Outer variables in closures evaluation - http://tech.magnetic.com/2015/05/optimize-python-with-closures.html

example.py

#!/usr/bin/env python
# -*- coding: utf-8 -*-
def page_category_filter(bid_request, config):
    if config["mode"] == "whitelist":
        return bool(
            bid_request["categories"] & set(config["categories"])
        )
    else:
        return bool(
            config["categories"] and not
            bid_request["categories"] & set(config["categories"])
        )

def make_page_category_filter(config):
    categories = set(config["categories"])    # This will get evaluated only once
    mode = config["mode"]                     # ...as will this, at ...
    def page_category_filter(bid_request):
        if mode == "whitelist":
            return bool(bid_request["categories"] & categories)
        else:
            return bool(
                categories and not
                bid_request["categories"] & categories
            )
    return page_category_filter

config = {'mode' : "whitelist",
          'categories' : ["foo", "bar", "baz"]
          }

whitelist_category_filter = make_page_category_filter(config)   # ...here

print whitelist_category_filter({'categories' : {'foo'} })
print page_category_filter({'categories' : {'foo'} }, config)
print whitelist_category_filter({'categories' : {'bax'} })

# This will not affect the already evaluated ^local^ categories defined in
# make_page_category_filter()
config['categories'].append('bax') 

print whitelist_category_filter({'categories' : {'bax'} })
print page_category_filter({'categories' : {'bax'} }, config)