A few optimisations: symbols, times for loops,GC

Author: os6sense

Ruby1.rb

@@ -0,0 +1,60 @@
+NUM_RECORDS = 50 * 1000 * 444
+
+class RubyMemTrade
+   attr_reader :tId, :cId, :vCode, :iCode, :price, :quantity, :side
+
+   def initialize(tId, cId, vCode, iCode, price, quantity, side)
+      @tradeId=tId
+      @clientId=cId
+      @venueCode=vCode
+      @instrumentCode=iCode
+      @price=price
+      @quantity=quantity
+      @side=side
+   end
+   def fromI(i)
+      @clientId=1
+      @venueCode=123
+      @instrumentCode=321
+      @price = @quantity = @tradeId = i
+      @side = i.even? ? :B : :S 
+   end
+end
+
+def prepareTrades(trades)
+  NUM_RECORDS.times { |i| trades << RubyMemTrade.new(0,0,0,0,0,0, :a) }
+end
+
+def initTrades(trades)
+	NUM_RECORDS.times { |i| trades[i].fromI(i) }
+end
+
+def perfRun(trades, runNum)
+  GC.disable
+	startT = Time.now()
+	initTrades(trades)
+	buyCost = sellCost = 0
+  trades.each do | trade | 
+    if trade.side == :B 
+      buyCost += trade.price * trade.quantity
+    else
+      sellCost += trade.price * trade.quantity
+    end
+  end
+
+	endT = Time.now()
+	duration = (endT - startT) * 1000
+	printf("%d - duration %d ms\n", runNum, duration)
+	printf("buyCost = %d sellCost = %d\n", buyCost, sellCost)
+  GC.enable
+  GC.start
+end
+
+if __FILE__ == $0
+  trades = []
+	prepareTrades(trades)
+	for i in 0..5
+		perfRun(trades, i)
+	end
+end
+