File size: 10,448 Bytes
2923639
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
#!/usr/bin/env python3
"""
WayyDB Read/Write Performance Benchmarks
"""
import time
import sys
import numpy as np

# Add local build to path
sys.path.insert(0, "/home/rcgalbo/wayy-research/wf/wayyDB/build")

import wayy_db as wdb

def format_rate(rows: int, elapsed: float) -> str:
    rate = rows / elapsed
    if rate >= 1e6:
        return f"{rate/1e6:.2f}M rows/sec"
    elif rate >= 1e3:
        return f"{rate/1e3:.2f}K rows/sec"
    else:
        return f"{rate:.2f} rows/sec"

def format_bytes(bytes_count: int, elapsed: float) -> str:
    rate = bytes_count / elapsed
    if rate >= 1e9:
        return f"{rate/1e9:.2f} GB/sec"
    elif rate >= 1e6:
        return f"{rate/1e6:.2f} MB/sec"
    else:
        return f"{rate/1e3:.2f} KB/sec"

def bench_write(sizes: list[int]):
    """Benchmark table creation/write performance."""
    print("\n=== WRITE PERFORMANCE ===\n")
    print(f"{'Rows':<12} {'Time (ms)':<12} {'Rate':<20} {'Throughput':<15}")
    print("-" * 60)

    for n in sizes:
        # Generate data
        timestamps = np.arange(n, dtype=np.int64)
        prices = np.random.uniform(100, 200, n).astype(np.float64)
        volumes = np.random.randint(100, 10000, n).astype(np.int64)
        symbols = np.random.randint(0, 100, n).astype(np.uint32)

        # Time table creation
        start = time.perf_counter()
        table = wdb.Table(f"bench_{n}")
        table.add_column_from_numpy("timestamp", timestamps, wdb.DType.Timestamp)
        table.add_column_from_numpy("price", prices, wdb.DType.Float64)
        table.add_column_from_numpy("volume", volumes, wdb.DType.Int64)
        table.add_column_from_numpy("symbol", symbols, wdb.DType.Symbol)
        table.set_sorted_by("timestamp")
        elapsed = time.perf_counter() - start

        # Calculate bytes (8+8+8+4 = 28 bytes per row)
        bytes_per_row = 28
        total_bytes = n * bytes_per_row

        print(f"{n:<12,} {elapsed*1000:<12.2f} {format_rate(n, elapsed):<20} {format_bytes(total_bytes, elapsed):<15}")

    return table  # Return last table for further tests

def bench_read(table: wdb.Table):
    """Benchmark read/access performance."""
    print("\n=== READ PERFORMANCE ===\n")
    n = table.num_rows

    # Column access
    start = time.perf_counter()
    for _ in range(100):
        col = table["price"]
    elapsed = time.perf_counter() - start
    print(f"Column lookup (100x):     {elapsed*1000:.3f}ms ({elapsed*10:.3f}ms per lookup)")

    # Zero-copy numpy access
    start = time.perf_counter()
    for _ in range(100):
        arr = table["price"].to_numpy()
    elapsed = time.perf_counter() - start
    print(f"to_numpy() (100x):        {elapsed*1000:.3f}ms ({elapsed*10:.3f}ms per call)")

    # Full table scan (sum all values)
    col = table["price"]
    start = time.perf_counter()
    for _ in range(10):
        total = wdb.ops.sum(col)
    elapsed = time.perf_counter() - start
    print(f"Full scan sum (10x):      {elapsed*1000:.3f}ms ({elapsed*100:.3f}ms per scan)")
    print(f"  -> {format_rate(n * 10, elapsed)}")

def bench_aggregations(table: wdb.Table):
    """Benchmark aggregation operations."""
    print("\n=== AGGREGATION PERFORMANCE ===\n")
    n = table.num_rows
    col = table["price"]

    ops = [
        ("sum", wdb.ops.sum),
        ("avg", wdb.ops.avg),
        ("min", wdb.ops.min),
        ("max", wdb.ops.max),
        ("std", wdb.ops.std),
    ]

    print(f"{'Operation':<12} {'Time (ms)':<12} {'Rate':<20}")
    print("-" * 45)

    for name, func in ops:
        # Warm up
        func(col)

