FilesExpand file tree

 patch-1

/

LJ.lua

Copy path

Blame

More file actions

Blame

More file actions

Latest commit

 

History

History

History

61 lines (52 loc) · 1.18 KB

 patch-1

/

LJ.lua

Copy path

Top

File metadata and controls

• Code
• Blame

61 lines (52 loc) · 1.18 KB

Raw

Copy raw file

Download raw file

Open symbols panel

Edit and raw actions

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15

16

17

18

19

20

21

22

23

24

25

26

27

28

29

30

31

32

33

34

35

36

37

38

39

40

41

42

43

44

45

46

47

48

49

50

51

52

53

54

55

56

57

58

59

60

61

NUM_RECORDS = 50 * 1000 * 444

trades = {}

LuaMemTrade = {}

LuaMemTrade.__index = LuaMemTrade

function LuaMemTrade.create()

local trade = {}

setmetatable(trade,LuaMemTrade)

trade.tradeId = 0

trade.clientId = 0

trade.venueCode = 0

trade.instrumentCode = 0

trade.price = 0

trade.quantity = 0

trade.side = 'a'

return trade

end

function LuaMemTrade:withI(i)

self.tradeId = i

self.clientId = 1

self.venueCode = 123

self.instrumentCode = 321

self.price = i

self.quantity = i

if i%2 == 0 then self.side = 'B' else self.side = 'S' end

end

for i = 1, NUM_RECORDS do

table.insert(trades, LuaMemTrade.create())

end

function initTrades()

for i = 1, NUM_RECORDS do

trades[i]:withI(i)

end

end

function perfRun(runNum)

startT = os.clock()

initTrades()

buyCost = 0

sellCost = 0

for i = 1, NUM_RECORDS do

if trades[i].side == 'B'

then buyCost = buyCost + trades[i].price * trades[i].quantity

else sellCost = sellCost + trades[i].price * trades[i].quantity

end

end

endT = os.clock()

duration = (endT - startT) * 1000

print(runNum .. " - duration " .. duration .. "ms\n")

print("buycost = " .. buyCost .. "sellCost = " .. sellCost .. "\n")

end

for i = 1, 5 do

perfRun(i)

end