benchmark: q4 ground truth - #101
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- ground_truth/q4.py: add numpy import - compare.py: frac_hilo_lt_2pct (p0 vs low, p100 vs high) - run.py: default batch-size 50 - QUERY_PORTING_GUIDE.md: Q4 documentation
The guide stays on disk as an untracked local file.
- ground_truth/q4.py: add numpy import - compare.py: frac_hilo_lt_2pct (p0 vs low, p100 vs high) - run.py: default batch-size 50 - QUERY_PORTING_GUIDE.md: Q4 documentation
The guide stays on disk as an untracked local file.
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Q4 — Price range hi/lo (DDSketch p0/p100)
Adds ground truth and 60-minute accuracy benchmark for Q4: per-symbol daily price range (min/max).
Benchmark results
Setup: Day
08-11-21,data_filtered,accuracy_sla=0.01, 12 × 5-min windowsSketch: DDSketch,
relative_accuracy=0.01, quantiles[0.0, 1.0]Metric: fraction of symbols where both sketch p0 and p100 have ≤ 2% relative error.
DDSketch p0/p100 (min/max) are essentially exact on this data. First window 0.9997, all subsequent windows 1.0000. This query passes with the widest margin of any evaluated query.
Cumulative: Q1: 11/12⚠️ | Q3: not run | Q4: 12/12 ✅
See
results/benchmarking.mdfor per-window breakdown.