Avoid loops to make code run faster
显示 更早的评论
Hi Everyone,
I have some code I want to make faster, and therefore I want to delete my for loops. I have a matrix, TTF_Live_Q, with 3 columns – datenums, bid prices & ask prices. In that matrix I have quarterly prices, so there is only a date/price in every third cell. It could look like this:
0 0 0
0 0 0
735690 26.90 27
0 0 0
0 0 0
735781 28.10 28.20
0 0 0
0 0 0
I want the prices in 2. & 3. column to be repeated 3 times, this I have done with:
for i=1:length(TTF_Live_Q)
if L_Q(i) == 1
TTF_Live_Q(i+1,2:3) = TTF_Live_Q(i,2:3);
TTF_Live_Q(i+2,2:3) = TTF_Live_Q(i,2:3);
end
end
Where L_Q is an index vector. The matrix will now look like:
0 0 0
0 0 0
735690 26.90 27
0 26.90 27
0 26.90 27
735781 28.10 28.20
0 28.10 28.20
0 28.10 28.20
I have tried kron, but that doesn’t work, as there are 0 between the quarterly prices. I am sure you guys have a smarter way to do it.
Next thing I want to improve is the loop for the dates. I need the date number for the beginning of each month. It should look like this:
0 0 0
0 0 0
735690 26.90 27
735720 26.90 27
735751 26.90 27
735781 28.10 28.20
735812 28.10 28.20
735843 28.10 28.20
I have a vector with all the correct dates; Here is the loop that makes the date numbers come into the matrix.
Index_Q = zeros(size(TTF_Live_Q,1),1);
for i=1:3:size(TTF_Live_Q,1)-2
Index_Q(i) = find(TTF_Live_Q(i,1)==Date_Vector);
TTF_Live_Q(i+1,1) = Date_Vector(Index_Q(i)+1);
TTF_Live_Q(i+2,1) = Date_Vector(Index_Q(i)+2);
end
Can you please tell me a smarter way to do it? Thanks a lot!
采纳的回答
Andrei Bobrov
2013-12-5
编辑：Andrei Bobrov
2013-12-5
data = [0 0 0
0 0 0
735690 26.90 27
0 0 0
0 0 0
735781 28.10 28.20
0 0 0
0 0 0];
out = data;
l = all(cumsum(data)~=0,2);
d0 = data(l,:);
[y,m,dd] = datevec(d0(1));
out(l,1) = datenum(y,m+(0:size(d0,1)-1)',dd);
d1 = d0(:,2:3);
l1 = d1(:,1)>0;
d2 = d1(l1,:);
out(l,2:3) = d2(cumsum(l1),:);
ADD
data = [0 0 0
0 0 0
735690 26.90 nan
0 0 0
0 0 0
735781 28.10 28.20
0 0 0
0 0 0];
out = data;
l = all(cumsum(data)~=0,2);
d0 = data(l,:);
[y,m,dd] = datevec(d0(1));
out(l,1) = datenum(y,m+(0:size(d0,1)-1)',dd);
d1 = d0(:,2:3);
p = d1(all(d1>0 | isnan(d1),2),:);
ii = find(isnan(p));
p(ii) = p(ii+1);
out(l,2:3) = kron(p,ones(3,1));
6 个评论
Betina Isbak
2013-12-5
Simon
2013-12-5
Hi!
Do you always want to copy the row (3+n*3) to the two rows below? Then you can write
num = size(data, 1);
copyrows = 3:3:num;
data(copyrows+1, :) = data(copyrows, :);
data(copyrows+2, :) = data(copyrows, :);
Betina Isbak
2013-12-5
Andrei Bobrov
2013-12-5
Hi Betina! See ADD part of my answer.
Simon
2013-12-5
So, you can mix it with Andrei's answer. Just replace in my answer the ":" with "2:3" in the last two rows.
Betina Isbak
2013-12-5
更多回答（0 个）
类别
在 帮助中心 和 File Exchange 中查找有关 Loops and Conditional Statements 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
Translated by 
