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Forums>StrategyQuant>General Discussion>15% performance-boost and 40% less memory-usage using GraalVM

  • #257329 |
    Customer
    434 Posts

    Hi :-)

    I just wanted to share my “new” find. As always, I am exploring options about how to increase the speed of SQX for my daily workflow by tuning parameters, garbage collectors, etc. Lately, I´ve learned about GraalVM, which is a relatively new JIT-compiler that has maximum performance as its goal and has been shown sometimes to be up to 30x faster than if executing code in the standard JRE / OpenJDK runtimes that SQX is using right now. Over here is an excellent video about how it works, why it has been made and with some performance tests: https://www.youtube.com/watch?v=GinNxS3OSi0 For example: Twitter is running all their Java stuff on GraalVM instead of JRE / OpenJDK for a while now and have noticed a considerable drop in CPU and RAM usage.

    And now the great part: using it with SQX is as easy as downloading the latest Windows binary from here https://github.com/graalvm/graalvm-ce-builds/releases

    Simply unpack the ZIP file into the J64 of SQX (previously delete or rename the folder) and just continue working with SQX as you always did. Personally here is what I have experienced since replacing it and of course, using the same settings in SQX as before:

    – about a 15% performance increase in strategy generation speed

    – approximately a 40% drop in memory consumption (which is AMAZING given that I can now work with less RAM)

    – no errors or crashes of SQX just works the same as with JRE / OpenJDK

    As this is open-source, I would highly recommend that SQX is being shipped with GraalVM in its default configuration, as this seems to be amazing!  There also is an Enterprise Edition available that seems to be even faster, but it´s 193 Euro/year and I haven´t tested it yet.

    Have fun crunching strategies ;-)

    #257333
    Mark Fric
    Administrator
    1172 Posts

    thank you very much for this idea, I’ll check it. If it is really true we can ship the new SQ build with GraalVM :-)

     

     

    Mark
    StrategyQuant architect

    #257335
    Customer
    434 Posts

    You are most welcome. I am in 48 hours now and it keeps going at +15% performance and half to the RAM it used before for the same task. What an amazing JVM!

     

    The best thing is, that you can download and use the enterprise version by using the “TRY FROM OTN” button at https://www.oracle.com/technetwork/graalvm/downloads/index.html and quickly registering with Oracle. And indeed, that version is even faster (+20% performance for me) as promised by them.

    #257351
    Gianfranco
    Customer
    110 Posts

    I can confirm that sqx generates about 20% faster and the program is more responsive

    very      OK

     

    #257352
    Gianfranco
    Customer
    110 Posts

    same builder   from    850.000   str/hour         to     1.050.000     str/hour

    #257355
    Customer
    422 Posts

    good finding – testing and its seems that the graal EE version is faster

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    #257356
    Gianfranco
    Customer
    110 Posts

    but   improve    with    intel      not   amd….     cpu         .i dont know why

     

    #257357
    Gianfranco
    Customer
    110 Posts

    i7   8750  intel   plus   15/20%   up          amd  ryzen 9 3900x        about   minus   5/10 %     ………

    my friend   dual xeon intel   plus  about  15/20%

    #257359
    Customer
    434 Posts

    Yes, the Enterprise Edition is clearly a good bit faster than the open-source one (which is already much faster than the typical JRE / OpenJDK stuff). Once again, you can grab the Enterprise Edition for free here:

     

    http://download.oracle.com/otn/utilities_drivers/oracle-labs/graalvm-ee-java11-windows-amd64-20.0.0.zip

     

    Have fun :-)

    #257369
    Gianfranco
    Customer
    110 Posts

    have you the same problem about  intel cpu and amd ?

    #257375
    Customer
    434 Posts

    No, I don´t have a problem with AMD. I am running a AMD Ryzen 3950X overclocked to 4.2GHz, that is where my measurements are based on like mentioned in the first post (~+20% performance boost and about 40% less memory).

    #257391
    Customer
    434 Posts

    3 days in use now and I am especially surprised by the huge reduction of RAM that the same task requires in OpenJDK / JRE. Speed advantage seems to settle somewhere between 10% to 15% now too. Pretty nice!

    #257393
    Gianfranco
    Customer
    110 Posts

    ….3900x   amd       less 5/10 %                I7  plus 10/20  %….

     

    #257394
    Customer
    71 Posts

    Hello Everyone!

    @ Geektrader: I want to say thank you for this topic! I realized also, that I have now more strategies over the same running period. Thx!

    Brg, Csaba

    #257395
    Customer
    434 Posts

    Nothing to complain here on my 3950X, +15% on average. Maybe thermal issue (lower CPU clock) as GraalVM is using AVX2. You should check that.

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