a.py

import numpy as np
from scipy.signal import argrelextrema
import matplotlib.pyplot as plt
import timeit
import time


if __name__ == '__main__':
    start_time = time.time()
    N, T, D = 1000000, 4, 4
    x = np.random.uniform(low=-1, high=1, size=N)
    x, index = np.cumsum(x), []

    mins, maxs = argrelextrema(x, np.less)[0], argrelextrema(x, np.greater)[0]
    min_elem = mins[0]
    index.append(min_elem)

    assert index[0] in mins

    for max_elem in maxs:
        if x[max_elem] - x[min_elem] >= D and max_elem - min_elem >= T:
            min_elem = np.argmin(x[min_elem:max_elem])+min_elem
            index[-1] = min_elem
            index.append(max_elem)

            assert index[-1] in maxs, 'index[-1] not in maxs'
            assert max_elem - min_elem >= T, '(max_elem - min_elem) is less than T'
            assert x[max_elem] - x[min_elem] >= D, '(x[max_elem] - x[min_elem]) is less than D'
            assert np.all(np.logical_and(x[min_elem+1:max_elem] >= x[min_elem],
                                         x[min_elem+1:max_elem] <= x[max_elem])), 'Issue with np.all'


            for min_elem in mins:
                if x[max_elem] - x[min_elem] >= D and min_elem - max_elem >= T:
                    max_elem = np.argmax(x[max_elem:min_elem]) + max_elem

                    index[-1] = max_elem
                    index.append(min_elem)

                    assert index[-1] in mins, 'index[-1] not in mins'
                    assert min_elem - max_elem >= T, '(max_elem - min_elem) is less than T'
                    assert x[max_elem] - x[min_elem] >= D, '(x[max_elem] - x[min_elem]) is less than D'
                    break

    elapsed_time = time.time() - start_time
    print('ELPS-Time', elapsed_time)