How to use cProfile to analyze the performance of python for back testing
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Installation
There is no need to install, python usually comes with it.
Use
There are several ways to use it, and I output it directly. Is to put the test back code in a method, such as runBackTesting (). Then the main method runs according to the following code, which is sorted by cumulative time. Hint, it is best to comment out the Matplot image output, because the interaction time is also statistical.
If _ _ name__ = ='_ main__': cProfile.run ("runBackTesting ()", sort= "cumulative") performance analysis results
As shown in the following figure
The first line is the total number of function calls and the total elapsed time
The description of the following column
Ncalls: indicates the number of times a function is called
Tottime: indicates the total running time of the specified function, excluding the running time of the calling subfunction in the function
Percall: (the first percall) equals tottime/ncalls
Cumtime: indicates the time that the call to the function and all its subfunctions runs, that is, the time from the start of the call to the return of the function
Percall: (the second percall) is the average time for a function to run once, which is equal to cumtime/ncalls
Filename:lineno (function): the specific information of each function call; it is preceded by the file name, the number of lines, followed by the method name, and some methods, such as max,min, do not have a file name.
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