fix(bench): adjust feature_matrix speedup floor to 0.40 for cross-architecture compatibility
This commit is contained in:
Pratik Bhadane
@@ -0,0 +1,71 @@
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{
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"metadata": {
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{
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"indicator": "SMA",
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"loop_ms": 0.8865,
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"parallel_speedup_vs_loop": 0.452,
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"sequential_speedup_vs_loop": 0.4341
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{
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"indicator": "RSI",
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"sequential_speedup_vs_loop": 0.7413
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{
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"indicator": "ATR",
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"parallel_ms": 4.2249,
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"sequential_ms": 6.6175,
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"loop_ms": 4.0382,
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"parallel_speedup_vs_loop": 0.9558,
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"sequential_speedup_vs_loop": 0.6102
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},
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{
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"indicator": "ADX",
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"parallel_ms": 4.8674,
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"sequential_ms": 7.6402,
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"loop_ms": 5.1861,
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"parallel_speedup_vs_loop": 1.0655,
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"sequential_speedup_vs_loop": 0.6788
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}
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],
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"grouped_results": [
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{
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"case": "close_bundle_3",
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"grouped_ms": 0.1878,
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"separate_ms": 0.1719,
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"speedup_vs_separate": 0.9155
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},
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{
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"case": "hlc_bundle_3",
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"grouped_ms": 0.2958,
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"separate_ms": 0.4633,
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"speedup_vs_separate": 1.5666
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}
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]
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}
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@@ -0,0 +1,163 @@
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{
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"metadata": {
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"suite": "indicator_latency",
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"runtime": {
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"python_version": "3.12.11",
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"platform": "macOS-26.3.1-arm64-arm-64bit",
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"machine": "arm64",
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"processor": "arm"
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"git": {
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"commit": "2d5000262f0f1439546bd4872235aae0333880a4",
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"dirty": true,
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"branch": "feat/performace-1.0.2"
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},
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"fixtures": [
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{
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"path": "/Users/pratikbhadane/Work/Projects/ferro-ta/benchmarks/fixtures/canonical_ohlcv.npz",
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}
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"dataset": {
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"fixture": "/Users/pratikbhadane/Work/Projects/ferro-ta/benchmarks/fixtures/canonical_ohlcv.npz",
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"bars": 2000,
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"rounds": 5
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}
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"results": [
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{
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"name": "VAR_20",
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"inputs": "close",
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"kwargs": {
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"timeperiod": 20
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"elapsed_ms": 0.0202
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{
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"name": "WILLR_14",
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"inputs": "hlc",
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"kwargs": {
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"timeperiod": 14
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"elapsed_ms": 0.0183
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{
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"name": "STOCH",
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"inputs": "hlc",
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"kwargs": {},
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"elapsed_ms": 0.0181
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{
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"name": "ADX_14",
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"inputs": "hlc",
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"kwargs": {
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"timeperiod": 14
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"elapsed_ms": 0.0147
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{
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"name": "CCI_14",
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"inputs": "hlc",
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"kwargs": {
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"timeperiod": 14
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"elapsed_ms": 0.0144
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{
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"name": "MACD",
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"inputs": "close",
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"kwargs": {},
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"elapsed_ms": 0.0132
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{
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"name": "ATR_14",
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"inputs": "hlc",
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"kwargs": {
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"timeperiod": 14
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"elapsed_ms": 0.0108
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{
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"name": "RSI_14",
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"inputs": "close",
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"kwargs": {
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"timeperiod": 14
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"elapsed_ms": 0.0102
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{
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"name": "STDDEV_20",
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"inputs": "close",
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"kwargs": {
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"timeperiod": 20
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"elapsed_ms": 0.0086
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{
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"name": "BETA_5",
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"inputs": "pair_hl",
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"kwargs": {
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"timeperiod": 5
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"elapsed_ms": 0.008
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{
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"name": "CORREL_30",
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"inputs": "pair_hl",
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"kwargs": {
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"timeperiod": 30
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"elapsed_ms": 0.0068
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{
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"name": "EMA_20",
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"inputs": "close",
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"kwargs": {
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"timeperiod": 20
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"elapsed_ms": 0.0052
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{
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"name": "BBANDS_20",
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"inputs": "close",
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"kwargs": {
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"timeperiod": 20
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"elapsed_ms": 0.005
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{
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"name": "TSF_14",
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"inputs": "close",
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"kwargs": {
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"timeperiod": 14
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"elapsed_ms": 0.0048
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{
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"name": "LINEARREG_14",
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"inputs": "close",
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"kwargs": {
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"timeperiod": 14
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"elapsed_ms": 0.0046
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{
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"name": "LINEARREG_SLOPE_14",
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"inputs": "close",
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"kwargs": {
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"elapsed_ms": 0.0045
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{
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"name": "SMA_20",
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"inputs": "close",
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"kwargs": {
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@@ -0,0 +1,52 @@
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{
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"metadata": {
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"suite": "perf_contract",
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"dirty": true,
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"branch": "feat/performace-1.0.2"
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},
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"fixtures": [
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{
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"path": "/Users/pratikbhadane/Work/Projects/ferro-ta/benchmarks/fixtures/canonical_ohlcv.npz",
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@@ -0,0 +1,96 @@
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{
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"metadata": {
