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| 1 | +/** |
| 2 | + * Benchmark: cumsum / cumprod / cummax / cummin (Series and DataFrame) |
| 3 | + * Mirrors pandas Series.cumsum(), DataFrame.cumsum(), etc. |
| 4 | + */ |
| 5 | +import { Series, DataFrame } from "../../src/index.ts"; |
| 6 | +import { |
| 7 | + cumsum, |
| 8 | + cumprod, |
| 9 | + cummax, |
| 10 | + cummin, |
| 11 | + dataFrameCumsum, |
| 12 | +} from "../../src/stats/cum_ops.ts"; |
| 13 | + |
| 14 | +const N = 100_000; |
| 15 | + |
| 16 | +// Numeric series for cumsum/cumprod/cummax/cummin |
| 17 | +const data = Array.from({ length: N }, (_, i) => (i % 100) + 1); |
| 18 | +const series = new Series({ data }); |
| 19 | + |
| 20 | +// DataFrame with two columns |
| 21 | +const col1 = Array.from({ length: N }, (_, i) => (i % 100) + 1); |
| 22 | +const col2 = Array.from({ length: N }, (_, i) => ((i * 3) % 100) + 1); |
| 23 | +const df = DataFrame.fromColumns({ a: col1, b: col2 }); |
| 24 | + |
| 25 | +const WARMUP = 5; |
| 26 | +const ITERS = 20; |
| 27 | + |
| 28 | +// --- warm-up --- |
| 29 | +for (let i = 0; i < WARMUP; i++) { |
| 30 | + cumsum(series); |
| 31 | + cummax(series); |
| 32 | + dataFrameCumsum(df); |
| 33 | +} |
| 34 | + |
| 35 | +// --- measured: cumsum --- |
| 36 | +const t0cs = performance.now(); |
| 37 | +for (let i = 0; i < ITERS; i++) cumsum(series); |
| 38 | +const totalCumsum = performance.now() - t0cs; |
| 39 | + |
| 40 | +// --- measured: cumprod --- |
| 41 | +const t0cp = performance.now(); |
| 42 | +for (let i = 0; i < ITERS; i++) cumprod(series); |
| 43 | +const totalCumprod = performance.now() - t0cp; |
| 44 | + |
| 45 | +// --- measured: cummax --- |
| 46 | +const t0cx = performance.now(); |
| 47 | +for (let i = 0; i < ITERS; i++) cummax(series); |
| 48 | +const totalCummax = performance.now() - t0cx; |
| 49 | + |
| 50 | +// --- measured: cummin --- |
| 51 | +const t0cn = performance.now(); |
| 52 | +for (let i = 0; i < ITERS; i++) cummin(series); |
| 53 | +const totalCummin = performance.now() - t0cn; |
| 54 | + |
| 55 | +// --- measured: dataFrameCumsum --- |
| 56 | +const t0df = performance.now(); |
| 57 | +for (let i = 0; i < ITERS; i++) dataFrameCumsum(df); |
| 58 | +const totalDf = performance.now() - t0df; |
| 59 | + |
| 60 | +const total_ms = totalCumsum + totalCumprod + totalCummax + totalCummin + totalDf; |
| 61 | +const mean_ms = total_ms / (ITERS * 5); |
| 62 | + |
| 63 | +console.log( |
| 64 | + JSON.stringify({ |
| 65 | + function: "cum_ops", |
| 66 | + mean_ms: parseFloat(mean_ms.toFixed(4)), |
| 67 | + iterations: ITERS * 5, |
| 68 | + total_ms: parseFloat(total_ms.toFixed(4)), |
| 69 | + }), |
| 70 | +); |
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