Pushkarm029:order_emulator - Branch - nautechsystems/nautilus_trader

Port OrderEmulator to Rust

#2171Merged

Comparing

Pushkarm029:order_emulator

(

3a4ff61

) with

develop

(

4b2ce68

)

-42%

Improvements: 0

Regressions: 1

Untouched: 52

New: 0

Dropped: 0

Ignored: 0

Benchmarks

Failed

test_symbol_equalityRegression

tests/performance_tests/test_perf_identifiers.py::test_symbol_equality

-42%

13.3 µs

23.1 µs

Passed

test_make_builtin_uuid

tests/performance_tests/test_perf_uuid.py::test_make_builtin_uuid

+18%

54.3 µs

46.2 µs

test_make_nautilus_uuid

tests/performance_tests/test_perf_uuid.py::test_make_nautilus_uuid

+9%

18.1 µs

16.7 µs

test_instrument_id_to_str

tests/performance_tests/test_perf_objects.py::test_instrument_id_to_str

+7%

19.6 µs

18.3 µs

test_live_clock_timestamp_ms

tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_ms

+5%

14.7 µs

14 µs

test_pyo3_deltas_to_legacy_cython_list

tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_deltas_to_legacy_cython_list

+2%

10.9 ms

10.8 ms

test_pyo3_trades_to_legacy_cython_list

tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_trades_to_legacy_cython_list

+2%

11 ms

10.8 ms

test_live_clock_timestamp_us

tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_us

+1%

14.1 µs

13.9 µs

test_nautilus_uuid_value

tests/performance_tests/test_perf_uuid.py::test_nautilus_uuid_value

+1%

16.2 µs

16.1 µs

test_pyo3_quotes_to_legacy_cython_list

tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_quotes_to_legacy_cython_list

10.7 ms

test_np_std

tests/performance_tests/test_perf_stats.py::test_np_std

141.7 µs

141.2 µs

test_live_clock_unix_timestamp

tests/performance_tests/test_perf_clock.py::test_live_clock_unix_timestamp

13.4 µs

test_create_trade_tick_from_raw

tests/performance_tests/test_perf_objects.py::test_create_trade_tick_from_raw

29 µs

28.9 µs

test_is_limit_filled

tests/performance_tests/test_perf_fill_model.py::test_is_limit_filled

16.3 µs

16.2 µs

test_condition_valid_string

tests/performance_tests/test_perf_correctness.py::test_condition_valid_string

16.6 µs

test_nautilus_convert_to_snake_case

tests/performance_tests/test_perf_core.py::test_nautilus_convert_to_snake_case

17.7 µs

17.6 µs

test_submit_order

tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_submit_order

399.9 µs

399.5 µs

test_pyo3_bars_to_legacy_cython_list

tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_bars_to_legacy_cython_list

11.5 ms

test_np_mean

tests/performance_tests/test_perf_stats.py::test_np_mean

90.1 µs

test_create_quote_tick

tests/performance_tests/test_perf_objects.py::test_create_quote_tick

45.5 µs

test_pyo3_quote_to_legacy_cython

tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_quote_to_legacy_cython

20.4 µs

test_pyo3_delta_to_legacy_cython

tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_delta_to_legacy_cython

20.5 µs

test_live_clock_timestamp_ns

tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_ns

14 µs

test_condition_type_or_none

tests/performance_tests/test_perf_correctness.py::test_condition_type_or_none

12.4 µs

test_create_instrument_id

tests/performance_tests/test_perf_objects.py::test_create_instrument_id

13.4 µs

test_iteratively_advance_time

tests/performance_tests/test_perf_clock.py::test_iteratively_advance_time

26.9 ms

test_create_trade_tick

tests/performance_tests/test_perf_objects.py::test_create_trade_tick

45.2 µs

test_pyo3_bar_to_legacy_cython

tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_bar_to_legacy_cython

20.5 µs

test_trade_tick_data_wrangler_process

tests/performance_tests/test_perf_wranglers.py::test_trade_tick_data_wrangler_process

1.1 s

test_is_stop_filled

tests/performance_tests/test_perf_fill_model.py::test_is_stop_filled

16.3 µs

test_market_order_creation

tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_market_order_creation

131.1 µs

131.4 µs

test_quote_tick_data_wrangler_process_tick_data

tests/performance_tests/test_perf_wranglers.py::test_quote_tick_data_wrangler_process_tick_data

17.6 ms

test_condition_none

tests/performance_tests/test_perf_correctness.py::test_condition_none

12.3 µs

test_get_rate

tests/performance_tests/test_perf_xrate_calculator.py::test_get_rate

64.2 µs

64.3 µs

test_pyo3_trade_to_legacy_cython

tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_trade_to_legacy_cython

20.5 µs

test_create_symbol

tests/performance_tests/test_perf_objects.py::test_create_symbol

19 µs

test_live_clock_utc_now

tests/performance_tests/test_perf_clock.py::test_live_clock_utc_now

53.4 µs

53.5 µs

test_create_bar

tests/performance_tests/test_perf_objects.py::test_create_bar

-1%

15.3 µs

15.4 µs

test_advance_time

tests/performance_tests/test_perf_clock.py::test_advance_time

-1%

15.2 µs

15.3 µs

test_logging

tests/performance_tests/test_perf_logger.py::test_logging

-1%

290.3 ms

292.1 ms

test_nautilus_uuid_from_value

tests/performance_tests/test_perf_uuid.py::test_nautilus_uuid_from_value

-1%

57.4 µs

57.8 µs

test_submit_order_end_to_end

tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_submit_order_end_to_end

-1%

198.6 ms

200 ms

test_condition_true

tests/performance_tests/test_perf_correctness.py::test_condition_true

-1%

12.1 µs

12.2 µs

test_order_id_generator

tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_order_id_generator

-1%

66.5 µs

67.2 µs

test_create_quote_tick_raw

tests/performance_tests/test_perf_objects.py::test_create_quote_tick_raw

-1%

23.9 µs

24.2 µs

test_limit_order_creation

tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_limit_order_creation

-2%

140.4 µs

142.7 µs

test_order_denied_to_dict_then_msgspec_to_json

tests/performance_tests/test_perf_events.py::test_order_denied_to_dict_then_msgspec_to_json

-2%

43.2 µs

43.9 µs

test_execute_command

tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_execute_command

-2%

168.9 µs

171.6 µs

test_serialize_submit_order

tests/performance_tests/test_perf_serialization.py::TestSerializationPerformance::test_serialize_submit_order

-2%

102.6 µs

104.6 µs

test_order_denied_to_dict

tests/performance_tests/test_perf_events.py::test_order_denied_to_dict

-2%

33.6 µs

34.4 µs

test_fast_mean

tests/performance_tests/test_perf_stats.py::test_fast_mean

-4%

22.7 µs

23.6 µs

test_fast_std

tests/performance_tests/test_perf_stats.py::test_fast_std

-5%

24.4 µs

25.6 µs

test_venue_equality

tests/performance_tests/test_perf_identifiers.py::test_venue_equality

-10%

13.4 µs

14.8 µs

Commits

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Base

develop

4b2ce68

-42%

format Signed-off-by: Pushkar Mishra <pushkarmishra029@gmail.com>

3a4ff61

2 months ago

by Pushkarm029

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