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nautilus_trader
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Port Portfolio to Rust
(
#2058
)
Comparing
Pushkarm029:portfolio2rs
(
5508ea1
) with
develop
(
94134e9
)
+75%
IMPROVEMENTS
1
REGRESSIONS
0
UNTOUCHED
51
NEW
0
DROPPED
0
IGNORED
0
Benchmarks
Improved
test_condition_none
tests/performance_tests/test_perf_correctness.py::test_condition_none
+75%
22.4 µs
12.7 µs
Passed
test_condition_true
tests/performance_tests/test_perf_correctness.py::test_condition_true
+13%
14.4 µs
12.8 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%
52.4 µs
51.4 µs
test_pyo3_bars_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_bars_to_legacy_cython_list
+1%
28.8 ms
28.5 ms
test_fast_std
tests/performance_tests/test_perf_stats.py::test_fast_std
+1%
27.7 µs
27.5 µs
test_pyo3_trades_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_trades_to_legacy_cython_list
+1%
27.5 ms
27.3 ms
test_order_denied_to_dict
tests/performance_tests/test_perf_events.py::test_order_denied_to_dict
+1%
42.9 µs
42.6 µs
test_submit_order
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_submit_order
+1%
495.6 µs
493 µs
test_serialize_submit_order
tests/performance_tests/test_perf_serialization.py::TestSerializationPerformance::test_serialize_submit_order
+1%
120 µs
119.4 µs
test_venue_equality
tests/performance_tests/test_perf_identifiers.py::test_venue_equality
0%
14 µs
14 µs
test_live_clock_timestamp_ns
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_ns
0%
16.4 µs
16.3 µs
test_pyo3_bar_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_bar_to_legacy_cython
0%
36.4 µs
36.2 µs
test_advance_time
tests/performance_tests/test_perf_clock.py::test_advance_time
0%
25.8 µs
25.7 µs
test_symbol_equality
tests/performance_tests/test_perf_identifiers.py::test_symbol_equality
0%
14 µs
14 µs
test_create_trade_tick_from_raw
tests/performance_tests/test_perf_objects.py::test_create_trade_tick_from_raw
0%
34.3 µs
34.3 µs
test_logging
tests/performance_tests/test_perf_logger.py::test_logging
0%
493.7 ms
492.8 ms
test_get_rate
tests/performance_tests/test_perf_xrate_calculator.py::test_get_rate
0%
71.2 µs
71 µs
test_is_stop_filled
tests/performance_tests/test_perf_fill_model.py::test_is_stop_filled
0%
17.2 µs
17.2 µs
test_condition_valid_string
tests/performance_tests/test_perf_correctness.py::test_condition_valid_string
0%
17.5 µs
17.5 µs
test_make_nautilus_uuid
tests/performance_tests/test_perf_uuid.py::test_make_nautilus_uuid
0%
24.4 µs
24.4 µs
test_trade_tick_data_wrangler_process
tests/performance_tests/test_perf_wranglers.py::test_trade_tick_data_wrangler_process
0%
1.4 s
1.4 s
test_pyo3_delta_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_delta_to_legacy_cython
0%
36.2 µs
36.2 µs
test_pyo3_deltas_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_deltas_to_legacy_cython_list
0%
27.7 ms
27.7 ms
test_limit_order_creation
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_limit_order_creation
0%
168.3 µs
168.2 µs
test_create_bar
tests/performance_tests/test_perf_objects.py::test_create_bar
0%
16.5 µs
16.5 µs
test_pyo3_quote_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_quote_to_legacy_cython
0%
36.1 µs
36.1 µs
test_live_clock_timestamp_us
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_us
0%
16.3 µs
16.3 µs
test_iteratively_advance_time
tests/performance_tests/test_perf_clock.py::test_iteratively_advance_time
0%
27.6 ms
27.6 ms
