optz

py-client/benchmarks/hotpaths.py

@@ -0,0 +1,66 @@
+"""Offline microbenchmarks; run with .venv/Scripts/python benchmarks/hotpaths.py."""
+
+import sys
+from datetime import datetime, time
+from pathlib import Path
+from statistics import median
+from timeit import repeat
+
+sys.path.insert(0, str(Path(__file__).resolve().parents[1]))
+
+from libs.calc import trading_time
+from sdk.models import _parse_datetime, _side
+from strategy.trend.open import _parse_minutes
+
+
+def original_date(date, clock):
+    clock = clock.replace(':', '').zfill(6)
+    try:
+        return datetime.strptime(date.replace('-', '') + clock, '%Y%m%d%H%M%S')
+    except ValueError:
+        return None
+
+
+def original_minutes(value):
+    try:
+        hour_text, minute_text = value.strip().split(':')
+        hour, minute = int(hour_text), int(minute_text)
+    except (TypeError, ValueError):
+        return None
+    if not 0 <= hour <= 23 or not 0 <= minute <= 59:
+        return None
+    return hour * 60 + minute
+
+
+def original_trading_time(now):
+    if now.weekday() >= 5:
+        return False
+    return time(9, 30) <= now.time() <= time(11, 30) or time(13) <= now.time() <= time(15)
+
+
+def measure(name, before, after, number=10000):
+    assert before() == after(), name
+    old = median(repeat(before, number=number, repeat=5)) / number
+    new = median(repeat(after, number=number, repeat=5)) / number
+    print(f'{name:26} {old * 1e6:10.3f} -> {new * 1e6:10.3f} us  {old / new:7.2f}x')
+
+
+def main():
+    print(sys.version)
+    print('Same interpreter, original versus optimized; cache timings are warm.')
+    now = datetime(2026, 9, 7, 14)
+    measure('order date', lambda: original_date('20260907', '100000'),
+            lambda: _parse_datetime('20260907', '100000'))
+    measure('signal time bound', lambda: original_minutes('9:30'), lambda: _parse_minutes('9:30'))
+    measure('trading session', lambda: original_trading_time(now), lambda: trading_time(now))
+    measure('order side', lambda: {'23': 'BUY', '24': 'SELL', '48': 'BUY', '49': 'SELL'}.get(str(23), ''),
+            lambda: _side(23))
+    positions = {f'{i:06}.SH': None for i in range(1000)}
+    codes = list(positions)
+    signals = [f'{i:06}.SH' for i in range(500, 2500)]
+    measure('1000 positions/2000 signals', lambda: [c for c in signals if c not in codes],
+            lambda: [c for c in signals if c not in positions], number=100)
+
+
+if __name__ == '__main__':
+    main()