量化交易之c++篇 - cache line对齐与不对齐的性能对比

#include <iostream>
#include <chrono>
#include <cstring>

using namespace std;

struct Data {
    uint64_t timestamp;     // 时间戳，8 字节
    double open_price;      // 开盘价，8 字节
    double close_price;     // 收盘价，8 字节
    double high_price;      // 最高价，8 字节
    double low_price;       // 最低价，8 字节
    char symbol[8];         // 股票代码，8 字节
    char exchange[8];       // 交易所代码，8 字节
};

struct AlignedData {
    uint64_t timestamp;     // 时间戳，8 字节
    double open_price;      // 开盘价，8 字节
    double close_price;     // 收盘价，8 字节
    double high_price;      // 最高价，8 字节
    double low_price;       // 最低价，8 字节
    char symbol[8];         // 股票代码，8 字节
    char exchange[8];       // 交易所代码，8 字节
} __attribute__((aligned(64)));   // cache line 对齐

int main() {
    Data data;
    AlignedData aligned_data;

    // 测量访问未对齐的数据结构的时间
    auto start = std::chrono::high_resolution_clock::now();
    for (int i = 0; i < 1000000; i++) {
        data.timestamp = i;
        data.open_price = i * 1.1;
        data.close_price = i * 1.2;
        data.high_price = i * 1.3;
        data.low_price = i * 1.4;
        std::strcpy(data.symbol, "AAPL");
        std::strcpy(data.exchange, "NASDAQ");
    }
    auto end = std::chrono::high_resolution_clock::now();
    std::cout << "Access unaligned data takes "
              << std::chrono::duration_cast<std::chrono::microseconds>(end - start).count()
              << " microseconds" << std::endl;

    // 测量访问对齐的数据结构的时间
    start = std::chrono::high_resolution_clock::now();
    for (int i = 0; i < 1000000; i++) {
        aligned_data.timestamp = i;
        aligned_data.open_price = i * 1.1;
        aligned_data.close_price = i * 1.2;
        aligned_data.high_price = i * 1.3;
        aligned_data.low_price = i * 1.4;
        std::strcpy(aligned_data.symbol, "AAPL");
        std::strcpy(aligned_data.exchange, "NASDAQ");
    }
    end = std::chrono::high_resolution_clock::now();
    std::cout << "Access aligned data takes " << std::chrono::duration_cast<std::chrono::microseconds>(end - start).count() << " microseconds" << std::endl;

    return 0;
}