data-migration - Branch - nautechsystems/nautilus_trader

Data migration script and guide

#2173Merged

Comparing

data-migration

(

75ff3be

) with

develop

(

19a5996

)

-45%

Regressions: 1

Untouched: 55

Benchmarks

Failed

test_condition_none

tests/performance_tests/test_perf_correctness.py

Regression

-45%

12.1 µs21.9 µs

Passed

test_order_id_generator

tests/performance_tests/test_perf_order.py::TestOrderPerformance

+9%

73.4 µs67.3 µs

test_live_clock_timestamp_us

tests/performance_tests/test_perf_clock.py

+6%

14.7 µs13.9 µs

test_pyo3_trades_to_legacy_cython_list

tests/performance_tests/test_perf_pyo3_conversion.py

+5%

11.3 ms10.7 ms

test_pyo3_deltas_to_legacy_cython_list

tests/performance_tests/test_perf_pyo3_conversion.py

+5%

11.3 ms10.7 ms

test_pyo3_quotes_to_legacy_cython_list

tests/performance_tests/test_perf_pyo3_conversion.py

+5%

11.1 ms10.6 ms

test_pyo3_delta_to_legacy_cython

tests/performance_tests/test_perf_pyo3_conversion.py

+3%

21.1 µs20.4 µs

test_pyo3_trade_to_legacy_cython

tests/performance_tests/test_perf_pyo3_conversion.py

+3%

21.2 µs20.5 µs

test_pyo3_bar_to_legacy_cython

tests/performance_tests/test_perf_pyo3_conversion.py

+3%

21.2 µs20.6 µs

test_pyo3_quote_to_legacy_cython

tests/performance_tests/test_perf_pyo3_conversion.py

+3%

21 µs20.5 µs

test_make_nautilus_uuid

tests/performance_tests/test_perf_uuid.py

+2%

17.1 µs16.7 µs

test_market_order_creation

tests/performance_tests/test_perf_order.py::TestOrderPerformance

+1%

132.7 µs130.8 µs

test_serialize_submit_order

tests/performance_tests/test_perf_serialization.py::TestSerializationPerformance

+1%

103.6 µs102.6 µs

test_nautilus_convert_to_snake_case

tests/performance_tests/test_perf_core.py

+1%

17.7 µs17.6 µs

test_nautilus_uuid_value

tests/performance_tests/test_perf_uuid.py

+1%

16.1 µs16 µs

test_get_rate

tests/performance_tests/test_perf_xrate_calculator.py

64.3 µs63.9 µs

test_np_mean

tests/performance_tests/test_perf_stats.py

89.6 µs89.1 µs

test_make_builtin_uuid

tests/performance_tests/test_perf_uuid.py

46.5 µs46.2 µs

test_logging

tests/performance_tests/test_perf_logger.py

286.9 ms285.7 ms

test_quote_tick_data_wrangler_process_tick_data

tests/performance_tests/test_perf_wranglers.py

17.7 ms17.7 ms

test_live_clock_unix_timestamp

tests/performance_tests/test_perf_clock.py

13.4 µs13.4 µs

test_live_clock_timestamp_ms

tests/performance_tests/test_perf_clock.py

14 µs14 µs

test_format_iso8601

tests/performance_tests/test_perf_core.py

24.2 µs24.2 µs

test_nautilus_uuid_from_value

tests/performance_tests/test_perf_uuid.py

57.5 µs57.5 µs

test_np_std

tests/performance_tests/test_perf_stats.py

140.3 µs140.3 µs

test_format_iso8601_millis

tests/performance_tests/test_perf_core.py

24.7 µs24.7 µs

test_iteratively_advance_time

tests/performance_tests/test_perf_clock.py

26.9 ms26.9 ms

test_is_limit_filled

tests/performance_tests/test_perf_fill_model.py

16.2 µs16.2 µs

test_create_symbol

tests/performance_tests/test_perf_objects.py

18.9 µs18.9 µs

test_is_stop_filled

tests/performance_tests/test_perf_fill_model.py

16.1 µs16.2 µs

test_fast_mean

tests/performance_tests/test_perf_stats.py

22.7 µs22.7 µs

test_trade_tick_data_wrangler_process

tests/performance_tests/test_perf_wranglers.py

1.1 s1.1 s

test_submit_order

tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance

397.2 µs398.4 µs

test_create_bar

tests/performance_tests/test_perf_objects.py

15.3 µs15.3 µs

test_live_clock_utc_now

tests/performance_tests/test_perf_clock.py

53.2 µs53.5 µs

test_condition_type_or_none

tests/performance_tests/test_perf_correctness.py

12.4 µs12.4 µs

test_limit_order_creation

tests/performance_tests/test_perf_order.py::TestOrderPerformance

-1%

140.7 µs141.6 µs

test_live_clock_timestamp_ns

tests/performance_tests/test_perf_clock.py

-1%

13.9 µs14 µs

test_create_instrument_id

tests/performance_tests/test_perf_objects.py

-1%

13.3 µs13.4 µs

test_submit_order_end_to_end

tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance

-1%

198.6 ms199.9 ms

test_unix_nanos_to_iso8601

tests/performance_tests/test_perf_core.py

-1%

20.2 µs20.3 µs

test_advance_time

tests/performance_tests/test_perf_clock.py

-1%

15.2 µs15.3 µs

test_condition_valid_string

tests/performance_tests/test_perf_correctness.py

-1%

16.5 µs16.6 µs

test_venue_equality

tests/performance_tests/test_perf_identifiers.py

-1%

13.2 µs13.3 µs

test_order_denied_to_dict_then_msgspec_to_json

tests/performance_tests/test_perf_events.py

-1%

42.9 µs43.3 µs

test_symbol_equality

tests/performance_tests/test_perf_identifiers.py

-1%

13.2 µs13.3 µs

test_create_quote_tick

tests/performance_tests/test_perf_objects.py

-1%

45.3 µs45.8 µs

test_execute_command

tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance

-1%

169.4 µs171.5 µs

test_order_denied_to_dict

tests/performance_tests/test_perf_events.py

-1%

33.4 µs33.9 µs

test_create_trade_tick

tests/performance_tests/test_perf_objects.py

-2%

45.1 µs46.2 µs

test_instrument_id_to_str

tests/performance_tests/test_perf_objects.py

-3%

18.8 µs19.3 µs

test_create_trade_tick_from_raw

tests/performance_tests/test_perf_objects.py

-3%

28.7 µs29.7 µs

test_fast_std

tests/performance_tests/test_perf_stats.py

-4%

24.4 µs25.5 µs

test_pyo3_bars_to_legacy_cython_list

tests/performance_tests/test_perf_pyo3_conversion.py

-5%

11.8 ms12.4 ms

test_create_quote_tick_raw

tests/performance_tests/test_perf_objects.py

-7%

22.3 µs24 µs

test_condition_true

tests/performance_tests/test_perf_correctness.py

-11%

12.1 µs13.6 µs

Commits

Click on a commit to change the comparison range

Base

develop

19a5996

+0.11%

Add migration guide

acf152c

9 months ago

by twitu

-44.78%

Improve docs

75ff3be

9 months ago

by twitu

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