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



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Fred,

As an aside from optimization problems... I'm running Vista 64 bit on
a multicore machine... When I run two instances of AB live, i.e.
different databases... different feeds... simultaneously... do they
automatically run on different cores...?? Or do I need to force that
kind of behaviour...?



--- In amibroker@xxxxxxxxxxxxxxx, Fred Tonetti <ftonetti@xxx> wrote:
>
> The relationship isn't quite that clear .
> 
>  
> 
> I'm still playing with this feature for IO but if you are using AB's
> exhaustive search for a variety of things and have a multiple CPU / Core
> machine try MCO on some of your optimization problems .
> 
>  
> 
>   _____  
> 
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of Ton Sieverding
> Sent: Wednesday, June 18, 2008 4:29 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Multi Core Optimization, L2 Cache &
Optimization
> Run Times
> 
>  
> 
> Fred does this show me that 'doubling the cores equals halving the
time' -) 
> 
>  
> 
> Regards, Ton.
> 
>  
> 
> ----- Original Message ----- 
> 
> From: Fred <mailto:ftonetti@...>  Tonetti 
> 
> To: amibroker@xxxxxxxxx <mailto:amibroker@xxxxxxxxxxxxxxx> ps.com 
> 
> Sent: Wednesday, June 18, 2008 1:10 AM
> 
> 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 <mailto:ftonetti@...>  Tonetti 
> 
> To: amibroker@xxxxxxxxx <mailto:amibroker@xxxxxxxxxxxxxxx> 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 . 
> 
>  
> 
> 
>   _____  
> 
> 
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> 
> 
>  
> 
> 
>   _____  
> 
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> It has removed 480 spam emails to date.
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>



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