
I can see the code bellow is incorrect, in the sense the limtis for group inclusion varies as new members are added -- even it the separation crieteria remaisn teh same, you heva e torewrite the get_groups method to use a multi-pass approach. It should nto be hard -- but the code would be too long to be helpfull here, and i think this snipped is enoguh to get you going:
from copy import copy
class Group(object):
def __init__(self,data=None, name=""):
if data:
self.data = data
else:
self.data = []
self.name = name
def get_mean_stock(self):
return sum(item[0] for item in self.data) / len(self.data)
def fits(self, item):
if 0.995 < abs(item[0]) / self.get_mean_stock() < 1.005:
return True
return False
def get_weight(self):
return sum(item[1] for item in self.data)
def __repr__(self):
return "Group-%s\n%s\n---\nTotalWeight: %d\n\n" % (
self.name,
"\n".join("%.02f, %d" % tuple(item) for item in self.data ),
self.get_weight())
class StockGrouper(object):
def __init__(self, data=None):
if data:
self.floor_levels = data
else:
self.floor_levels = []
def get_groups(self):
groups = []
floor_levels = copy(self.floor_levels)
name_ord = ord("A") - 1
while floor_levels:
seed = floor_levels.pop(0)
name_ord += 1
group = Group([seed], chr(name_ord))
groups.append(group)
to_remove = []
for i, item in enumerate(floor_levels):
if group.fits(item):
group.data.append(item)
to_remove.append(i)
for i in reversed(to_remove):
floor_levels.pop(i)
return groups
testing:
floor_levels = [ [stock. weight] ,... <paste the data above> ]
s = StockGrouper(floor_levels)
s.get_groups()
For the grouping element, could you use itertools.groupby()? As the data is sorted, a lot of the work of grouping it is already done, and then you could test if the current value in the iteration was different to the last by <0.5%, and have itertools.groupby() break into a new group every time your function returned false.