March 2022
Beginner to intermediate
796 pages
18h 14m
Korean
Content preview from 파이썬을 활용한 금융 분석(2판) : 파이썬의 기초부터 금융공학, 머신러닝, 퀀트 분석, 매매 시스템 구현까지
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379
10
장
파이썬 성능 개선
이 방식은 코드 실행 속도를
20
배에서
100
배까지 개선한다.
10.5.2
Numba
알고리즘 구조상
Numba
를 적용하면 좀 더 속도 개선을 할 수 있다. 그리고 실제로
ndarray
버
전에 적용한 함수
ewma
_
nb
( )
에서는 속도 개선이 가능했다.
In [159]: ewma_nb = numba.jit(ewma_py)
In [160]: %time data['EWMA_NB'] = ewma_nb(data[sym], alpha)
➊
CPU times: user 269 ms, sys: 11.4 ms, total: 280 ms
Wall time: 294 ms
In [161]: %timeit data['EWMA_NB'] = ewma_nb(data[sym], alpha)
➊
30.9 ms ± 1.21 ms per loop (mean ± std. dev. of 7 runs, 10 loops each)
In [162]: %time data['EWMA_NB'] = ewma_nb(data[sym].values, alpha)
➋
CPU times: user 94.1 ms, sys: 3.78 ms, total: 97.9 ms
Wall time: 97.6 ms
In [163]: %timeit data['EWMA_NB'] = ewma_nb(data[sym].values, ...
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.