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Copy pathperformance.json
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72 lines (72 loc) · 4.48 KB
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{
"configuration": {
"market": {
"duration_us": 30000000,
"informed_cost_ticks": 0.25,
"informed_minimum_edge_ticks": 0.25,
"informed_prior_sd_ticks": 8.0,
"informed_rate_per_second": 1,
"informed_uncertainty_multiplier": 0.5,
"initial_latent_ticks": 10000,
"latent_sigma_ticks": 2.0,
"latent_step_us": 1000000,
"liquidity_max_quantity": 3,
"liquidity_rate_per_second": 0.6,
"markout_horizons_events": [
1,
5,
20
],
"max_events": 10000,
"noise_max_quantity": 4,
"noise_price_radius_ticks": 2,
"noise_rate_per_second": 1.0,
"opening_reference_ticks": 10000,
"signal_noise_ticks": 2.0,
"tick_size": "0.01"
},
"strategy": {
"fee_ticks": "1/10",
"half_spread_ticks": "2/1",
"hard_limit": 8,
"initial_cash_ticks": "1000000/1",
"inventory_skew_ticks": "1/2",
"max_decisions": 10000,
"quote_size": 2,
"refresh_us": 1000000,
"soft_limit": 4,
"strategy": "fixed"
}
},
"full": {
"elapsed_seconds": 0.29013945907354355,
"peak_traced_bytes": 488180,
"profile_top15": " 664393 function calls (658624 primitive calls) in 0.200 seconds\n\n Ordered by: cumulative time\n List reduced from 250 to 15 due to restriction <15>\n\n ncalls tottime percall cumtime percall filename:lineno(function)\n 1 0.000 0.000 0.207 0.207 maker.py:217(run)\n 1 0.000 0.000 0.207 0.207 lab.py:294(run_to_completion)\n 31 0.000 0.000 0.164 0.005 lab.py:196(advance_to_decision)\n 102 0.000 0.000 0.145 0.001 lab.py:156(_market_step)\n 916 0.011 0.000 0.143 0.000 accounting.py:193(check_invariants)\n 133 0.001 0.000 0.123 0.001 lab.py:119(_append)\n6873/6328 0.012 0.000 0.111 0.000 {built-in method builtins.sum}\n 266 0.001 0.000 0.087 0.000 accounting.py:117(mark)\n 37935 0.020 0.000 0.076 0.000 fractions.py:697(forward)\n 8275 0.005 0.000 0.046 0.000 accounting.py:202(<genexpr>)\n 30 0.000 0.000 0.042 0.001 lab.py:228(decide)\n 163 0.001 0.000 0.042 0.000 lab.py:93(_check)\n 193 0.001 0.000 0.034 0.000 accounting.py:166(snapshot)\n 26188 0.014 0.000 0.026 0.000 fractions.py:794(_add)\n 9365 0.006 0.000 0.026 0.000 fractions.py:711(reverse)\n\n\n",
"retained_traced_bytes": 446696,
"sessions_per_second": 17.23309203086581
},
"identical_outcomes_verified": true,
"lightweight": {
"elapsed_seconds": 0.28848237497732043,
"peak_traced_bytes": 76235,
"profile_top15": " 664153 function calls (658384 primitive calls) in 0.200 seconds\n\n Ordered by: cumulative time\n List reduced from 247 to 15 due to restriction <15>\n\n ncalls tottime percall cumtime percall filename:lineno(function)\n 1 0.000 0.000 0.207 0.207 maker.py:217(run)\n 1 0.000 0.000 0.206 0.206 lab.py:294(run_to_completion)\n 31 0.000 0.000 0.164 0.005 lab.py:196(advance_to_decision)\n 102 0.000 0.000 0.145 0.001 lab.py:156(_market_step)\n 916 0.012 0.000 0.142 0.000 accounting.py:193(check_invariants)\n 133 0.001 0.000 0.122 0.001 lab.py:119(_append)\n6873/6328 0.012 0.000 0.110 0.000 {built-in method builtins.sum}\n 266 0.001 0.000 0.087 0.000 accounting.py:117(mark)\n 37935 0.020 0.000 0.075 0.000 fractions.py:697(forward)\n 8275 0.005 0.000 0.045 0.000 accounting.py:202(<genexpr>)\n 30 0.000 0.000 0.042 0.001 lab.py:228(decide)\n 163 0.001 0.000 0.042 0.000 lab.py:93(_check)\n 193 0.001 0.000 0.034 0.000 accounting.py:166(snapshot)\n 26188 0.013 0.000 0.026 0.000 fractions.py:794(_add)\n 9365 0.006 0.000 0.026 0.000 fractions.py:711(reverse)\n\n\n",
"retained_traced_bytes": 17632,
"sessions_per_second": 17.332081380684293
},
"note": "Sequential local measurements, not a benchmark across machines. tracemalloc peak excludes native allocation not tracked by Python.",
"seeds": [
0,
1,
2,
3,
4
],
"versions": {
"matplotlib": "3.11.1",
"numpy": "2.5.3",
"platform": "macOS-26.2-arm64-arm-64bit-Mach-O",
"python": "3.14.0",
"quantlab": "0.5.0",
"scipy": "1.18.1"
}
}