upd我现在认为我的问题的根源不是“线程”，因为我观察到程序的任何一点都变慢了。我认为当使用 2 个处理器时，我的程序执行速度会变慢，可能是因为两个处理器需要彼此“通信”。我需要做一些测试。我将尝试禁用其中一个处理器，看看会发生什么。
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我不确定这是否是 C# 问题，可能更多是关于硬件的问题，但我认为 C# 最合适。
我使用的是便宜的 DL120 服务器，我决定升级到更昂贵的 2 处理器 DL360p 服务器。出乎意料的是，我的 C# 程序在新服务器上运行速度慢了约 2 倍，而新服务器本应快几倍。
我处理过FAST大约 60 种仪器的数据。我为每个仪器创建了单独的任务，如下所示：
BlockingCollection<OrderUpdate> updatesQuery;
if (instrument2OrderUpdates.ContainsKey(instrument))
{
updatesQuery = instrument2OrderUpdates[instrument];
} else
{
updatesQuery = new BlockingCollection<OrderUpdate>();
instrument2OrderUpdates[instrument] = updatesQuery;
ScheduleFastOrdersProcessing(updatesQuery);
}
orderUpdate.Checkpoint("updatesQuery.Add");
updatesQuery.Add(orderUpdate);
}
private void ScheduleFastOrdersProcessing(BlockingCollection<OrderUpdate> updatesQuery)
{
Task.Factory.StartNew(() =>
{
Instrument instrument = null;
OrderBook orderBook = null;
int lastRptSeqNum = -1;
while (!updatesQuery.IsCompleted)
{
OrderUpdate orderUpdate;
try
{
orderUpdate = updatesQuery.Take();
} catch(InvalidOperationException e)
{
Log.Push(LogItemType.Error, e.Message);
continue;
}
orderUpdate.Checkpoint("received from updatesQuery.Take()");
......................
...................... // long not interesting processing code
}, TaskCreationOptions.LongRunning);
因为我有大约 60 个可以并行执行的任务，所以我预计 2 * E5-2640（24 个虚拟线程，12 个真实线程）应该比 1 * E3-1220（4 个真实线程）执行得更快。看来使用 DL360p 我在任务管理器中发现了 95 个线程。使用 DL120 我只有 55 个线程。
但 DL120G7 上的执行时间快了 2 (!!) 倍！
E3-1220 的时钟速率比 E5-2640 好一点（3.1 GHz vs 2.5Ghz），但是我仍然希望我的代码在 2 * E5-2640 上运行得更快，因为它可以更好地并行，我绝对不期望它的工作速度慢了两倍！
惠普 DL120G7 E3-1220
任务管理器中约 50 个线程最佳 = 24 个平均约 80 微秒
calling market.UpdateFastOrder = 23 updatesQuery.Add = 25 received from updatesQuery.Take() = 67 in orderbook = 80
calling market.UpdateFastOrder = 30 updatesQuery.Add = 32 received from updatesQuery.Take() = 64 in orderbook = 73
calling market.UpdateFastOrder = 31 updatesQuery.Add = 32 received from updatesQuery.Take() = 195 in orderbook = 204
calling market.UpdateFastOrder = 31 updatesQuery.Add = 32 received from updatesQuery.Take() = 74 in orderbook = 86
calling market.UpdateFastOrder = 18 updatesQuery.Add = 21 received from updatesQuery.Take() = 65 in orderbook = 78
calling market.UpdateFastOrder = 29 updatesQuery.Add = 32 received from updatesQuery.Take() = 76 in orderbook = 88
calling market.UpdateFastOrder = 30 updatesQuery.Add = 32 received from updatesQuery.Take() = 80 in orderbook = 92
calling market.UpdateFastOrder = 20 updatesQuery.Add = 21 received from updatesQuery.Take() = 65 in orderbook = 78
calling market.UpdateFastOrder = 21 updatesQuery.Add = 24 received from updatesQuery.Take() = 68 in orderbook = 81
calling market.UpdateFastOrder = 12 updatesQuery.Add = 13 received from updatesQuery.Take() = 58 in orderbook = 72
calling market.UpdateFastOrder = 22 updatesQuery.Add = 23 received from updatesQuery.Take() = 51 in orderbook = 59
calling market.UpdateFastOrder = 16 updatesQuery.Add = 16 received from updatesQuery.Take() = 20 in orderbook = 24
