Benchmark Results 4.1
Approach: “IMA-DRC”
Please see the DRC Vectors section on DRC Vectors length and density.
IMA-DRC: Dataset Size Breakdown
Fact Level | Small Dataset Facts | Medium Dataset Facts | Large Dataset Facts |
---|---|---|---|
Obligors | 24,903 | 37,311 | 49,653 |
Trades | 311,029 | 607,131 | 1,184,404 |
Count | 455,465 | 891,267 | 1,743,215 |
IMA-DRC: Environment Memory Usage
Heap Memory Usage
CPUs | Small Dataset | Medium Dataset | Large Dataset |
---|---|---|---|
Average | 41.04 GiB | 39.13 GiB | 56.32 GiB |
Direct Memory Usage
CPUs | Small Dataset | Medium Dataset | Large Dataset |
---|---|---|---|
Average | 79.10 GiB | 121.27 GiB | 190.42 GiB |
IMA-DRC: Initial Data Load Times
Number Of CPUs | Small Dataset | Medium Dataset | Large Dataset |
---|---|---|---|
16 | 9 Min 56 Sec | 14 Min 28 Sec | 28 Min 10 Sec |
32 | 10 Min 26 Sec | 14 Min 48 Sec | 21 Min 51 Sec |
64 | 9 Min 24 Sec | 13 Min 21 Sec | 21 Min 5 Sec |
IMA-DRC: Query Performance
Query: “DRC IMA (Spot)”
Number Of CPUs | Small Dataset | Medium Dataset | Large Dataset |
---|---|---|---|
16 | 5.32 Sec | 7.14 Sec | 12.93 Sec |
32 | 4.69 Sec | 6.60 Sec | 6.35 Sec |
64 | 2.71 Sec | 3.91 Sec | 4.89 Sec |
Query: “DRC IMA”
Number Of CPUs | Small Dataset | Medium Dataset | Large Dataset |
---|---|---|---|
16 | 5.74 Sec | 7.51 Sec | 13.30 Sec |
32 | 5.06 Sec | 6.94 Sec | 6.73 Sec |
64 | 3.06 Sec | 4.35 Sec | 5.26 Sec |
Approach: “IMA-ES”
IMA-ES: Dataset Size Breakdown
Fact Level | Small Dataset Facts | Medium Dataset Facts | Large Dataset Facts |
---|---|---|---|
Trades | 1,687,770 | 3,375,270 | 6,750,270 |
Risk Factors | 35,297 | 52,922 | 70,547 |
Count | 28,192,010 | 56,379,510 | 112,754,510 |
IMA-ES: Environment Memory Usage
Heap Memory Usage
CPUs | Small Dataset | Medium Dataset | Large Dataset |
---|---|---|---|
Average | 14.19 GiB | 25.51 GiB | 38.82 GiB |
Direct Memory Usage
CPUs | Small Dataset | Medium Dataset | Large Dataset |
---|---|---|---|
Average | 77.92 GiB | 119.58 GiB | 239.22 GiB |
IMA-ES: Initial Data Load Times
Number Of CPUs | Small Dataset | Medium Dataset | Large Dataset |
---|---|---|---|
16 | 5 Min 11 Sec | 10 Min 34 Sec | 23 Min 44 Sec |
32 | 4 Min 37 Sec | 9 Min 38 Sec | 20 Min 20 Sec |
64 | 5 Min 7 Sec | 10 Min 1 Sec | 20 Min 46 Sec |
IMA-ES: Query Performance
Query: “IMA ES (Spot)”
Number Of CPUs | Small Dataset | Medium Dataset | Large Dataset |
---|---|---|---|
16 | 2.87 Sec | 5.75 Sec | 13.36 Sec |
32 | 2.02 Sec | 3.66 Sec | 7.11 Sec |
64 | 1.50 Sec | 2.90 Sec | 5.59 Sec |
