[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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



PureBytes Links

Trading Reference Links

Overhead is not a constant ... It is a function of a variety of 
things not all of which am I even aware of and some of which can be 
fairly significant ...

--- In amibroker@xxxxxxxxxxxxxxx, "Ton Sieverding" 
<ton.sieverding@xxx> wrote:
>
> Of course not. You'll always keep the overhead as a constant. But 
as a rule of thumb it works fine for me in situations where time is 
the bottleneck ... 
> 
> Regards, Ton.
> 
>   ----- Original Message ----- 
>   From: Fred Tonetti 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Wednesday, June 18, 2008 2:25 PM
>   Subject: RE: [amibroker] Multi Core Optimization, L2 Cache & 
Optimization Run Times
> 
> 
> 
>   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 Tonetti 
> 
>     To: amibroker@xxxxxxxxxxxxxxx 
> 
>     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 Tonetti 
> 
>       To: 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 . 
> 
>      
> 
> 
> --------------------------------------------------------------------
--------
> 
>     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 for free now!
> 
> 
> 
> 
> 
> 
> --------------------------------------------------------------------
----------
>   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 for free now!
>



------------------------------------

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

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/