I have a personal code originally wriiten in 10 years ago when I was starting coding in University. The code is basically stock price analysis tool.\u00a0<\/p>\n
Recently I started to look at it again and found a few tips to improve the performance calculation and DB access heavy code. Actually, this shouldn’t be DB access heavy and it is the part of peformance tunning.\u00a0<\/p>\n
This is what I have learnt…<\/p>\n
One more tip<\/p>\n
After these improvements, the time took to process the once cycle of simulation decreased from 40 minutes to 10 minutes.\u00a0<\/p>\n
A few code change samples are as below.<\/p>\n
From\u00a0<\/p>\n
public List<StockToAnalyze> ReadPriceToAnalysisForward(string code, int days, DateTime dateToReadFrom)
{
return _marketwatchDbContext
.StockToAnalyzes
.Where(a => a.Code == code
&& a.Date >= dateToReadFrom)
.OrderBy(a => a.Date)
.Take(days)
.AsNoTracking()
.ToList();
}<\/pre>\nInitially, I was calling data from DB each time when stock prices are needed as above.\u00a0<\/p>\n
\u00a0<\/p>\n
To\u00a0<\/p>\n
private<\/span> readonly<\/span> List<\/span><StockToAnalyze<\/span>> _stockPrices;<\/span><\/code>_stockPrices<\/span> =<\/span> _marketwatchDbContext<\/span>.StockToAnalyzes<\/span>.AsNoTracking<\/span>().ToList<\/span>();
public List<StockToAnalyze> ReadPriceToAnalysisForward(string code, int days, DateTime dateToReadFrom)
{
return _stockPrices
.Where(a => a.Code == code
&& a.Date >= dateToReadFrom)
.OrderBy(a => a.Date)
.Take(days)
.ToList();
}<\/code><\/pre>\nIn the improved code, stock prices are loaded in constructor once and the variable, _stockPrices, was used in the private method.\u00a0<\/p>\n
\u00a0<\/p>\n
\n
- Print debugging content in debugging console rather than conole output. Because console output slows down the process, debugging content only useful when debugging it.\u00a0<\/li>\n<\/ul>\n
Before<\/p>\n
Console<\/span>.WriteLine<\/span>($\"<\/span>Correlation coefficient: {leaderInPair<\/span>.Coefficient<\/span>}\"<\/span><\/span>);<\/pre>\nAfter<\/p>\n
Debug<\/span>.WriteLine<\/span>($\"<\/span>Correlation coefficient: {leaderInPair<\/span>.Coefficient<\/span>}\"<\/span><\/span>);<\/pre>\n\u00a0<\/p>\n
\n
- Sort once when loading the data. After profiling, I could noticed that repeatitive sorting is very costly even though it happens in the memery. After seprating this point in a sample code, it looks too obivous, it can require a bit of investigation to find where to improve.\u00a0<\/li>\n<\/ul>\n
Before<\/p>\n
private<\/span> readonly<\/span> List<\/span><StockToAnalyze<\/span>> _stockPrices;<\/span><\/code>_stockPrices<\/span> =<\/span> _marketwatchDbContext<\/span>.StockToAnalyzes<\/span>.AsNoTracking<\/span>().ToList<\/span>();<\/code>
public List<StockToAnalyze> ReadPriceToAnalysisForward(string code, int days, DateTime dateToReadFrom)
{
return _stockPrices
.Where(a => a.Code == code
&& a.Date >= dateToReadFrom)
.OrderBy(a => a.Date)
.Take(days)
.ToList();
}<\/pre>\nAfter<\/p>\n
private<\/span> readonly<\/span> List<\/span><StockToAnalyze<\/span>> _stockPrices;<\/span><\/code>_stockPrices<\/span> =<\/span> _marketwatchDbContext<\/span>.StockToAnalyzes<\/span>.AsNoTracking<\/span>()
.OrderBy(a => a.Date).ToList<\/span>();<\/code>
public List<StockToAnalyze> ReadPriceToAnalysisForward(string code, int days, DateTime dateToReadFrom)
{
return _stockPrices
.Where(a => a.Code == code
&& a.Date >= dateToReadFrom)
.Take(days)
.ToList();
}<\/pre>\n\u00a0<\/p>\n
\n
