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Hello Tomasz,
Below is some AFL I wrote to explore the speed difference between
Array and Loop operations. I wanted to explore a number of different
array operations to see if I could speed up my indicators.
It shows the difference in speed for finding the highest value in a
whole array.
I am not sure my math is correct though, because one of the results
seem counter intuitive.
For instance:
I test a for() loop that does nothing in order to get the loop
overhead. I subtract that number from the loop that is doing the real
operation to get just the time to do the one operation. I subtracted
off the loop overhead because a loop will usually have a lot of
operations that spread out the overhead. I do this for 1,000 cycles
and for 10,000 cycles.
I would expect the time to execute a single AFL line after subtracting
off the overhead would be the same regardless of the number of
cycles. However, the results say that it takes almost twice as long
to execute that operation in a 1,000 cycle loop than a 10,000 cycle
loop. Since this is not what I would expect, so I have to assume I
did something wrong. I figured I should ask for a review before
making statements about how much faster arrays are.
On the other hand, the array operation shows almost one third of the
time per bar when going from 1,000 to 10,000 bars, which is reasonable.
Am I missing something in my understanding, or am I just a lousy AFL
coder? :)
Best regards,
Dennis
/*
////////////////////////////////////////////////////////////////////////////////////////
// Simple test code to show speed difference between loop and array
operations -- 7/4/2009 Dennis Brown
// Edit this AFL for each comparison of equivelent operations
// Check both 1000 and 10,000 bar operations to derive the overhead
// Timing on one pass is jumpy, so it will avarage passes for a large
term average -- just wait a while
// Watch out for differences in operation lengths due to one way
nature of SetBarsRequired()
// Do the short cycle length first, then the long one, then edit AFL
with short one selected to reset SBR -- what a pain
// If I could switch to lower SBR numbers on the fly, I could
calculate a complete curve with overheads
// Number of bars loaded seems to always be 200 more than the
requested number with SBR
// Interestingly, //comments seem to run a little faster than /*
comments */ in the timing loop
*/
LoopText = ArrayText = ""; // init and make global
function LoopOperation( Length ) { /* Edit this function with the loop
operator to be tested */
GetPerformanceCounter( True ); /* reset the timer */
MaxPrice = 0;
for ( i=0; i<Length; i++ ) {
/* insert the loop operation(s) to be tested below */
MaxPrice = Max( MaxPrice, C[i] );
}
LoopText = "MaxPrice = Max( MaxPrice, C[i] );" ; /* duplicate
operator here for display output */
return round(1000000/Length*GetPerformanceCounter( False ) ); /*
returns time in microseconds per 1000 */
}
function ArrayOperation( Length ) { /* Edit this function with the
array operator to be tested */
GetPerformanceCounter( True ); /* reset the timer */
MaxPrice = LastValue( HHV( C, Length ) );
ArrayText = "MaxPrice = LastValue( HHV( C, Length ) );" ; /*
duplicate operator here for display output */
return round(1000000/Length*GetPerformanceCounter( False ) ); /*
returns time in microseconds per 1000 */
}
function LoopOverhead( Length ) { /* loop overhead to be tested, do
NOT edit */
GetPerformanceCounter( True ); /* reset the timer */
for ( i=0; i<Length; i++ ) { ; }
return round(1000000/Length*GetPerformanceCounter( False ) ); /*
returns time in microseconds per 1000 */
}
// main routine
LastSBRLength = StaticVarGet( "LastSBRParameterValue" );
SBRLength = Param( "Base cycle length", 1000, 1000, 10000, 9000 );
Length = BarCount-200;
if ( ParamTrigger("Reset Averages", "Click to Reset" ) OR
LastSBRLength != SBRLength OR Length != SBRLength ) {
StaticVarSet( "TimeSum0", 0 );
StaticVarSet( "TimeSum1", 0 );
StaticVarSet( "TimeSum2", 0 );
StaticVarSet( "TimeCycles", 0 );
StaticVarSet( "LastSBRParameterValue", SBRLength );
Title = " Warning -- SetBarsRequired() can not reduce bars -- Edit
AFL to reset SBR or increase length parameter";
}
else { // only execute the code if all the bar requirements match so
we get accurate results (i.e., first cycle is all bars)
TimeSum0 = StaticVarGet( "TimeSum0" );
TimeSum1 = StaticVarGet( "TimeSum1" );
TimeSum2 = StaticVarGet( "TimeSum2" );
TimeCycles = 1 + StaticVarGet( "TimeCycles" );
TimeSum0 += LoopOverhead( Length ); // loop overhead to be tested
TimeSum1 += LoopOperation( Length ); // loop operator to be tested
TimeSum2 += ArrayOperation( Length ); // array operator to be tested
StaticVarSet( "TimeSum0", TimeSum0 );
StaticVarSet( "TimeSum1", TimeSum1 );
StaticVarSet( "TimeSum2", TimeSum2 );
StaticVarSet( "TimeCycles", TimeCycles );
Time0 = round( TimeSum0 / TimeCycles );
Time1 = round( TimeSum1 / TimeCycles );
Time2 = round( TimeSum2 / TimeCycles );
OpTime = Time1-Time0; // subtract off the constant loop overhead
speedup = NumToStr( OpTime /Time2, 0.1 );
if ( Length != SBRLength ) { warning = " !!! Warning Length
Mismatch !!!"; } else { warning = ""; }
Title = "Per 1000 bars (cycles) Tming Test\n" +
"Bars Loaded = " + BarCount + "\n" +
"Base Cycle Length = " + Length + warning + "\n\n" +
"Looped Operation: " + LoopText +
"\n\n" +
"Loop Overhead = " + time0 + "us\n" +
"Looped Operator = " + OpTime + "us\n\n" +
"Array Operation: " + ArrayText +
"\n\n" +
"Array Operator = " + time2 + "us\n" +
"Speedup Factor = " + speedup;
} // end of active code
RequestTimedRefresh( 1 );
//Override all bar requirements for our test
SetBarsRequired( SBRLength, sbrAll );
------------------------------------
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