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1 Commits
Author SHA1 Message Date
Exocet92andGitHub 52cbe1ba54 bench: add raptorbt as a third engine, and a 10M-bar point (#6)
The harness compared two engines everywhere; it now compares N against a
reference. manifoldbt is the reference: every parity check and every ratio is
a challenger against it, never two challengers against each other.

raptorbt 0.9.0 joins on three of the four workloads. Its sma_cross comes back
bit-identical to the reference's final equity, and its rsi matches to the last
bit; its ema seeds on a different warmup and it has no fixed-quantity sizing,
so the fee workload records it as unsupported with the reason rather than
leaving a blank cell. On the bracket it diverges in its own documented way: it
never re-arms while the entry level holds, so it books exactly the reference's
round-trips minus the ones that re-enter on the exit bar.

Python moves to 3.12, which raptorbt pins rather than we do: it is built
against pyo3 0.20.3, whose maximum supported CPython is 3.12. Timings from runs
before this change are therefore not directly comparable.

The bar matrix gains 10M and the repetition default drops from 7 to 2. Measured,
those two almost cancel: the job stays around 16 minutes. macOS keeps its old
ceiling, since 10M bars adds 1.55 GB on vectorbt's side alone and that runner
has 7 GB.
2026-08-20 16:16:33 +02:00