claude
400105e2e2
Tasks 7-8 of the bench-harness plan plus the orchestrator's sizing pass — this completes the phase-1 harness (closes #251). Driver: run [--surface|--quick|--reps|--out] / pin over five surfaces, report-only comparison (drift NOTICE at >=10%, never a failure), fingerprint mismatch exits 1 with a baseline-vs-measured block, infra errors exit 2, debug builds refuse to measure. The Bench project-facts line and the crate README (discipline: quiet box, warmup+median, deliberate re-pins) land with it. Workload sizing, measured then corrected: the release engine outran the plan's guesses by ~100x, leaving sub-second child walls where spawn jitter reaches the 10% threshold and flaps the report. Full-size workloads now land in whole seconds — engine 10M bars (~0.7s), ingest 24 months x 20 fresh drains (~0.4s), campaigns on a 24-month archive with a ~22-month window and a 5x5 member grid (sweep ~1.4s, heavy ~5.5s), fixed-cost as in-rep medians over spawn batches (20x help, 10x run). Quick mode keeps the small E2E-fixture shape. The campaign fingerprint folds all three realization layers — sweep winner, gate survivor ordinals, bootstrap trade counts (pooled or per-survivor sum) — so a wrong-result regression in any stage fails the bench, not just a wrong sweep winner. Baselines pinned on this host (commit-stamped), verified by a follow-up run: five fingerprints OK at <=2% drift under load. Verification: cargo test --workspace 1379 green (bench tests all quick-mode; the release-binary E2Es are #[ignore]d behind -- --ignored per the suite-wallclock discipline), clippy -D warnings clean, doc build clean.
73 lines
3.1 KiB
Rust
73 lines
3.1 KiB
Rust
//! Engine throughput: bars/s through a bootstrapped harness — an SMA-cross
|
|
//! bias graph fed by the seeded synthetic walk via `VecSource`. Fingerprint:
|
|
//! the `SeriesReducer` finalize row `[last, max_drawdown, sign_flips]`.
|
|
|
|
use super::{RepOutcome, Sizing};
|
|
use crate::synth::synthetic_walk;
|
|
use aura_core::{Firing, Scalar, ScalarKind, Timestamp};
|
|
use aura_engine::{GraphBuilder, Harness, Source, VecSource};
|
|
use aura_std::{SeriesReducer, Sma, Sub};
|
|
use std::collections::BTreeMap;
|
|
use std::sync::mpsc;
|
|
use std::time::Instant;
|
|
|
|
/// 10M bars lands the release-profile measurement at ~0.7 s wall — big enough
|
|
/// that in-process timing jitter sits far under the 10% NOTICE threshold.
|
|
pub const FULL_BARS: usize = 10_000_000;
|
|
pub const QUICK_BARS: usize = 2_000;
|
|
|
|
pub fn rep(sizing: Sizing) -> Result<RepOutcome, String> {
|
|
let n_bars = if sizing.quick { QUICK_BARS } else { FULL_BARS };
|
|
let (tx, rx) = mpsc::channel::<(Timestamp, Vec<Scalar>)>();
|
|
let mut g = GraphBuilder::new("bench_sma_cross");
|
|
let fast = g.add(Sma::builder().bind("length", Scalar::i64(12)));
|
|
let slow = g.add(Sma::builder().bind("length", Scalar::i64(48)));
|
|
let bias = g.add(Sub::builder());
|
|
let sink = g.add(SeriesReducer::builder(Firing::Any, tx));
|
|
let price = g.source_role("price", ScalarKind::F64);
|
|
g.feed(price, [fast.input("series"), slow.input("series")]);
|
|
g.connect(fast.output("value"), bias.input("lhs"));
|
|
g.connect(slow.output("value"), bias.input("rhs"));
|
|
g.connect(bias.output("value"), sink.input("col[0]"));
|
|
let flat = g
|
|
.build()
|
|
.map_err(|e| format!("bench graph must wire: {e:?}"))?
|
|
.compile_with_params(&[])
|
|
.map_err(|e| format!("bench graph must compile: {e:?}"))?;
|
|
let mut h = Harness::bootstrap(flat).map_err(|e| format!("bench graph must bootstrap: {e:?}"))?;
|
|
let prices = synthetic_walk(n_bars);
|
|
let src: Vec<Box<dyn Source>> = vec![Box::new(VecSource::new(prices))];
|
|
let t = Instant::now();
|
|
h.run(src);
|
|
let wall = t.elapsed().as_secs_f64();
|
|
let (_, row) = rx.try_iter().last().ok_or("SeriesReducer must emit its finalize row")?;
|
|
let fingerprint = format!(
|
|
"last={:.6} max_dd={:.6} flips={} n={}",
|
|
row[0].as_f64(),
|
|
row[1].as_f64(),
|
|
row[2].as_i64(),
|
|
n_bars
|
|
);
|
|
let mut metrics = BTreeMap::new();
|
|
metrics.insert("wall_s".to_string(), wall);
|
|
metrics.insert("bars_per_s".to_string(), n_bars as f64 / wall);
|
|
Ok(RepOutcome { metrics, fingerprint })
|
|
}
|
|
|
|
#[cfg(test)]
|
|
mod tests {
|
|
use super::*;
|
|
|
|
/// The determinism smoke for the engine surface: two quick reps in-process
|
|
/// must produce byte-identical fingerprints (C1 — this is the harness's
|
|
/// entire premise, pinned as a currently-green test).
|
|
#[test]
|
|
fn engine_surface_fingerprint_is_deterministic_in_quick_mode() {
|
|
let a = rep(Sizing { quick: true }).expect("quick rep runs");
|
|
let b = rep(Sizing { quick: true }).expect("quick rep runs");
|
|
assert_eq!(a.fingerprint, b.fingerprint);
|
|
assert!(a.fingerprint.starts_with("last="), "shape: {}", a.fingerprint);
|
|
assert!(a.metrics.contains_key("bars_per_s"));
|
|
}
|
|
}
|