BlogDocs

Allow mixed catalog / market data requests and add update_catalog optional argument(#2043)

Comparing
faysou:update_catalog
(
81f7701
) with
develop
(
e694679
)
-1%
IMPROVEMENTS
0
REGRESSIONS
0
UNTOUCHED
52
NEW
0
DROPPED
0
IGNORED
0

Benchmarks

Passed

test_quote_tick_data_wrangler_process_tick_data
tests/performance_tests/test_perf_wranglers.py::test_quote_tick_data_wrangler_process_tick_data
+2%
21.5 ms
20.9 ms
test_create_bar
tests/performance_tests/test_perf_objects.py::test_create_bar
+1%
16.6 µs
16.4 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
+1%
54.4 µs
53.8 µs
test_condition_none
tests/performance_tests/test_perf_correctness.py::test_condition_none
+1%
12.9 µs
12.8 µs
test_venue_equality
tests/performance_tests/test_perf_identifiers.py::test_venue_equality
+1%
14 µs
14 µs
test_instrument_id_to_str
tests/performance_tests/test_perf_objects.py::test_instrument_id_to_str
+1%
29.5 µs
29.3 µs
test_live_clock_timestamp_us
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_us
+1%
16.7 µs
16.6 µs
test_is_stop_filled
tests/performance_tests/test_perf_fill_model.py::test_is_stop_filled
+1%
17.2 µs
17.1 µs
test_create_quote_tick
tests/performance_tests/test_perf_objects.py::test_create_quote_tick
0%
67.5 µs
67.2 µs
test_condition_true
tests/performance_tests/test_perf_correctness.py::test_condition_true
0%
12.9 µs
12.8 µs
test_create_symbol
tests/performance_tests/test_perf_objects.py::test_create_symbol
0%
28.2 µs
28 µs
test_symbol_equality
tests/performance_tests/test_perf_identifiers.py::test_symbol_equality
0%
14 µs
13.9 µs
test_live_clock_timestamp_ns
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_ns
0%
16.7 µs
16.6 µs
test_live_clock_timestamp_ms
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_ms
0%
17.6 µs
17.5 µs
test_live_clock_unix_timestamp
tests/performance_tests/test_perf_clock.py::test_live_clock_unix_timestamp
0%
17.7 µs
17.6 µs
test_create_quote_tick_raw
tests/performance_tests/test_perf_objects.py::test_create_quote_tick_raw
0%
27 µs
26.9 µs
test_is_limit_filled
tests/performance_tests/test_perf_fill_model.py::test_is_limit_filled
0%
17.2 µs
17.1 µs
test_advance_time
tests/performance_tests/test_perf_clock.py::test_advance_time
0%
29.5 µs
29.4 µs
test_live_clock_utc_now
tests/performance_tests/test_perf_clock.py::test_live_clock_utc_now
0%
66.5 µs
66.5 µs
test_condition_valid_string
tests/performance_tests/test_perf_correctness.py::test_condition_valid_string
0%
17.6 µs
17.6 µs
test_iteratively_advance_time
tests/performance_tests/test_perf_clock.py::test_iteratively_advance_time
0%
27.6 ms
27.6 ms
test_create_instrument_id
tests/performance_tests/test_perf_objects.py::test_create_instrument_id
0%
14.4 µs
14.4 µs
test_order_id_generator
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_order_id_generator
0%
82.4 µs
82.4 µs
test_nautilus_convert_to_snake_case
tests/performance_tests/test_perf_core.py::test_nautilus_convert_to_snake_case
0%
46.9 µs
46.9 µs
test_submit_order_end_to_end
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_submit_order_end_to_end
0%
262.4 ms
262.6 ms
test_logging
tests/performance_tests/test_perf_logger.py::test_logging
0%
516.4 ms
516.8 ms
test_submit_order
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_submit_order
0%
506.4 µs
506.8 µs
test_create_trade_tick
tests/performance_tests/test_perf_objects.py::test_create_trade_tick
0%
65.8 µs
65.9 µs
test_nautilus_uuid_value
tests/performance_tests/test_perf_uuid.py::test_nautilus_uuid_value
0%
18 µs
18 µs
test_create_trade_tick_from_raw
tests/performance_tests/test_perf_objects.py::test_create_trade_tick_from_raw
0%
34.6 µs
34.6 µs
test_order_denied_to_dict
tests/performance_tests/test_perf_events.py::test_order_denied_to_dict
0%
44.7 µs
44.8 µs
test_limit_order_creation
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_limit_order_creation
0%
171.4 µs
171.7 µs
test_make_nautilus_uuid
tests/performance_tests/test_perf_uuid.py::test_make_nautilus_uuid
0%
26.4 µs
26.4 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_make_builtin_uuid
tests/performance_tests/test_perf_uuid.py::test_make_builtin_uuid
0%
48.9 µs
49.1 µs
test_execute_command
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_execute_command
0%
190.6 µs
191.5 µs
test_condition_type_or_none
tests/performance_tests/test_perf_correctness.py::test_condition_type_or_none
-1%
13.9 µs
14 µs
test_serialize_submit_order
tests/performance_tests/test_perf_serialization.py::TestSerializationPerformance::test_serialize_submit_order
-1%
121.7 µs
123 µs
test_get_rate
tests/performance_tests/test_perf_xrate_calculator.py::test_get_rate
-1%
70.5 µs
71.3 µs
test_np_std
tests/performance_tests/test_perf_stats.py::test_np_std
-1%
175.9 µs
177.8 µs
test_market_order_creation
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_market_order_creation
-1%
159.1 µs
161.1 µs
test_np_mean
tests/performance_tests/test_perf_stats.py::test_np_mean
-1%
93.4 µs
94.7 µs
test_pyo3_delta_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_delta_to_legacy_cython
-2%
36.9 µs
37.6 µs
test_pyo3_trade_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_trade_to_legacy_cython
-2%
36.8 µs
37.5 µs
test_pyo3_bar_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_bar_to_legacy_cython
-2%
37.1 µs
37.8 µs
test_pyo3_quote_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_quote_to_legacy_cython
-2%
36.8 µs
37.6 µs
test_pyo3_quotes_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_quotes_to_legacy_cython_list
-3%
29 ms
30 ms
test_pyo3_trades_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_trades_to_legacy_cython_list
-3%
29.6 ms
30.7 ms
test_pyo3_deltas_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_deltas_to_legacy_cython_list
-4%
29.1 ms
30.2 ms
test_pyo3_bars_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_bars_to_legacy_cython_list
-4%
30.1 ms
31.2 ms
test_fast_mean
tests/performance_tests/test_perf_stats.py::test_fast_mean
-6%
24.1 µs
25.7 µs
test_fast_std
tests/performance_tests/test_perf_stats.py::test_fast_std
-7%
26.2 µs
28.3 µs

Commits

Click on a commit to change the comparison range
base
develop
e694679
-1%
Allow mixed catalog-market data requests and add update_catalog optional argument
81f7701
10 days ago
by faysou
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