stefansimik:develop - Branch - nautechsystems/nautilus_trader

Remove obsolete bar limitations in portfolio docs

#2501Merged

Comparing

stefansimik:develop

(

638c846

) with

develop

(

01a179a

)

+29%

Untouched: 52

Benchmarks

Passed

test_order_denied_to_dict

tests/performance_tests/test_perf_events.py

+29%

43.4 µs33.5 µs

test_create_quote_tick_raw

tests/performance_tests/test_perf_objects.py

+7%

24 µs22.5 µs

test_symbol_equality

tests/performance_tests/test_perf_identifiers.py

+7%

14.2 µs13.3 µs

test_create_instrument_id

tests/performance_tests/test_perf_objects.py

+5%

14.2 µs13.5 µs

test_order_denied_to_dict_then_msgspec_to_json

tests/performance_tests/test_perf_events.py

+5%

45.5 µs43.3 µs

test_fast_mean

tests/performance_tests/test_perf_stats.py

+5%

23.7 µs22.6 µs

test_pyo3_bars_to_legacy_cython_list

tests/performance_tests/test_perf_pyo3_conversion.py

+4%

12.3 ms11.8 ms

test_fast_std

tests/performance_tests/test_perf_stats.py

+4%

25.4 µs24.4 µs

test_create_quote_tick

tests/performance_tests/test_perf_objects.py

+4%

45.4 µs43.8 µs

test_pyo3_quotes_to_legacy_cython_list

tests/performance_tests/test_perf_pyo3_conversion.py

+3%

11.5 ms11.1 ms

test_pyo3_deltas_to_legacy_cython_list

tests/performance_tests/test_perf_pyo3_conversion.py

+3%

11.6 ms11.3 ms

test_pyo3_trades_to_legacy_cython_list

tests/performance_tests/test_perf_pyo3_conversion.py

+3%

11.6 ms11.3 ms

test_serialize_submit_order

tests/performance_tests/test_perf_serialization.py::TestSerializationPerformance

+1%

104.5 µs103.2 µs

test_order_id_generator

tests/performance_tests/test_perf_order.py::TestOrderPerformance

+1%

66.7 µs66.2 µs

test_submit_order_end_to_end

tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance

+1%

199.9 ms198.6 ms

test_np_mean

tests/performance_tests/test_perf_stats.py

+1%

89.9 µs89.3 µs

test_np_std

tests/performance_tests/test_perf_stats.py

+1%

141.4 µs140.5 µs

test_get_rate

tests/performance_tests/test_perf_xrate_calculator.py

+1%

64.7 µs64.3 µs

test_instrument_id_to_str

tests/performance_tests/test_perf_objects.py

18.3 µs18.2 µs

test_live_clock_timestamp_ns

tests/performance_tests/test_perf_clock.py

14 µs13.9 µs

test_nautilus_uuid_value

tests/performance_tests/test_perf_uuid.py

16.8 µs16.8 µs

test_limit_order_creation

tests/performance_tests/test_perf_order.py::TestOrderPerformance

141.9 µs141.5 µs

test_pyo3_bar_to_legacy_cython

tests/performance_tests/test_perf_pyo3_conversion.py

21.3 µs21.3 µs

test_live_clock_timestamp_us

tests/performance_tests/test_perf_clock.py

14 µs14 µs

test_create_trade_tick

tests/performance_tests/test_perf_objects.py

45.2 µs45.1 µs

test_quote_tick_data_wrangler_process_tick_data

tests/performance_tests/test_perf_wranglers.py

17.6 ms17.6 ms

test_logging

tests/performance_tests/test_perf_logger.py

291.3 ms290.9 ms

test_create_trade_tick_from_raw

tests/performance_tests/test_perf_objects.py

28.9 µs28.9 µs

test_market_order_creation

tests/performance_tests/test_perf_order.py::TestOrderPerformance

130.4 µs130.3 µs

test_pyo3_delta_to_legacy_cython

tests/performance_tests/test_perf_pyo3_conversion.py

21.2 µs21.2 µs

test_is_limit_filled

tests/performance_tests/test_perf_fill_model.py

16.2 µs16.2 µs

test_iteratively_advance_time

tests/performance_tests/test_perf_clock.py

26.9 ms26.9 ms

test_make_builtin_uuid

tests/performance_tests/test_perf_uuid.py

46.4 µs46.4 µs

test_submit_order

tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance

399.8 µs399.8 µs

test_trade_tick_data_wrangler_process

tests/performance_tests/test_perf_wranglers.py

1.1 s1.1 s

test_condition_valid_string

tests/performance_tests/test_perf_correctness.py

16.6 µs16.6 µs

test_live_clock_timestamp_ms

tests/performance_tests/test_perf_clock.py

14 µs14 µs

test_live_clock_utc_now

tests/performance_tests/test_perf_clock.py

53.2 µs53.3 µs

test_pyo3_trade_to_legacy_cython

tests/performance_tests/test_perf_pyo3_conversion.py

21.2 µs21.3 µs

test_nautilus_convert_to_snake_case

tests/performance_tests/test_perf_core.py

17.5 µs17.6 µs

test_is_stop_filled

tests/performance_tests/test_perf_fill_model.py

16.2 µs16.2 µs

test_live_clock_unix_timestamp

tests/performance_tests/test_perf_clock.py

13.4 µs13.5 µs

test_venue_equality

tests/performance_tests/test_perf_identifiers.py

13.3 µs13.4 µs

test_condition_type_or_none

tests/performance_tests/test_perf_correctness.py

12.4 µs12.4 µs

test_advance_time

tests/performance_tests/test_perf_clock.py

-1%

15.2 µs15.3 µs

test_pyo3_quote_to_legacy_cython

tests/performance_tests/test_perf_pyo3_conversion.py

-1%

21.1 µs21.2 µs

test_condition_none

tests/performance_tests/test_perf_correctness.py

-1%

12.3 µs12.3 µs

test_condition_true

tests/performance_tests/test_perf_correctness.py

-1%

12.1 µs12.2 µs

test_execute_command

tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance

-4%

170.7 µs177.5 µs

test_make_nautilus_uuid

tests/performance_tests/test_perf_uuid.py

-5%

16.8 µs17.7 µs

test_create_bar

tests/performance_tests/test_perf_objects.py

-5%

15.2 µs16.1 µs

test_create_symbol

tests/performance_tests/test_perf_objects.py

-7%

19 µs20.3 µs

Commits

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Base

develop

01a179a

+29.49%

Documentation: New docs about Cache added (#717)

638c846

9 months ago

by stefansimik

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