11

假设我有一个清单:

y = ['1', '2', '3', '4','5','6','7','8','9','10']

我想创建一个计算移动 n 天平均值的函数。所以如果n是 5,我希望我的代码计算第一个 1-5,将其相加并找到平均值,即 3.0,然后继续 2-6,计算平均值,即 4.0,然后 3- 7、4-8、5-9、6-10。

我不想计算前n-1天,所以从第n天开始,它会计算前几天。

def moving_average(x:'list of prices', n):
    for num in range(len(x)+1):
        print(x[num-n:num])

这似乎打印出我想要的:

[]
[]
[]
[]
[]

['1', '2', '3', '4', '5']

['2', '3', '4', '5', '6']

['3', '4', '5', '6', '7']

['4', '5', '6', '7', '8']

['5', '6', '7', '8', '9']

['6', '7', '8', '9', '10']

但是,我不知道如何计算这些列表中的数字。有任何想法吗?

4

5 回答 5

23

在旧版本的 Python 文档中有一个很棒的滑动窗口生成器,带有itertools示例

from itertools import islice

def window(seq, n=2):
    "Returns a sliding window (of width n) over data from the iterable"
    "   s -> (s0,s1,...s[n-1]), (s1,s2,...,sn), ...                   "
    it = iter(seq)
    result = tuple(islice(it, n))
    if len(result) == n:
        yield result    
    for elem in it:
        result = result[1:] + (elem,)
        yield result

使用移动平均线是微不足道的:

from __future__ import division  # For Python 2

def moving_averages(values, size):
    for selection in window(values, size):
        yield sum(selection) / size

针对您的输入运行此命令(将字符串映射为整数)给出:

>>> y= ['1', '2', '3', '4','5','6','7','8','9','10']
>>> for avg in moving_averages(map(int, y), 5):
...     print(avg)
... 
3.0
4.0
5.0
6.0
7.0
8.0

要返回“不完整”集合的第一次迭代,只需稍微扩展None函数:n - 1moving_averages

def moving_averages(values, size):
    for _ in range(size - 1):
        yield None
    for selection in window(values, size):
        yield sum(selection) / size
于 2013-02-14T21:07:58.073 回答
7

虽然我喜欢Martijn对此的回答,比如乔治,但我想知道通过使用运行求和而不是sum()一遍又一遍地对几乎相同的数字应用是否会更快。

None在加速阶段将值作为默认值的想法也很有趣。事实上,对于移动平均线,可能有很多不同的场景。让我们将平均值的计算分为三个阶段:

  1. Ramp Up:开始迭代,其中当前迭代计数 < 窗口大小
  2. 稳步进展:我们有确切的窗口大小的元素可用于计算法线average := sum(x[iteration_counter-window_size:iteration_counter])/window_size
  3. Ramp Down:在输入数据的末尾,我们可以返回另一个window_size - 1“平均”数字。

这是一个接受的函数

  • 任意迭代(生成器很好)作为数据的输入
  • 任意窗口大小 >= 1
  • 在 Ramp Up/Down 阶段打开/关闭值生成的参数
  • 这些阶段的回调函数以控制值的生成方式。这可用于不断提供默认值(例如None)或提供部分平均值

这是代码:

from collections import deque 

def moving_averages(data, size, rampUp=True, rampDown=True):
    """Slide a window of <size> elements over <data> to calc an average

    First and last <size-1> iterations when window is not yet completely
    filled with data, or the window empties due to exhausted <data>, the
    average is computed with just the available data (but still divided
    by <size>).
    Set rampUp/rampDown to False in order to not provide any values during
    those start and end <size-1> iterations.
    Set rampUp/rampDown to functions to provide arbitrary partial average
    numbers during those phases. The callback will get the currently
    available input data in a deque. Do not modify that data.
    """
    d = deque()
    running_sum = 0.0

    data = iter(data)
    # rampUp
    for count in range(1, size):
        try:
            val = next(data)
        except StopIteration:
            break
        running_sum += val
        d.append(val)
        #print("up: running sum:" + str(running_sum) + "  count: " + str(count) + "  deque: " + str(d))
        if rampUp:
            if callable(rampUp):
                yield rampUp(d)
            else:
                yield running_sum / size

    # steady
    exhausted_early = True
    for val in data:
        exhausted_early = False
        running_sum += val
        #print("st: running sum:" + str(running_sum) + "  deque: " + str(d))
        yield running_sum / size
        d.append(val)
        running_sum -= d.popleft()