Query: “IMA ES”
Number Of CPUs | Small Dataset | Medium Dataset | Large Dataset |
---|---|---|---|
16 | 6.57 Sec | 12.97 Sec | 30.55 Sec |
32 | 4.86 Sec | 8.77 Sec | 15.27 Sec |
64 | 3.22 Sec | 5.55 Sec | 10.82 Sec |
Approach: “SA-SBM”
SA-SBM: Dataset Size Breakdown
Fact Level | Small Dataset Facts | Medium Dataset Facts | Large Dataset Facts |
---|---|---|---|
Trades | 6,580,329 | 13,160,329 | 26,320,329 |
Underlyings | 107,720 | 161,470 | 215,220 |
Risk Factors | 171,347 | 256,847 | 342,347 |
Count | 22,901,145 | 45,801,145 | 91,601,145 |
SA-SBM: Environment Memory Usage
Heap Memory Usage
CPUs | Small Dataset | Medium Dataset | Large Dataset |
---|---|---|---|
Average | 52.67 GiB | 93.04 GiB | 159.28 GiB |
Direct Memory Usage
CPUs | Small Dataset | Medium Dataset | Large Dataset |
---|---|---|---|
Average | 13.12 GiB | 24.05 GiB | 46.44 GiB |
SA-SBM: Initial Data Load Times
Number Of CPUs | Small Dataset | Medium Dataset | Large Dataset |
---|---|---|---|
16 | 4 Min 54 Sec | 9 Min 43 Sec | 19 Min 14 Sec |
32 | 4 Min 48 Sec | 9 Min 7 Sec | 22 Min 12 Sec |
64 | 4 Min 53 Sec | 11 Min 58 Sec | 26 Min 0 Sec |
SA-SBM: Query Performance
Query: “SA SBM”
Number Of CPUs | Small Dataset | Medium Dataset | Large Dataset |
---|---|---|---|
16 | 1.03 Sec | 1.24 Sec | 1.52 Sec |
32 | 1.09 Sec | 1.12 Sec | 1.44 Sec |
64 | 0.93 Sec | 1.26 Sec | 1.54 Sec |
Approach: “SA-DRC”
SA-DRC: Dataset Size Breakdown
Fact Level | Small Dataset Facts | Medium Dataset Facts | Large Dataset Facts |
---|---|---|---|
Trades | 6,432,500 | 12,865,000 | 25,730,000 |
Underlyings | 26,500 | 39,750 | 53,000 |
Risk Factors | 2,741,467 | 4,117,592 | 5,493,717 |
Count | 8,757,500 | 17,515,000 | 35,030,000 |
SA-DRC: Environment Memory Usage
Heap Memory Usage
CPUs | Small Dataset | Medium Dataset | Large Dataset |
---|---|---|---|
Average | 18.33 GiB | 30.27 GiB | 55.21 GiB |
Direct Memory Usage
CPUs | Small Dataset | Medium Dataset | Large Dataset |
---|---|---|---|
Average | 11.24 GiB | 20.67 GiB | 42.70 GiB |
SA-DRC: Initial Data Load Times
Number Of CPUs | Small Dataset | Medium Dataset | Large Dataset |
---|---|---|---|
16 | 1 Min 24 Sec | 2 Min 40 Sec | 5 Min 58 Sec |
32 | 1 Min 17 Sec | 2 Min 30 Sec | 5 Min 24 Sec |
64 | 1 Min 23 Sec | 2 Min 55 Sec | 5 Min 35 Sec |
SA-DRC: Query Performance
Query: “SA DRC”
Number Of CPUs | Small Dataset | Medium Dataset | Large Dataset |
---|---|---|---|
16 | 4.00 Sec | 6.13 Sec | 6.97 Sec |
32 | 3.24 Sec | 4.88 Sec | 3.67 Sec |
64 | 3.22 Sec | 2.16 Sec | 5.93 Sec |