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RE: [amibroker] Multi Core Optimization, L2 Cache & Optimization Run Times



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Are you setting each instance to a unique affinity or letting windows try to
balance it?

d 

> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx 
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Fred Tonetti
> Sent: Tuesday, June 17, 2008 7:10 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Multi Core Optimization, L2 Cache & 
> Optimization Run Times
> 
> Here are some results I got with my new toy .
> 
> This is using a reasonably complex system on ~500 symbols 
> over 10 years
> i.e. ~2500 bars ...
> 
>  
> 
> Cores    Time    Percent
> 
>  
> 
> 1          218                                                     
> 
> 2          114      52.29%
> 
> 3          79        36.24%
> 
> 4          62        28.44%
> 
> 5          52        23.85%
> 
> 6          46        21.10%
> 
> 7          41        18.81%
> 
> 8          37        16.97%
> 
>  
> 
> As expected the higher you go the more overhead there is . but
> improvements like this are still well worth the effort . 
> Especially on a
> single box .
> 
>  
> 
>  
> 
> ________________________________
> 
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
> Behalf Of Steve Dugas
> Sent: Saturday, June 14, 2008 7:00 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Multi Core Optimization, L2 Cache &
> Optimization Run Times
> 
>  
> 
> Very interesting Fred, thanks!  This looks encouraging, at 
> least for us
> EOD guys.
> 
>  
> 
> One thing I notice - at 32 tickers, it looks like the curve has
> "recovered" to what you might expect to see even if there was 
> no dent at
> 16. And also, after 32 the curve seems to get a second wind, i.e. it
> "inverts" and the time per symbol decreases *more* rapidly as more
> tickers are added. What do you think might account for that?  
> Is it just
> due to the log nature of the chart? Thanks!
> 
>  
> 
> Steve
> 
> 	----- Original Message ----- 
> 
> 	From: Fred Tonetti <mailto:ftonetti@xxxxxxxxxxxxx>  
> 
> 	To: amibroker@xxxxxxxxxxxxxxx <mailto:amibroker@xxxxxxxxxxxxxxx>
> Sent: Saturday, June 14, 2008 5:49 PM
> 
> 	Subject: [amibroker] Multi Core Optimization, L2 Cache &
> Optimization Run Times
> 
> 	 
> 
> 	Given TJ's comments about:
> 
> 	 
> 
> 	-          The amount of memory utilized in processing symbols
> of data 
> 
> 	-          Whether or not this would fit in the L2 cache 
> 
> 	-          The effect it would have on optimizations when it
> didn't
> 
> 	 
> 
> 	I finally got around to running a little benchmark for Multi
> Core Optimization using the program I wrote and posted ( MCO 
> ) which I'
> ll be posting a new version of shortly .
> 
> 	 
> 
> 	These tests were run under the following conditions:
> 
> 	 
> 
> 	-          A less than state of the art laptop with 
> 
> 	o        Core 2 Duo 1.86 Ghz processor
> 
> 	o        2 MB of L2 Cache
> 
> 	 
> 
> 	-          Watch Lists of symbols each of which 
> 
> 	o        Contains the next power of two number of symbols of the
> previous i.e. 1, 2, 4, 8, 16, 32, 64, 128, 256
> 
> 	o        Contains Symbols containing ~5000 bars of data .
> 
> 	 
> 
> 	Given the above:
> 
> 	 
> 
> 	-          Each symbol should require 160,000 bytes i.e. ~5,000
> bars * 32 bytes per bar
> 
> 	-          Loading more than 13 symbols should cause L2 cache
> misses to occur
> 
> 	 
> 
> 	Results:
> 
> 	 
> 
> 	-          See the attached data & chart
> 
> 	 
> 
> 	There are several interesting things I find regarding the
> results .
> 
> 	 
> 
> 	-          The "dent" in the curve looking left to right occurs
> right where you'd think it would, between 8 symbols and 16 
> symbols i.e.
> from the point at which all data can be loaded to and 
> accessed from the
> L2 cache to the point where it no longer can .
> 
> 	-          The "dent" occurs in the same place running either
> one or two instances of AB
> 
> 	-          The "dent" while clearly visible is hardly traumatic
> in terms of run times
> 
> 	-          The relationship of run times between running one and
> two instances of AB is consistent at 40% savings in terms of run times
> regardless of the number of symbols.  
> 
> 	-          This is also in line when one looks at how much CPU
> is utilized when running one instance of AB which on the test 
> machine is
> typically in the 54 - 60% range.
> 
> 	 
> 
> 	I have a new toy that I'll be trying these benchmarks on again
> shortly i.e. a dual core 2 duo quad 3.0 ghz . 
> 
> 
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