slowdown after each loop

[newmaid]

Hi all

just put together this little bit of code... I am sure it is heavily flawed:(... but can someone please point out to me the reason why it becomes slower after every loop. thanks!!!

** ....i am using "globals()[]" to try and create dynamic variables.. i am guessing that this a very bad way to do it?

j = 0
 
while j < x:
 
    s = 0
 
    while s < len(securityNamesList):
 
        globals()[securityNamesList[s] + 'adjustedHPR'] = []
 
        k = 0
        while k <  len(globals()[securityNamesList[0] + 'dollarHPRS']):
 
 
            globals()[securityNamesList[s] + 'adjustedHPR'].append(globals()[securityNamesList[s] + 'FinalDistribution'][j] * globals()[securityNamesList[s] + 'dollarHPRS'][k])
            k = k + 1
 
        s = s + 1
 
    k = 0
    while k < len(globals()[securityNamesList[0] + 'adjustedHPR']):    
        s = 0
        todaysHPR = 0
        while s < len(securityNamesList):
 
            todaysHPR = todaysHPR + globals()[securityNamesList[s] + 'adjustedHPR'][k] 
 
            s = s + 1
 
        portfolioHPR.append( 1 + todaysHPR )
        k = k + 1
 
 
    portfolioDailyMeanReturn = stats.lmean(portfolioHPR)
    portfolioDailyStandardDeviation = stats.stdev(portfolioHPR)
    portfolioAnnualStandardDeviation = portfolioDailyStandardDeviation * 16
    portfolioDailyEstimatedGeometricMean = math.sqrt(portfolioDailyMeanReturn ** 2 - portfolioDailyStandardDeviation ** 2 )
    portfolioAnnualEstimatedGemoetricMean = portfolioDailyEstimatedGeometricMean ** 256
    portfolioSharpeRatio = (portfolioAnnualEstimatedGemoetricMean - 1) / portfolioAnnualStandardDeviation
    sharpeRatioList.append(portfolioSharpeRatio)
 
 
 
 
    j = j + 1

thanks again!

[bvdet]

Hi all

just put together this little bit of code... I am sure it is heavily flawed:(... but can someone please point out to me the reason why it becomes slower after every loop. thanks!!!

** ....i am using "globals()[]" to try and create dynamic variables.. i am guessing that this a very bad way to do it?

j = 0
 
while j < x:
 
    s = 0
 
    while s < len(securityNamesList):
 
        globals()[securityNamesList[s] + 'adjustedHPR'] = []
 
        k = 0
        while k <  len(globals()[securityNamesList[0] + 'dollarHPRS']):
 
 
            globals()[securityNamesList[s] + 'adjustedHPR'].append(globals()[securityNamesList[s] + 'FinalDistribution'][j] * globals()[securityNamesList[s] + 'dollarHPRS'][k])
            k = k + 1
 
        s = s + 1
 
    k = 0
    while k < len(globals()[securityNamesList[0] + 'adjustedHPR']):    
        s = 0
        todaysHPR = 0
        while s < len(securityNamesList):
 
            todaysHPR = todaysHPR + globals()[securityNamesList[s] + 'adjustedHPR'][k] 
 
            s = s + 1
 
        portfolioHPR.append( 1 + todaysHPR )
        k = k + 1
 
 
    portfolioDailyMeanReturn = stats.lmean(portfolioHPR)
    portfolioDailyStandardDeviation = stats.stdev(portfolioHPR)
    portfolioAnnualStandardDeviation = portfolioDailyStandardDeviation * 16
    portfolioDailyEstimatedGeometricMean = math.sqrt(portfolioDailyMeanReturn ** 2 - portfolioDailyStandardDeviation ** 2 )
    portfolioAnnualEstimatedGemoetricMean = portfolioDailyEstimatedGeometricMean ** 256
    portfolioSharpeRatio = (portfolioAnnualEstimatedGemoetricMean - 1) / portfolioAnnualStandardDeviation
    sharpeRatioList.append(portfolioSharpeRatio)
 
 
 
 
    j = j + 1

thanks again!

It's hard for me to follow without seeing some of the data objects you are processing. Try creating a separate dictionary dd instead of manipulating the global dictionary. When you are finished, you can update the global dictionary: globals().update(dd)

I prefer to use the augmented assignment operator.

k +=1
# instead of
k = k+1

It won't affect the speed though. You may be able to calculate todaysHPR like this:

todaysHPR = sum([globals()[name + 'adjustedHPR'][k] for name in securityNamesList])

[newmaid]

It's hard for me to follow without seeing some of the data objects you are processing. Try creating a separate dictionary dd instead of manipulating the global dictionary. When you are finished, you can update the global dictionary: globals().update(dd)

I prefer to use the augmented assignment operator.

k +=1
# instead of
k = k+1

It won't affect the speed though. You may be able to calculate todaysHPR like this:

todaysHPR = sum([globals()[name + 'adjustedHPR'][k] for name in securityNamesList])

thanks for your response bvdet. I think i found the problem. the portfolioHPR list was not being emptied after each loop .. and so was just getting bigger and bigger.

i have added

 del porftolioHPR[:] 

after the calcs and it seems to have stopped the problem.

in the meantime I will try all your tips

thanks again