Commit Graph
4 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
Exocet92andGitHub d9f1862fd9 bench: run the vectorbt comparison on public runners (#5)
A speed claim a reader cannot reproduce is a screenshot. This harness
installs manifoldbt from PyPI like any user would, generates its own data,
and gates every timing behind a parity check: a workload where the two
engines disagree publishes nothing and fails the run.

It lives here rather than in the engine repository because it benchmarks the
published wheel, not the source. Anyone can fork this repository and press
"Run workflow" to get the same table on their own runner.

The workflow runs on demand, weekly, and on every published release, so a
version that gets slower says so in public.
2026-08-18 02:49:20 +02:00
Jimmy7892 c4e7e9abb4 fix: benchmark timestamp ns, vectorbt trade count x2, remove fake perf numbers from README 2026-03-17 16:23:22 +01:00
Jimmy7892 67ab17280b Initial commit: manifoldbt public repo
Python DSL, examples, docs, benchmarks, and tests.
Rust engine distributed as pre-compiled wheel via PyPI.
2026-03-17 16:15:40 +01:00