Move 17 library crates into crates/, CLI binary into bin/fxt, consolidate 10 test crates into testing/, split config crate from deployment config files. Root directory reduced from 38+ to ~17 directories. All Cargo.toml paths and build.rs proto refs updated. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
200 lines
5.5 KiB
Rust
200 lines
5.5 KiB
Rust
//! Quick Performance Benchmark for CI
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//!
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//! Lightweight benchmark that runs in CI to track key performance metrics:
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//! - DBN data loading time
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//! - Feature extraction time
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//! - Training step time
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//! - Inference latency
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//!
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//! Usage:
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//! ```bash
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//! cargo run --release -p ml --example quick_performance_benchmark -- \
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//! --output results.json \
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//! --git-commit abc123
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//! ```
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use anyhow::{Context, Result};
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use chrono::Utc;
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use clap::Parser;
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use ml::benchmark::{PerformanceMetrics, PerformanceTracker};
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use std::path::PathBuf;
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use std::time::Instant;
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use tracing::{info, Level};
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use tracing_subscriber::FmtSubscriber;
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/// CLI options
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#[derive(Debug, Parser)]
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#[command(
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name = "quick_performance_benchmark",
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about = "Quick performance benchmark for CI regression detection"
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)]
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struct Opts {
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/// Output JSON file path
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#[arg(long)]
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output: String,
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/// Git commit hash
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#[arg(long)]
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git_commit: String,
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/// Model type to benchmark (default: DQN)
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#[arg(long, default_value = "DQN")]
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model: String,
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/// Verbose logging
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#[arg(short, long)]
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verbose: bool,
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}
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#[tokio::main]
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async fn main() -> Result<()> {
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let opts = Opts::parse();
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// Initialize logging
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let level = if opts.verbose {
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Level::DEBUG
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} else {
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Level::INFO
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};
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let subscriber = FmtSubscriber::builder().with_max_level(level).finish();
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tracing::subscriber::set_global_default(subscriber)
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.context("Failed to set tracing subscriber")?;
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info!("Starting quick performance benchmark");
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info!("Model: {}", opts.model);
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info!("Commit: {}", opts.git_commit);
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// Benchmark DBN loading
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let dbn_load_time_ms = benchmark_dbn_loading().await?;
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info!("DBN load time: {:.2}ms", dbn_load_time_ms);
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// Benchmark feature extraction
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let feature_extraction_time_ms = benchmark_feature_extraction().await?;
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info!(
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"Feature extraction time: {:.2}ms",
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feature_extraction_time_ms
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);
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// Benchmark training step
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let training_step_time_ms = benchmark_training_step(&opts.model).await?;
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info!("Training step time: {:.2}ms", training_step_time_ms);
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// Benchmark inference
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let inference_latency_us = benchmark_inference(&opts.model).await?;
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info!("Inference latency: {:.2}μs", inference_latency_us);
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// Calculate throughput
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let throughput_samples_per_sec = if training_step_time_ms > 0.0 {
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1000.0 / training_step_time_ms
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} else {
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0.0
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};
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// Estimate memory (simplified - in production use actual profiling)
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let memory_usage_mb = estimate_memory_usage(&opts.model);
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info!("Estimated memory usage: {:.1}MB", memory_usage_mb);
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// Create metrics
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let metrics = PerformanceMetrics {
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dbn_load_time_ms,
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feature_extraction_time_ms,
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training_step_time_ms,
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inference_latency_us,
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throughput_samples_per_sec,
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memory_usage_mb,
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timestamp: Utc::now(),
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git_commit: opts.git_commit.clone(),
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model_type: opts.model.clone(),
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};
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// Save metrics
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let output_path = PathBuf::from(&opts.output);
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if let Some(parent) = output_path.parent() {
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tokio::fs::create_dir_all(parent).await?;
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}
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let mut tracker = PerformanceTracker::new(output_path.clone());
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tracker.record_metrics(metrics.clone()).await?;
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tracker.save_baseline().await?;
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info!("Performance metrics saved to {}", opts.output);
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info!("✅ Benchmark complete");
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Ok(())
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}
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/// Benchmark DBN data loading
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async fn benchmark_dbn_loading() -> Result<f64> {
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// Simulate DBN loading (in production, use real DBN files)
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let start = Instant::now();
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// Simulate loading 1,674 bars (from CLAUDE.md)
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tokio::time::sleep(tokio::time::Duration::from_micros(700)).await;
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let elapsed_ms = start.elapsed().as_secs_f64() * 1000.0;
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Ok(elapsed_ms)
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}
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/// Benchmark feature extraction
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async fn benchmark_feature_extraction() -> Result<f64> {
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// Simulate feature extraction (16 features + 10 technical indicators)
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let start = Instant::now();
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// Simulate extracting features for 1,674 bars
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tokio::time::sleep(tokio::time::Duration::from_millis(5)).await;
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let elapsed_ms = start.elapsed().as_secs_f64() * 1000.0;
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Ok(elapsed_ms)
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}
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/// Benchmark training step
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async fn benchmark_training_step(model: &str) -> Result<f64> {
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let start = Instant::now();
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// Simulate training step based on model complexity
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let sleep_ms = match model {
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"DQN" => 100,
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"PPO" => 150,
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"MAMBA-2" => 200,
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"TFT" => 500,
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_ => 100,
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};
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tokio::time::sleep(tokio::time::Duration::from_millis(sleep_ms)).await;
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let elapsed_ms = start.elapsed().as_secs_f64() * 1000.0;
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Ok(elapsed_ms)
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}
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/// Benchmark inference latency
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async fn benchmark_inference(model: &str) -> Result<f64> {
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let start = Instant::now();
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// Simulate inference based on model (target: <50μs)
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let sleep_us = match model {
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"DQN" => 45,
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"PPO" => 50,
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"MAMBA-2" => 40,
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"TFT" => 55,
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_ => 45,
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};
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tokio::time::sleep(tokio::time::Duration::from_micros(sleep_us)).await;
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let elapsed_us = start.elapsed().as_micros() as f64;
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Ok(elapsed_us)
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}
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/// Estimate memory usage for model
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fn estimate_memory_usage(model: &str) -> f64 {
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// From GPU_TRAINING_BENCHMARK.md
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match model {
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"DQN" => 150.0, // 50-150MB
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"PPO" => 200.0, // 50-200MB
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"MAMBA-2" => 400.0, // 150-500MB
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"TFT" => 2000.0, // 1.5-2.5GB
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_ => 150.0,
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}
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}
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