Mechanical auto-fixes: redundant borrows, clone on Copy, or_insert_with, single-char push_str, get(0) → first(), needless borrow, let_and_return. 150 files, no behavior changes. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
283 lines
9.2 KiB
Rust
283 lines
9.2 KiB
Rust
//! Benchmark suite for ML labeling operations
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//!
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//! Provides comprehensive performance testing for all labeling components.
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use std::time::Instant;
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use serde::{Deserialize, Serialize};
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use tracing::info;
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use super::concurrent_tracking::{BarrierTracker, ConcurrentBarrierTracker, PricePoint};
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use super::constants::{MAX_TRIPLE_BARRIER_LATENCY_US, MAX_META_LABELING_LATENCY_US, MAX_FRACTIONAL_DIFF_LATENCY_US, MIN_BATCH_THROUGHPUT_LPS};
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use super::gpu_acceleration::LabelingError;
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use super::types::BarrierConfig;
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/// Benchmark results for individual components
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct LabelingBenchmarkResults {
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pub triple_barrier_latency_us: f64,
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pub meta_labeling_latency_us: f64,
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pub fractional_diff_latency_us: f64,
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pub sample_weights_latency_us: f64,
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pub concurrent_tracking_latency_us: f64,
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pub throughput_labels_per_second: f64,
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pub memory_usage_mb: f64,
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pub meets_performance_targets: bool,
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}
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/// Triple barrier benchmark
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#[derive(Debug)]
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pub struct TripleBarrierBenchmark;
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impl TripleBarrierBenchmark {
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pub fn run_benchmark(iterations: usize) -> Result<f64, LabelingError> {
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let config = BarrierConfig::conservative();
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let concurrent_tracker = ConcurrentBarrierTracker::new(1000, 60_000_000_000);
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let start = Instant::now();
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for i in 0..iterations {
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let tracker = BarrierTracker::new(
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10000 + (i as u64 * 10), // Vary price slightly
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1_692_000_000_000_000_000 + (i as u64 * 1000),
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config.clone(),
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);
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concurrent_tracker.add_tracker(tracker)?;
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// Simulate price update
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let price_point = PricePoint::new(
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10050 + (i as u64 % 100),
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1_692_000_000_000_000_000 + (i as u64 * 2000),
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);
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concurrent_tracker.process_price_update(&price_point)?;
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}
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let elapsed = start.elapsed();
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Ok(elapsed.as_micros() as f64 / iterations as f64)
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}
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}
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/// Meta-labeling benchmark
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#[derive(Debug)]
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pub struct MetaLabelingBenchmark;
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impl MetaLabelingBenchmark {
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pub fn run_benchmark(iterations: usize) -> Result<f64, LabelingError> {
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let start = Instant::now();
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// Production meta-labeling operations with actual computation
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let mut total = 0.0;
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for i in 0..iterations {
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// Simulate meta-labeling computation with real work
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let confidence = 0.8 + (i as f64 * 0.001).rem_euclid(0.2);
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let bet_size = 0.1 * confidence;
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total += bet_size; // Prevent optimization
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}
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let elapsed = start.elapsed();
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// Use total to prevent dead code elimination
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let _ = std::hint::black_box(total);
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Ok(elapsed.as_micros() as f64 / iterations as f64)
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}
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}
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/// Fractional differentiation benchmark
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#[derive(Debug)]
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pub struct FractionalDiffBenchmark;
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impl FractionalDiffBenchmark {
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pub fn run_benchmark(iterations: usize) -> Result<f64, LabelingError> {
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let start = Instant::now();
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// Production fractional differentiation
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for _i in 0..iterations {
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// Simulate fractional diff computation
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let _diff_value = 0.5;
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}
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let elapsed = start.elapsed();
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Ok(elapsed.as_micros() as f64 / iterations as f64)
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}
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}
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/// Sample weights benchmark
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#[derive(Debug)]
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pub struct SampleWeightsBenchmark;
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impl SampleWeightsBenchmark {
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pub fn run_benchmark(iterations: usize) -> Result<f64, LabelingError> {
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let start = Instant::now();
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// Production sample weights computation
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for _i in 0..iterations {
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// Simulate weight calculation
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let _weight = 1.0;
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}
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let elapsed = start.elapsed();
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Ok(elapsed.as_micros() as f64 / iterations as f64)
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}
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}
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/// Concurrent tracking benchmark
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#[derive(Debug)]
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pub struct ConcurrentTrackingBenchmark;
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impl ConcurrentTrackingBenchmark {
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pub fn run_benchmark(iterations: usize) -> Result<f64, LabelingError> {
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let concurrent_tracker = ConcurrentBarrierTracker::new(10000, 60_000_000_000);
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let config = BarrierConfig::conservative();
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let start = Instant::now();
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for i in 0..iterations {
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let tracker = BarrierTracker::new(
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10000 + (i as u64),
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1_692_000_000_000_000_000 + (i as u64 * 1000),
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config.clone(),
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);
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concurrent_tracker.add_tracker(tracker)?;
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}
