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@logicchains
Last active August 29, 2015 13:56
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package main
import (
"fmt"
"runtime"
"time"
)
const (
NUM_RECORDS = 50 * 1000 * 1000
)
var (
trades [NUM_RECORDS]GoMemoryTrade
)
type GoMemoryTrade struct {
TradeId int64
ClientId int64
VenueCode int32
InstrumentCode int32
Price int64
Quantity int64
Side byte
}
func main() {
for i := 0; i < 5; i++ {
perfRun(i)
}
}
func perfRun(runNum int) {
start := time.Now()
initTrades()
var m runtime.MemStats
runtime.ReadMemStats(&m)
fmt.Printf("Memory %v total, %v free\n",
m.TotalAlloc,
m.TotalAlloc-m.Alloc)
var buyCost int64
var sellCost int64
var i int64
for ; i < NUM_RECORDS; i++ {
trade := &(trades[i])
if (*trade).Side == 'B' {
buyCost += (*trade).Price * (*trade).Quantity
} else {
sellCost += (*trade).Price * (*trade).Quantity
}
}
endT := time.Now()
duration := endT.Sub(start).Nanoseconds() / 1000000
fmt.Printf("%v - duration %v ms\n", runNum, duration)
fmt.Printf("buyCost = %v sellCost = %v\n", buyCost, sellCost)
}
func initTrades() {
londonStockExchange := []byte{'X', 'L', 'O', 'N'}
venueCode := pack(londonStockExchange)
billiton := []byte{'B', 'H', 'P'}
instrumentCode := pack(billiton)
var i int64
for ; i < NUM_RECORDS; i++ {
trade := &(trades[i])
(*trade).TradeId = i
(*trade).ClientId = 1
(*trade).VenueCode = venueCode
(*trade).InstrumentCode = instrumentCode
(*trade).Price = i
(*trade).Quantity = i
if (i&1) == 0 {
(*trade).Side = 'B'
} else {
(*trade).Side = 'S'
}
}
}
func pack(value []byte) int32 {
var result int32
switch len(value) {
case 4:
result = int32(value[3])
fallthrough
case 3:
result |= int32(value[2]) << 8
fallthrough
case 2:
result |= int32(value[1]) << 16
fallthrough
case 1:
result |= int32(value[0]) << 24
}
return result
}
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