您还可以使用 Numba 等编译器来完成这项工作。这也将优于矢量化解决方案,并且不需要临时数组。
Example
import numba as nb
import numpy as np
import pandas as pd
import time
@nb.njit(fastmath=True,parallel=True,error_model='numpy')
def your_function(df1_in,df1_out,df1_vals,df2_in,df2_out,df2_vals):
sum=0.
for i in nb.prange(len(df1_in)):
for j in range(len(df2_in)):
if (df1_in[i] <= df2_out[j] and df1_out[i] >= df2_in[j]):
sum+=df1_vals[i]*df2_vals[j]
return sum
Testing
dict1 = {'vals': np.random.randint(1, 100, 1000),
'in': np.random.randint(1, 10, 1000),
'out': np.random.randint(1, 10, 1000)}
df1 = pd.DataFrame(data=dict1)
dict2 = {'vals': np.random.randint(1, 100, 1500),
'in': 5*np.random.random(1500),
'out': 5*np.random.random(1500)}
df2 = pd.DataFrame(data=dict2)
# First call has some compilation overhead
res=your_function(df1['in'].values, df1['out'].values, df1['vals'].values,
df2['in'].values, df2['out'].values, df2['vals'].values)
t1 = time.time()
for i in range(1000):
res = your_function(df1['in'].values, df1['out'].values, df1['vals'].values,
df2['in'].values, df2['out'].values, df2['vals'].values)
print(time.time() - t1)
Timings
vectorized solution @AGN Gazer: 9.15ms
parallelized Numba Version: 0.7ms