Improve Indicator Performance Benchmark - #24
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jaredbroad merged 2 commits intoFeb 20, 2019
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- Adding new `interop` `type` cache holding a `bool`, true if its an `exception`. - Adding a `setter` and `getter` cache for the `propertyobject`.
Martin-Molinero
requested review from
AlexCatarino,
StefanoRaggi and
jaredbroad
February 20, 2019 17:21
AlexCatarino
approved these changes
Feb 20, 2019
jaredbroad
approved these changes
Feb 20, 2019
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src/runtime/propertyobject.cs
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| var instance = Expression.Convert(obj, methodInfo.DeclaringType); | ||
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| var value = Expression.Parameter(typeof(object)); | ||
| var argument = Expression.Convert(value, methodInfo.GetParameters()[0].ParameterType); |
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Can methodInfo.GetParameters() return null or empty list?
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Since methodInfo is the setter I don't think it should happen, but I'll add a check to be in the safe side 👍
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src/runtime/propertyobject.cs
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| var expressionCall = Expression.Call(instance, methodInfo, argument); | ||
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| return Expression.Lambda<Action<object, object>>( |
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What does this implement/fix? Explain your changes.
How Has This Been Tested?
Tested exeucting QuantConnect unit and regression tests and indicator performance benchmark:
[MASTER]
[PR]
[MASTER]
160.95 seconds at 5k data points per second. Processing total of 782,223 data points.
158.54 seconds at 5k data points per second. Processing total of 782,223 data points.
159.95 seconds at 5k data points per second. Processing total of 782,223 data points.
[PR]
132.27 seconds at 6k data points per second. Processing total of 782,223 data points.
130.07 seconds at 6k data points per second. Processing total of 782,223 data points.
129.88 seconds at 6k data points per second. Processing total of 782,223 data points.
[PR] has a 15-20% speed improvement.
Note
Testing showed no signficant impact on the BasicTemplateAlgorithm performance benchmark:
python_benchmark_algo.txt
Does this close any currently open issues?
Related to QuantConnect/Lean#2925