You are using a generator expression in your list comprehension:
sum(samples[i-j] for j in range(n))
Generator expressions require a new frame to be created each time you run one, just like a function call. This is relatively expensive.
You don't need to use a generator expression at all; you only need to slice the samples
list:
sum(samples[i - n + 1:i + 1])
You can specify a second argument, a start
value for the sum()
function; set it to 0.0
to get a float result:
sum(samples[i - n + 1:i + 1], 0.0)
Together these changes make all the difference:
>>> from timeit import timeit
>>> import random
>>> testdata = [i*random.random() for i in range(1000)]
>>> def slow_moving_average(samples, n=3):
... return [float(sum(samples[i-j] for j in range(n)))/n for i in range(n-1, len(samples))]
...
>>> def fast_moving_average(samples, n=3):
... return [sum(samples[i - n + 1:i + 1], 0.0) / n for i in range(n-1, len(samples))]
...
>>> def verbose_moving_average(samples, n=3):
... l =[]
... for i in range(n-1, len(samples)):
... x = 0.0
... for j in range(n):
... x+= samples[i-j]
... l.append(x / n)
... return l
...
>>> timeit('f(s)', 'from __main__ import verbose_moving_average as f, testdata as s', number=1000)
0.9375386269966839
>>> timeit('f(s)', 'from __main__ import slow_moving_average as f, testdata as s', number=1000)
1.9631599469939829
>>> timeit('f(s)', 'from __main__ import fast_moving_average as f, testdata as s', number=1000)
0.5647804250038462
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