docs(perf): record combined risk and series storage Backtest release
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@@ -2,7 +2,8 @@
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## Status
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## Status
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Candidate tested, not deployed. The change removes selection calls that have
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Published to Backtest in the combined 665653c/501f6d0 release described below.
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The change removes selection calls that have
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no possible effect under the current frozen policy. It does not disable any
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no possible effect under the current frozen policy. It does not disable any
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configured rule, execution-day check or strategy expression. Engine time falls
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configured rule, execution-day check or strategy expression. Engine time falls
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slightly in the measured cases; this is not the solution to the main remaining
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slightly in the measured cases; this is not the solution to the main remaining
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@@ -11,9 +12,9 @@ data construction cost and is not a general whole-backtest speedup claim.
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The independent [intraday-clock counterexample](intraday-clock-causality-20260914.md)
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The independent [intraday-clock counterexample](intraday-clock-causality-20260914.md)
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was subsequently resolved by business-main work and published in the clock and
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was subsequently resolved by business-main work and published in the clock and
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81acc54 callback releases. That correction is not attributed to this candidate.
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81acc54 callback releases. That correction is not attributed to this candidate.
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Current published Backtest uses e81bf47/81acc54; the measurements below retain
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Current published Backtest uses 501f6d0/665653c; the measurements below retain
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their earlier c98 baseline. Complete manual-replay integration and publication
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their earlier c98 baseline. Complete manual-replay integration remains open.
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of this performance candidate remain open. Source d5b682c6 remains frozen;
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Source d5b682c6 remains frozen;
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research and signal work stay paused. No trading operation was submitted.
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research and signal work stay paused. No trading operation was submitted.
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## Evidence Leading to the Change
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## Evidence Leading to the Change
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@@ -112,9 +113,10 @@ Prioritize direct typed-column reuse during daily snapshot and DataSet
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construction; approximately five seconds of preparation remain in these warm
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construction; approximately five seconds of preparation remain in these warm
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cases. Do not skip normalization, NULL, adjustment or date/uniqueness checks.
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cases. Do not skip normalization, NULL, adjustment or date/uniqueness checks.
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Source cold-query and contract-validation latency remain separate tasks under
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Source cold-query and contract-validation latency remain separate tasks under
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the Source freeze. The earlier cache-boundary candidate still needs its missing
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the Source freeze. The cache-boundary candidate later passed its conditional
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cold/same-window acceptance, and this combined candidate has no HTTP publication
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cross-window/full-input gate and the combination passed daily HTTP publication;
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gate yet. Financial PIT, minute-clock behavior, signal lifecycle and UI factor
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neither establishes cold or universal performance. Financial PIT, broader minute
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behavior, signal lifecycle and UI factor
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condition acceptance are not claimed complete.
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condition acceptance are not claimed complete.
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- Candidate engine: d2aa16a2f0064297d0d8c931060646d66422e9d4.
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- Candidate engine: d2aa16a2f0064297d0d8c931060646d66422e9d4.
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@@ -126,3 +128,19 @@ condition acceptance are not claimed complete.
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- HTTP diagnostic: /srv/fidc/canonical/run/research/http-phase-profile-20260914.
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- HTTP diagnostic: /srv/fidc/canonical/run/research/http-phase-profile-20260914.
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[Verified acceptance summary](evidence/selection-risk-plan-20260914/acceptance.json).
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[Verified acceptance summary](evidence/selection-risk-plan-20260914/acceptance.json).
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## Combined Release
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After merging engine 665653c, 860 core / 448 runner / 119 API tests and six
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additional new-process replays passed. The guarded official workflow deployed
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Backtest only, then nine HTTP runs matched their respective canonical/store
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baselines. A multi-strategy sequence proved actual immutable DataSet hit counts
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0/1/2/3/4 with distinct strategy results and repeatable trend results. Default
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90-day cleared-DataSet HTTP mean 13.646 before versus 13.740 seconds after does
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not demonstrate a general latency gain.
