bisect_test.py

import bisect
import random
def search_index(numbers, number):
    i = bisect.bisect_left(numbers, number)
    if i == len(numbers):
        return i - 1
    elif numbers[i] == number:
        return i
    elif i > 0:
        j = i - 1
        if numbers[i] - number > number - numbers[j]:
            return j
    return i

sorted_numbers = []
non_sorted_numbers = []

for i in xrange(400000): 
    bisect.insort(sorted_numbers, random.randint(0, 1000))
    non_sorted_numbers.append(random.randint(0, 1000))    

%timeit non_sorted_numbers.index(4)
# 100000 loops, best of 3: 12 µs per loop
%timeit search_index(sorted_numbers, 4)
# 1000000 loops, best of 3: 829 ns per loop