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Benchmarks

Generated by olab-study bench. Times exclude first-call compilation, which has its own row. Each is the median of five runs on one core's worth of work, on the machine below.

Intel64 Family 6 Model 183 Stepping 1, GenuineIntel, 32 logical cores, 127.7 GB RAM, Windows-11-10.0.26200-SP0, Python 3.12.10, Numba 0.68.1.

Requirement Case Seconds Target (s) Met
NFR-01 pbo_cscv, T = 1,260, N = 1,000, S = 16 0.396 10 yes
NFR-02 reality_check, T = 1,260, N = 1,000, B = 1,000 0.150 60 yes
NFR-02 spa_test, T = 1,260, N = 1,000, B = 1,000 0.230 60 yes
NFR-02 romano_wolf_stepdown, T = 1,260, N = 1,000, B = 1,000 0.228 120 yes
NFR-03 run_strategies, 1,034 variants, 5,000 bars 0.100 5 yes
NFR-03 first-call JIT compile 2.453 30 yes