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



PureBytes Links

Trading Reference Links

Next will be three or Four Quad cores
With Four Quad cores this run would be done before you click on Optimize


MarkK



-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Fred Tonetti
Sent: Tuesday, June 17, 2008 10:50 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Re: Multi Core Optimization, L2 Cache &
Optimization Run Times

It's a DUAL quad . 

 

________________________________

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of dloyer123
Sent: Tuesday, June 17, 2008 10:29 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Multi Core Optimization, L2 Cache &
Optimization Run Times

 

This is a quad core? I am suprised that you continue to get 
improvment beyound 4. 

--- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com> ,
Fred Tonetti <ftonetti@xxx> wrote:
>
> 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%40yahoogroups.com>
[mailto:amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com> ]
On Behalf
> Of Steve Dugas
> Sent: Saturday, June 14, 2008 7:00 PM
> To: amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com> 
> 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 <mailto:ftonetti@...> Tonetti 
> 
> To: amibroker@xxxxxxxxx <mailto:amibroker@xxxxxxxxxxxxxxx
<mailto:amibroker%40yahoogroups.com> > ps.com 
> 
> 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 . 
> 
> 
> 
> 
> _____ 
> 
> I am using the free version of SPAMfighter for private users.
> It has removed 480 spam emails to date.
> Paying users do not have this message in their emails.
> Try SPAMfighter <http://www.spamfighter.com/len
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>


________________________________

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