25 lines
1.1 KiB
R
25 lines
1.1 KiB
R
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# Run SMA(20) batch over a panel of assets, serial vs parallel::mclapply, with
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# the speedup. mclapply forks on Unix; on Windows it runs serially.
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library(wickra)
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source("_common.R")
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args <- commandArgs(trailingOnly = TRUE)
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assets <- if (length(args) >= 1) as.integer(args[1]) else 200L
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bars <- if (length(args) >= 2) as.integer(args[2]) else 5000L
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panel <- lapply(seq_len(assets), function(a) synthetic_prices(bars, start = 50 + a * 0.1))
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run_one <- function(p) { s <- Sma(20); r <- batch(s, p); r[length(r)] }
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t0 <- Sys.time(); invisible(vapply(panel, run_one, numeric(1)))
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serial <- as.numeric(Sys.time() - t0, units = "secs")
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# mclapply forks on Unix; Windows has no fork, so it must run on a single core.
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cores <- if (.Platform$OS.type == "windows") 1L else max(1L, parallel::detectCores())
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t0 <- Sys.time(); invisible(parallel::mclapply(panel, run_one, mc.cores = cores))
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par <- as.numeric(Sys.time() - t0, units = "secs")
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cat(sprintf("%d assets x %d bars, SMA(20) batch:\n", assets, bars))
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cat(sprintf(" serial %8.1f ms\n", serial * 1000))
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cat(sprintf(" parallel %8.1f ms (%.1fx speedup, %d cores)\n",
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par * 1000, serial / max(par, 1e-9), cores))
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