docs(perf): record small selection CPU savings and full shared-input parity
This commit is contained in:
boris
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|
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|
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|
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|
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|
"bounds": [
|
||||||
|
"All twelve are new runner processes and private result artifacts using the same verified shared input files.",
|
||||||
|
"Input hashing is outside the elapsed benchmark timer; no GDB samples are in these measurements.",
|
||||||
|
"The first control had 12.244s Source validation and a slower preparation phase. Its entire latency difference is not candidate speedup.",
|
||||||
|
"The full input set is identical across the twelve runs, not only a global cache hit counter.",
|
||||||
|
"No Source/trading service was changed and no paused research/signal task resumed.",
|
||||||
|
"The independently recorded intraday-clock counterexample remains open. These day-level replays do not close it."
|
||||||
|
]
|
||||||
|
}
|
||||||
@@ -0,0 +1,126 @@
|
|||||||
|
# Selection Risk Plan Performance
|
||||||
|
|
||||||
|
## Status
|
||||||
|
|
||||||
|
Candidate tested, not deployed. The change removes selection calls that have
|
||||||
|
no possible effect under the current frozen policy. It does not disable any
|
||||||
|
configured rule, execution-day check or strategy expression. Engine time falls
|
||||||
|
slightly in the measured cases; this is not the solution to the main remaining
|
||||||
|
data construction cost and is not a general whole-backtest speedup claim.
|
||||||
|
|
||||||
|
The independent [intraday-clock counterexample](intraday-clock-causality-20260914.md)
|
||||||
|
remains open. This work does not remove that test or its evidence, change the
|
||||||
|
execution clock, or turn day-level parity into full framework acceptance.
|
||||||
|
The published service stays at e81bf47/c98bcc3. Source d5b682c6 remains frozen;
|
||||||
|
research and signal work stay paused. No trading operation was submitted.
|
||||||
|
|
||||||
|
## Evidence Leading to the Change
|
||||||
|
|
||||||
|
The official HTTP diagnostic replay btr_1789322878865_2871869_0 preserved the
|
||||||
|
original canonical and result-store SHA. Ten bounded Boris-only GDB snapshots
|
||||||
|
showed source inventory, PreparedDayBuilder, factor normalization and price
|
||||||
|
series construction, followed by repeated selection risk calls. GDB pauses are
|
||||||
|
not normal performance measurements and snapshot counts are not flamegraph
|
||||||
|
percentages. Source/target PID, binary SHA and CPU/thread resources stayed fixed.
|
||||||
|
|
||||||
|
The diagnostic helper now shares the existing canonical executable policy with
|
||||||
|
the saved-run profiler: it accepts both audited build roots and immutable API
|
||||||
|
release directories, but not arbitrary paths. Seven related tests passed.
|
||||||
|
|
||||||
|
## Implementation and Correctness
|
||||||
|
|
||||||
|
StaticRiskRuleConfig reports whether selection has an enabled state rule or an
|
||||||
|
enabled nonempty blacklist. The strategy computes this once before iterating
|
||||||
|
candidate symbols. If no such rule exists, the old selection function would
|
||||||
|
always return None, so that no-op call is omitted. Explicit universe conditions,
|
||||||
|
market/factor checks and all buy/sell execution paths are unchanged.
|
||||||
|
|
||||||
|
The ten state flags are also shared with the existing missing-risk-state checks
|
||||||
|
to avoid maintaining three separate flag lists. Blacklist presence is kept
|
||||||
|
separate: a blacklist is not missing market-risk data. No cross-strategy cache,
|
||||||
|
strategy identifier, fixed date, trading time or account state is introduced.
|
||||||
|
|
||||||
|
Tests enumerate all 4,096 combinations of ten selection flags and blacklist
|
||||||
|
enabled/populated states. The flag list is checked against the serialized
|
||||||
|
configuration, so adding a selection field requires updating the activation
|
||||||
|
test. Further tests retain missing-state behavior and show that paused buys
|
||||||
|
and sells remain rejected when selection checks are inactive.
|
||||||
|
|
||||||
|
On 177: 805 core unit/integration tests passed (9 ignored), 448 runner tests
|
||||||
|
passed (9 ignored), 119 API tests passed (5 ignored), and 28 benchmark/profiler
|
||||||
|
tests passed. These counts do not resolve the independently recorded clock
|
||||||
|
failure, which is not part of this frozen committed test tree.
|
||||||
|
|
||||||
|
## Reproducible Shared-Input Method
|
||||||
|
|
||||||
|
Each of the twelve replays has a new process and a new private result root.
|
||||||
|
The official runner benchmark gained --shared-runtime-cache. It resolves the
|
||||||
|
explicit cache root from the declared Boris service, requires canonical private
|
||||||
|
storage, hashes existing inputs before and after, and refuses any changed or
|
||||||
|
removed original. This mode cannot invoke copied-input disposal.
|
||||||
|
|
||||||
|
All twelve runs used the same 9,257 files / 12,596,608,049 bytes. Their complete
|
||||||
|
input inventories, file identities and byte SHA values are equal. No new Arrow
|
||||||
|
or binary cache input appeared. No backtest result was reused. Hash preparation
|
||||||
|
and verification are outside the measured runner interval; this is a shared
|
||||||
|
warm-input test, not raw-disk cold IO. Unlike the earlier copied-cache method,
|
||||||
|
it does not allocate another approximately 2 GB per replay on the nearly full
|
||||||
|
SSD. Original inputs and every result remain intact.