calling market.UpdateFastOrder = 28 updatesQuery.Add = 31 received from updatesQuery.Take() = 82 in orderbook = 94
calling market.UpdateFastOrder = 18 updatesQuery.Add = 21 received from updatesQuery.Take() = 65 in orderbook = 77
calling market.UpdateFastOrder = 29 updatesQuery.Add = 29 received from updatesQuery.Take() = 259 in orderbook = 264
calling market.UpdateFastOrder = 49 updatesQuery.Add = 52 received from updatesQuery.Take() = 99 in orderbook = 113
calling market.UpdateFastOrder = 22 updatesQuery.Add = 23 received from updatesQuery.Take() = 50 in orderbook = 60
calling market.UpdateFastOrder = 29 updatesQuery.Add = 32 received from updatesQuery.Take() = 76 in orderbook = 88
calling market.UpdateFastOrder = 16 updatesQuery.Add = 19 received from updatesQuery.Take() = 63 in orderbook = 75
calling market.UpdateFastOrder = 27 updatesQuery.Add = 27 received from updatesQuery.Take() = 226 in orderbook = 231
calling market.UpdateFastOrder = 15 updatesQuery.Add = 16 received from updatesQuery.Take() = 35 in orderbook = 42
calling market.UpdateFastOrder = 18 updatesQuery.Add = 21 received from updatesQuery.Take() = 66 in orderbook = 78
惠普 DL360p G8 2 * E5-2640
任务管理器中约有 95 个线程；最佳 = 40 平均 ~ 150 微秒
calling market.UpdateFastOrder = 62 updatesQuery.Add = 64 received from updatesQuery.Take() = 144 in orderbook = 205
calling market.UpdateFastOrder = 27 updatesQuery.Add = 32 received from updatesQuery.Take() = 101 in orderbook = 154
calling market.UpdateFastOrder = 45 updatesQuery.Add = 50 received from updatesQuery.Take() = 124 in orderbook = 187
calling market.UpdateFastOrder = 46 updatesQuery.Add = 51 received from updatesQuery.Take() = 127 in orderbook = 162
calling market.UpdateFastOrder = 63 updatesQuery.Add = 68 received from updatesQuery.Take() = 137 in orderbook = 174
calling market.UpdateFastOrder = 53 updatesQuery.Add = 55 received from updatesQuery.Take() = 133 in orderbook = 171
calling market.UpdateFastOrder = 44 updatesQuery.Add = 46 received from updatesQuery.Take() = 131 in orderbook = 158
calling market.UpdateFastOrder = 37 updatesQuery.Add = 39 received from updatesQuery.Take() = 102 in orderbook = 140
calling market.UpdateFastOrder = 45 updatesQuery.Add = 50 received from updatesQuery.Take() = 115 in orderbook = 154
calling market.UpdateFastOrder = 50 updatesQuery.Add = 55 received from updatesQuery.Take() = 133 in orderbook = 160
calling market.UpdateFastOrder = 26 updatesQuery.Add = 50 received from updatesQuery.Take() = 99 in orderbook = 111
calling market.UpdateFastOrder = 14 updatesQuery.Add = 30 received from updatesQuery.Take() = 36 in orderbook = 40 <-- best one I can find among thousands
你能明白为什么我的程序在速度快几倍的服务器上运行速度慢两倍吗？也许我不应该创建 ~60 个任务？也许我应该告诉 .NET 不要使用 95 个线程，而是将其限制为 50 个甚至 24 个？这可能是 2 个处理器与 1 个处理器的配置问题？也许只是禁用 DL360P Gen8 上的一个处理器就能显着加快程序速度？
Added
- 调用 market.UpdateFastOrder - 创建 orderUpdate 对象
- updateQuery.Add - orderUpdate 被放入 BlockingCollection 中
- 从 updateQuery.Take() 接收 - orderUpdate 从 BlockingCollection 中弹出
- 在 orderbook 中 - orderUpdated 被解析并应用于 orderBook