        # Benchmark
        start = time.perf_counter()
        for _ in range(100):
            result = func(col)
        elapsed = time.perf_counter() - start

        print(f"{name:<12} {elapsed*10:.3f}        {format_rate(n * 100, elapsed)}")

def bench_window_functions(table: wdb.Table):
    """Benchmark window functions."""
    print("\n=== WINDOW FUNCTION PERFORMANCE ===\n")
    n = table.num_rows
    col = table["price"]

    ops = [
        ("mavg(20)", lambda c: wdb.ops.mavg(c, 20)),
        ("msum(20)", lambda c: wdb.ops.msum(c, 20)),
        ("mstd(20)", lambda c: wdb.ops.mstd(c, 20)),
        ("ema(0.1)", lambda c: wdb.ops.ema(c, 0.1)),
        ("diff(1)", lambda c: wdb.ops.diff(c, 1)),
        ("pct_change", lambda c: wdb.ops.pct_change(c, 1)),
    ]

    print(f"{'Operation':<15} {'Time (ms)':<12} {'Rate':<20}")
    print("-" * 50)

    for name, func in ops:
        # Warm up
        func(col)

        # Benchmark
        start = time.perf_counter()
        for _ in range(10):
            result = func(col)
        elapsed = time.perf_counter() - start

        print(f"{name:<15} {elapsed*100:.3f}        {format_rate(n * 10, elapsed)}")

def bench_joins():
    """Benchmark temporal join operations."""
    print("\n=== JOIN PERFORMANCE ===\n")

    sizes = [(10_000, 10_000), (100_000, 100_000), (1_000_000, 1_000_000)]

    print(f"{'Left x Right':<20} {'aj (ms)':<12} {'Rate':<20}")
    print("-" * 55)

    for left_n, right_n in sizes:
        # Create left table (trades)
        left = wdb.Table("trades")
        left.add_column_from_numpy("timestamp",
            np.sort(np.random.randint(0, left_n * 10, left_n)).astype(np.int64),
            wdb.DType.Timestamp)
        left.add_column_from_numpy("symbol",
            np.random.randint(0, 10, left_n).astype(np.uint32),
            wdb.DType.Symbol)
        left.add_column_from_numpy("price",
            np.random.uniform(100, 200, left_n).astype(np.float64),
            wdb.DType.Float64)
        left.set_sorted_by("timestamp")

        # Create right table (quotes)
        right = wdb.Table("quotes")
        right.add_column_from_numpy("timestamp",
            np.sort(np.random.randint(0, right_n * 10, right_n)).astype(np.int64),
            wdb.DType.Timestamp)
        right.add_column_from_numpy("symbol",
            np.random.randint(0, 10, right_n).astype(np.uint32),
            wdb.DType.Symbol)
        right.add_column_from_numpy("bid",
            np.random.uniform(99, 199, right_n).astype(np.float64),
            wdb.DType.Float64)
        right.add_column_from_numpy("ask",
            np.random.uniform(101, 201, right_n).astype(np.float64),
            wdb.DType.Float64)
        right.set_sorted_by("timestamp")

        # Warm up
        if left_n <= 100_000:
            wdb.ops.aj(left, right, ["symbol"], "timestamp")

        # Benchmark as-of join
        start = time.perf_counter()
        result = wdb.ops.aj(left, right, ["symbol"], "timestamp")
        elapsed = time.perf_counter() - start

        size_str = f"{left_n//1000}K x {right_n//1000}K"
        print(f"{size_str:<20} {elapsed*1000:<12.2f} {format_rate(left_n, elapsed)}")

def bench_persistence(n: int = 1_000_000):
    """Benchmark save/load/mmap performance."""
    print("\n=== PERSISTENCE PERFORMANCE ===\n")

