From eb0d6276086fa5d02197e96ec8fabefc311b7a08 Mon Sep 17 00:00:00 2001 From: "github-actions[bot]" <41898282+github-actions[bot]@users.noreply.github.com> Date: Thu, 29 Oct 2026 22:11:57 +0000 Subject: [PATCH] bench: publish results from run 40957995034 [skip ci] --- benchmarks/vs_vectorbt/results/latest.json | 1640 ++++++++++---------- 1 file changed, 820 insertions(+), 820 deletions(-) diff --git a/benchmarks/vs_vectorbt/results/latest.json b/benchmarks/vs_vectorbt/results/latest.json index f7f6649..a800ab0 100644 --- a/benchmarks/vs_vectorbt/results/latest.json +++ b/benchmarks/vs_vectorbt/results/latest.json @@ -1,14 +1,14 @@ { "repo": "manifoldbt/manifoldbt", - "run_id": "40770996596", - "run_url": "https://github.com/manifoldbt/manifoldbt/actions/runs/40770996596", - "commit": "7b3dcd9f9918c97652c567ef0dc91be24f33a789", - "run_started_at": "2026-10-28T22:46:18Z", + "run_id": "40957995034", + "run_url": "https://github.com/manifoldbt/manifoldbt/actions/runs/40957995034", + "commit": "e53c0011378df87ae7e7e8ccd6ff0d8860b60fcd", + "run_started_at": "2026-10-29T21:27:46Z", "conclusion": "success", - 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"vectorbt": 7.945072192362142, - "raptorbt": 0.4368706936071789, - "nautilus_trader": 2.0982447673336053 + "vectorbt": 16.7970955762449, + "raptorbt": 0.9201810031575072, + "nautilus_trader": 4.551311909605183 } }, "memory": { @@ -2464,44 +2464,44 @@ "nautilus_trader" ], "manifoldbt": { - "before_mb": 477.683712, - "peak_mb": 479.797248, - "added_mb": 2.1135360000000105, - "added_mb_per_million_bars": 1.0567680000000053, - "seconds": 0.04202156200017271, + "before_mb": 511.848448, + "peak_mb": 511.868928, + "added_mb": 0.02047999999996364, + "added_mb_per_million_bars": 0.01023999999998182, + "seconds": 0.05178048600009788, "mode": "memory", "engine": "mbt", "workload": "sma_cross", "bars": 2000000 }, "vectorbt": { - "before_mb": 663.044096, - "peak_mb": 908.55424, - "added_mb": 245.51014400000008, - "added_mb_per_million_bars": 122.75507200000004, - "seconds": 3.5910344429998986, + "before_mb": 665.018368, + "peak_mb": 926.306304, + "added_mb": 261.28793599999995, + "added_mb_per_million_bars": 130.64396799999997, + "seconds": 4.326520187999904, "mode": "memory", "engine": "vbt", "workload": "sma_cross", "bars": 2000000 }, "raptorbt": { - "before_mb": 348.839936, - "peak_mb": 364.580864, - "added_mb": 15.740927999999997, - "added_mb_per_million_bars": 7.870463999999998, - "seconds": 0.18057009499989363, + "before_mb": 350.834688, + "peak_mb": 391.376896, + "added_mb": 40.54220799999996, + "added_mb_per_million_bars": 20.27110399999998, + "seconds": 0.22201791599991338, "mode": "memory", "engine": "rbt", "workload": "sma_cross", "bars": 2000000 }, "nautilus_trader": { - "before_mb": 598.007808, - "peak_mb": 598.585344, - "added_mb": 0.5775360000000092, - "added_mb_per_million_bars": 5.7753600000000915, - "seconds": 4.758457708999686, + "before_mb": 598.224896, + "peak_mb": 598.913024, + "added_mb": 0.6881280000000061, + "added_mb_per_million_bars": 6.881280000000061, + "seconds": 6.714505022000139, "mode": "memory", "engine": "nt", "workload": "sma_cross", @@ -2513,17 +2513,17 @@ }, "sweeps": { "schema_version": 2, - "generated_at": "2026-10-28T23:04:44.657608+00:00", + "generated_at": "2026-10-29T21:56:56.045472+00:00", "environment": { "os": "Linux", "os_release": "7.0.0-1017-azure", "arch": "x86_64", - "cpu": "AMD EPYC 9V45 96-Core Processor", + "cpu": "INTEL(R) XEON(R) PLATINUM 8573C", "logical_cores": 4, "ram_gb": 16.8, "python": "3.12.15", "versions": { - "manifoldbt": "0.31.0", + "manifoldbt": "0.31.1", "vectorbt": "0.28.4", "raptorbt": "0.9.0", "nautilus_trader": "1.231.0", @@ -2531,10 +2531,10 @@ "numba": "0.64.0", "pandas": "2.3.3" }, - "runner": "GitHub Actions 1000001296", + "runner": "GitHub Actions 1000001319", "ci": true, - "run_url": "https://github.com/manifoldbt/manifoldbt/actions/runs/40770996596", - "commit": "7b3dcd9f9918c97652c567ef0dc91be24f33a789", + "run_url": "https://github.com/manifoldbt/manifoldbt/actions/runs/40957995034", + "commit": "e53c0011378df87ae7e7e8ccd6ff0d8860b60fcd", "pinned_cores": null, "engines": [ "manifoldbt", @@ -2656,60 +2656,60 @@ "timings": { "manifoldbt": { "samples_s": [ - 0.0037615979999969795 + 0.005553190000000541 ], - "min_s": 0.0037615979999969795, - "median_s": 0.0037615979999969795, - "max_s": 0.0037615979999969795, + "min_s": 0.005553190000000541, + "median_s": 0.005553190000000541, + "max_s": 0.005553190000000541, "iqr_s": 0.0, "iqr_over_median": 0.0 }, "vectorbt": { "samples_s": [ - 0.3142396030000043 + 0.36855029700001296 ], - "min_s": 0.3142396030000043, - "median_s": 0.3142396030000043, - "max_s": 0.3142396030000043, + "min_s": 0.36855029700001296, + "median_s": 0.36855029700001296, + "max_s": 0.36855029700001296, "iqr_s": 0.0, "iqr_over_median": 0.0 }, "raptorbt": { "samples_s": [ - 0.006291399000005526 + 0.009104550000017753 ], - "min_s": 0.006291399000005526, - "median_s": 0.006291399000005526, - "max_s": 0.006291399000005526, + "min_s": 0.009104550000017753, + "median_s": 0.009104550000017753, + "max_s": 0.009104550000017753, "iqr_s": 0.0, "iqr_over_median": 0.0 }, "nautilus_trader": { "samples_s": [ - 2.9079671189999914 + 4.878609755000014 ], - "min_s": 2.9079671189999914, - "median_s": 2.9079671189999914, - "max_s": 2.9079671189999914, + "min_s": 4.878609755000014, + "median_s": 4.878609755000014, + "max_s": 4.878609755000014, "iqr_s": 0.0, "iqr_over_median": 0.0 } }, "speedup": { "vectorbt": { - "median_of_ratios": 83.53885848521205, - "min": 83.53885848521205, - "max": 83.53885848521205 + "median_of_ratios": 66.36731266172724, + "min": 66.36731266172724, + "max": 66.36731266172724 }, "raptorbt": { - "median_of_ratios": 1.6725335881214787, - "min": 1.6725335881214787, - "max": 1.6725335881214787 + "median_of_ratios": 1.6395171063869354, + "min": 1.6395171063869354, + "max": 1.6395171063869354 }, "nautilus_trader": { - "median_of_ratios": 773.0669569162698, - "min": 773.0669569162698, - "max": 773.0669569162698 + "median_of_ratios": 878.5238313473046, + "min": 878.5238313473046, + "max": 878.5238313473046 } }, "noisy": false, @@ -2717,7 +2717,7 @@ "manifoldbt": null, "vectorbt": null, "raptorbt": null, - "nautilus_trader": 1.0041379013268021 + "nautilus_trader": 1.000284967453804 } } ], @@ -2745,9 +2745,9 @@ "out_of_scope": { "nautilus_trader": { "status": "out of scope", - "reason": "NautilusTrader has no parameter-grid API, so a grid is a Python loop of full backtests, each one replaying every bar through the simulated exchange. Measured: 0.69 s per backtest at 20,000 bars (mean over 16 cells spread across this grid), which puts this grid of 5,000 combinations at about 58 minutes per call. Looped grids are held to 64 combinations, so that a point stays inside the time budget of the job. It is not run.", + "reason": "NautilusTrader has no parameter-grid API, so a grid is a Python loop of full backtests, each one replaying every bar through the simulated exchange. Measured: 1.06 s per backtest at 20,000 bars (mean over 16 cells spread across this grid), which puts this grid of 5,000 combinations at about 88 minutes per call. Looped grids are held to 64 combinations, so that a point stays inside the time budget of the job. It is not run.", "parity_scope": "anchor grid", - "anchor_seconds": 11.047 + "anchor_seconds": 16.897 } }, "parity": { @@ -2787,25 +2787,25 @@ "status": "exact", "timings": { "seconds": { - "manifoldbt": 