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Add backtest clock and timers example

#2327Merged
Comparing
stefansimik:develop
(
638c846
) with
develop
(
01a179a
)
CodSpeed Performance Gauge
+29%
Improvements
1
Regressions
0
Untouched
51
New
0
Dropped
0
Ignored
0

Benchmarks

Improved

test_order_denied_to_dict
tests/performance_tests/test_perf_events.py::test_order_denied_to_dict
CodSpeed Performance Gauge
+29%
43.4 µs
33.5 µs

Passed

test_create_quote_tick_raw
tests/performance_tests/test_perf_objects.py::test_create_quote_tick_raw
CodSpeed Performance Gauge
+7%
24 µs
22.5 µs
test_symbol_equality
tests/performance_tests/test_perf_identifiers.py::test_symbol_equality
CodSpeed Performance Gauge
+7%
14.2 µs
13.3 µs
test_create_instrument_id
tests/performance_tests/test_perf_objects.py::test_create_instrument_id
CodSpeed Performance Gauge
+5%
14.2 µs
13.5 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
CodSpeed Performance Gauge
+5%
45.5 µs
43.3 µs
test_fast_mean
tests/performance_tests/test_perf_stats.py::test_fast_mean
CodSpeed Performance Gauge
+5%
23.7 µs
22.6 µs
test_pyo3_bars_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_bars_to_legacy_cython_list
CodSpeed Performance Gauge
+4%
12.3 ms
11.8 ms
test_fast_std
tests/performance_tests/test_perf_stats.py::test_fast_std
CodSpeed Performance Gauge
+4%
25.4 µs
24.4 µs
test_create_quote_tick
tests/performance_tests/test_perf_objects.py::test_create_quote_tick
CodSpeed Performance Gauge
+4%
45.4 µs
43.8 µs
test_pyo3_quotes_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_quotes_to_legacy_cython_list
CodSpeed Performance Gauge
+3%
11.5 ms
11.1 ms
test_pyo3_deltas_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_deltas_to_legacy_cython_list
CodSpeed Performance Gauge
+3%
11.6 ms
11.3 ms
test_pyo3_trades_to_legacy_cython_list
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_trades_to_legacy_cython_list
CodSpeed Performance Gauge
+3%
11.6 ms
11.3 ms
test_serialize_submit_order
tests/performance_tests/test_perf_serialization.py::TestSerializationPerformance::test_serialize_submit_order
CodSpeed Performance Gauge
+1%
104.5 µs
103.2 µs
test_order_id_generator
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_order_id_generator
CodSpeed Performance Gauge
+1%
66.7 µs
66.2 µs
test_submit_order_end_to_end
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_submit_order_end_to_end
CodSpeed Performance Gauge
+1%
199.9 ms
198.6 ms
test_np_mean
tests/performance_tests/test_perf_stats.py::test_np_mean
CodSpeed Performance Gauge
+1%
89.9 µs
89.3 µs
test_np_std
tests/performance_tests/test_perf_stats.py::test_np_std
CodSpeed Performance Gauge
+1%
141.4 µs
140.5 µs
test_get_rate
tests/performance_tests/test_perf_xrate_calculator.py::test_get_rate
CodSpeed Performance Gauge
+1%
64.7 µs
64.3 µs
test_instrument_id_to_str
tests/performance_tests/test_perf_objects.py::test_instrument_id_to_str
CodSpeed Performance Gauge
0%
18.3 µs
18.2 µs
test_live_clock_timestamp_ns
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_ns
CodSpeed Performance Gauge
0%
14 µs
13.9 µs
test_nautilus_uuid_value
tests/performance_tests/test_perf_uuid.py::test_nautilus_uuid_value
CodSpeed Performance Gauge
0%
16.8 µs
16.8 µs
test_limit_order_creation
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_limit_order_creation
CodSpeed Performance Gauge
0%
141.9 µs
141.5 µs
test_pyo3_bar_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_bar_to_legacy_cython
CodSpeed Performance Gauge
0%
21.3 µs
21.3 µs
test_live_clock_timestamp_us
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_us
CodSpeed Performance Gauge
0%
14 µs
14 µs
test_create_trade_tick
tests/performance_tests/test_perf_objects.py::test_create_trade_tick
CodSpeed Performance Gauge
0%
45.2 µs
45.1 µs
test_quote_tick_data_wrangler_process_tick_data
tests/performance_tests/test_perf_wranglers.py::test_quote_tick_data_wrangler_process_tick_data
CodSpeed Performance Gauge
0%
17.6 ms
17.6 ms
