Say I have two taxi orders with Origin1、Destination1 and Origin2、Destination2(O1,O2,D1,D2).
I want to calculate the possibility of ridesharing, so I need the path between two different points.
And, here's my code:
def path_time(point1, point2):
path = ox.distance.shortest_path(road, point1, point2, weight='travel_time')
if path is None:
#If there isn't a path, a big weight will be set, and it won't be selected during the matching process.
route_time = 9999
else:
route_time = int(sum(ox.utils_graph.get_route_edge_attributes(road, path, "travel_time")))
return route_time,path
Since there is four points, I need to do this six times, where tp means travel path :
tpO1O2 = path_time(O1,O2)
tpO1D1 = path_time(O1,D1)
tpO1D2 = path_time(O1,D2)
tpO2D1 = path_time(O2,D1)
tpO2D2 = path_time(O2,D2)
tpD1D2 = path_time(D1,D2)
It's okay if I only have two points, but I got a 2 million order set, and each order has hundreds of potential matched orders. So this will take me a lot of time.
Does anyone knows how can I speed up this process? Thank you!
You can use parallelization to speed this up. Parallel route solving is built into OSMnx. Per the documentation:
You can parallelize solving multiple paths with the cpus parameter
I am currently parsing historic delay data from a public transport network in Sweden. I have ~5700 files (one from every 15 seconds) from the 27th of January containing momentary delay data for vehicles on active trips in the network. It's, unfortunately, a lot of overhead / duplicate data, so I want to parse out the relevant stuff to do visualizations on it.
However, when I try to parse and filter out the relevant delay data on a trip level using the script below it performs really slow. It has been running for over 1,5 hours now (on my 2019 Macbook Pro 15') and isn't finished yet.
How can I optimize / improve this python parser?
Or should I reduce the number of files, and i.e. the frequency of the data collection, for this task?
Thank you so much in advance. 💗
from google.transit import gtfs_realtime_pb2
import gzip
import os
import datetime
import csv
import numpy as np
directory = '../data/tripu/27/'
datapoints = np.zeros((0,3), int)
read_trips = set()
# Loop through all files in directory
for filename in os.listdir(directory)[::3]:
try:
# Uncompress and parse protobuff-file using gtfs_realtime_pb2
with gzip.open(directory + filename, 'rb') as file:
response = file.read()
feed = gtfs_realtime_pb2.FeedMessage()
feed.ParseFromString(response)
print("Filename: " + filename, "Total entities: " + str(len(feed.entity)))
for trip in feed.entity:
if trip.trip_update.trip.trip_id not in read_trips:
try:
if len(trip.trip_update.stop_time_update) == len(stopsOnTrip[trip.trip_update.trip.trip_id]):
print("\t","Adding delays for",len(trip.trip_update.stop_time_update),"stops, on trip_id",trip.trip_update.trip.trip_id)
for i, stop_time_update in enumerate(trip.trip_update.stop_time_update[:-1]):
# Store the delay data point (arrival difference of two ascending nodes)
delay = int(trip.trip_update.stop_time_update[i+1].arrival.delay-trip.trip_update.stop_time_update[i].arrival.delay)
# Store contextual metadata (timestamp and edgeID) for the unique delay data point
ts = int(trip.trip_update.stop_time_update[i+1].arrival.time)
key = int(str(trip.trip_update.stop_time_update[i].stop_id) + str(trip.trip_update.stop_time_update[i+1].stop_id))
# Append data to numpy array
datapoints = np.append(datapoints, np.array([[key,ts,delay]]), axis=0)
read_trips.add(trip.trip_update.trip.trip_id)
except KeyError:
continue
else:
continue
except OSError:
continue
I suspect the problem here is repeatedly calling np.append to add a new row to a numpy array. Because the size of a numpy array is fixed when it is created, np.append() must create a new array, which means that it has to copy the previous array. On each loop, the array is bigger and so all these copies add a quadratic factor to your execution time. This becomes significant when the array is quite big (which apparently it is in your application).
As an alternative, you could just create an ordinary Python list of tuples, and then if necessary convert that to a complete numpy array at the end.
