Benchmark Report¶

This document presents the performance benchmark results for the AXON quantitative trading framework.

Test Environment¶

Operating System: macOS (Apple Silicon)
Rust Version: 1.96.0+
Build Mode: Release (optimized)

Core Performance Metrics¶

Metric	Result	Description
Event Builder Tick	~2.4 ns	Single tick event construction latency
Event Builder Bar	~2.2 ns	Single bar event construction latency
Impact Linear	~3.2 ns	Linear impact model calculation
Reward PnL	~1.2 ns	PnL reward calculation
Reward Sharpe	~111 ns	Sharpe ratio calculation

Detailed Report¶

Run the following command to generate a full HTML benchmark report locally:

make bench-report

The report will be generated to the target/criterion/ directory.

Running Benchmarks¶

# Run all benchmarks
make bench

# Run benchmarks for a specific crate
cargo bench -p axon-core

# Run specific benchmark
cargo bench -p axon-core -- event_builder_tick

# Generate reports to docs directory
make bench-report

Benchmark Descriptions¶

axon-core¶

event_builder_tick: Tests single tick event construction performance
event_builder_bar: Tests single bar event construction performance
impact_linear: Tests linear impact model calculation performance
reward_pnl: Tests PnL reward function calculation performance
reward_sharpe: Tests Sharpe ratio reward function calculation performance

axon-backtest¶

matching_latency: Tests matching engine latency performance
order_book: Tests order book operation performance

axon-rl¶

observation: Tests observation space construction performance
trading_env: Tests trading environment step/reset performance