286 lines
7.5 KiB
JSON
286 lines
7.5 KiB
JSON
{
|
|
"metadata": {
|
|
"suite": "simd",
|
|
"runtime": {
|
|
"generated_at_utc": "2026-03-23T21:09:13.028473+00:00",
|
|
"python_version": "3.12.11",
|
|
"platform": "macOS-26.3.1-arm64-arm-64bit",
|
|
"machine": "arm64",
|
|
"processor": "arm"
|
|
},
|
|
"git": {
|
|
"commit": "2d5000262f0f1439546bd4872235aae0333880a4",
|
|
"dirty": true,
|
|
"branch": "feat/performace-1.0.2"
|
|
},
|
|
"dataset": {
|
|
"price_bars": 20000,
|
|
"iv_bars": 50000,
|
|
"window": 252
|
|
},
|
|
"variants": [
|
|
"portable_release",
|
|
"simd_release"
|
|
]
|
|
},
|
|
"results": [
|
|
{
|
|
"name": "compute_many_close",
|
|
"category": "ffi_grouping",
|
|
"portable_ms": 0.1711,
|
|
"simd_ms": 0.1618,
|
|
"speedup_simd_vs_portable": 1.0575
|
|
},
|
|
{
|
|
"name": "iv_percentile",
|
|
"category": "python_analysis",
|
|
"portable_ms": 0.9126,
|
|
"simd_ms": 0.9096,
|
|
"speedup_simd_vs_portable": 1.0033
|
|
},
|
|
{
|
|
"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
|
|
},
|
|
{
|
|
"name": "CORREL",
|
|
"category": "rust_kernel",
|
|
"portable_ms": 0.0555,
|
|
"simd_ms": 0.0556,
|
|
"speedup_simd_vs_portable": 0.9982
|
|
},
|
|
{
|
|
"name": "TSF",
|
|
"category": "rust_kernel",
|
|
"portable_ms": 0.0414,
|
|
"simd_ms": 0.0415,
|
|
"speedup_simd_vs_portable": 0.9976
|
|
},
|
|
{
|
|
"name": "LINEARREG",
|
|
"category": "rust_kernel",
|
|
"portable_ms": 0.0413,
|
|
"simd_ms": 0.0416,
|
|
"speedup_simd_vs_portable": 0.9928
|
|
},
|
|
{
|
|
"name": "feature_matrix",
|
|
"category": "ffi_grouping",
|
|
"portable_ms": 0.2543,
|
|
"simd_ms": 0.2634,
|
|
"speedup_simd_vs_portable": 0.9655
|
|
}
|
|
],
|
|
"reports": {
|
|
"portable_release": {
|
|
"metadata": {
|
|
"suite": "runtime_hotspots",
|
|
"runtime": {
|
|
"generated_at_utc": "2026-03-23T21:08:38.698373+00:00",
|
|
"python_version": "3.12.11",
|
|
"platform": "macOS-26.3.1-arm64-arm-64bit",
|
|
"machine": "arm64",
|
|
"processor": "arm"
|
|
},
|
|
"git": {
|
|
"commit": "2d5000262f0f1439546bd4872235aae0333880a4",
|
|
"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": 29.0039,
|
|
"reference_ms": 903.5384,
|
|
"speedup_vs_reference": 31.1523,
|
|
"share_of_suite_pct": 70.04
|
|
},
|
|
{
|
|
"category": "python_analysis",
|
|
"name": "iv_rank",
|
|
"fast_ms": 10.8629,
|
|
"reference_ms": 201.621,
|
|
"speedup_vs_reference": 18.5606,
|
|
"share_of_suite_pct": 26.23
|
|
},
|
|
{
|
|
"category": "python_analysis",
|
|
"name": "iv_percentile",
|
|
"fast_ms": 0.9126,
|
|
"reference_ms": 80.0849,
|
|
"speedup_vs_reference": 87.7523,
|
|
"share_of_suite_pct": 2.2
|
|
},
|
|
{
|
|
"category": "ffi_grouping",
|
|
"name": "feature_matrix",
|
|
"fast_ms": 0.2543,
|
|
"reference_ms": 0.2222,
|
|
"speedup_vs_reference": 0.874,
|
|
"share_of_suite_pct": 0.61
|
|
},
|
|
{
|
|
"category": "ffi_grouping",
|
|
"name": "compute_many_close",
|
|
"fast_ms": 0.1711,
|
|
"reference_ms": 0.1413,
|
