wq101alphaDDBTime.dos

/* *
*  @ brief  
*  This script is to test the performance of the implementation of WorldQuant 101 alpha in DolphinDB.
*  @ Author: DolphinDB
*  @ Last modification time: 2022.09.01
*  @ DolphinDB server version: 2.00.7
*  @ FileName: wq101alphaDDBTime.dos
*  Don't forget to change your directory.
*/

use wq101alpha
use prepare101

times = array(INT, 0)
passList = 48 56 58 59 63 67 69 70 76 79 80 82 87 89 90 91 93 97 100
data = loadText("/YOUR_DIR/dataPerformance.csv")
input = panel(data.tradetime, data.securityid, [data.open, data.close, data.high, data.low, data.vol, data.vwap])
open, close, high, low, vol, vwap = panel(data.tradetime, data.securityid, [data.open, data.close, data.high, data.low, data.vol, data.vwap])

defs()
for (i in 1:102){
	if (i in passList) times.append!(NULL)
	else{
		print(i)
		alphaName = exec name from defs() where name = "wq101alpha::WQAlpha"+string(i)
		alphaSyntax = exec syntax from defs() where name = "wq101alpha::WQAlpha"+string(i)
		function = alphaName + alphaSyntax
		t1 = time(now())
		res = parseExpr(function[0]).eval()
		t2 = time(now())
		times.append!(t2 - t1)
	}
}

res = table(1..101 as alphaNames, times as ddbTimeCost)
saveText(res, "/YOUR_DIR/ddbPerformance.csv")