## Major Achievements ### 1. CUDA Made Default & Mandatory (Agent 143) - CUDA now default feature in ml/Cargo.toml - All training requires GPU (no silent CPU fallback) - Added get_training_device() helper with fail-fast errors - Removed --use-gpu flags (GPU mandatory) - **Impact**: No more wasting time on accidental CPU training ### 2. TFT Training COMPLETE (Agent 144) - ✅ Training completed successfully in 7.6 minutes - ✅ Early stopping at epoch 100/200 (best val loss: 0.097318) - ✅ 11 checkpoints saved to ml/trained_models/production/tft/ - ✅ GPU Performance: 99% utilization, 367MB VRAM, 4.4s/epoch - ✅ 10x speedup vs CPU (4.4s vs 43-55s per epoch) - **Status**: PRODUCTION READY ### 3. TFT CUDA Tensor Contiguity Fix (Agent 142) - Fixed "matmul not supported for non-contiguous tensors" error - Added .contiguous() call after narrow() operation in QuantileLayer - Enabled CUDA-accelerated TFT training - **Files**: ml/src/tft/quantile_outputs.rs ### 4. MAMBA-2 CUDA Layer Normalization (Agent 145) - Created CudaLayerNorm wrapper for missing CUDA kernel - Implemented manual layer norm: γ * (x - μ) / sqrt(σ² + ε) + β - MAMBA-2 now runs on CUDA (no more "no cuda implementation" error) - **Files**: ml/src/mamba/mod.rs ### 5. TDD E2E Test Suite (Agent 146) ⭐ - Created comprehensive MAMBA-2 test suite (297 lines) - 7 tests: shapes, batches, CUDA, gradients, configs - **16x faster debugging**: 5s per iteration vs 80s - Already caught dtype mismatch bug (F32 vs F64) - **Files**: ml/tests/e2e_mamba2_training.rs ## Agent Summary (Agents 126-146) ### Code Fixes (Parallel - Agents 137-141) - **Agent 137**: MAMBA-2 batch dimension fix (streaming + batch loaders) - **Agent 138**: Liquid NN API fix (mutable loader, iterator fix) - **Agent 139**: PPO CheckpointMetadata fix (signature fields) - **Agent 140**: Paper trading executor (498 lines, 100ms polling) - **Agent 141**: Real model loading (RealDQNModel, RealPPOModel) ### Infrastructure (Agents 143-146) - **Agent 143**: CUDA mandatory (Cargo.toml, device helpers) - **Agent 144**: TFT verification (completion monitoring) - **Agent 145**: MAMBA-2 CUDA layer norm wrapper - **Agent 146**: TDD E2E test suite (16x faster debugging) ## Files Modified ### Core ML Infrastructure - ml/Cargo.toml: Added default = ["minimal-inference", "cuda"] - ml/src/lib.rs: Added get_training_device() helper (+109 lines) - ml/src/tft/quantile_outputs.rs: Fixed tensor contiguity - ml/src/mamba/mod.rs: Added CudaLayerNorm wrapper (+41 lines) ### Training Scripts - ml/examples/train_tft_dbn.rs: Removed --use-gpu flag - ml/examples/train_ppo.rs: Removed --use-gpu flag - ml/examples/train_mamba2_dbn.rs: Forced CUDA-only mode - ml/examples/train_liquid_dbn.rs: Fixed API usage ### Data Loaders - ml/src/data_loaders/dbn_sequence_loader.rs: Fixed batch dimensions - ml/src/data_loaders/streaming_dbn_loader.rs: Fixed batch dimensions ### Trading Service - services/trading_service/src/paper_trading_executor.rs: New executor (+498 lines) - services/trading_service/src/services/enhanced_ml.rs: Real model loading - services/trading_service/src/ensemble_coordinator.rs: Integration ### Tests - ml/tests/e2e_mamba2_training.rs: New TDD test suite (+297 lines) ### Trainers - ml/src/trainers/tft.rs: Fixed CheckpointMetadata signature fields ## Performance Metrics ### TFT Training - Duration: 7.6 minutes (100 epochs with early stopping) - GPU Utilization: 99% - GPU Memory: 367MB / 4GB (9%) - Epoch Time: 4.4 seconds (vs 43-55s on CPU) - Speedup: 10x vs CPU - Status: ✅ PRODUCTION READY ### TDD Testing - Test Execution: 5-10 seconds per test - Debugging Iteration: 5 seconds (vs 80 seconds before) - Speedup: 16x faster debugging - First Bug Found: <1 minute (dtype mismatch) ## Documentation - 21 comprehensive agent reports - TDD quick start guide - CUDA troubleshooting guide - Training verification procedures ## Next Steps 1. Fix MAMBA-2 dtype mismatch (F32→F64) - 2 minutes 2. Run MAMBA-2 tests until passing - 5-10 minutes 3. Launch full MAMBA-2 training - 200 epochs 4. Launch Liquid NN training ## System Status - TFT: ✅ COMPLETE (production ready) - MAMBA-2: 🧪 IN TESTING (TDD suite ready) - CUDA: ✅ DEFAULT (mandatory for training) - Tests: ✅ 16x faster debugging 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
242 lines
5.4 KiB
Markdown
242 lines
5.4 KiB
Markdown
# Performance Regression Testing - Quick Start Guide
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**Status**: ✅ Production Ready
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**Time to Setup**: 5 minutes
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**Time to Run**: 10 minutes
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---
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## 1. Quick Start (5 Minutes)
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### 1.1 Run Benchmarks
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```bash
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# Run performance regression suite
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cargo bench --bench performance_regression
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# Expected output:
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# - 8 benchmark groups
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# - ~40 individual benchmarks
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# - 10 minutes runtime
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# - HTML report at target/criterion/report/index.html
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```
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### 1.2 View Results
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```bash
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# Open HTML report
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open target/criterion/report/index.html
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# Check metrics:
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# ✅ ML Prediction: P50 < 20μs, P99 < 50μs
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# ✅ Hot-Swap: P50 < 1μs
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# ✅ DB Writes: >1000/sec
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# ✅ Backtest: >1100 bars/sec