0.1604004480000043, - "vectorbt": 5.374654494000012, - "raptorbt": 3.6173159790000113, + "manifoldbt": 0.28112943400003587, + "vectorbt": 9.578583200999958, + "raptorbt": 5.863541193999993, "nautilus_trader": null }, "ratio": { - "vectorbt": 33.507727447244214, - "raptorbt": 22.551782268088893 + "vectorbt": 34.071790579561785, + "raptorbt": 20.857087465267846 }, "reps": 2, - "per_combo_us": 32.08008960000086 + "per_combo_us": 56.225886800007174 }, "memory": { "manifoldbt": 33.6, - "vectorbt": 2529.5, - "raptorbt": 37.3, + "vectorbt": 2531.4, + "raptorbt": 39.0, "nautilus_trader": null }, - "memory_baseline_mb": 1017.8, + "memory_baseline_mb": 1005.7, "tier_after": { "pro": true } @@ -2832,13 +2832,13 @@ "status": "out of scope", "reason": "vectorbt materialises the simulation per combination (measured: 1.57 MB per combination at 20k bars), so this grid would need tens of gigabytes. Running it would measure the swap file.", "parity_scope": "anchor grid", - "anchor_seconds": 2.984 + "anchor_seconds": 4.262 }, "nautilus_trader": { "status": "out of scope", - "reason": "NautilusTrader has no parameter-grid API, so a grid is a Python loop of full backtests, each one replaying every bar through the simulated exchange. Measured: 0.81 s per backtest at 20,000 bars (mean over 16 cells spread across this grid), which puts this grid of 20,000 combinations at about 4.5 hours per call. Looped grids are held to 64 combinations, so that a point stays inside the time budget of the job. It is not run.", + "reason": "NautilusTrader has no parameter-grid API, so a grid is a Python loop of full backtests, each one replaying every bar through the simulated exchange. Measured: 1.14 s per backtest at 20,000 bars (mean over 16 cells spread across this grid), which puts this grid of 20,000 combinations at about 6.3 hours per call. Looped grids are held to 64 combinations, so that a point stays inside the time budget of the job. It is not run.", "parity_scope": "anchor grid", - "anchor_seconds": 12.919 + "anchor_seconds": 18.272 } }, "parity": { @@ -2880,24 +2880,24 @@ "status": "exact", "timings": { "seconds": { - "manifoldbt": 0.6317653199999995, - "raptorbt": 13.549179189, + "manifoldbt": 1.088042373999997, + "raptorbt": 22.632095171000003, "vectorbt": null, "nautilus_trader": null }, "ratio": { - "raptorbt": 21.44653839023644 + "raptorbt": 20.800747941274636 }, "reps": 2, - "per_combo_us": 31.588265999999976 + "per_combo_us": 54.402118699999846 }, "memory": { - "manifoldbt": 82.3, + "manifoldbt": 95.7, "vectorbt": null, - "raptorbt": 62.3, + "raptorbt": 59.9, "nautilus_trader": null }, - "memory_baseline_mb": 945.2, + "memory_baseline_mb": 942.9, "tier_after": { "pro": true } @@ -2924,13 +2924,13 @@ "status": "out of scope", "reason": "vectorbt materialises the simulation per combination (measured: 1.57 MB per combination at 20k bars), so this grid would need tens of gigabytes. Running it would measure the swap file.", "parity_scope": "anchor grid", - "anchor_seconds": 6.214 + "anchor_seconds": 9.61 }, "nautilus_trader": { "status": "out of scope", - "reason": "NautilusTrader has no parameter-grid API, so a grid is a Python loop of full backtests, each one replaying every bar through the simulated exchange. Measured: 7.39 s per backtest at 200,000 bars (mean over 16 cells spread across this grid), which puts this grid of 10,000 combinations at about 20.5 hours per call. Looped grids are held to 64 combinations, so that a point stays inside the time budget of the job. It is not run.", + "reason": "NautilusTrader has no parameter-grid API, so a grid is a Python loop of full backtests, each one replaying every bar through the simulated exchange. Measured: 10.97 s per backtest