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Start benchmarking

Open milktrader opened this issue 12 years ago • 6 comments

Besides the test suite, we should begin benchmarking that not only do we get the correct answer, but we get it fast.

milktrader avatar Nov 05 '13 12:11 milktrader

I've included the test/data/benchmark.csv file, which includes over 15,850 rows of data. Not sure if this is big enough for benchmarking. I think that taking simple returns of the Close for example would give a nice array to time functions on.

milktrader avatar Nov 06 '13 02:11 milktrader

We should follow the layout that DataFrames has for this, which is similar to how unit testing is done.

milktrader avatar Nov 06 '13 19:11 milktrader

Is there a way to automatically run @time or other benchmarking tools automatically via travis or some other CI on original and changed code? So you can see if a pull request will provide performance improvements.

rob-luke avatar Oct 11 '15 10:10 rob-luke

The Benchmark package looks nice. But I see no easy way to compare against different git commits.

rob-luke avatar Oct 11 '15 11:10 rob-luke

Such functionality is actively being worked on right now so hopefully it'll be availiable within a couple of months.

andreasnoack avatar Oct 11 '15 11:10 andreasnoack

Thanks. Is there a conversation somewhere I can follow?

rob-luke avatar Oct 11 '15 11:10 rob-luke