|
"speedup_vs_reference": 0.8257,
|
|
"share_of_suite_pct": 0.41
|
|
},
|
|
{
|
|
"category": "rust_kernel",
|
|
"name": "BETA",
|
|
"fast_ms": 0.0696,
|
|
"reference_ms": 162.9168,
|
|
"speedup_vs_reference": 2341.2971,
|
|
"share_of_suite_pct": 0.17
|
|
},
|
|
{
|
|
"category": "rust_kernel",
|
|
"name": "CORREL",
|
|
"fast_ms": 0.0555,
|
|
"reference_ms": 163.8589,
|
|
"speedup_vs_reference": 2950.1793,
|
|
"share_of_suite_pct": 0.13
|
|
},
|
|
{
|
|
"category": "rust_kernel",
|
|
"name": "TSF",
|
|
"fast_ms": 0.0414,
|
|
"reference_ms": 49.2846,
|
|
"speedup_vs_reference": 1189.9901,
|
|
"share_of_suite_pct": 0.1
|
|
},
|
|
{
|
|
"category": "rust_kernel",
|
|
"name": "LINEARREG",
|
|
"fast_ms": 0.0413,
|
|
"reference_ms": 47.5241,
|
|
"speedup_vs_reference": 1149.7853,
|
|
"share_of_suite_pct": 0.1
|
|
}
|
|
]
|
|
},
|
|
"simd_release": {
|
|
"metadata": {
|
|
"suite": "runtime_hotspots",
|
|
"runtime": {
|
|
"generated_at_utc": "2026-03-23T21:08:57.755423+00:00",
|
|
"python_version": "3.12.11",
|
|
"platform": "macOS-26.3.1-arm64-arm-64bit",
|
|
"machine": "arm64",
|
|
"processor": "arm"
|
|
},
|
|
"git": {
|
|
"commit": "2d5000262f0f1439546bd4872235aae0333880a4",
|
|
"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": 28.9123,
|
|
"reference_ms": 909.2586,
|
|
"speedup_vs_reference": 31.4489,
|
|
"share_of_suite_pct": 69.98
|
|
},
|
|
{
|
|
"category": "python_analysis",
|
|
"name": "iv_rank",
|
|
"fast_ms": 10.862,
|
|
"reference_ms": 198.2076,
|
|
"speedup_vs_reference": 18.2478,
|
|
"share_of_suite_pct": 26.29
|
|
},
|
|
{
|
|
"category": "python_analysis",
|
|
"name": "iv_percentile",
|
|
"fast_ms": 0.9096,
|
|
"reference_ms": 78.1232,
|
|
"speedup_vs_reference": 85.889,
|
|
"share_of_suite_pct": 2.2
|
|
},
|
|
{
|
|
"category": "ffi_grouping",
|
|
"name": "feature_matrix",
|
|
"fast_ms": 0.2634,
|
|
"reference_ms": 0.2219,
|
|
"speedup_vs_reference": 0.8425,
|
|
"share_of_suite_pct": 0.64
|
|
},
|
|
{
|
|
"category": "ffi_grouping",
|
|
"name": "compute_many_close",
|
|
"fast_ms": 0.1618,
|
|
"reference_ms": 0.155,
|
|
"speedup_vs_reference": 0.9583,
|
|
"share_of_suite_pct": 0.39
|
|
},
|
|
{
|
|
"category": "rust_kernel",
|
|
"name": "BETA",
|
|
"fast_ms": 0.0696,
|
|
"reference_ms": 161.4576,
|
|
"speedup_vs_reference": 2320.3601,
|
|
"share_of_suite_pct": 0.17
|
|
},
|
|
{
|
|
"category": "rust_kernel",
|
|
"name": "CORREL",
|
|
"fast_ms": 0.0556,
|
|
"reference_ms": 162.6189,
|
|
"speedup_vs_reference": 2923.4861,
|
|
"share_of_suite_pct": 0.13
|
|
},
|
|
{
|
|
"category": "rust_kernel",
|
|
"name": "LINEARREG",
|
|
"fast_ms": 0.0416,
|
|
"reference_ms": 48.029,
|
|
"speedup_vs_reference": 1155.0143,
|
|
"share_of_suite_pct": 0.1
|
|
},
|
|
{
|
|
"category": "rust_kernel",
|
|
"name": "TSF",
|
|
"fast_ms": 0.0415,
|
|
"reference_ms": 47.55,
|
|
"speedup_vs_reference": 1145.783,
|
|
"share_of_suite_pct": 0.1
|
|
}
|
|
]
|
|
}
|
|
}
|
|
}
|