67 lines
2.3 KiB
Python
67 lines
2.3 KiB
Python
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"""Offline microbenchmarks; run with .venv/Scripts/python benchmarks/hotpaths.py."""
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import sys
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from datetime import datetime, time
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from pathlib import Path
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from statistics import median
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from timeit import repeat
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sys.path.insert(0, str(Path(__file__).resolve().parents[1]))
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from libs.calc import trading_time
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from sdk.models import _parse_datetime, _side
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from strategy.trend.open import _parse_minutes
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def original_date(date, clock):
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clock = clock.replace(':', '').zfill(6)
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try:
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return datetime.strptime(date.replace('-', '') + clock, '%Y%m%d%H%M%S')
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except ValueError:
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return None
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def original_minutes(value):
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try:
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hour_text, minute_text = value.strip().split(':')
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hour, minute = int(hour_text), int(minute_text)
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except (TypeError, ValueError):
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return None
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if not 0 <= hour <= 23 or not 0 <= minute <= 59:
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return None
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return hour * 60 + minute
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def original_trading_time(now):
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if now.weekday() >= 5:
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return False
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return time(9, 30) <= now.time() <= time(11, 30) or time(13) <= now.time() <= time(15)
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def measure(name, before, after, number=10000):
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assert before() == after(), name
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old = median(repeat(before, number=number, repeat=5)) / number
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new = median(repeat(after, number=number, repeat=5)) / number
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print(f'{name:26} {old * 1e6:10.3f} -> {new * 1e6:10.3f} us {old / new:7.2f}x')
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def main():
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print(sys.version)
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print('Same interpreter, original versus optimized; cache timings are warm.')
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now = datetime(2026, 9, 7, 14)
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measure('order date', lambda: original_date('20260907', '100000'),
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lambda: _parse_datetime('20260907', '100000'))
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measure('signal time bound', lambda: original_minutes('9:30'), lambda: _parse_minutes('9:30'))
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measure('trading session', lambda: original_trading_time(now), lambda: trading_time(now))
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measure('order side', lambda: {'23': 'BUY', '24': 'SELL', '48': 'BUY', '49': 'SELL'}.get(str(23), ''),
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lambda: _side(23))
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positions = {f'{i:06}.SH': None for i in range(1000)}
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codes = list(positions)
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signals = [f'{i:06}.SH' for i in range(500, 2500)]
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measure('1000 positions/2000 signals', lambda: [c for c in signals if c not in codes],
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lambda: [c for c in signals if c not in positions], number=100)
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if __name__ == '__main__':
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main()
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