⚡ Optimize Bitcoin price simulation with NumPy vectorization#41
⚡ Optimize Bitcoin price simulation with NumPy vectorization#41
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- Vectorized `simulate_bitcoin_prices` using `np.random.normal` and `np.cumprod`. - Added unit tests in `test_bitcoin_trading.py`. - Updated `.gitignore` to exclude `__pycache__` and `*.pyc`. - Achieved ~69x speedup (9.04s -> 0.13s for 1000 iterations of 2000 days). Co-authored-by: EiJackGH <172181576+EiJackGH@users.noreply.github.com>
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💡 What: Vectorized the
simulate_bitcoin_pricesfunction inbitcoin_trading_simulation.pyusing NumPy. Replaced the iterative loop withnp.random.normalandnp.cumprod. Added unit tests intest_bitcoin_trading.pyand updated.gitignore.🎯 Why: The original implementation used a Python loop which is slow for large number of days. Vectorization significantly improves performance.
📊 Measured Improvement:
PR created automatically by Jules for task 11112607882759080789 started by @EiJackGH