test_logging
tests/performance_tests/test_perf_logger.py::test_logging
CodSpeed Performance Gauge
0%
291.3 ms
290.9 ms
test_create_trade_tick_from_raw
tests/performance_tests/test_perf_objects.py::test_create_trade_tick_from_raw
CodSpeed Performance Gauge
0%
28.9 µs
28.9 µs
test_market_order_creation
tests/performance_tests/test_perf_order.py::TestOrderPerformance::test_market_order_creation
CodSpeed Performance Gauge
0%
130.4 µs
130.3 µs
test_pyo3_delta_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_delta_to_legacy_cython
CodSpeed Performance Gauge
0%
21.2 µs
21.2 µs
test_is_limit_filled
tests/performance_tests/test_perf_fill_model.py::test_is_limit_filled
CodSpeed Performance Gauge
0%
16.2 µs
16.2 µs
test_iteratively_advance_time
tests/performance_tests/test_perf_clock.py::test_iteratively_advance_time
CodSpeed Performance Gauge
0%
26.9 ms
26.9 ms
test_make_builtin_uuid
tests/performance_tests/test_perf_uuid.py::test_make_builtin_uuid
CodSpeed Performance Gauge
0%
46.4 µs
46.4 µs
test_submit_order
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_submit_order
CodSpeed Performance Gauge
0%
399.8 µs
399.8 µs
test_trade_tick_data_wrangler_process
tests/performance_tests/test_perf_wranglers.py::test_trade_tick_data_wrangler_process
CodSpeed Performance Gauge
0%
1.1 s
1.1 s
test_condition_valid_string
tests/performance_tests/test_perf_correctness.py::test_condition_valid_string
CodSpeed Performance Gauge
0%
16.6 µs
16.6 µs
test_live_clock_timestamp_ms
tests/performance_tests/test_perf_clock.py::test_live_clock_timestamp_ms
CodSpeed Performance Gauge
0%
14 µs
14 µs
test_live_clock_utc_now
tests/performance_tests/test_perf_clock.py::test_live_clock_utc_now
CodSpeed Performance Gauge
0%
53.2 µs
53.3 µs
test_pyo3_trade_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_trade_to_legacy_cython
CodSpeed Performance Gauge
0%
21.2 µs
21.3 µs
test_nautilus_convert_to_snake_case
tests/performance_tests/test_perf_core.py::test_nautilus_convert_to_snake_case
CodSpeed Performance Gauge
0%
17.5 µs
17.6 µs
test_is_stop_filled
tests/performance_tests/test_perf_fill_model.py::test_is_stop_filled
CodSpeed Performance Gauge
0%
16.2 µs
16.2 µs
test_live_clock_unix_timestamp
tests/performance_tests/test_perf_clock.py::test_live_clock_unix_timestamp
CodSpeed Performance Gauge
0%
13.4 µs
13.5 µs
test_venue_equality
tests/performance_tests/test_perf_identifiers.py::test_venue_equality
CodSpeed Performance Gauge
0%
13.3 µs
13.4 µs
test_condition_type_or_none
tests/performance_tests/test_perf_correctness.py::test_condition_type_or_none
CodSpeed Performance Gauge
0%
12.4 µs
12.4 µs
test_advance_time
tests/performance_tests/test_perf_clock.py::test_advance_time
CodSpeed Performance Gauge
-1%
15.2 µs
15.3 µs
test_pyo3_quote_to_legacy_cython
tests/performance_tests/test_perf_pyo3_conversion.py::test_pyo3_quote_to_legacy_cython
CodSpeed Performance Gauge
-1%
21.1 µs
21.2 µs
test_condition_none
tests/performance_tests/test_perf_correctness.py::test_condition_none
CodSpeed Performance Gauge
-1%
12.3 µs
12.3 µs
test_condition_true
tests/performance_tests/test_perf_correctness.py::test_condition_true
CodSpeed Performance Gauge
-1%
12.1 µs
12.2 µs
test_execute_command
tests/performance_tests/test_perf_live_execution.py::TestLiveExecutionPerformance::test_execute_command
CodSpeed Performance Gauge
-4%
170.7 µs
177.5 µs
test_make_nautilus_uuid
tests/performance_tests/test_perf_uuid.py::test_make_nautilus_uuid
CodSpeed Performance Gauge
-5%
16.8 µs
17.7 µs
test_create_bar
tests/performance_tests/test_perf_objects.py::test_create_bar
CodSpeed Performance Gauge
-5%
15.2 µs
16.1 µs
test_create_symbol
tests/performance_tests/test_perf_objects.py::test_create_symbol
CodSpeed Performance Gauge
-7%
19 µs
20.3 µs

Commits

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Base
develop
01a179a
+29%
Documentation: New docs about Cache added (#717)
638c846
2 months ago
by stefansimik
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