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Oct 22

The Import Tax: A Longitudinal Measurement of Startup Cost in the Python Ecosystem

Python programs pay for their imports at every process start, a cost that is invisible in steady-state benchmarks but dominant for command-line tools, test workers, and serverless cold starts. Python 3.15 adds explicit lazy imports (PEP 810) on largely anecdotal evidence. We measure the import cost of the 500 most-downloaded PyPI packages, every quarterly release since mid-2021, under six CPython versions (3.9-3.14) on two platforms (Apple M5/macOS and Intel Xeon/Linux): all 66,816 package-version-interpreter cells, plus the release histories of 65 distributions beneath shared namespaces, and targeted experiments that isolate individual effects. Import cost is heavily skewed (median 12.3 ms, 99th percentile 400 ms on macOS). For the median package, 68-79% of import time is spent importing the standard library, while third-party dependencies are the largest component in the slowest decile. The cold first import is almost entirely bytecode compilation on Linux, but on macOS 67% of the cold penalty remains when bytecode is precompiled: we trace it to the operating system's security assessment of each new native library, which every fresh environment pays again. A package's own import code grows by a median 4.0-5.0% per year; resolving dependencies as of each release raises the median trend of the total from 1.8% to 3.0-3.4% per year. CPython 3.14 executes package code faster than 3.9 but imports more and slower standard-library modules, a net 1.16x slowdown on macOS and 1.07x on Linux. What dependents actually import from a package costs a median 1.0x its top-level import but 10.9-13.4x at the 90th percentile. Global lazy mode makes import statements essentially free and breaks 10 packages. Harness, analysis code, and dataset are public.

  • 1 authors
·
Oct 10

When Prices Double in a Week: Forecasting of Agricultural Volatility in Import-Isolated Markets

Vegetable prices in Sri Lanka are highly volatile because the market is largely import-isolated, so supply disruptions quickly drive prices up. This study develops a machine learning framework to forecast such volatility by incorporating supply-chain-aware features and explicitly modelling the country's two cultivation seasons, Maha (October-April) and Yala (May-September). An integrated dataset was constructed by combining retail and farmer-gate prices with origin-aligned weather variables, diesel costs, and exchange rates across 12 vegetable varieties and 14 market centres from 2013 to 2019. A gradient-boosted ensemble model (XGBoost and LightGBM) was trained and optimised using Optuna, and unified and season-specific configurations were compared. Results show that season-specific models improve within-season fit, with the Yala-specific model achieving the highest R2 of 0.9420 (95% CI [0.690, 1.000]), while the unified model delivers the best overall predictive accuracy of 90.84% (95% CI [88.34%, 91.52%]) and an R2 of 0.9281 (95% CI [0.760, 1.000]). Notably, the unified model maintains 85.96% accuracy on a completely unseen 2024 hyperinflationary period without retraining, successfully tracking major price surges. These findings suggest that agricultural price movements in import-constrained markets are meaningfully predictable when models capture supply-chain dynamics, offering practical value for early warning and decision making by farmers, traders, and policymakers. Existing studies on Sri Lankan vegetable prices are confined to Autoregressive Integrated Moving Average (ARIMA) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) applied to single markets, with no supply-chain features, seasonal segmentation, or cross-regime validation.

  • 9 authors
·
Jun 27