cce87c992d
Address review
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- Increase time lenght of SmartInsider benchmarks. Adding history
requests
2019-10-16 13:35:05 -03:00
0d171a2e70
Add SmartInsider performance benchmark
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- Adjust Sec performance benchmark algorithm
2019-10-16 12:15:00 -03:00
3fe7838f09
Add Sec report perf branchmark
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- Add Sec report performance benchmarks C# and Py
- Add missing `using(Py.Gil)`
2019-10-14 16:53:53 -03:00
b5c216f7f3
Adding new Coarse performance benchmarks
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- Adding stateless and stateful coarse universe selection benchmarks.
Will be used to benchmark future performance improvement.
2019-04-18 12:47:49 -03:00
9651df9900
Updating the ScheduledEventBenchmark
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- Renaming files from `Schedule...` to `Scheduled...` to match algorithm
name.
- Removed `ScheduledEvents` set every 5 seconds
- Increased the every day `ScheduledEvents` from 200 to 600
2019-02-22 18:57:08 -03:00
124af7282e
Improve HistoryRequestBenchmark algorithm
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- The HistoryRequestBenchmark will now perform a daily and minute history
request at end of day.
- C# performance is at ~15k data points per second
- Python performance is at ~11k data points per second
2019-01-11 18:09:59 -03:00
6045aa0579
minor change
2018-05-29 17:36:11 -04:00
e3ae079b6b
modify benchmark namespace
2018-05-29 16:11:58 -04:00
9982c6cb2e
modify using statement
2018-05-28 10:31:54 -04:00
cbc948a535
add ScheduleEventsBenchmark algorithm
2018-05-26 01:55:00 -04:00
093d6d56a1
add IndicatorRibbonBenchmark algorithm
2018-05-26 01:54:08 -04:00
98027e2025
add HistoryRequestBenchmark algorithm
2018-05-26 01:52:45 -04:00
4481f200ba
add CoarseFineUniverseSelectionBenchmark algorithm
2018-05-26 01:51:45 -04:00
bfe2f7f33f
Reduce length of benchmark and fix name conflict with loader tests
2018-03-27 16:12:02 -04:00
69e7df6d77
Rename benchmark algorithms and fix headers
2018-03-27 15:45:17 -04:00
a10be8f4d4
Rename the benchmark algorithms, include header and comments
2018-03-27 15:24:59 -04:00
c9cf10157c
Update EmptyMinute400EquityAlgorithm to be self contained
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Keeping the dependencies limited to a single file makes running these
in an automated fashion simpler
2018-03-27 14:06:34 -04:00
ecf6e59c88
Add EmptySingleSecuritySecondEquityAlgorithm
2018-03-27 14:05:53 -04:00
42443b303c
Increase length of benchmark algorithm
2015-12-07 12:02:17 -05:00
240c6ff2e2
Recorded performance of commits
2015-12-07 12:02:17 -05:00
50b33b3d0a
EmptyMinute400Equity - 185k
2015-12-07 12:02:15 -05:00
e08ed1c213
Add Benchmark algorithm with baseline time
2015-12-07 12:02:13 -05:00
Martin Molinero