|
||||||
|
|
||||||
|
The common execution interval is 2021-08-23 through 2025-11-17 with 10,000,000
|
||||||
|
initial cash and each case's unchanged frozen strategy/bundle. This is not five
|
||||||
|
complete execution years. CPU affinity and 8 Rayon / 16 Tokio threads match the
|
||||||
|
declared reference service; no global resource limit was increased.
|
||||||
|
|
||||||
|
## Measurements
|
||||||
|
|
||||||
|
| Case | Wall seconds | Source validation | Data preparation | Engine |
|
||||||
|
|---|---:|---:|---:|---:|
|
||||||
|
| Rotation control 1 | 30.986 | 12.244 | 8.445 | 8.790 |
|
||||||
|
| Rotation candidate 1 | 12.977 | 0.004 | 5.132 | 6.682 |
|
||||||
|
| Rotation control 2 | 13.275 | 0.209 | 5.190 | 6.739 |
|
||||||
|
| Rotation candidate 2 | 12.927 | 0.005 | 5.128 | 6.640 |
|
||||||
|
| Rotation candidate 3 | 12.926 | 0.006 | 5.113 | 6.664 |
|
||||||
|
| Rotation control 3 | 13.044 | 0.005 | 5.159 | 6.732 |
|
||||||
|
| Trend 40 control | 15.628 | 0.694 | 5.234 | 8.199 |
|
||||||
|
| Trend 40 candidate | 14.826 | 0.004 | 5.276 | 8.087 |
|
||||||
|
| Pullback 40 control | 13.776 | 0.005 | 4.893 | 7.374 |
|
||||||
|
| Pullback 40 candidate | 13.928 | 0.003 | 5.137 | 7.239 |
|
||||||
|
| Volume momentum 80 control | 18.176 | 0.004 | 4.585 | 11.154 |
|
||||||
|
| Volume momentum 80 candidate | 18.627 | 0.005 | 5.200 | 11.013 |
|
||||||
|
|
||||||
|
Rotation engine medians are 6.739 versus 6.664 seconds, approximately 1.1%.
|
||||||
|
The other paired engine reductions are approximately 1.4%, 1.8% and 1.3%.
|
||||||
|
These are small CPU-path improvements. Pullback and volume total latency did
|
||||||
|
not improve because their preparation times were higher. The first control's
|
||||||
|
Source wait and unexplained slower construction are recorded, not attributed
|
||||||
|
to this code or discarded to manufacture a large speedup. Peak RSS stays about
|
||||||
|
6.76-6.83 GiB; there is no significant memory reduction claim.
|
||||||
|
|
||||||
|
Each case matches its independent prior baseline for all six canonical
|
||||||
|
sections and store bytes: 21,393 / 29,776 / 31,862 / 51,300 fills. Result receipts,
|
||||||
|
runtime/strategy identities, physical manifests and 3,506 fact blocks were
|
||||||
|
verified. The shared input inventory SHA is in the acceptance record. Full
|
||||||
|
unaltered receipts remain on 177; the repository stores the compact verified
|
||||||
|
summary rather than repeating the 9,257-file inventory in every document.
|
||||||
|
|
||||||
|
## Remaining Work
|
||||||
|
|
||||||
|
Prioritize direct typed-column reuse during daily snapshot and DataSet
|
||||||
|
construction; approximately five seconds of preparation remain in these warm
|
||||||
|
cases. Do not skip normalization, NULL, adjustment or date/uniqueness checks.
|
||||||
|
Source cold-query and contract-validation latency remain separate tasks under
|
||||||
|
the Source freeze. The earlier cache-boundary candidate still needs its missing
|
||||||
|
cold/same-window acceptance, and this combined candidate has no HTTP publication
|
||||||
|
gate yet. Financial PIT, minute-clock behavior, signal lifecycle and UI factor
|
||||||
|
condition acceptance are not claimed complete.
|
||||||
|
|
||||||
|
- Candidate engine: d2aa16a2f0064297d0d8c931060646d66422e9d4.
|
||||||
|
- Candidate service source: 4e23c7558d8301ba697543c39d5604289bb82c53.
|
||||||
|
- Control runner SHA: b90886b80634c7565ca215fbe1f9ed0cbb5a6bd967373a9b1f6753be5164737d.
|
||||||
|
- Candidate runner SHA: 1bda2d3acc016ca5addbb12e33cfcc31a23ece562f1d7d1ff8a825fbc83873fb.
|
||||||
|
- Candidate API SHA: 30ac3b50996e1769c1d93bd5d302a23c4af7ebe773d3e8110ee278c44aeb9501.
|
||||||
|
- Evidence root: /srv/fidc/canonical/run/research/selection-risk-plan-20260914.
|
||||||
|
- HTTP diagnostic: /srv/fidc/canonical/run/research/http-phase-profile-20260914.
|
||||||
|
|
||||||
|
[Verified acceptance summary](evidence/selection-risk-plan-20260914/acceptance.json).
|
||||||
Reference in New Issue
Block a user