[RDB Scaling] Run queries against new rdb and old rdb and see metric impact
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eugenetemlock commented
The smaller rdb went pffline temporarily from memory breach during the testing process
queries run against each cluster were:
//first generate a bunch of quotes and check the CPU spike
{[dt]
cnt:first 30000000 + 1?15000000;
dts:`timestamp$dt;
times:dts + asc cnt?("j"$`timestamp$1 + dt) - "j"$dts;
syms:cnt?`MSFT`DOW`AAPL`IBM`INTC`GOOG`AMD`AIG`HPQ`DELL;
bids:cnt?100.0;
asks:cnt?100.0;
bsizes:cnt?100;
asizes:cnt?100;
modes:cnt?"BITOZR ";
exs:cnt?"NO";
([] time:times; sym:syms; bid:bids; ask:asks; bsize:bsizes; asize:asizes; mode:modes; ex:exs);
} each 2015.10.10 + til 5
//then do something that would create objects to check memory
raze {[dt]
cnt:first 2000000 + 1?30000;
dts:`timestamp$dt;
times:dts + asc cnt?("j"$`timestamp$1 + dt) - "j"$dts;
syms:cnt?`MSFT`DOW`AAPL`IBM`INTC`GOOG`AMD`AIG`HPQ`DELL;
prices:cnt?150.0;
sizes:cnt?200;
stops:cnt?0b;
conds:cnt?"RNJG AT";
exs:cnt?"NO";
([] time:times; sym:syms; price:prices; size:sizes; stop:stops; cond:conds; ex:exs)
} each 2015.10.15 + til 3
//run some aggregations on some larger tables
select bsize wavg bid, asize wavg ask from {[dt]
cnt:10000000;
dts:`timestamp$dt;
times:dts + asc cnt?("j"$`timestamp$1 + dt) - "j"$dts;
syms:cnt?`MSFT`DOW`AAPL`IBM`INTC`GOOG`AMD`AIG`HPQ`DELL;
bids:cnt?100.0;
asks:cnt?100.0;
bsizes:cnt?100;
asizes:cnt?100;
modes:cnt?"BITOZR ";
exs:cnt?"NO";
([] time:times; sym:syms; bid:bids; ask:asks; bsize:bsizes; asize:asizes; mode:modes; ex:exs)
} 2023.12.01
select bsize wavg bid, asize wavg ask from {[dt]
cnt:100000000;
dts:`timestamp$dt;
times:dts + asc cnt?("j"$`timestamp$1 + dt) - "j"$dts;
syms:cnt?`MSFT`DOW`AAPL`IBM`INTC`GOOG`AMD`AIG`HPQ`DELL;
bids:cnt?100.0;
asks:cnt?100.0;
bsizes:cnt?100;
asizes:cnt?100;
modes:cnt?"BITOZR ";
exs:cnt?"NO";
([] time:times; sym:syms; bid:bids; ask:asks; bsize:bsizes; asize:asizes; mode:modes; ex:exs)
} 2023.12.01
// run some aggregations using grouping
select bsize wavg bid, asize wavg ask, h:max bid, l:min bid, o:first bid, c:last bid by sym, 0D01 xbar time from {[dt]
cnt:100000000;
dts:`timestamp$dt;
times:dts + asc cnt?("j"$`timestamp$1 + dt) - "j"$dts;
syms:cnt?`MSFT`DOW`AAPL`IBM`INTC`GOOG`AMD`AIG`HPQ`DELL;
bids:cnt?100.0;
asks:cnt?100.0;
bsizes:cnt?100;
asizes:cnt?100;
modes:cnt?"BITOZR ";
exs:cnt?"NO";
([] time:times; sym:syms; bid:bids; ask:asks; bsize:bsizes; asize:asizes; mode:modes; ex:exs)
} 2023.12.01