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Update Py.py #11

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Update Py.py #11

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61 changes: 36 additions & 25 deletions Py.py
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Original file line number Diff line number Diff line change
@@ -1,7 +1,8 @@
import time
NUM_RECORDS = 50* 1000 * 444
NUM_RECORDS = 50 * 1000 * 444

class PyMemTrade():
class PyMemTrade(object):
__slots__ = ('tradeId', 'clientId', 'venueId', 'instrumentCode','price','quantity','side')
def __init__(self, tradeId, clientId, venueId, instrumentCode, price, quantity, side):
self.tradeId = tradeId
self.clientId = clientId
Expand All @@ -10,33 +11,43 @@ def __init__(self, tradeId, clientId, venueId, instrumentCode, price, quantity,
self.price = price
self.quantity = quantity
self.side = side


def initTrades(trades):
for i in range(0, NUM_RECORDS):
aside = ''
if (i % 2 == 0):
aside = 'B'
else:
aside = 'S'
trades[i] = PyMemTrade(i,1,123,321,i,i,aside)
for i in xrange(0, NUM_RECORDS):
t = trades[i]
t.tradeId = i
t.clientId = 1
t.venueId = 123
t.instrumentCode = 321
t.price = i
t.quantity = i

if (i % 2 == 0):
t.side = 'B'
else:
t.side = 'S'



def perfRun(runNum, trades):
start = time.time() * 1000
initTrades(trades)
buyCost = 0
sellCost = 0
for i in range(0, NUM_RECORDS):
trade = trades[i]
if (trade.side == 'B'):
buyCost += trade.price * trade.quantity
else:
sellCost += trade.price * trade.quantity

end = time.time() * 1000
duration = end - start
print(str(runNum) + " - duration " + str(int(duration)) + "ms\n")
#print(runNum, " - duration ", duration, "ms\n") This prints weird on Pypy
print("buyCost = ", buyCost, " sellCost = ", sellCost, "\n")
start = time.time() * 1000
initTrades(trades)
buyCost = 0
sellCost = 0
for i in xrange(0, NUM_RECORDS):
t = trades[i]

if (t.side == 'B'):
buyCost += t.price * t.quantity
else:
sellCost += t.price * t.quantity

end = time.time() * 1000
duration = end - start
print(str(runNum) + " - duration " + str(int(duration)) + "ms\n")
#print(runNum, " - duration ", duration, "ms\n") This prints weird on Pypy
print("buyCost = ", buyCost, " sellCost = ", sellCost, "\n")

if __name__ == '__main__':
trades = [PyMemTrade(0,0,0,0,0,0,'0') for i in range(NUM_RECORDS)]
Expand Down