That is (only the modified lines):
datapoints = []
# ...
datapoints.append((key,ts,delay))
# ...
npdata = np.array(datapoints, dtype=int)
I still think the parse routine is your bottleneck (even if it did come from Google), but all those '.'s were killing me! (And they do slow down performance somewhat.) Also, I converted your i, i+1 iterating to using two iterators zipping through the list of updates, this is a little more advanced style of working through a list. Plus the cur/next_update names helped me keep straight when you wanted to reference one vs. the other. Finally, I remove the trailing "else: continue", since you are at the end of the for loop anyway.
for trip in feed.entity:
this_trip_update = trip.trip_update
this_trip_id = this_trip_update.trip.trip_id
if this_trip_id not in read_trips:
try:
if len(this_trip_update.stop_time_update) == len(stopsOnTrip[this_trip_id]):
print("\t", "Adding delays for", len(this_trip_update.stop_time_update), "stops, on trip_id",
this_trip_id)
# create two iterators to walk through the list of updates
cur_updates = iter(this_trip_update.stop_time_update)
nxt_updates = iter(this_trip_update.stop_time_update)
# advance the nxt_updates iter so it is one ahead of cur_updates
next(nxt_updates)
for cur_update, next_update in zip(cur_updates, nxt_updates):
# Store the delay data point (arrival difference of two ascending nodes)
delay = int(nxt_update.arrival.delay - cur_update.arrival.delay)
# Store contextual metadata (timestamp and edgeID) for the unique delay data point
ts = int(next_update.arrival.time)
key = "{}/{}".format(cur_update.stop_id, next_update.stop_id)
# Append data to numpy array
datapoints = np.append(datapoints, np.array([[key, ts, delay]]), axis=0)
read_trips.add(this_trip_id)
except KeyError:
continue
This code should be equivalent to what you posted, and I don't really expect major performance gains either, but perhaps this will be more maintainable when you come back to look at it in 6 months.
(This probably is more appropriate for CodeReview, but I hardly ever go there.)
I have a time series dataframe with about 10 columns where I am performing manipulations on the time series to return results of strategy data. I would like to test 2 parameters as they may or may not effect each other. When tested independently, each run take over 10 sec per unit(over 6.5 hours for the total run) and I'm looking to speed this up..I have been reading about dask and it seems that its the right module to use.
My current code iterates over each parameter range with a nested loops. I know it can be paralleled as the data per day is mutually exclusive.
Here is the code:
amount1=np.arange(.001,.03,.0005)
amount2=np.arange(.001,.03,.0005)
def getResults(df,amount1,amount2):
final_results=[]
for x in tqdm(amount1):
for y in amount2:
df1=None
df1=function1(df.copy(), x, y ) #takes about 2sec.
df1=function2(df1) #takes about 2sec.
df1=function3(df1) #takes about 3sec.
final_results.append([x,y,df1['results'].iloc[-1]])
return final_results
UPDATE:
So it looks like the improvements should come by adjusting the function to remove the iteration from the calls and to create a list of jobs(my understanding. Here is where I am so far. I probably will need to move my df to a dask dataframe, so that the data can be chunked into smaller pieces. The question is do I leave the function1,2 and 3 functions as pandas vector manulipulations or do they need to move to complete dask functions?
def getResults(df,amount):
df1=None
df1=dsk.delayed(function1)(df,amount[0],amount[1] )
df1=dsk.delayed(function2)(df1)
df1=dsk.delayed(function2)(df1)
return [amount[0],amount[1],df1['results'].iloc[-1]]
#Create a list of processes from jobs. jobs is a list of tuples that replaces the iteration.
processes =[getResults(df,items) for items in jobs]
#Create a process list of results
results=[]
for i in range(len(processes):
results.append(processes[i])
You probably want to use either dask.delayed or the concurrent.futures interface.
Something like the following would probably work well (untested, I recommend that you read the docs referenced above to understand what it's doing).
def getResults(df,amount1,amount2):
final_results=[]
for x in amount1:
for y in amount2:
df1=None
df1=dask.delayed(function1)(df.copy(), x, y )
df1=dask.delayed(function2)(df1)
df1=dask.delayed(function3)(df1)
final_results.append([x,y,df1['results'].iloc[-1]])
return final_results
out = getResults(df, amount1, amount2)
result = delayed(out).compute()
Also, I would avoid calling df.copy() if you can avoid it. Ideally function1 would not mutate input data.
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.