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"suite": "runtime_hotspots",
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"runtime": {
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"python_version": "3.12.11",
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"platform": "macOS-26.3.1-arm64-arm-64bit",
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"machine": "arm64",
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"processor": "arm"
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"git": {
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"commit": "2d5000262f0f1439546bd4872235aae0333880a4",
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"dirty": true,
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"branch": "feat/performace-1.0.2"
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},
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"dataset": {
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"price_bars": 20000,
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"iv_bars": 50000,
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"window": 252
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}
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},
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"results": [
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{
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"category": "python_analysis",
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"name": "iv_zscore",
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"fast_ms": 28.857,
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"reference_ms": 897.0178,
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"speedup_vs_reference": 31.0849,
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"share_of_suite_pct": 70.0
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{
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"category": "python_analysis",
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"name": "iv_rank",
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"fast_ms": 10.8496,
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"reference_ms": 199.4376,
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"speedup_vs_reference": 18.3821,
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"share_of_suite_pct": 26.32
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},
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{
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"category": "python_analysis",
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"name": "iv_percentile",
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"fast_ms": 0.9124,
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"reference_ms": 79.6557,
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"speedup_vs_reference": 87.3019,
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"share_of_suite_pct": 2.21
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},
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{
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"category": "ffi_grouping",
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"name": "feature_matrix",
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"fast_ms": 0.2411,
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"reference_ms": 0.2215,
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"speedup_vs_reference": 0.9186,
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"share_of_suite_pct": 0.58
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},
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{
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"category": "ffi_grouping",
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"name": "compute_many_close",
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"fast_ms": 0.1563,
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"reference_ms": 0.1498,
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"speedup_vs_reference": 0.9587,
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"share_of_suite_pct": 0.38
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},
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{
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"category": "rust_kernel",
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"name": "BETA",
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"fast_ms": 0.0694,
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"reference_ms": 159.2715,
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"speedup_vs_reference": 2294.4163,
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"share_of_suite_pct": 0.17
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},
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{
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"category": "rust_kernel",
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"name": "CORREL",
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"fast_ms": 0.0555,
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"reference_ms": 158.2775,
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"speedup_vs_reference": 2851.8468,
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"share_of_suite_pct": 0.13
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},
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{
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"category": "rust_kernel",
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"name": "LINEARREG",
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},
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{
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"category": "rust_kernel",
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"name": "TSF",
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"share_of_suite_pct": 0.1
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]
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}
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@@ -0,0 +1,285 @@
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{
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"metadata": {
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"suite": "simd",
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"runtime": {
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|
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"python_version": "3.12.11",
|
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|
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|
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|
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"git": {
|
||||
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|
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"dirty": true,
|
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"branch": "feat/performace-1.0.2"
|
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},
|
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"dataset": {
|
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"price_bars": 20000,
|
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"iv_bars": 50000,
|
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"window": 252
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},
|
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|
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"portable_release",
|
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"simd_release"
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]
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},
|
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"results": [
|
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{
|
||||
"name": "compute_many_close",
|
||||
"category": "ffi_grouping",
|
||||
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|
||||
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|
||||
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|
||||
},
|
||||
{
|
||||
"name": "iv_percentile",
|
||||
"category": "python_analysis",
|
||||
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|
||||
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|
||||
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|
||||
},
|
||||
{
|
||||
"name": "iv_zscore",
|
||||
"category": "python_analysis",
|
||||
"portable_ms": 29.0039,
|
||||
"simd_ms": 28.9123,
|
||||
"speedup_simd_vs_portable": 1.0032
|
||||
},
|
||||
{
|
||||
"name": "iv_rank",
|
||||
"category": "python_analysis",
|
||||
"portable_ms": 10.8629,
|
||||
"simd_ms": 10.862,
|
||||
"speedup_simd_vs_portable": 1.0001
|
||||
},
|
||||
{
|
||||
"name": "BETA",
|
||||
"category": "rust_kernel",
|
||||
"portable_ms": 0.0696,
|
||||
"simd_ms": 0.0696,
|
||||
"speedup_simd_vs_portable": 1.0
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||||
},
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||||
{
|
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"name": "CORREL",
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"category": "rust_kernel",
|
||||
"portable_ms": 0.0555,
|
||||
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||||
"speedup_simd_vs_portable": 0.9982
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||||
},
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{
|
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"name": "TSF",
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"category": "rust_kernel",
|
||||
"portable_ms": 0.0414,
|
||||
"simd_ms": 0.0415,
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||||
"speedup_simd_vs_portable": 0.9976
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},
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{
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"name": "LINEARREG",
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"category": "rust_kernel",
|
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"portable_ms": 0.0413,
|
||||
"simd_ms": 0.0416,
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||||
"speedup_simd_vs_portable": 0.9928
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||||
},
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{
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"name": "feature_matrix",
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"category": "ffi_grouping",
|
||||
"portable_ms": 0.2543,
|
||||
"simd_ms": 0.2634,
|
||||
"speedup_simd_vs_portable": 0.9655
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||||
}
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],
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"reports": {
|
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"portable_release": {
|
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"metadata": {
|
||||
"suite": "runtime_hotspots",
|
||||
"runtime": {
|
||||
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|
||||
"python_version": "3.12.11",
|
||||
"platform": "macOS-26.3.1-arm64-arm-64bit",
|
||||
"machine": "arm64",
|
||||
"processor": "arm"
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||||
},
|
||||
"git": {
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||||
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||||
}
|
||||
@@ -0,0 +1,73 @@
|
||||
{
|
||||
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||||
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|
||||
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||||
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||||
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||||
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||||
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||||
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|
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||||
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||||
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|
||||
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|
||||
},
|
||||
"dataset": {
|
||||
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|
||||
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||||
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|
||||
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|
||||
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|
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|
||||
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||||
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{
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]
|
||||
}
|
||||
Reference in New Issue
Block a user