phase14_service_loop.json

{
  "cython_cpp_recommendation": "Cython/C++ is not justified yet. The measured bottleneck remains in facade/report/preparation layers. Phase 14C added opt-in cache threading and report-level controls; larger real service-loop profiles should come before any Cython/C++ decision.",
  "decomposition": {
    "native_event": {
      "backend": "native_event",
      "bars": 360,
      "orders": 120,
      "profile": "phase14b",
      "stages": [
        {
          "backend": "native_event",
          "notes": "validate_datetime + align OHLC/funding",
          "percent_of_profile": 39.877008194125814,
          "profile": "phase14b",
          "repeats": 2,
          "seconds": 0.002686557942070067,
          "stage": "data_normalization"
        },
        {
          "backend": "native_event",
          "notes": "build contiguous market arrays",
          "percent_of_profile": 23.447176395706094,
          "profile": "phase14b",
          "repeats": 2,
          "seconds": 0.001579662086442113,
          "stage": "pandas_to_ndarray"
        },
        {
          "backend": "native_event",
          "notes": "compile orders with vectorized timestamp mapping",
          "percent_of_profile": 11.059133161521158,
          "profile": "phase14b",
          "repeats": 2,
          "seconds": 0.000745065975934267,
          "stage": "order_array_construction"
        },
        {
          "backend": "native_event",
          "notes": "compiled _engine_event_v1 only",
          "percent_of_profile": 0.863562245453643,
          "profile": "phase14b",
          "repeats": 2,
          "seconds": 5.817913915961981e-05,
          "stage": "pure_numba_kernel"
        },
        {
          "backend": "native_event",
          "notes": "order report + Series/DataFrame/BacktestResultV2",
          "percent_of_profile": 24.753120003193292,
          "profile": "phase14b",
          "repeats": 2,
          "seconds": 0.00166764494497329,
          "stage": "result_report_construction"
        }
      ],
      "symbols": 4,
      "total_seconds": 0.006737110088579357
    },
    "native_portfolio": {
      "bar_symbols": 1440,
      "notes": "Prepared-array cache targets WFO/service loops. Pure Numba kernel remains separated from pandas normalization and report construction.",
      "repeats": 2,
      "rows": 360,
      "stages": {
        "array_preparation_seconds": 0.005381554015912116,
        "array_preparation_share_pct": 21.028710470172022,
        "full_facade_seconds": 0.025591459940187633,
        "prepared_reuse_facade_seconds": 0.022129982942715287,
        "prepared_reuse_speedup": 1.1564157101445842,
        "pure_kernel_share_pct": 0.18371145782621087,
        "pure_numba_kernel_seconds": 4.701444413512945e-05,
        "report_construction_estimate_seconds": 0.020162891480140388,
        "report_construction_share_pct": 78.78757807200176
      },
      "status": "pass",
      "symbols": 4
    },
    "native_vectorized": {
      "backend": "native_vectorized",
      "bars": 360,
      "orders": 120,
      "profile": "phase14b",
      "stages": [
        {
          "backend": "native_vectorized",
          "notes": "validate_datetime + align OHLC/signals/funding",
          "percent_of_profile": 51.87375795375464,
          "profile": "phase14b",
          "repeats": 2,
          "seconds": 0.0034934490686282516,
          "stage": "data_normalization"
        },
        {
          "backend": "native_vectorized",
          "notes": "build contiguous market/signal arrays",
          "percent_of_profile": 29.391058397561075,
          "profile": "phase14b",
          "repeats": 2,
          "seconds": 0.001979346969164908,
          "stage": "pandas_to_ndarray"
        },
        {
          "backend": "native_vectorized",
          "notes": "compute fast signal_notional target-unit matrix",
          "percent_of_profile": 0.1114105607254627,
          "profile": "phase14b",
          "repeats": 2,
          "seconds": 7.502967491745949e-06,
          "stage": "target_sizing"
        },
        {
          "backend": "native_vectorized",
          "notes": "compiled _engine_units_v2 only",
          "percent_of_profile": 0.4642198890789888,
          "profile": "phase14b",
          "repeats": 2,
          "seconds": 3.1262985430657864e-05,
          "stage": "pure_numba_kernel"
        },
        {
          "backend": "native_vectorized",
          "notes": "Series/DataFrame/BacktestResultV2 construction",
          "percent_of_profile": 18.15955319887983,
          "profile": "phase14b",
          "repeats": 2,
          "seconds": 0.0012229589046910405,
          "stage": "result_report_construction"
        }
      ],
      "symbols": 4,
      "total_seconds": 0.006734520895406604
    }
  },
  "folds": 1,
  "next_optimization_targets": [
    "native_vectorized: `data_normalization` (51.9%)",
    "native_event: `data_normalization` (39.9%)",
    "native_portfolio: `report_construction_estimate` (78.8%)",
    "Next step should be real workload profiling before considering Cython/C++; Phase 14C moved the main cache/report controls into opt-in APIs."
