From c9de6eb8a8d25810013013fc34479a417634ac0c Mon Sep 17 00:00:00 2001 From: Kai Striega Date: Mon, 20 Nov 2023 15:59:03 +0800 Subject: [PATCH 1/3] BENCH: Add initial benchmarks using asv --- asv.conf.json | 193 +++++++++++++++++++++++++++++++++++++++ benchmarks/__init__.py | 0 benchmarks/benchmarks.py | 31 +++++++ pyproject.toml | 4 + 4 files changed, 228 insertions(+) create mode 100644 asv.conf.json create mode 100644 benchmarks/__init__.py create mode 100644 benchmarks/benchmarks.py diff --git a/asv.conf.json b/asv.conf.json new file mode 100644 index 0000000..e20ed9b --- /dev/null +++ b/asv.conf.json @@ -0,0 +1,193 @@ +{ + // The version of the config file format. Do not change, unless + // you know what you are doing. + "version": 1, + + // The name of the project being benchmarked + "project": "NumPy-Financial", + + // The project's homepage + "project_url": "https://numpy.org/numpy-financial//", + + // The URL or local path of the source code repository for the + // project being benchmarked + "repo": ".", + + // The Python project's subdirectory in your repo. If missing or + // the empty string, the project is assumed to be located at the root + // of the repository. + // "repo_subdir": "", + + // Customizable commands for building the project. + // See asv.conf.json documentation. + // To build the package using pyproject.toml (PEP518), uncomment the following lines + "build_command": [ + "python -m pip install build", + "python -m build", + "PIP_NO_BUILD_ISOLATION=false python -mpip wheel --no-deps --no-index -w {build_cache_dir} {build_dir}" + ], + // To build the package using setuptools and a setup.py file, uncomment the following lines + // "build_command": [ + // "python setup.py build", + // "PIP_NO_BUILD_ISOLATION=false python -mpip wheel --no-deps --no-index -w {build_cache_dir} {build_dir}" + // ], + + // Customizable commands for installing and uninstalling the project. + // See asv.conf.json documentation. + // "install_command": ["in-dir={env_dir} python -mpip install {wheel_file}"], + // "uninstall_command": ["return-code=any python -mpip uninstall -y {project}"], + + // List of branches to benchmark. If not provided, defaults to "master" + // (for git) or "default" (for mercurial). + "branches": ["main"], + + // The DVCS being used. If not set, it will be automatically + // determined from "repo" by looking at the protocol in the URL + // (if remote), or by looking for special directories, such as + // ".git" (if local). + "dvcs": "git", + + // The tool to use to create environments. May be "conda", + // "virtualenv", "mamba" (above 3.8) + // or other value depending on the plugins in use. + // If missing or the empty string, the tool will be automatically + // determined by looking for tools on the PATH environment + // variable. + "environment_type": "virtualenv", + + // timeout in seconds for installing any dependencies in environment + // defaults to 10 min + //"install_timeout": 600, + + // the base URL to show a commit for the project. + // "show_commit_url": "http://github.com/owner/project/commit/", + + // The Pythons you'd like to test against. If not provided, defaults + // to the current version of Python used to run `asv`. + // "pythons": ["2.7", "3.8"], + + // The list of conda channel names to be searched for benchmark + // dependency packages in the specified order + // "conda_channels": ["conda-forge", "defaults"], + + // A conda environment file that is used for environment creation. + // "conda_environment_file": "environment.yml", + + // The matrix of dependencies to test. Each key of the "req" + // requirements dictionary is the name of a package (in PyPI) and + // the values are version numbers. An empty list or empty string + // indicates to just test against the default (latest) + // version. null indicates that the package is to not be + // installed. If the package to be tested is only available from + // PyPi, and the 'environment_type' is conda, then you can preface + // the package name by 'pip+', and the package will be installed + // via pip (with all the conda available packages installed first, + // followed by the pip installed