- Use multi-thread. In this case, theadpool can be very useful. This reduced the processing time in half.\u00a0<\/li>\n<\/ul>\n
Before<\/p>\n
private IterateSimulationAsync(DateTime investDay, List<string> codes)
{
var simulator = new Simulator(_logger, _marketWatchRepository, codes)
{
StartDay = investDay,
};
simulator.Initialize();
var strategies = GetPotentialStrategies(_limit).ToList();
var strategyResults = new List<Strategy>();
foreach (var strategy in strategies)
{
strategyResults.Add(simulator.Run(strategy));
}
}<\/pre>\nAfter<\/p>\n
private IterateSimulationAsync(DateTime investDay, List<string> codes)
{
var simulator = new Simulator(_logger, _marketWatchRepository, codes)
{
StartDay = investDay,
};
simulator.Initialize();
var strategies = GetPotentialStrategies(_limit).ToList();
\/\/ Multi Threading
ThreadPool.SetMinThreads(Settings.Default.MinNumberOfThread, Settings.Default.MinNumberOfThread);
ThreadPool.SetMaxThreads(Settings.Default.MaxNumberOfThread, Settings.Default.MaxNumberOfThread);
var strategyResults = new List<Strategy>();
foreach (var strategy in strategies)
{
Action<Strategy> resultCallback = (result) =>
{
strategyResults.Add(result);
Interlocked.Decrement(ref _threadCounter);
};
Interlocked.Increment(ref _threadCounter);
WaitCallback workItem = (input) =>
{
var result = simulator.Run(input);
resultCallback(result);
};
ThreadPool.QueueUserWorkItem(workItem, strategy);
}
while (_threadCounter != 0)
{
\/\/ wait until all thread is finished.
}
}<\/pre>\nNext steps to test for performance improvement would be converting this to .Net core app or coding in F#. or pararell processing through mulitple computers. What else can potentially increase the performance more?\u00a0<\/p>\n
\u00a0<\/p>\n","protected":false},"excerpt":{"rendered":"
I have a personal code originally wriiten in 10 years ago when I was starting coding in University. The code is basically stock price analysis tool.\u00a0 Recently I started to look at it again and found a few tips to improve the performance calculation and DB access heavy code. Actually, this shouldn’t be DB access… Continue reading C# Performance Improvement Experience<\/span><\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[548,193],"tags":[95,560,195,561],"class_list":["post-1113","post","type-post","status-publish","format-standard","hentry","category-c","category-performance","tag-c","tag-multithreading","tag-performance","tag-profiling","entry"],"aioseo_notices":[],"_links":{"self":[{"href":"https:\/\/moneystock.net\/wp_e\/wp-json\/wp\/v2\/posts\/1113","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/moneystock.net\/wp_e\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/moneystock.net\/wp_e\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/moneystock.net\/wp_e\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/moneystock.net\/wp_e\/wp-json\/wp\/v2\/comments?post=1113"}],"version-history":[{"count":3,"href":"https:\/\/moneystock.net\/wp_e\/wp-json\/wp\/v2\/posts\/1113\/revisions"}],"predecessor-version":[{"id":1116,"href":"https:\/\/moneystock.net\/wp_e\/wp-json\/wp\/v2\/posts\/1113\/revisions\/1116"}],"wp:attachment":[{"href":"https:\/\/moneystock.net\/wp_e\/wp-json\/wp\/v2\/media?parent=1113"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/moneystock.net\/wp_e\/wp-json\/wp\/v2\/categories?post=1113"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/moneystock.net\/wp_e\/wp-json\/wp\/v2\/tags?post=1113"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}