can i velocize it? (if possible to vectorize)
2 vues (au cours des 30 derniers jours)
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Luca Re
le 1 Oct 2023
Réponse apportée : Bruno Luong
le 1 Oct 2023
[r,c]=size(DD);
z=find(RP_bin);
filtro=zeros(numel(z),c);
period=3; %value=from 1 to numel(z)
tic
for i=1:c
for ii=period+1:numel(z)
idx=z(ii);
idx2=max(1,MinTrade_Tab(ii,i));
s=DD(idx2:idx,i);
n=any(ismember(s,0));
filtro(ii,i)=n;
end
end
toc
2 commentaires
dpb
le 1 Oct 2023
You would stand a far better chance if you explained the objective here and what the input data are instead of expecting folks to ferret it out on their own...
Réponse acceptée
Bruno Luong
le 1 Oct 2023
On my computer the acceleratoion of Method V2 is more impressive
load('matlab_DD.mat')
load('matlab_minTrades.mat')
load('matlab_RpBin.mat')
[r,c]=size(DD);
z=find(RP_bin);
period = 0 % not provided by OP
tic
filtro=zeros(numel(z),c);
for i=1:c
for ii=period+1:numel(z)
idx=z(ii);
idx2=max(1,MinTrade_Tab(ii,i));
s=DD(idx2:idx,i);
n=any(ismember(s,0));
filtro(ii,i)=n;
end
end
toc
% Method V2
tic
[m,n] = size(DD);
k = [-Inf; find(DD==0); Inf];
start = MinTrade_Tab(period+1:numel(z),:);
start = max(start,1);
stop = z(period+1:end);
kstop = stop + m * (0:n-1);
kstart = start + m * (0:n-1);
l1 = discretize(kstart,k,'IncludedEdge','right');
l2 = discretize(kstop,k,'IncludedEdge','left');
filtro2 = l1+1<=l2;
filtro2 = [zeros(period,c); filtro2];
toc
close all
ax1=subplot(1,2,1);
imagesc(filtro)
ax2=subplot(1,2,2);
imagesc(filtro2)
linkaxes([ax1 ax2])
% Check
isequal(filtro, filtro2)
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