创建具有不同类型的嵌套列表的快速方法：numpy、pandas 或列表连接？

Question

我正在尝试加速下面的代码，该代码会为每列生成一个具有不同类型的列表列表。我最初创建了 pandas 数据框，然后将其转换为列表，但这似乎相当慢。我怎样才能更快地创建这个列表，比如说一个数量级？除了一列之外，所有列都是不变的。

import pandas as pd
import numpy as np
import time
import datetime

def overflow_check(x):
    # in SQL code the column is decimal(13, 2)
    p=13
    s=3
    max_limit = float("9"*(p-s) + "." + "9"*s)
    #min_limit =  0.01 #float("0" + "." + "0"*(s-2) + '1')
    #min_limit = 0.1
    if np.logical_not(isinstance(x, np.ndarray)) or len(x) < 1:
        raise Exception("Non-numeric or empty array.")
    else:
        #print(x)
        return x * (np.abs(x) < max_limit) + np.sign(x)* max_limit * (np.abs(x) >= max_limit)

def list_creation(y_forc):


    backcast_length = len(y_forc)

    backcast = pd.DataFrame(data=np.full(backcast_length, 2),
                            columns=['TypeId'])


    backcast['id2'] = None
    backcast['Daily'] = 1
    backcast['ForecastDate'] = y_forc.index.strftime('%Y-%m-%d')
    backcast['ReportDate'] = pd.to_datetime('today').strftime('%Y-%m-%d')
    backcast['ForecastMethodId'] = 1
    backcast['ForecastVolume'] = overflow_check(y_forc.values)
    backcast['CreatedBy'] = 'test'
    backcast['CreatedDt'] = pd.to_datetime('today')


    return backcast.values.tolist()

i=pd.date_range('05-01-2010', '21-05-2018', freq='D')
x=pd.DataFrame(index=i, data = np.random.randint(0, 100, len(i)))

t=time.perf_counter()
y =list_creation(x)
print(time.perf_counter()-t)

Answer 1

这应该会快一点，它只是直接创建列表：

def list_creation1(y_forc):
    zipped = zip(y_forc.index.strftime('%Y-%m-%d'), overflow_check(y_forc.values)[:,0])
    t = pd.to_datetime('today').strftime('%Y-%m-%d')
    t1 =pd.to_datetime('today')
    return [
        [2, None, 1, i, t,
        1, v, 'test', t1] 
        for i,v in zipped
    ]


%%timeit
list_creation(x)
> 29.3 ms ± 468 µs per loop (mean ± std. dev. of 7 runs, 10 loops each)

%%timeit
list_creation1(x)
> 17.1 ms ± 517 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)

编辑：缓慢的一大问题是从日期时间到指定格式所需的时间。如果我们可以通过如下表述来摆脱它：

def list_creation1(i, v):
    zipped = zip(i, overflow_check(np.array([[_x] for _x in v]))[:,0])
    t = pd.to_datetime('today').strftime('%Y-%m-%d')
    t1 =pd.to_datetime('today')
    return [
        [2, None, 1, i, t,
        1, v, 'test', t1] 
        for i,v in zipped
    ]

start = datetime.datetime.strptime("05-01-2010", "%d-%m-%Y")
end = datetime.datetime.strptime("21-05-2018", "%d-%m-%Y")
i = [(start + datetime.timedelta(days=x)).strftime("%d-%m-%Y") for x in range(0, (end-start).days)]
x=np.random.randint(0, 100, len(i))

那么现在速度要快很多：

%%timeit
list_creation1(i, x)
> 1.87 ms ± 24.5 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)