Well, the overhead is certainly FAAAAR more than what TJ would
encounter
with multiple threads instead of multiple instances of AB. I
still don't
understand TJ's statement a while back that he couldn't see
enough
improvement to justify his implementing it (at least that's what I
thought
he said).
d
> -----Original Message-----
>
From: amibroker@xxxxxxxxxps.com
> [mailto:amibroker@xxxxxxxxxps.com]
On Behalf Of Fred
> Sent: Wednesday, June 18, 2008 1:50 PM
> To:
amibroker@xxxxxxxxxps.com
>
Subject: [amibroker] Re: Multi Core Optimization, L2 Cache &
>
Optimization Run Times
>
> 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@xxxxxxxxxps.com,
"Ton Sieverding"
> <ton.sieverding@...> 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@xxxxxxxxxps.com
> > 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@xxxxxxxxxps.com
> [mailto:amibroker@xxxxxxxxxps.com]
On Behalf Of Ton Sieverding
> > Sent: Wednesday, June 18, 2008 4:29
AM
> > To: amibroker@xxxxxxxxxps.com
>
> 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@xxxxxxxxxps.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@xxxxxxxxxps.com
> [mailto:amibroker@xxxxxxxxxps.com]
On Behalf Of Steve Dugas
> > Sent: Saturday, June 14, 2008 7:00
PM
> > To: amibroker@xxxxxxxxxps.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 Tonetti
> >
> > To:
amibroker@xxxxxxxxxps.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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