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_____ From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of Ton Sieverding Sent: Thursday, June 19, 2008 1:55 AM To: [email protected] Subject: Re: [amibroker] Re: Multi Core Optimization, L2 Cache & Optimization Run Times For my information Fred, please mention one those things having such a influence on overhead that I cannot use it as a constant in a 'Rule of thumb' ... Regards, Ton. ----- Original Message ----- From: Fred <mailto:[EMAIL PROTECTED]> To: [EMAIL PROTECTED] <mailto:[email protected]> ps.com Sent: Wednesday, June 18, 2008 7:49 PM Subject: [amibroker] Re: Multi Core Optimization, L2 Cache & Optimization Run Times Overhead is not a constant ... It is a function of a variety of things not all of which am I even aware of and some of which can be fairly significant ... --- In [EMAIL PROTECTED] <mailto:[email protected]> ps.com, "Ton Sieverding" <[EMAIL PROTECTED]> wrote: > > Of course not. You'll always keep the overhead as a constant. But as a rule of thumb it works fine for me in situations where time is the bottleneck ... > > Regards, Ton. > > ----- Original Message ----- > From: Fred Tonetti > To: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com > Sent: Wednesday, June 18, 2008 2:25 PM > Subject: RE: [amibroker] Multi Core Optimization, L2 Cache & Optimization Run Times > > > > The relationship isn't quite that clear . > > > > I'm still playing with this feature for IO but if you are using AB's exhaustive search for a variety of things and have a multiple CPU / Core machine try MCO on some of your optimization problems . > > > > > ---------------------------------------------------------- ---------- > > From: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com [mailto:[EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com] On Behalf Of Ton Sieverding > Sent: Wednesday, June 18, 2008 4:29 AM > To: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com > Subject: Re: [amibroker] Multi Core Optimization, L2 Cache & Optimization Run Times > > > > Fred does this show me that 'doubling the cores equals halving the time' -) > > > > Regards, Ton. > > > > ----- Original Message ----- > > From: Fred Tonetti > > To: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com > > Sent: Wednesday, June 18, 2008 1:10 AM > > Subject: RE: [amibroker] Multi Core Optimization, L2 Cache & Optimization Run Times > > > > Here are some results I got with my new toy . > > This is using a reasonably complex system on ~500 symbols over 10 years i.e. ~2500 bars ... > > Cores Time Percent > > 1 218 > > 2 114 52.29% > > 3 79 36.24% > > 4 62 28.44% > > 5 52 23.85% > > 6 46 21.10% > > 7 41 18.81% > > 8 37 16.97% > > As expected the higher you go the more overhead there is . but improvements like this are still well worth the effort . Especially on a single box . > > > ---------------------------------------------------------- -------- > > From: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com [mailto:[EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com] On Behalf Of Steve Dugas > Sent: Saturday, June 14, 2008 7:00 PM > To: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com > Subject: Re: [amibroker] Multi Core Optimization, L2 Cache & Optimization Run Times > > Very interesting Fred, thanks! This looks encouraging, at least for us EOD guys. > > One thing I notice - at 32 tickers, it looks like the curve has "recovered" to what you might expect to see even if there was no dent at 16. And also, after 32 the curve seems to get a second wind, i.e. it "inverts" and the time per symbol decreases *more* rapidly as more tickers are added. What do you think might account for that? Is it just due to the log nature of the chart? Thanks! > > Steve > > ----- Original Message ----- > > From: Fred Tonetti > > To: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com > > Sent: Saturday, June 14, 2008 5:49 PM > > Subject: [amibroker] Multi Core Optimization, L2 Cache & Optimization Run Times > > Given TJ's comments about: > > - The amount of memory utilized in processing symbols of data > > - Whether or not this would fit in the L2 cache > > - The effect it would have on optimizations when it didn't > > I finally got around to running a little benchmark for Multi Core Optimization using the program I wrote and posted ( MCO ) which I'll be posting a new version of shortly . > > These tests were run under the following conditions: > > - A less than state of the art laptop with > > o Core 2 Duo 1.86 Ghz processor > > o 2 MB of L2 Cache > > - Watch Lists of symbols each of which > > o Contains the next power of two number of symbols of the previous i.e. 1, 2, 4, 8, 16, 32, 64, 128, 256 > > o Contains Symbols containing ~5000 bars of data . > > Given the above: > > - Each symbol should require 160,000 bytes i.e. ~5,000 bars * 32 bytes per bar > > - Loading more than 13 symbols should cause L2 cache misses to occur > > Results: > > - See the attached data & chart > > There are several interesting things I find regarding the results . > > - The "dent" in the curve looking left to right occurs right where you'd think it would, between 8 symbols and 16 symbols i.e. from the point at which all data can be loaded to and accessed from the L2 cache to the point where it no longer can . > > - The "dent" occurs in the same place running either one or two instances of AB > > - The "dent" while clearly visible is hardly traumatic in terms of run times > > - The relationship of run times between running one and two instances of AB is consistent at 40% savings in terms of run times regardless of the number of symbols. > > - This is also in line when one looks at how much CPU is utilized when running one instance of AB which on the test machine is typically in the 54 - 60% range. > > I have a new toy that I'll be trying these benchmarks on again shortly i.e. a dual core 2 duo quad 3.0 ghz . > > > > > ---------------------------------------------------------- -------- > > I am using the free version of SPAMfighter for private users. > It has removed 480 spam emails to date. > Paying users do not have this message in their emails. > Try SPAMfighter for free now! > > > > > > > ---------------------------------------------------------- ---------- > I am using the free version of SPAMfighter for private users. > It has removed 480 spam emails to date. > Paying users do not have this message in their emails. > Try SPAMfighter for free now! > _____ I am using the free version of SPAMfighter for private users. 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