//! BLOCKER #138 capstone: the R-reduction's peak retained memory is //! O(trades)+O(1), independent of cycle count. Drives `GatedRecorder` (gate = //! CLOSED) through its real `mpsc` channel with a FIXED small number of closed //! trades but a VARIABLE large number of hold cycles, generated LAZILY (one row //! at a time, never all at once), and measures peak live bytes with a counting //! global allocator. A retain-everything sink's peak would scale with the cycle //! count; the folding sink's does not. Sole test in this binary, so the global //! peak counter is not polluted by other tests running in parallel. use std::alloc::{GlobalAlloc, Layout, System}; use std::sync::atomic::{AtomicUsize, Ordering}; use std::sync::mpsc; use aura_core::{AnyColumn, Ctx, Node, Scalar, ScalarKind, Timestamp}; use aura_backtest::{PM_RECORD_KINDS, PM_WIDTH}; use aura_std::GatedRecorder; struct CountingAlloc; static LIVE: AtomicUsize = AtomicUsize::new(0); static PEAK: AtomicUsize = AtomicUsize::new(0); unsafe impl GlobalAlloc for CountingAlloc { unsafe fn alloc(&self, layout: Layout) -> *mut u8 { let p = unsafe { System.alloc(layout) }; if !p.is_null() { let now = LIVE.fetch_add(layout.size(), Ordering::Relaxed) + layout.size(); PEAK.fetch_max(now, Ordering::Relaxed); } p } unsafe fn dealloc(&self, ptr: *mut u8, layout: Layout) { LIVE.fetch_sub(layout.size(), Ordering::Relaxed); unsafe { System.dealloc(ptr, layout) } } } #[global_allocator] static A: CountingAlloc = CountingAlloc; fn reset_peak() { PEAK.store(LIVE.load(Ordering::Relaxed), Ordering::Relaxed); } fn peak() -> usize { PEAK.load(Ordering::Relaxed) } const CLOSED: usize = 0; const REALIZED_R: usize = 1; const K_TRADES: usize = 8; /// Peak live bytes to drive `GatedRecorder` over `K_TRADES` closed trades, each /// followed by `holds` hold cycles, sourced lazily (one row built at a time), /// then fold the emitted rows. With a folding sink the peak is O(trades). fn peak_bytes(holds: usize) -> usize { reset_peak(); let (tx, rx) = mpsc::channel(); let mut g = GatedRecorder::new(&PM_RECORD_KINDS, CLOSED, tx); let mut cols: Vec = PM_RECORD_KINDS.iter().map(|&k| AnyColumn::with_capacity(k, 1)).collect(); let mut ts = 0i64; let push = |g: &mut GatedRecorder, cols: &mut Vec, ts: &mut i64, closed: bool, r: f64| { // kind-correct zeros: the PM record is heterogeneous (PM_RECORD_KINDS has // Bool/I64/Timestamp slots), so each unset slot defaults to its column's // kind — a blanket f64 zero would be rejected by the kind-typed push. let mut row: Vec = PM_RECORD_KINDS .iter() .map(|&k| match k { ScalarKind::F64 => Scalar::f64(0.0), ScalarKind::I64 => Scalar::i64(0), ScalarKind::Bool => Scalar::bool(false), ScalarKind::Timestamp => Scalar::ts(Timestamp(0)), }) .collect(); debug_assert_eq!(row.len(), PM_WIDTH); row[CLOSED] = Scalar::bool(closed); row[REALIZED_R] = Scalar::f64(r); for (i, s) in row.iter().enumerate() { cols[i].push(*s).unwrap(); } g.eval(Ctx::new(cols, Timestamp(*ts))); *ts += 1; }; for k in 0..K_TRADES { let r = if k % 2 == 0 { 1.0 } else { -0.5 }; push(&mut g, &mut cols, &mut ts, true, r); for _ in 0..holds { push(&mut g, &mut cols, &mut ts, false, 0.0); } } g.finalize(); let rows: Vec<(Timestamp, Vec)> = rx.try_iter().collect(); // the K_TRADES gated (closed) rows, plus the one genuine final row the // GatedRecorder flushes on finalize (the last cycle is a hold, so it was not // gated) — O(trades)+O(1), independent of `holds`, which is the whole point. assert_eq!(rows.len(), K_TRADES + 1, "only the closed trades + the final row are retained"); let p = peak(); drop(rows); p } #[test] fn r_reduction_peak_memory_is_independent_of_cycle_count() { const SMALL_HOLDS: usize = 64; // 8 * (1+64) = 520 cycles const LARGE_HOLDS: usize = 50_000; // 8 * (1+50000) = 400_008 cycles let small = peak_bytes(SMALL_HOLDS); let large = peak_bytes(LARGE_HOLDS); // cycle count grew ~770x; an O(trades)+O(1) sink holds its peak essentially // flat. Generous 4x headroom so only genuine O(cycles) retention trips it. assert!( large <= small.saturating_mul(4), "R-reduction peak scales with cycle count (O(cycles) retention): \ small {} cycles -> {} bytes; large {} cycles -> {} bytes ({:.0}x). \ The folding sink must retain O(trades)+O(1).", K_TRADES * (1 + SMALL_HOLDS), small, K_TRADES * (1 + LARGE_HOLDS), large, large as f64 / small.max(1) as f64, ); }