packages). + // + // The ``@env`` and ``@env_nobuild`` keys contain the matrix of + // environment variables to pass to build and benchmark commands. + // An environment will be created for every combination of the + // cartesian product of the "@env" variables in this matrix. + // Variables in "@env_nobuild" will be passed to every environment + // during the benchmark phase, but will not trigger creation of + // new environments. A value of ``null`` means that the variable + // will not be set for the current combination. + // + // "matrix": { + // "req": { + // "numpy": ["1.6", "1.7"], + // "six": ["", null], // test with and without six installed + // "pip+emcee": [""] // emcee is only available for install with pip. + // }, + // "env": {"ENV_VAR_1": ["val1", "val2"]}, + // "env_nobuild": {"ENV_VAR_2": ["val3", null]}, + // }, + + // Combinations of libraries/python versions can be excluded/included + // from the set to test. Each entry is a dictionary containing additional + // key-value pairs to include/exclude. + // + // An exclude entry excludes entries where all values match. The + // values are regexps that should match the whole string. + // + // An include entry adds an environment. Only the packages listed + // are installed. The 'python' key is required. The exclude rules + // do not apply to includes. + // + // In addition to package names, the following keys are available: + // + // - python + // Python version, as in the *pythons* variable above. + // - environment_type + // Environment type, as above. + // - sys_platform + // Platform, as in sys.platform. Possible values for the common + // cases: 'linux2', 'win32', 'cygwin', 'darwin'. + // - req + // Required packages + // - env + // Environment variables + // - env_nobuild + // Non-build environment variables + // + // "exclude": [ + // {"python": "3.2", "sys_platform": "win32"}, // skip py3.2 on windows + // {"environment_type": "conda", "req": {"six": null}}, // don't run without six on conda + // {"env": {"ENV_VAR_1": "val2"}}, // skip val2 for ENV_VAR_1 + // ], + // + // "include": [ + // // additional env for python2.7 + // {"python": "2.7", "req": {"numpy": "1.8"}, "env_nobuild": {"FOO": "123"}}, + // // additional env if run on windows+conda + // {"platform": "win32", "environment_type": "conda", "python": "2.7", "req": {"libpython": ""}}, + // ], + + // The directory (relative to the current directory) that benchmarks are + // stored in. If not provided, defaults to "benchmarks" + // "benchmark_dir": "benchmarks", + + // The directory (relative to the current directory) to cache the Python + // environments in. If not provided, defaults to "env" + "env_dir": ".asv/env", + + // The directory (relative to the current directory) that raw benchmark + // results are stored in. If not provided, defaults to "results". + "results_dir": ".asv/results", + + // The directory (relative to the current directory) that the html tree + // should be written to. If not provided, defaults to "html". + "html_dir": ".asv/html", + + // The number of characters to retain in the commit hashes. + // "hash_length": 8, + + // `asv` will cache results of the recent builds in each + // environment, making them faster to install next time. This is + // the number of builds to keep, per environment. + // "build_cache_size": 2, + + // The commits after which the regression search in `asv publish` + // should start looking for regressions. Dictionary whose keys are + // regexps matching to benchmark names, and values corresponding to + // the commit (exclusive) after which to start looking for + // regressions. The default is to start from the first commit + // with results. If the commit is `null`, regression detection is + // skipped for the matching benchmark. + // + // "regressions_first_commits": { + // "some_benchmark": "352cdf", // Consider regressions only after this commit + // "another_benchmark": null, // Skip regression detection altogether + // }, + + // The thresholds for relative change in results, after which `asv + // publish` starts reporting regressions. Dictionary of the same + // form as in ``regressions_first_commits``, with