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# ✅ Order Processing: P99 < 100μs
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# ✅ Risk Validation: P99 < 50μs
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```
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---
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## 2. Record Baseline (1 Command)
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```bash
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# Record baseline for main branch
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./scripts/record_baseline_metrics.sh main
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# Output files:
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# - performance_metrics/metrics_main_*.json
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# - performance_metrics/baseline_summary_main.md
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# - target/criterion/baselines/main/
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```
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---
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## 3. Compare Performance (1 Command)
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```bash
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# After making changes, compare against baseline
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cargo bench --bench performance_regression -- --baseline main
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# Criterion will show:
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# - Green: Performance improved
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# - White: No significant change
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# - Red: Performance regressed >5%
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```
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---
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## 4. Generate Flame Graphs (Optional)
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```bash
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# Generate flame graphs for profiling (Linux only)
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./scripts/generate_flame_graphs.sh
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# View interactive flame graphs
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open flame_graphs/index.html
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# Or profile specific benchmark
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./scripts/generate_flame_graphs.sh ml_prediction 60
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```
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---
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## 5. CI Integration (Automatic)
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Performance regression checks run automatically on:
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- ✅ Pull requests (compare vs main)
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- ✅ Main branch commits (save new baseline)
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**CI Fails If**:
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- Performance degrades >10%
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- Critical metrics miss targets
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---
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## 6. Common Workflows
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### 6.1 Before Committing
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```bash
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# 1. Run benchmarks
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cargo bench --bench performance_regression
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# 2. Check for regressions
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cargo bench --bench performance_regression -- --baseline main
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# 3. If regression found, investigate
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./scripts/generate_flame_graphs.sh <benchmark-name> 60
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```
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### 6.2 After Optimization
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```bash
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# 1. Record pre-optimization baseline
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cargo bench --bench performance_regression -- --save-baseline pre_opt
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# 2. Make optimization changes
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# 3. Compare improvement
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cargo bench --bench performance_regression -- --baseline pre_opt
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# 4. Save new baseline if satisfied
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cargo bench --bench performance_regression -- --save-baseline main
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```
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### 6.3 Investigating Regression
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```bash
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# 1. Identify problematic benchmark
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cargo bench --bench performance_regression -- --baseline main
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# 2. Generate flame graph
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./scripts/generate_flame_graphs.sh <benchmark-name> 60
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# 3. Analyze flame graph
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open flame_graphs/flamegraph_<benchmark-name>_*.svg
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# 4. Look for wide frames (high CPU time)
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# 5. Fix identified bottlenecks
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# 6. Re-run benchmarks to verify
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```
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---
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## 7. Benchmark Descriptions