test_pyo3_trade_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_trade_to_legacy_cython
0%
36.1 µs
36.1 µs
test_create_quote_tick_raw
tests/performance_tests/test_perf_objects.py::test_create_quote_tick_raw
0%
26.6 µs
26.6 µs
test_make_builtin_uuid
tests/performance_tests/test_perf_uuid.py::test_make_builtin_uuid
0%
48.9 µs
48.9 µs
test_np_mean
tests/performance_tests/test_perf_stats.py::test_np_mean
0%
93.9 µs
94 µs
test_create_trade_tick
tests/performance_tests/test_perf_objects.py::test_create_trade_tick
0%
62.4 µs
62.5 µs
test_submit_order_end_to_end
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_submit_order_end_to_end
0%
257.2 ms
257.5 ms
test_nautilus_convert_to_snake_case
tests/performance_tests/test_perf_core.py::test_nautilus_convert_to_snake_case
0%
41.1 µs
41.1 µs
test_create_instrument_id
tests/performance_tests/test_perf_objects.py::test_create_instrument_id
0%
14.3 µs
14.3 µs
test_np_std
tests/performance_tests/test_perf_stats.py::test_np_std
0%
176.3 µs
176.6 µs
test_market_order_creation
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_market_order_creation
0%
156.5 µs
156.9 µs
test_nautilus_uuid_value
tests/performance_tests/test_perf_uuid.py::test_nautilus_uuid_value
0%
17.8 µs
17.9 µs
test_order_id_generator
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_order_id_generator
0%
80.1 µs
80.4 µs
test_is_limit_filled
tests/performance_tests/test_perf_fill_model.py::test_is_limit_filled
0%
17.2 µs
17.2 µs
test_create_quote_tick
tests/performance_tests/test_perf_objects.py::test_create_quote_tick
0%
63.1 µs
63.3 µs
test_instrument_id_to_str
tests/performance_tests/test_perf_objects.py::test_instrument_id_to_str
-1%
27.1 µs
27.3 µs
test_quote_tick_data_wrangler_process_tick_data
tests/performance_tests/test_perf_wranglers.py::test_quote_tick_data_wrangler_process_tick_data
-1%
21 ms
21.1 ms
test_pyo3_quotes_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_quotes_to_legacy_cython_list
-1%
27.6 ms
28 ms
test_create_symbol
tests/performance_tests/test_perf_objects.py::test_create_symbol
-1%
26.5 µs
26.8 µs
test_fast_mean
tests/performance_tests/test_perf_stats.py::test_fast_mean
-4%
24.1 µs
25 µs
test_execute_command
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_execute_command
-4%
192.5 µs
201.2 µs
test_live_clock_timestamp_ms
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_ms
-5%
16.3 µs
17.1 µs
test_condition_type_or_none
tests/performance_tests/test_perf_correctness.py::test_condition_type_or_none
-6%
13.2 µs
14 µs
test_live_clock_unix_timestamp
tests/performance_tests/test_perf_clock.py::test_live_clock_unix_timestamp
-9%
15.6 µs
17.3 µs
test_live_clock_utc_now
tests/performance_tests/test_perf_clock.py::test_live_clock_utc_now
-12%
58.2 µs
66 µs
Commits
Click on a commit to change the comparison range
base
develop
94134e9
+1%
init Signed-off-by: Pushkar Mishra <pushkarmishra029@gmail.com>
91348ad
3 days ago
by Pushkarm029
-2%
Attempted an experimental approach to adding self.handlers. Signed-off-by: Pushkar Mishra <pushkarmishra029@gmail.com>
0a0dddc
2 days ago
by Pushkarm029
+75%
refactoring Signed-off-by: Pushkar Mishra <pushkarmishra029@gmail.com>
7fddd76
2 days ago
by Pushkarm029
0%
improve error handling Signed-off-by: Pushkar Mishra <pushkarmishra029@gmail.com>
c3e9940
1 day ago
by Pushkarm029
+1%
few cleanups & tests Signed-off-by: Pushkar Mishra <pushkarmishra029@gmail.com>
5508ea1
1 day ago
by Pushkarm029
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