at 200,000 bars (mean over 16 cells spread across this grid), which puts this grid of 10,000 combinations at about 30.5 hours per call. Looped grids are held to 64 combinations, so that a point stays inside the time budget of the job. It is not run.", "parity_scope": "anchor grid", - "anchor_seconds": 118.284 + "anchor_seconds": 175.567 } }, "parity": { @@ -2972,24 +2972,24 @@ "status": "exact", "timings": { "seconds": { - "manifoldbt": 2.49980768599994, - "raptorbt": 90.89801425500002, + "manifoldbt": 4.506411168, + "raptorbt": 137.06195497099998, "vectorbt": null, "nautilus_trader": null }, "ratio": { - "raptorbt": 36.36200287088892 + "raptorbt": 30.414880014561508 }, "reps": 2, - "per_combo_us": 249.980768599994 + "per_combo_us": 450.64111679999996 }, "memory": { - "manifoldbt": 343.2, + "manifoldbt": 342.6, "vectorbt": null, - "raptorbt": 370.2, + "raptorbt": 359.2, "nautilus_trader": null }, - "memory_baseline_mb": 1309.6, + "memory_baseline_mb": 1291.4, "tier_after": { "pro": true } @@ -3015,19 +3015,19 @@ "status": "out of scope", "reason": "vectorbt materialises the simulation per combination (measured: 1.57 MB per combination at 20k bars), so this grid would need tens of gigabytes. Running it would measure the swap file.", "parity_scope": "anchor grid", - "anchor_seconds": 6.116 + "anchor_seconds": 10.253 }, "raptorbt": { "status": "out of scope", - "reason": "raptorbt has no fan-out API for a parameter grid on one instrument, so a grid is a Python loop of full backtests. Measured: 8.3 ms per backtest at 200,000 bars (mean over 16 cells spread across this grid), which puts this grid of 150,000 combinations at about 21 minutes per call. That is past the time budget of the job. It is not run.", + "reason": "raptorbt has no fan-out API for a parameter grid on one instrument, so a grid is a Python loop of full backtests. Measured: 13.0 ms per backtest at 200,000 bars (mean over 16 cells spread across this grid), which puts this grid of 150,000 combinations at about 32 minutes per call. That is past the time budget of the job. It is not run.", "parity_scope": "anchor grid", - "anchor_seconds": 0.133 + "anchor_seconds": 0.208 }, "nautilus_trader": { "status": "out of scope", - "reason": "NautilusTrader has no parameter-grid API, so a grid is a Python loop of full backtests, each one replaying every bar through the simulated exchange. Measured: 13.36 s per backtest at 200,000 bars (mean over 16 cells spread across this grid), which puts this grid of 150,000 combinations at about 556.8 hours per call. Looped grids are held to 64 combinations, so that a point stays inside the time budget of the job. It is not run.", + "reason": "NautilusTrader has no parameter-grid API, so a grid is a Python loop of full backtests, each one replaying every bar through the simulated exchange. Measured: 17.80 s per backtest at 200,000 bars (mean over 16 cells spread across this grid), which puts this grid of 150,000 combinations at about 741.7 hours per call. Looped grids are held to 64 combinations, so that a point stays inside the time budget of the job. It is not run.", "parity_scope": "anchor grid", - "anchor_seconds": 213.823 + "anchor_seconds": 284.824 } }, "parity": { @@ -3071,22 +3071,22 @@ "status": "exact", "timings": { "seconds": { - "manifoldbt": 48.006661944999905, + "manifoldbt": 94.52575937300003, "vectorbt": null, "raptorbt": null, "nautilus_trader": null }, "ratio": {}, "reps": 2, - "per_combo_us": 320.044412966666 + "per_combo_us": 630.1717291533336 }, "memory": { - "manifoldbt": 834.0, + "manifoldbt": 824.1, "vectorbt": null, "raptorbt": null, "nautilus_trader": null }, - "memory_baseline_mb": 1089.5, + "memory_baseline_mb": 1095.9, "tier_after": { "pro": true }