    import tempfile
    import os

    # Create table
    table = wdb.Table("persist_test")
    table.add_column_from_numpy("timestamp",
        np.arange(n, dtype=np.int64), wdb.DType.Timestamp)
    table.add_column_from_numpy("price",
        np.random.uniform(100, 200, n).astype(np.float64), wdb.DType.Float64)
    table.add_column_from_numpy("volume",
        np.random.randint(100, 10000, n).astype(np.int64), wdb.DType.Int64)
    table.set_sorted_by("timestamp")

    bytes_total = n * (8 + 8 + 8)  # 24 bytes per row

    with tempfile.TemporaryDirectory() as tmpdir:
        path = os.path.join(tmpdir, "test_table")

        # Benchmark save
        start = time.perf_counter()
        table.save(path)
        save_elapsed = time.perf_counter() - start
        print(f"Save {n:,} rows:    {save_elapsed*1000:.2f}ms  ({format_bytes(bytes_total, save_elapsed)})")

        # Benchmark load (copies data)
        start = time.perf_counter()
        loaded = wdb.Table.load(path)
        load_elapsed = time.perf_counter() - start
        print(f"Load {n:,} rows:    {load_elapsed*1000:.2f}ms  ({format_bytes(bytes_total, load_elapsed)})")

        # Benchmark mmap (zero-copy)
        start = time.perf_counter()
        mmapped = wdb.Table.mmap(path)
        mmap_elapsed = time.perf_counter() - start
        print(f"Mmap {n:,} rows:    {mmap_elapsed*1000:.2f}ms  ({format_bytes(bytes_total, mmap_elapsed)})")
        print(f"  -> mmap is {load_elapsed/mmap_elapsed:.0f}x faster than load")

def bench_concurrent():
    """Benchmark concurrent read performance."""
    print("\n=== CONCURRENT READ PERFORMANCE ===\n")

    import threading

    n = 1_000_000
    table = wdb.Table("concurrent_test")
    table.add_column_from_numpy("price",
        np.random.uniform(100, 200, n).astype(np.float64), wdb.DType.Float64)
    col = table["price"]

    def worker(results, idx):
        for _ in range(10):
            results[idx] = wdb.ops.sum(col)

    for num_threads in [1, 2, 4, 8]:
        results = [0.0] * num_threads
        threads = [threading.Thread(target=worker, args=(results, i))
                   for i in range(num_threads)]

        start = time.perf_counter()
        for t in threads:
            t.start()
        for t in threads:
            t.join()
        elapsed = time.perf_counter() - start

        ops_per_sec = (num_threads * 10) / elapsed
        print(f"{num_threads} threads:  {elapsed*1000:.2f}ms  ({ops_per_sec:.1f} ops/sec, {format_rate(n * num_threads * 10, elapsed)})")


if __name__ == "__main__":
    print("=" * 60)
    print("  WayyDB Performance Benchmarks")
    print("=" * 60)

    # Write benchmarks with increasing sizes
    sizes = [10_000, 100_000, 1_000_000, 10_000_000]
    table = bench_write(sizes)

    # Use 1M row table for read tests
    table_1m = wdb.Table("bench_1m")
    n = 1_000_000
    table_1m.add_column_from_numpy("timestamp", np.arange(n, dtype=np.int64), wdb.DType.Timestamp)
    table_1m.add_column_from_numpy("price", np.random.uniform(100, 200, n).astype(np.float64), wdb.DType.Float64)
    table_1m.add_column_from_numpy("volume", np.random.randint(100, 10000, n).astype(np.int64), wdb.DType.Int64)
    table_1m.add_column_from_numpy("symbol", np.random.randint(0, 100, n).astype(np.uint32), wdb.DType.Symbol)
    table_1m.set_sorted_by("timestamp")

    bench_read(table_1m)
    bench_aggregations(table_1m)
    bench_window_functions(table_1m)
    bench_joins()
    bench_persistence()
    bench_concurrent()

    print("\n" + "=" * 60)
    print("  Benchmarks Complete")
    print("=" * 60)