NumPy : Beginner's Guide - Third Edition

Time for action – avoiding loops with vectorize()

The vectorize() function is a yet another trick to reduce the number of loops in your programs. Calculate the profit of a single trading day following these steps:

1. First, load the data:

   o, h, l, c = np.loadtxt('BHP.csv', delimiter=',', usecols=(3, 4, 5, 6), unpack=True)

2. The vectorize() function is the NumPy equivalent of the Python map() function. Call the vectorize() function, giving it as an argument the calc_profit() function:

   func = np.vectorize(calc_profit)

3. We can now apply func() as if it is a function. Apply the func() function result that we got to the price arrays:

   profits = func(o, h, l, c)

4. The calc_profit() function is pretty simple. First, we try to buy slightly below the open price. If this ...