扩展指标
This commit is contained in:
@@ -0,0 +1,285 @@
|
||||
{
|
||||
"metadata": {
|
||||
"suite": "simd",
|
||||
"runtime": {
|
||||
"generated_at_utc": "2026-03-23T20:26:40.566511+00:00",
|
||||
"python_version": "3.13.5",
|
||||
"platform": "macOS-26.3.1-arm64-arm-64bit-Mach-O",
|
||||
"machine": "arm64",
|
||||
"processor": "arm"
|
||||
},
|
||||
"git": {
|
||||
"commit": "9011250f992119170242cf17a67834c67b91bcdb",
|
||||
"dirty": true,
|
||||
"branch": "feat/performace-1.0.2"
|
||||
},
|
||||
"dataset": {
|
||||
"price_bars": 20000,
|
||||
"iv_bars": 50000,
|
||||
"window": 252
|
||||
},
|
||||
"variants": [
|
||||
"portable_release",
|
||||
"simd_release"
|
||||
]
|
||||
},
|
||||
"results": [
|
||||
{
|
||||
"name": "BETA",
|
||||
"category": "rust_kernel",
|
||||
"portable_ms": 0.0635,
|
||||
"simd_ms": 0.0636,
|
||||
"speedup_simd_vs_portable": 0.9984
|
||||
},
|
||||
{
|
||||
"name": "TSF",
|
||||
"category": "rust_kernel",
|
||||
"portable_ms": 0.0415,
|
||||
"simd_ms": 0.0417,
|
||||
"speedup_simd_vs_portable": 0.9952
|
||||
},
|
||||
{
|
||||
"name": "compute_many_close",
|
||||
"category": "ffi_grouping",
|
||||
"portable_ms": 0.1548,
|
||||
"simd_ms": 0.1572,
|
||||
"speedup_simd_vs_portable": 0.9847
|
||||
},
|
||||
{
|
||||
"name": "iv_zscore",
|
||||
"category": "python_analysis",
|
||||
"portable_ms": 36.0643,
|
||||
"simd_ms": 37.2041,
|
||||
"speedup_simd_vs_portable": 0.9694
|
||||
},
|
||||
{
|
||||
"name": "feature_matrix",
|
||||
"category": "ffi_grouping",
|
||||
"portable_ms": 0.2556,
|
||||
"simd_ms": 0.2667,
|
||||
"speedup_simd_vs_portable": 0.9584
|
||||
},
|
||||
{
|
||||
"name": "iv_percentile",
|
||||
"category": "python_analysis",
|
||||
"portable_ms": 7.7548,
|
||||
"simd_ms": 8.1565,
|
||||
"speedup_simd_vs_portable": 0.9508
|
||||
},
|
||||
{
|
||||
"name": "LINEARREG",
|
||||
"category": "rust_kernel",
|
||||
"portable_ms": 0.0416,
|
||||
"simd_ms": 0.0443,
|
||||
"speedup_simd_vs_portable": 0.9391
|
||||
},
|
||||
{
|
||||
"name": "iv_rank",
|
||||
"category": "python_analysis",
|
||||
"portable_ms": 2.2813,
|
||||
"simd_ms": 2.4386,
|
||||
"speedup_simd_vs_portable": 0.9355
|
||||
},
|
||||
{
|
||||
"name": "CORREL",
|
||||
"category": "rust_kernel",
|
||||
"portable_ms": 0.0552,
|
||||
"simd_ms": 0.0633,
|
||||
"speedup_simd_vs_portable": 0.872
|
||||
}
|
||||
],
|
||||
"reports": {
|
||||
"portable_release": {
|
||||
"metadata": {
|
||||
"suite": "runtime_hotspots",
|
||||
"runtime": {
|
||||
"generated_at_utc": "2026-03-23T20:26:06.920513+00:00",
|
||||
"python_version": "3.13.5",
|
||||
"platform": "macOS-26.3.1-arm64-arm-64bit-Mach-O",
|
||||
"machine": "arm64",
|
||||
"processor": "arm"
|
||||
},
|
||||
"git": {
|
||||
"commit": "9011250f992119170242cf17a67834c67b91bcdb",
|
||||
"dirty": true,
|
||||
"branch": "feat/performace-1.0.2"
|
||||
},
|
||||
"dataset": {
|
||||
"price_bars": 20000,
|
||||
"iv_bars": 50000,
|
||||
"window": 252
|
||||
}
|
||||
},
|
||||
"results": [
|
||||
{
|
||||
"category": "python_analysis",
|
||||
"name": "iv_zscore",
|
||||
"fast_ms": 36.0643,
|
||||
"reference_ms": 908.5403,
|
||||
"speedup_vs_reference": 25.1922,
|
||||
"share_of_suite_pct": 77.2
|
||||
},
|
||||
{
|
||||
"category": "python_analysis",
|
||||
"name": "iv_percentile",
|
||||
"fast_ms": 7.7548,
|
||||
"reference_ms": 82.2352,
|
||||
"speedup_vs_reference": 10.6045,
|
||||
"share_of_suite_pct": 16.6
|
||||
},
|
||||
{
|
||||
"category": "python_analysis",
|
||||
"name": "iv_rank",
|
||||
"fast_ms": 2.2813,
|
||||
"reference_ms": 202.5375,
|
||||
"speedup_vs_reference": 88.7803,
|
||||
"share_of_suite_pct": 4.88
|
||||
},
|
||||
{
|
||||
"category": "ffi_grouping",
|
||||
"name": "feature_matrix",
|
||||
"fast_ms": 0.2556,
|
||||
"reference_ms": 0.2252,
|
||||
