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MAINT: readme add 3090
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Heerozh authored Jan 2, 2021
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Expand Up @@ -20,7 +20,7 @@ pip install --no-deps git+git://github.com/Heerozh/spectre.git
Dependencies:

```bash
conda install pytorch torchvision cudatoolkit=10.1 -c pytorch
conda install pytorch torchvision torchaudio cudatoolkit=11.0 -c pytorch
conda install pyarrow pandas tqdm plotly requests
```

Expand All @@ -29,18 +29,18 @@ conda install pyarrow pandas tqdm plotly requests
My Machine:
- i9-7900X @ 3.30GHz, 20 Cores
- DDR4 3800MHz
- RTX 2080Ti Founders
- 3090: GIGABYTE GeForce RTX 3090 GAMING OC 24G
- 2080Ti: RTX 2080Ti Founders

Running on Quandl 5 years, 3196 Assets, total 3,637,344 bars.

| | spectre (CUDA) | spectre (CPU) | zipline.pipeline |
|----------------|------------------------------|----------------------------|-----------------------|
|SMA(100) | 144 ms ± 974 µs (**20.7x**) | 2.68 s ± 36.1 ms (1.11x) | 2.98 s ± 14.4 ms (1x) |
|EMA(50) win=229 | 270 ms ± 1.89 ms (**31.0x**) | 4.37 s ± 46.4 ms (1.74x) | 8.38 s ± 56.8 ms (1x) |
|(MACD+RSI+STOCHF).rank.zscore | 282 ms ± 1.33 ms (**50.7x**) | 6.01 s ± 28.1 (2.38x) | 14.3 s ± 277 ms (1x) |
| | spectre (CUDA/3090) | spectre (CUDA/2080Ti) | spectre (CPU) | zipline.pipeline |
|----------------|-------------------------------|-------------------------------|----------------------------|-----------------------|
|SMA(100) | 87.9 ms ± 3.35 ms (**33.9x**) | 144 ms ± 974 µs (**20.7x**) | 2.68 s ± 36.1 ms (1.11x) | 2.98 s ± 14.4 ms (1x) |
|EMA(50) win=229 | 166 ms ± 3.25 ms (**50.5x**) | 270 ms ± 1.89 ms (**31.0x**) | 4.37 s ± 46.4 ms (1.74x) | 8.38 s ± 56.8 ms (1x) |
|(MACD+RSI+STOCHF).rank.zscore | 184 ms ± 7.83 ms (**77.7x**) | 282 ms ± 1.33 ms (**50.7x**) | 6.01 s ± 28.1 (2.38x) | 14.3 s ± 277 ms (1x) |


* The CUDA memory used in the spectre benchmark is 2.4G, returned by cuda.max_memory_allocated().
* The CUDA memory used in the spectre benchmark is 1.8G, returned by cuda.max_memory_allocated().
* Benchmarks excluded the initial run (no copy data to VRAM, about saving 300ms).

# Quick Start
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