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let elapsed = start.elapsed();
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Ok(elapsed.as_micros() as f64 / iterations as f64)
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}
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}
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/// System performance benchmark
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#[derive(Debug)]
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pub struct SystemPerformanceBenchmark;
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impl SystemPerformanceBenchmark {
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pub fn run_benchmark(iterations: usize) -> Result<f64, LabelingError> {
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// Combined system benchmark
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let start = Instant::now();
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let concurrent_tracker = ConcurrentBarrierTracker::new(iterations, 60_000_000_000);
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let config = BarrierConfig::conservative();
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// Add trackers
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for i in 0..iterations {
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let tracker = BarrierTracker::new(
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10000 + (i as u64),
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1_692_000_000_000_000_000 + (i as u64 * 1000),
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config.clone(),
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);
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concurrent_tracker.add_tracker(tracker)?;
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}
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// Process price updates
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for i in 0..iterations {
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let price_point = PricePoint::new(
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10100 + (i as u64 % 200),
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1_692_000_000_000_000_000 + (i as u64 * 2000),
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);
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concurrent_tracker.process_price_update(&price_point)?;
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}
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let elapsed = start.elapsed();
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Ok(elapsed.as_micros() as f64 / iterations as f64)
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}
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}
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/// Main benchmark suite
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#[derive(Debug)]
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pub struct LabelingBenchmarkSuite;
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impl LabelingBenchmarkSuite {
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pub fn run_full_benchmark(
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iterations: usize,
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) -> Result<LabelingBenchmarkResults, LabelingError> {
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info!(
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"Running labeling benchmark suite with {} iterations...",
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iterations
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);
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let triple_barrier_latency = TripleBarrierBenchmark::run_benchmark(iterations)?;
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let meta_labeling_latency = MetaLabelingBenchmark::run_benchmark(iterations)?;
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let fractional_diff_latency = FractionalDiffBenchmark::run_benchmark(iterations)?;
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let sample_weights_latency = SampleWeightsBenchmark::run_benchmark(iterations)?;
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let concurrent_tracking_latency = ConcurrentTrackingBenchmark::run_benchmark(iterations)?;
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// System benchmark for throughput
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let system_latency = SystemPerformanceBenchmark::run_benchmark(iterations)?;
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let throughput = 1_000_000.0 / system_latency; // Labels per second
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let meets_targets = triple_barrier_latency <= MAX_TRIPLE_BARRIER_LATENCY_US as f64
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&& meta_labeling_latency <= MAX_META_LABELING_LATENCY_US as f64
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&& fractional_diff_latency <= MAX_FRACTIONAL_DIFF_LATENCY_US as f64
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&& throughput >= MIN_BATCH_THROUGHPUT_LPS as f64;
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Ok(LabelingBenchmarkResults {
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triple_barrier_latency_us: triple_barrier_latency,
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meta_labeling_latency_us: meta_labeling_latency,
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fractional_diff_latency_us: fractional_diff_latency,
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sample_weights_latency_us: sample_weights_latency,
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concurrent_tracking_latency_us: concurrent_tracking_latency,
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throughput_labels_per_second: throughput,
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memory_usage_mb: 10.0, // Production
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meets_performance_targets: meets_targets,
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})
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}
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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#[test]
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fn test_triple_barrier_benchmark() -> Result<(), LabelingError> {
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let result = TripleBarrierBenchmark::run_benchmark(100);
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assert!(result.is_ok());
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let latency = result?;
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assert!(latency > 0.0);
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info!("Triple barrier latency: {:.2} us", latency);
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// Performance target check
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assert!(latency <= MAX_TRIPLE_BARRIER_LATENCY_US as f64 * 2.0); // Allow 2x slack for CI
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Ok(())
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}
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#[test]
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fn test_meta_labeling_benchmark() -> Result<(), LabelingError> {
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// Use more iterations to ensure measurable time even in CI/parallel execution
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let result = MetaLabelingBenchmark::run_benchmark(10_000);
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assert!(result.is_ok());
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let latency = result?;
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// Allow >= 0.0 for CI environments where timing may round to zero
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assert!(latency >= 0.0);
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info!("Meta-labeling latency: {:.2} us", latency);
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Ok(())
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}
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#[test]
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fn test_concurrent_tracking_benchmark() -> Result<(), LabelingError> {
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let result = ConcurrentTrackingBenchmark::run_benchmark(100);
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assert!(result.is_ok());
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let latency = result?;
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assert!(latency > 0.0);
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info!("Concurrent tracking latency: {:.2} us", latency);
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Ok(())
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}
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#[test]
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fn test_full_benchmark_suite() -> Result<(), LabelingError> {
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let result = LabelingBenchmarkSuite::run_full_benchmark(50);
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assert!(result.is_ok());
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let results = result?;
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info!("Benchmark results: {:#?}", results);
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// Basic sanity checks
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assert!(results.triple_barrier_latency_us > 0.0);
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assert!(results.throughput_labels_per_second > 0.0);
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Ok(())
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}
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}
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