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15% performance-boost and 40% less memory-usage using GraalVM

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geektrader

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1 year ago #257329

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 😉

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Mark Fric

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1 year ago #257333

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

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geektrader

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1 year ago #257335

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.

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Gianfranco

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1 year ago #257351

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

very      OK

 

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Gianfranco

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1 year ago #257352

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

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hankeys

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1 year ago #257355

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

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Gianfranco

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1 year ago #257356

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

 

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Gianfranco

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1 year ago #257357

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

my friend   dual xeon intel   plus  about  15/20%

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geektrader

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1 year ago #257359

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 🙂

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Gianfranco

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1 year ago #257369

have you the same problem about  intel cpu and amd ?

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geektrader

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1 year ago #257375

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).

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geektrader

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1 year ago #257391

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!

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Gianfranco

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1 year ago #257393

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

 

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Csaba

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1 year ago #257394

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

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geektrader

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1 year ago #257395

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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