"speedup_vs_reference": 0.8812,
|
||||
"share_of_suite_pct": 0.55
|
||||
},
|
||||
{
|
||||
"category": "ffi_grouping",
|
||||
"name": "compute_many_close",
|
||||
"fast_ms": 0.1548,
|
||||
"reference_ms": 0.1508,
|
||||
"speedup_vs_reference": 0.9742,
|
||||
"share_of_suite_pct": 0.33
|
||||
},
|
||||
{
|
||||
"category": "rust_kernel",
|
||||
"name": "BETA",
|
||||
"fast_ms": 0.0635,
|
||||
"reference_ms": 162.8972,
|
||||
"speedup_vs_reference": 2563.6148,
|
||||
"share_of_suite_pct": 0.14
|
||||
},
|
||||
{
|
||||
"category": "rust_kernel",
|
||||
"name": "CORREL",
|
||||
"fast_ms": 0.0552,
|
||||
"reference_ms": 163.1357,
|
||||
"speedup_vs_reference": 2952.6826,
|
||||
"share_of_suite_pct": 0.12
|
||||
},
|
||||
{
|
||||
"category": "rust_kernel",
|
||||
"name": "LINEARREG",
|
||||
"fast_ms": 0.0416,
|
||||
"reference_ms": 48.0097,
|
||||
"speedup_vs_reference": 1153.3863,
|
||||
"share_of_suite_pct": 0.09
|
||||
},
|
||||
{
|
||||
"category": "rust_kernel",
|
||||
"name": "TSF",
|
||||
"fast_ms": 0.0415,
|
||||
"reference_ms": 47.9395,
|
||||
"speedup_vs_reference": 1155.1696,
|
||||
"share_of_suite_pct": 0.09
|
||||
}
|
||||
]
|
||||
},
|
||||
"simd_release": {
|
||||
"metadata": {
|
||||
"suite": "runtime_hotspots",
|
||||
"runtime": {
|
||||
"generated_at_utc": "2026-03-23T20:26:25.789478+00:00",
|
||||
"python_version": "3.13.5",
|
||||
"platform": "macOS-26.3.1-arm64-arm-64bit-Mach-O",
|
||||
"machine": "arm64",
|
||||
"processor": "arm"
|
||||
},
|
||||
"git": {
|
||||
"commit": "9011250f992119170242cf17a67834c67b91bcdb",
|
||||
"dirty": true,
|
||||
"branch": "feat/performace-1.0.2"
|
||||
},
|
||||
"dataset": {
|
||||
"price_bars": 20000,
|
||||
"iv_bars": 50000,
|
||||
"window": 252
|
||||
}
|
||||
},
|
||||
"results": [
|
||||
{
|
||||
"category": "python_analysis",
|
||||
"name": "iv_zscore",
|
||||
"fast_ms": 37.2041,
|
||||
"reference_ms": 930.7842,
|
||||
"speedup_vs_reference": 25.0183,
|
||||
"share_of_suite_pct": 76.81
|
||||
},
|
||||
{
|
||||
"category": "python_analysis",
|
||||
"name": "iv_percentile",
|
||||
"fast_ms": 8.1565,
|
||||
"reference_ms": 88.3639,
|
||||
"speedup_vs_reference": 10.8336,
|
||||
"share_of_suite_pct": 16.84
|
||||
},
|
||||
{
|
||||
"category": "python_analysis",
|
||||
"name": "iv_rank",
|
||||
"fast_ms": 2.4386,
|
||||
"reference_ms": 221.0389,
|
||||
"speedup_vs_reference": 90.6424,
|
||||
"share_of_suite_pct": 5.03
|
||||
},
|
||||
{
|
||||
"category": "ffi_grouping",
|
||||
"name": "feature_matrix",
|
||||
"fast_ms": 0.2667,
|
||||
"reference_ms": 0.2436,
|
||||
"speedup_vs_reference": 0.9134,
|
||||
"share_of_suite_pct": 0.55
|
||||
},
|
||||
{
|
||||
"category": "ffi_grouping",
|
||||
"name": "compute_many_close",
|
||||
"fast_ms": 0.1572,
|
||||
"reference_ms": 0.1593,
|
||||
"speedup_vs_reference": 1.0135,
|
||||
"share_of_suite_pct": 0.32
|
||||
},
|
||||
{
|
||||
"category": "rust_kernel",
|
||||
"name": "BETA",
|
||||
"fast_ms": 0.0636,
|
||||
"reference_ms": 172.9198,
|
||||
"speedup_vs_reference": 2717.7961,
|
||||
"share_of_suite_pct": 0.13
|
||||
},
|
||||
{
|
||||
"category": "rust_kernel",
|
||||
"name": "CORREL",
|
||||
"fast_ms": 0.0633,
|
||||
"reference_ms": 170.0262,
|
||||
"speedup_vs_reference": 2686.3776,
|
||||
"share_of_suite_pct": 0.13
|
||||
},
|
||||
{
|
||||
"category": "rust_kernel",
|
||||
"name": "LINEARREG",
|
||||
"fast_ms": 0.0443,
|
||||
"reference_ms": 50.5614,
|
||||
"speedup_vs_reference": 1141.5474,
|
||||
"share_of_suite_pct": 0.09
|
||||
},
|
||||
{
|
||||
"category": "rust_kernel",
|
||||
"name": "TSF",
|
||||
"fast_ms": 0.0417,
|
||||
"reference_ms": 50.9599,
|
||||
"speedup_vs_reference": 1221.8259,
|
||||
"share_of_suite_pct": 0.09
|
||||
}
|
||||
]
|
||||
}
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user