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| Benchmark | Target | Purpose |
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|-----------|--------|---------|
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| `ml_prediction_latency` | P50 20μs, P99 50μs | ML model inference speed |
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| `hot_swap_latency` | P50 1μs | Model switching overhead |
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| `database_writes` | 1000/sec | DB write throughput |
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| `backtest_performance` | 1100 bars/sec | Strategy backtesting speed |
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| `order_processing` | P99 100μs | Order operations latency |
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| `risk_validation` | P99 50μs | Risk check overhead |
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| `memory_allocation` | <1μs | Allocation overhead |
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| `concurrent_access` | <10μs | Lock contention |
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---
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## 8. Troubleshooting
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### 8.1 Benchmarks Taking Too Long
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```bash
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# Use quick mode (fewer samples)
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cargo bench --bench performance_regression -- --sample-size 10
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```
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### 8.2 High Variance in Results
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```bash
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# Close other applications
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# Disable CPU frequency scaling
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# Use longer measurement time
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cargo bench --bench performance_regression -- --measurement-time 60
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```
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### 8.3 Flame Graphs Not Working
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```bash
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# Flame graphs require Linux
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# Install perf tools
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sudo apt-get install linux-tools-$(uname -r)
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# Set perf permissions
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sudo sysctl kernel.perf_event_paranoid=-1
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```
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---
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## 9. Key Files
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| File | Purpose |
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|------|---------|
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| `benches/performance_regression.rs` | Main benchmark suite |
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| `scripts/record_baseline_metrics.sh` | Baseline recording |
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| `scripts/generate_flame_graphs.sh` | Flame graph generation |
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| `target/criterion/baselines/` | Saved baselines |
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| `target/criterion/report/` | HTML reports |
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| `performance_metrics/` | Metrics JSON/markdown |
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| `flame_graphs/` | Generated flame graphs |
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---
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## 10. Next Steps
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✅ **Immediate**: Run benchmarks to establish baseline
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```bash
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cargo bench --bench performance_regression
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./scripts/record_baseline_metrics.sh main
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```
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✅ **Before PR**: Compare against baseline
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```bash
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cargo bench --bench performance_regression -- --baseline main
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```
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✅ **Optimization**: Generate flame graphs
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```bash
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./scripts/generate_flame_graphs.sh
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```
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---
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## 11. Help
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**Full Documentation**: See `PERFORMANCE_REGRESSION_TEST_REPORT.md`
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**Issues**:
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- Compilation errors: `cargo clean && cargo build --bench performance_regression`
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- CI failures: Review PR comments and HTML reports
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- Performance questions: Check flame graphs
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**Links**:
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- [Criterion.rs Docs](https://bheisler.github.io/criterion.rs/)
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- [Flame Graphs Guide](https://www.brendangregg.com/flamegraphs.html)
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---
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**Last Updated**: 2025-10-14
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**Status**: ✅ Production Ready
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