docs(perf): record combined risk and series storage Backtest release

This commit is contained in:
boris
2026-09-14 11:13:50 +08:00
committed by boris
parent 665653c3fe
commit 93de28d369
2 changed files with 48 additions and 11 deletions
@@ -2,7 +2,8 @@
## Status ## Status
Candidate tested, not deployed. The change removes selection calls that have Published to Backtest in the combined 665653c/501f6d0 release described below.
The change removes selection calls that have
no possible effect under the current frozen policy. It does not disable any no possible effect under the current frozen policy. It does not disable any
configured rule, execution-day check or strategy expression. Engine time falls 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 slightly in the measured cases; this is not the solution to the main remaining
@@ -11,9 +12,9 @@ data construction cost and is not a general whole-backtest speedup claim.
The independent [intraday-clock counterexample](intraday-clock-causality-20260914.md) The independent [intraday-clock counterexample](intraday-clock-causality-20260914.md)
was subsequently resolved by business-main work and published in the clock and was subsequently resolved by business-main work and published in the clock and
81acc54 callback releases. That correction is not attributed to this candidate. 81acc54 callback releases. That correction is not attributed to this candidate.
Current published Backtest uses e81bf47/81acc54; the measurements below retain Current published Backtest uses 501f6d0/665653c; the measurements below retain
their earlier c98 baseline. Complete manual-replay integration and publication their earlier c98 baseline. Complete manual-replay integration remains open.
of this performance candidate remain open. Source d5b682c6 remains frozen; Source d5b682c6 remains frozen;
research and signal work stay paused. No trading operation was submitted. research and signal work stay paused. No trading operation was submitted.
## Evidence Leading to the Change ## Evidence Leading to the Change
@@ -112,9 +113,10 @@ Prioritize direct typed-column reuse during daily snapshot and DataSet
construction; approximately five seconds of preparation remain in these warm construction; approximately five seconds of preparation remain in these warm
cases. Do not skip normalization, NULL, adjustment or date/uniqueness checks. cases. Do not skip normalization, NULL, adjustment or date/uniqueness checks.
Source cold-query and contract-validation latency remain separate tasks under Source cold-query and contract-validation latency remain separate tasks under
the Source freeze. The earlier cache-boundary candidate still needs its missing the Source freeze. The cache-boundary candidate later passed its conditional
cold/same-window acceptance, and this combined candidate has no HTTP publication cross-window/full-input gate and the combination passed daily HTTP publication;
gate yet. Financial PIT, minute-clock behavior, signal lifecycle and UI factor neither establishes cold or universal performance. Financial PIT, broader minute
behavior, signal lifecycle and UI factor
condition acceptance are not claimed complete. condition acceptance are not claimed complete.
- Candidate engine: d2aa16a2f0064297d0d8c931060646d66422e9d4. - Candidate engine: d2aa16a2f0064297d0d8c931060646d66422e9d4.
@@ -126,3 +128,19 @@ condition acceptance are not claimed complete.
- HTTP diagnostic: /srv/fidc/canonical/run/research/http-phase-profile-20260914. - HTTP diagnostic: /srv/fidc/canonical/run/research/http-phase-profile-20260914.
[Verified acceptance summary](evidence/selection-risk-plan-20260914/acceptance.json). [Verified acceptance summary](evidence/selection-risk-plan-20260914/acceptance.json).
## Combined Release
After merging engine 665653c, 860 core / 448 runner / 119 API tests and six
additional new-process replays passed. The guarded official workflow deployed
Backtest only, then nine HTTP runs matched their respective canonical/store
baselines. A multi-strategy sequence proved actual immutable DataSet hit counts
0/1/2/3/4 with distinct strategy results and repeatable trend results. Default
90-day cleared-DataSet HTTP mean 13.646 before versus 13.740 seconds after does
not demonstrate a general latency gain.
The active root /srv/fidc/canonical/build/factor-reserve-20260913 is protected
from reuse/cleanup. Source, paused research, trading services and all execution
permissions remain unchanged. This does not activate the manual-replay module.
Actual identities, timings and evidence are maintained in
`/Users/boris/WorkSpace/fidc-backtest-service/docs/cache-boundary-planning-performance-20260914.md`.
@@ -8,9 +8,10 @@ passed 857 core, 448 runner and 119 API tests, six long reference replays and
three additional strategy replays; three additional strategy replays;
see `/Users/boris/WorkSpace/fidc-backtest-service/docs/arrow-factor-scratch-rejection-20260914.md`. see `/Users/boris/WorkSpace/fidc-backtest-service/docs/arrow-factor-scratch-rejection-20260914.md`.
The scratch candidate from that experiment was removed. Series storage is The scratch candidate from that experiment was removed. Series storage is
still not deployed; existing measurements below retain their original versions. now published to Backtest only in the combined 665653c/501f6d0 release below;
existing measurements retain their original versions.
Candidate not deployed. Twelve real long replays preserve their independent The original twelve real long replays preserve their independent
business baselines and reduce peak RSS by about 9.5%. Construction latency is business baselines and reduce peak RSS by about 9.5%. Construction latency is
mixed, including a reversed pair where the control is faster. This is accepted mixed, including a reversed pair where the control is faster. This is accepted
as evidence of a smaller working set, not as a proved general speedup or closure as evidence of a smaller working set, not as a proved general speedup or closure
@@ -114,8 +115,9 @@ compact verified summary is stored here to avoid duplicating input inventories.
Do not publish this as the main performance fix. Next, target the remaining Do not publish this as the main performance fix. Next, target the remaining
daily snapshot/factor construction and direct typed-column reuse, avoiding daily snapshot/factor construction and direct typed-column reuse, avoiding
new per-access branches or post-hoc compression passes. Cold-query acceptance, new per-access branches or post-hoc compression passes. Cold-query acceptance,
real minute-mode acceptance and HTTP publication remain outstanding for this real minute-mode acceptance remain outstanding for this storage change. The
storage candidate. The original clock issue was fixed by subsequent business combined version subsequently passed daily HTTP publication below. The original
clock issue was fixed by subsequent business
work, not this experiment. Signal lifecycle, financial PIT and UI factor conditions work, not this experiment. Signal lifecycle, financial PIT and UI factor conditions
remain outside this completed storage experiment. remain outside this completed storage experiment.
@@ -126,3 +128,20 @@ remain outside this completed storage experiment.
- Evidence: /srv/fidc/canonical/run/research/series-column-storage-20260914. - Evidence: /srv/fidc/canonical/run/research/series-column-storage-20260914.
[Verified summary](evidence/series-column-storage-20260914/acceptance.json). [Verified summary](evidence/series-column-storage-20260914/acceptance.json).
## Combined Release
Engine 665653c / service 501f6d0 passed 860 core, 448 runner and 119 API tests,
six additional independent-process replays and nine post-publication HTTP runs.
Complete canonical/store results remain equal to each strategy's own baseline.
An adjacent original/new rotation pair measures 15.279/14.579 seconds and
6,923,640/6,369,900 KiB peak RSS, but the default-window HTTP means are essentially
unchanged (13.646/13.740 seconds). Reduced memory and conditional cross-window
reuse are not promoted to a universal latency improvement.
The official Backtest-only publication preserves Source d5, paused research,
trading services and execution permissions. Its active build root
/srv/fidc/canonical/build/factor-reserve-20260913 must not be overwritten or
reused. Shared DataSet acceptance proves input reuse while distinct strategies
execute independently; no results are cached. Identities and original receipts:
`/Users/boris/WorkSpace/fidc-backtest-service/docs/cache-boundary-planning-performance-20260914.md`.