    # rampDown
    if rampDown:
        if exhausted_early:
            running_sum -= d.popleft()
        for (count) in range(min(len(d), size-1), 0, -1):
            #print("dn: running sum:" + str(running_sum) + "  deque: " + str(d))
            if callable(rampDown):
                yield rampDown(d)
            else:
                yield running_sum / size
            running_sum -= d.popleft()

它似乎比 Martijn 的版本要快一些——不过,后者要优雅得多。这是测试代码:

print("")
print("Timeit")
print("-" * 80)

from itertools import islice
def window(seq, n=2):
    "Returns a sliding window (of width n) over data from the iterable"
    "   s -> (s0,s1,...s[n-1]), (s1,s2,...,sn), ...                   "
    it = iter(seq)
    result = tuple(islice(it, n))
    if len(result) == n:
        yield result    
    for elem in it:
        result = result[1:] + (elem,)
        yield result

# Martijn's version:
def moving_averages_SO(values, size):
    for selection in window(values, size):
        yield sum(selection) / size


import timeit
problems = [int(i) for i in (10, 100, 1000, 10000, 1e5, 1e6, 1e7)]
for problem_size in problems:
    print("{:12s}".format(str(problem_size)), end="")

    so = timeit.repeat("list(moving_averages_SO(range("+str(problem_size)+"), 5))", number=1*max(problems)//problem_size,
                       setup="from __main__ import moving_averages_SO")
    print("{:12.3f} ".format(min(so)), end="")

    my = timeit.repeat("list(moving_averages(range("+str(problem_size)+"), 5, False, False))", number=1*max(problems)//problem_size,
                       setup="from __main__ import moving_averages")
    print("{:12.3f} ".format(min(my)), end="")

    print("")

和输出:

Timeit
--------------------------------------------------------------------------------
10                 7.242        7.656 
100                5.816        5.500 
1000               5.787        5.244 
10000              5.782        5.180 
100000             5.746        5.137 
1000000            5.745        5.198 
10000000           5.764        5.186 

现在可以用这个函数调用来解决原来的问题:

print(list(moving_averages(range(1,11), 5,
                           rampUp=lambda _: None,
                           rampDown=False)))

输出:

[None, None, None, None, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0]
于 2013-02-18T18:15:14.937 回答
2

一种避免重新计算中间和的方法..

list=range(0,12)
def runs(v):
 global runningsum
 runningsum+=v
 return(runningsum)
runningsum=0
runsumlist=[ runs(v) for v in list ]
result = [ (runsumlist[k] - runsumlist[k-5])/5 for k in range(0,len(list)+1)]

打印结果

[2,3,4,5,6,7,8,9]

让它运行(int(v))..然后..repr(runsumlist [k]-runsumlist [k-5])/ 5)如果你想随身携带数字一个字符串..


没有全局的 Alt:

list = [float[x] for x in range(0,12)]
nave = 5
movingave = sum(list[:nave]/nave)
for i in range(len(list)-nave):movingave.append(movingave[-1]+(list[i+nave]-list[i])/nave)
print movingave 

即使您输入的值是整数,也要确保进行浮动数学运算

[2.0,3.0,4.0,5.0,6.0,7.0,8.0,9,0]
于 2013-02-14T22:04:03.567 回答
1

使用summap函数。

print(sum(map(int, x[num-n:num])))

Python 3 中的map函数基本上是这个的惰性版本:

[int(i) for i in x[num-n:num]]

我相信你可以猜到这个sum函数的作用。

于 2013-02-14T21:07:40.763 回答
0

还有另一种扩展itertools配方的解决方案pairwise()。您可以将此扩展为nwise(),它为您提供滑动窗口(如果可迭代是生成器,则可以使用):

def nwise(iterable, n):
    ts = it.tee(iterable, n)
    for c, t in enumerate(ts):
        next(it.islice(t, c, c), None)
    return zip(*ts)

def moving_averages_nw(iterable, n):
    yield from (sum(x)/n for x in nwise(iterable, n))

>>> list(moving_averages_nw(range(1, 11), 5))
[3.0, 4.0, 5.0, 6.0, 7.0, 8.0]

虽然短期的设置成本相对较高,iterable但数据集越长,这种成本的影响就越小。这使用sum()但代码相当优雅:

Timeit              MP           cfi         *****
--------------------------------------------------------------------------------
10                 4.658        4.959        7.351 
100                5.144        4.070        4.234 
1000               5.312        4.020        3.977 
10000              5.317        4.031        3.966 
100000             5.508        4.115        4.087 
1000000            5.526        4.263        4.202 
10000000           5.632        4.326        4.242 
于 2016-11-26T14:59:58.190 回答