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The active root /srv/fidc/canonical/build/factor-reserve-20260913 is protected
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from reuse/cleanup. Source, paused research, trading services and all execution
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permissions remain unchanged. This does not activate the manual-replay module.
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Actual identities, timings and evidence are maintained in
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`/Users/boris/WorkSpace/fidc-backtest-service/docs/cache-boundary-planning-performance-20260914.md`.
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@@ -8,9 +8,10 @@ passed 857 core, 448 runner and 119 API tests, six long reference replays and
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three additional strategy replays;
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three additional strategy replays;
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see `/Users/boris/WorkSpace/fidc-backtest-service/docs/arrow-factor-scratch-rejection-20260914.md`.
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see `/Users/boris/WorkSpace/fidc-backtest-service/docs/arrow-factor-scratch-rejection-20260914.md`.
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The scratch candidate from that experiment was removed. Series storage is
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The scratch candidate from that experiment was removed. Series storage is
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still not deployed; existing measurements below retain their original versions.
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now published to Backtest only in the combined 665653c/501f6d0 release below;
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existing measurements retain their original versions.
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Candidate not deployed. Twelve real long replays preserve their independent
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The original twelve real long replays preserve their independent
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business baselines and reduce peak RSS by about 9.5%. Construction latency is
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business baselines and reduce peak RSS by about 9.5%. Construction latency is
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mixed, including a reversed pair where the control is faster. This is accepted
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mixed, including a reversed pair where the control is faster. This is accepted
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as evidence of a smaller working set, not as a proved general speedup or closure
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as evidence of a smaller working set, not as a proved general speedup or closure
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@@ -114,8 +115,9 @@ compact verified summary is stored here to avoid duplicating input inventories.
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Do not publish this as the main performance fix. Next, target the remaining
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Do not publish this as the main performance fix. Next, target the remaining
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daily snapshot/factor construction and direct typed-column reuse, avoiding
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daily snapshot/factor construction and direct typed-column reuse, avoiding
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new per-access branches or post-hoc compression passes. Cold-query acceptance,
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new per-access branches or post-hoc compression passes. Cold-query acceptance,
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real minute-mode acceptance and HTTP publication remain outstanding for this
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real minute-mode acceptance remain outstanding for this storage change. The
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storage candidate. The original clock issue was fixed by subsequent business
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combined version subsequently passed daily HTTP publication below. The original
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clock issue was fixed by subsequent business
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work, not this experiment. Signal lifecycle, financial PIT and UI factor conditions
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work, not this experiment. Signal lifecycle, financial PIT and UI factor conditions
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remain outside this completed storage experiment.
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remain outside this completed storage experiment.
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@@ -126,3 +128,20 @@ remain outside this completed storage experiment.
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- Evidence: /srv/fidc/canonical/run/research/series-column-storage-20260914.
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- Evidence: /srv/fidc/canonical/run/research/series-column-storage-20260914.
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[Verified summary](evidence/series-column-storage-20260914/acceptance.json).
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[Verified summary](evidence/series-column-storage-20260914/acceptance.json).
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## Combined Release
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Engine 665653c / service 501f6d0 passed 860 core, 448 runner and 119 API tests,
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six additional independent-process replays and nine post-publication HTTP runs.
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Complete canonical/store results remain equal to each strategy's own baseline.
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An adjacent original/new rotation pair measures 15.279/14.579 seconds and
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6,923,640/6,369,900 KiB peak RSS, but the default-window HTTP means are essentially
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unchanged (13.646/13.740 seconds). Reduced memory and conditional cross-window
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reuse are not promoted to a universal latency improvement.
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The official Backtest-only publication preserves Source d5, paused research,
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trading services and execution permissions. Its active build root
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/srv/fidc/canonical/build/factor-reserve-20260913 must not be overwritten or
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reused. Shared DataSet acceptance proves input reuse while distinct strategies
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execute independently; no results are cached. Identities and original receipts:
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`/Users/boris/WorkSpace/fidc-backtest-service/docs/cache-boundary-planning-performance-20260914.md`.
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