Better stats for jitter

Author: HFTrader

.vscode/settings.json

@@ -83,6 +83,8 @@
         "forward_list": "cpp",
         "__verbose_abort": "cpp",
         "unordered_set": "cpp",
-        "valarray": "cpp"
+        "valarray": "cpp",
+        "semaphore": "cpp",
+        "*.tmpl": "cpp"
     }
 }

libs/AsmUtils.h

@@ -0,0 +1 @@
+#pragma once

libs/CpuUtils.cpp

@@ -1,5 +1,19 @@
 #include "CpuUtils.h"
 #include <cstdio>
+#include <sys/mman.h>
+
+static auto affinity = makeSet(getThreadAffinity());
+bool isIsolated(int core) {
+    return affinity.find(core) == affinity.end();
+}
+
+bool lockAllMemory() {
+    if (mlockall(MCL_CURRENT | MCL_FUTURE) != 0) {
+        printf("Failed to lock memory. Please increase RLIMIT_MEMLOCK\n");
+        return false;
+    }
+    return true;
+}
 
 std::vector<std::size_t> getThreadAffinity() {
     std::vector<std::size_t> cores;

libs/CpuUtils.h

@@ -3,6 +3,20 @@
 #include <pthread.h>
 #include <sys/sysinfo.h>
 #include <vector>
+#include <set>
+
+bool lockAllMemory();
+
+template <typename Container>
+std::set<typename Container::value_type> makeSet(const Container& container) {
+    std::set<typename Container::value_type> cset;
+    for (const auto& value : container) {
+        cset.insert(value);
+    }
+    return cset;
+}
+
+bool isIsolated(int core);
 
 std::vector<std::size_t> getThreadAffinity();
 

libs/DateUtils.h

@@ -5,6 +5,10 @@
 #include <algorithm>
 #include <cstring>
 
+static inline const char* yn(bool flag) {
+    return flag ? "Y" : "N";
+}
+
 template <size_t N>
 struct TinyString {
     char buffer[N];

libs/StringUtils.h

@@ -5,8 +5,18 @@
 #include <limits>
 #include <ctime>
 
+// Returns a timestamp in nanoseconds, monotonic
+static inline int64_t nowts() {
+    timespec ts;
+    int res = clock_gettime(CLOCK_MONOTONIC, &ts);
+    if (res == 0) {
+        return int64_t(ts.tv_sec) * 1000000000L + int64_t(ts.tv_nsec);
+    }
+    return 0;
+}
+
 //! Returns the number of nanoseconds in UTC
-int64_t utcnow() {
+static inline int64_t utcnow() {
     struct timespec ts;
     int res = ::clock_gettime(CLOCK_REALTIME, &ts);
     if (res == 0) {
@@ -19,10 +29,6 @@ int64_t utcnow() {
 
 #include <x86intrin.h>
 
-std::uint64_t tic() {
-    return __builtin_ia32_rdtsc();
-}
-
 template <typename IntType,
           typename RangeType = typename std::make_unsigned<IntType>::type>
 static inline RangeType forward_difference(const IntType& a, const IntType& b) {
@@ -38,6 +44,10 @@ static inline void disable_reorder() {
     asm volatile("" ::: "memory");
 }
 
+static inline std::uint64_t tic() {
+    return __builtin_ia32_rdtsc();
+}
+
 #else
 
 #include <chrono>
@@ -91,3 +101,14 @@ double timeit(HistT& hist, Fn&& fn) {
     hist.add(elapsed / count);
     return elapsed;
 }
+
+template <typename Fn>
+void busyWait(uint64_t ticks, Fn fn) {
+    uint64_t start = tic();
+    uint64_t finish = start + ticks;
+    uint64_t now;
+    while ((now = tic()) < finish) {
+        mfence();
+        fn(now);
+    }
+}

libs/TimingUtils.h

@@ -16,7 +16,7 @@
 #include "StringUtils.h"
 #include "Datasets.h"
 #include "Ticker.h"
-#include "DateUtils.h"
+#include "TimingUtils.h"
 #include "Regression.h"
 
 #include <boost/random/mersenne_twister.hpp>
@@ -62,7 +62,7 @@ void testme(const std::string& key, Snapshot& snap,
     }
 
     // Loop measuring lookups
-    double start = now();
+    double start = nowts();
     snap.start();
     uint64_t counter = 0;
     do {
@@ -71,7 +71,7 @@ void testme(const std::string& key, Snapshot& snap,
             book.count += 1;
             counter++;
         }
-    } while (now() < start + runsecs);
+    } while (nowts() < start + runsecs);
     snap.stop(key.c_str(), numtickers, counter);
 
     // The sum of all counters has to match

tests/cache/testTickerLookup.cpp

@@ -11,10 +11,10 @@
 #include "Datasets.h"
 #include "StringUtils.h"
 #include "Snapshot.h"
-#include "DateUtils.h"
 #include "Allocators.h"
 #include "Counter.h"
 #include "Regression.h"
+#include "TimingUtils.h"
 
 // The actual test run, templated by map type
 template <template <typename Key, typename Value, typename AllocType> class MapType,
@@ -25,13 +25,13 @@ void testme(const std::string& testname, Snapshot& snap,
     using KeyValuePair = std::pair<std::string_view, Counter<int>>;
     MapType<std::string_view, Counter<int>, AllocatorType<KeyValuePair>> words;
 
-    double start = now();
+    double start = nowts();
     snap.start();
     uint64_t counter = 0;
     do {
         for (std::string_view w : allwords) words[w]++;
         counter++;
-    } while (now() < start + runsecs);
+    } while (nowts() < start + runsecs);
     snap.stop(testname.c_str(), numwords, counter * allwords.size());
 
 #ifdef DEBUG