Put everything as soon as possible in numpy and do the calculations there. If you have a lot of points, this is much faster than calculating distances in lists:
import numpy as np
px, py
x = np.fromiter(point.x for point in points, dtype = np.float)
y = np.fromiter(point.y for point in points, dtype = np.float)
i_closest = np.argmin((x - px) ** 2 + (y - py) ** 2)
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