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Nice, tight loop. It is good to see someone that has made the effort
to make the most out of every cycle and the result shows.
My new E8400 (45nm 3GHz, dual core) system should arrive tomorrow.
The first thing I will do will be to benchmark it running ami. I run
portfolio backtests over a few years of 5 minute data over a thousand
or so symbols. Plenty of data to overflow the cache, but still fit
in memory. No trig.
I'll post what I find.
If what you say is true, and one core alone fills the memory
bandwidth, then there should be a net loss of performance while
running two copies of ami.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> Hello,
>
> FYI: SINGLE processor core running an AFL formula is able to
saturate memory bandwidth
> in majority of most common operations/functions
> if total array sizes used in given formula exceedes DATA cache size.
>
> You need to understand that AFL runs with native assembly speed
> when using array operations.
> A simple array multiplication like this
>
> X = Close * H; // array multiplication
>
> gets compiled to just 8 assembly instructions:
>
> loop: 8B 54 24 58 mov edx,dword ptr [esp+58h]
> 00465068 46 inc
esi ; increase counters
> 00465069 83 C0 04 add eax,4
> 0046506C 3B F7 cmp esi,edi
> 0046506E D9 44 B2 FC fld dword ptr [edx+esi*4-
4] ; get element of close array
> 00465072 D8 4C 08 FC fmul dword ptr [eax+ecx-
4] ; multiply by element of high array
> 00465076 D9 58 FC fstp dword ptr [eax-
4] ; store result
> 00465079 7C E9 jl
loop ; continue until all elements are processed
>
> As you can see there are three 4 byte memory accesses per loop
iteration (2 reads each 4 bytes long and 1 write 4 byte long)
>
> On my (2 year old) 2GHz Athlon x2 64 single iteration of this loop
takes 6 nanoseconds (see benchmark code below).
> So, during 6 nanoseconds we have 8 byte reads and 4 byte store.
Thats (8/(6e-9)) bytes per second = 1333 MB per second read
> and 667 MB per second write simultaneously i.e. 2GB/sec combined !
>
> Now if you look at memory benchmarks:
> http://community.compuserve.com/n/docs/docDownload.aspx?webtag=ws-
pchardware&guid=6827f836-8c33-4063-aaf5-c93605dd1dc6
> you will see that 2GB/s is THE LIMIT of system memory speed on
Athlon x64 (DDR2 dual channel)
> And that's considering the fact that Athlon has superior-to-intel
on-die integrated memory controller (hypertransfer)
>
> // benchmark code - for accurrate results run it on LARGE arrays -
intraday database, 1-minute interval, 50K bars or more)
> GetPerformanceCounter(1);
> for(k = 0; k < 1000; k++ ) X = C * H;
> "Time per single iteration [s]="+1e-3*GetPerformanceCounter()/
(1000*BarCount);
>
> Only really complex operations that use *lots* of FPU (floating
point) cycles
> such as trigonometric (sin/cos/tan) functions are slow enough for
the memory
> to keep up.
>
> Of course one may say that I am using "old" processor, and new
computers have faster RAM and that's true
> but processor speeds increase FASTER than bus speeds and the gap
between processor and RAM
> becomes larger and larger so with newer CPUs the situation will be
worse, not better.
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "dloyer123" <dloyer123@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, May 13, 2008 5:02 PM
> Subject: [amibroker] Re: Dual-core vs. quad-core
>
>
> > All of the cores have to share the same front bus and
northbridge.
> > The northbridge connects the cpu to memory and has limited
bandwidth.
> >
> > If several cores are running memory hungry applications, the
front
> > buss will saturate.
> >
> > The L2 cache helps for most applications, but not if you are
burning
> > through a few G of quote data. The L2 cache is just 4-8MB.
> >
> > The newer multi core systems have much faster front buses and
that
> > trend is likely to continue.
> >
> > So, it would be nice if AMI could support running multi cores,
even
> > if it was just running different optimization passes on different
> > cores. That would saturate the front bus, but take advantage of
all
> > of the memory bandwidth you have. It would really help those
multi
> > day walkforward runs.
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "markhoff" <markhoff@> wrote:
> >>
> >>
> >> If you have a runtime penalty when running 2 independent AB jobs
on
> > a
> >> Core Duo CPU it might be caused by too less memory (swapping to
> > disk)
> >> or other tasks which are also running (e.g. a web browser, audio
> >> streamer or whatever). You can check this with a process explorer
> >> which shows each tasks CPU utilisation. Similar, 4 AB jobs on a
Core
> >> Quad should have nearly no penalty in runtime.
> >>
> >> Tomasz stated that multi-thread optimization does not scale good
> > with
> >> the CPU number, but it is not clear to me why this is the case.
In
> > my
> >> understanding, AA optimization is a sequential process of
running
> > the
> >> same AFL script with different parameters. If I have an AFL with
> >> significantly long runtime per optimization step (e.g. 1 minute)
the
> >> overhead for the multi-threading should become quite small and
> >> independent tasks should scale nearly with the number of CPUs
(as
> > long
> >> as there is sufficient memory, n threads might need n-times more
> >> memory than a single thread). For sure the situation is
different if
> >> my single optimization run takes only a few millisecs or
seconds,
> > then
> >> the overhead for multi-thread-managment goes up ...
> >>
> >> Maybe Tomasz can give some detailed comments on that issue?
> >>
> >> Best regards,
> >> Markus
> >>
> >
> >
> > ------------------------------------
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> > Yahoo! Groups Links
> >
> >
> >
>
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