values + // indicating the thresholds. If multiple entries match, the + // maximum is taken. If no entry matches, the default is 5%. + // + // "regressions_thresholds": { + // "some_benchmark": 0.01, // Threshold of 1% + // "another_benchmark": 0.5, // Threshold of 50% + // }, +} diff --git a/benchmarks/__init__.py b/benchmarks/__init__.py new file mode 100644 index 0000000..e69de29 diff --git a/benchmarks/benchmarks.py b/benchmarks/benchmarks.py new file mode 100644 index 0000000..6248a93 --- /dev/null +++ b/benchmarks/benchmarks.py @@ -0,0 +1,31 @@ +# Write the benchmarking functions here. +# See "Writing benchmarks" in the asv docs for more information. + + +class TimeSuite: + """ + An example benchmark that times the performance of various kinds + of iterating over dictionaries in Python. + """ + def setup(self): + self.d = {} + for x in range(500): + self.d[x] = None + + def time_keys(self): + for key in self.d.keys(): + pass + + def time_values(self): + for value in self.d.values(): + pass + + def time_range(self): + d = self.d + for key in range(500): + d[key] + + +class MemSuite: + def mem_list(self): + return [0] * 256 diff --git a/pyproject.toml b/pyproject.toml index 059c137..62b758e 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -56,3 +56,7 @@ pydata-sphinx-theme = "^0.14.3" [tool.poetry.group.lint.dependencies] ruff = "^0.1.6" + +[tool.poetry.group.bench.dependencies] +asv = "^0.6.1" + From 82d616b9ecb23b232b6f69a02aae14502c3082b0 Mon Sep 17 00:00:00 2001 From: Kai Striega Date: Wed, 22 Nov 2023 08:05:18 +0800 Subject: [PATCH 2/3] BENCH: Add benchmarks for NPV This includes 1d and 2d cashflow examples. NPV does not currently broadcast across `rate`. --- benchmarks/benchmarks.py | 56 +++++++++++++++++++++++----------------- 1 file changed, 32 insertions(+), 24 deletions(-) diff --git a/benchmarks/benchmarks.py b/benchmarks/benchmarks.py index 6248a93..a81479c 100644 --- a/benchmarks/benchmarks.py +++ b/benchmarks/benchmarks.py @@ -1,31 +1,39 @@ -# Write the benchmarking functions here. -# See "Writing benchmarks" in the asv docs for more information. +import numpy as np +import numpy_financial as npf -class TimeSuite: - """ - An example benchmark that times the performance of various kinds - of iterating over dictionaries in Python. - """ - def setup(self): - self.d = {} - for x in range(500): - self.d[x] = None +class Npv1DCashflow: - def time_keys(self): - for key in self.d.keys(): - pass + param_names = ["cashflow_length"] + params = [ + (10, 100, 1000), + ] - def time_values(self): - for value in self.d.values(): - pass + def __init__(self): + self.cashflows = None - def time_range(self): - d = self.d - for key in range(500): - d[key] + def setup(self, cashflow_length): + rng = np.random.default_rng(0) + self.cashflows = rng.standard_normal(cashflow_length) + def time_1d_cashflow(self, cashflow_length): + npf.npv(0.08, self.cashflows) -class MemSuite: - def mem_list(self): - return [0] * 256 + +class Npv2DCashflows: + + param_names = ["n_cashflows", "cashflow_lengths"] + params = [ + (10, 100, 1000), + (10, 100, 1000), + ] + + def __init__(self): + self.cashflows = None + + def setup(self, n_cashflows, cashflow_lengths): + rng = np.random.default_rng(0) + self.cashflows = rng.standard_normal((n_cashflows, cashflow_lengths)) + + def time_2d_cashflow(self, n_cashflows, cashflow_lengths): + npf.npv(0.08, self.cashflows) From 0a80458c75a57ff27c8ae299ebebbce8066346a1 Mon Sep 17 00:00:00 2001 From: Kai Striega Date: Wed, 22 Nov 2023 08:20:35 +0800 Subject: [PATCH 3/3] BENCH: Add unit cashflow --- benchmarks/benchmarks.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/benchmarks/benchmarks.py b/benchmarks/benchmarks.py index a81479c..1bb4c90 100644 --- a/benchmarks/benchmarks.py +++ b/benchmarks/benchmarks.py @@ -6,7 +6,7 @@ class Npv1DCashflow: param_names = ["cashflow_length"] params = [ - (10, 100, 1000), + (1, 10, 100, 1000), ] def __init__(self): @@ -24,8 +24,8 @@ class Npv2DCashflows: param_names = ["n_cashflows", "cashflow_lengths"] params = [ - (10, 100, 1000), - (10, 100, 1000), + (1, 10, 100, 1000), + (1, 10, 100, 1000), ] def __init__(self):