  ],
  "order_count": 120,
  "parity": {
    "arbitrage_package_sweep": true,
    "native_event_replay": true,
    "portfolio_wfo": true,
    "report_heavy_vs_light": true,
    "single_symbol_wfo": true
  },
  "repeats": 2,
  "rows": 360,
  "service_loops": {
    "arbitrage_package_sweep": {
      "audit_status": "pass",
      "full_seconds": 0.07462308299727738,
      "max_equity_diff": 0.0,
      "max_package_residual": 1.2736478538499796e-11,
      "notes": "compares native-event arbitrage package cold vs prepared market-array replay; vectorized parity remains audited",
      "parity_passed": true,
      "parity_status": "pass",
      "peak_memory_mb": 0.9488792419433594,
      "prepared_equity_diff": 0.0,
      "prepared_seconds": 0.06632716755848378,
      "speedup": 1.1250756777979205
    },
    "native_event_replay": {
      "cold_seconds": 0.009586586616933346,
      "equity_diff": 0.0,
      "notes": "prepared replay reuses market arrays and compiled order arrays",
      "orders": 120,
      "parity_passed": true,
      "peak_memory_mb": 0.17985248565673828,
      "positions_diff": 0.0,
      "prepared_seconds": 0.004569042124785483,
      "speedup": 2.0981611364293205
    },
    "portfolio_wfo": {
      "cache_metadata": {
        "available": true,
        "backend": "native_portfolio",
        "enabled": true,
        "fallback_runs": 0,
        "market_cache_entries": 2,
        "market_cache_hits": 6,
        "market_cache_misses": 2,
        "prepared_runs": 8,
        "prepared_scoring_report_level": "minimal",
        "target_mode": "portfolio"
      },
      "final_equity_diff": 0.0,
      "full_seconds": 0.4395257671130821,
      "notes": "compares uncached vs prepared portfolio WFO endpoint scoring",
      "objective_diff": 0.0,
      "parity_passed": true,
      "peak_memory_mb": 0.7784252166748047,
      "prepared_seconds": 0.32566470850724727,
      "speedup": 1.3496266424683871
    },
    "report_heavy_vs_light": {
      "equity_diff": 0.0,
      "full_reports": [
        "accepted_notional_report",
        "accepted_units_report",
        "exposure_report",
        "fills_report",
        "funding_rates_report",
        "order_report",
        "orders_report",
        "portfolio_contract_report",
        "positions_report",
        "rebalance_report",
        "risk_contribution_report",
        "risk_volatility_report",
        "symbol_pnl_report",
        "target_notional_report",
        "target_units_report"
      ],
      "full_seconds": 0.04100000998005271,
      "light_seconds": 0.023349451483227313,
      "minimal_reports_omitted": [
        "target_notional_report",
        "accepted_notional_report",
        "exposure_report",
        "funding_rates_report",
        "risk_volatility_report",
        "risk_contribution_report",
        "symbol_pnl_report",
        "kernel_symbol_pnl",
        "rebalance_report"
      ],
      "notes": "compares native-portfolio report_level='full' vs 'minimal' construction with core accounting parity",
      "parity_passed": true,
      "peak_memory_mb": 0.9158792495727539,
      "position_diff": 0.0,
      "speedup": 1.7559303270787487
    },
    "single_symbol_wfo": {
      "best_params": {
        "threshold": 0.6000000000000001
      },
      "cache_metadata": {
        "available": true,
        "backend": "native_vectorized",
        "enabled": true,
        "fallback_runs": 0,
        "market_cache_entries": 7,
        "market_cache_hits": 21,
        "market_cache_misses": 7,
        "prepared_runs": 28,
        "prepared_scoring_report_level": "minimal",
        "target_mode": "signal_notional"
      },
      "final_equity_diff": 0.0,
      "full_seconds": 1.0071885475190356,
      "notes": "compares uncached vs prepared single-symbol native-vectorized WFO endpoint scoring",
      "objective_diff": 0.0,
      "parity_passed": true,
      "peak_memory_mb": 0.426666259765625,
      "prepared_seconds": 0.8834504844853655,
      "speedup": 1.1400622504675528
    }
  },
  "status": "pass",
  "symbols": 4,
  "trials": 4
}