Performance benchmarks for v1.3.0
These are the execution times for the current indicators using two years of historical daily stock quotes (502 periods) with default or typical parameters.
pytest=v7.4.3, pytest-benchmark=v4.0.0 OS=macOS Sonoma 14.1.2
Apple M1, 8 cores, MacBook Air (2020)
.NET 8
Indicators
--------------------------------------------------------------------------------------- benchmark: 82 tests ----------------------------------------------------------------------------------------
Name (time in ms) Min Max Mean StdDev Median IQR Outliers OPS Rounds Iterations
----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
test_benchmark_renko 1.2585 (1.0) 7.1339 (2.08) 1.4255 (1.0) 0.6497 (3.04) 1.2972 (1.0) 0.0320 (1.02) 4;31 701.5283 (1.0) 202 1
test_benchmark_obv 1.7588 (1.40) 8.1598 (2.38) 1.9686 (1.38) 0.7293 (3.41) 1.8420 (1.42) 0.0725 (2.31) 3;39 507.9661 (0.72) 226 1
test_benchmark_tsi 1.7689 (1.41) 8.2460 (2.40) 1.9641 (1.38) 0.6134 (2.87) 1.8590 (1.43) 0.0635 (2.02) 3;38 509.1439 (0.73) 222 1
test_benchmark_dynamic 1.7696 (1.41) 7.6489 (2.23) 1.9724 (1.38) 0.6662 (3.11) 1.8505 (1.43) 0.0585 (1.86) 4;39 506.9985 (0.72) 250 1
test_benchmark_smma 1.7726 (1.41) 8.1047 (2.36) 1.9092 (1.34) 0.5630 (2.63) 1.8197 (1.40) 0.0559 (1.78) 3;38 523.7885 (0.75) 252 1
test_benchmark_roc 1.7737 (1.41) 8.9954 (2.62) 1.9591 (1.37) 0.7754 (3.63) 1.8248 (1.41) 0.0651 (2.07) 6;45 510.4417 (0.73) 301 1
test_benchmark_t3 1.7775 (1.41) 11.7603 (3.43) 2.1454 (1.51) 0.8088 (3.78) 2.0509 (1.58) 0.2591 (8.25) 2;11 466.1120 (0.66) 214 1
test_benchmark_kvo 1.7781 (1.41) 7.9855 (2.33) 1.9980 (1.40) 0.6448 (3.02) 1.8855 (1.45) 0.0411 (1.31) 4;47 500.5057 (0.71) 184 1
test_benchmark_rsi 1.7793 (1.41) 8.4612 (2.47) 1.9653 (1.38) 0.7093 (3.32) 1.8206 (1.40) 0.1379 (4.39) 4;23 508.8401 (0.73) 324 1
test_benchmark_vwap 1.7795 (1.41) 8.6102 (2.51) 2.0152 (1.41) 0.7644 (3.57) 1.9038 (1.47) 0.0697 (2.22) 4;33 496.2174 (0.71) 225 1
test_benchmark_dema 1.7803 (1.41) 9.0687 (2.64) 2.0809 (1.46) 0.8071 (3.77) 1.9528 (1.51) 0.1468 (4.68) 6;28 480.5682 (0.69) 220 1
test_benchmark_vwma 1.7822 (1.42) 8.4545 (2.47) 1.9997 (1.40) 0.6480 (3.03) 1.8940 (1.46) 0.0638 (2.03) 5;38 500.0852 (0.71) 227 1
test_benchmark_ma_envelopes 1.7860 (1.42) 12.0710 (3.52) 2.1361 (1.50) 1.0476 (4.90) 1.9309 (1.49) 0.3045 (9.70) 4;13 468.1368 (0.67) 209 1
test_benchmark_pvo 1.7862 (1.42) 8.8010 (2.57) 1.9974 (1.40) 0.6403 (2.99) 1.8909 (1.46) 0.0469 (1.49) 3;60 500.6452 (0.71) 218 1
test_benchmark_elder_ray 1.7877 (1.42) 8.8606 (2.58) 2.0410 (1.43) 0.7771 (3.63) 1.8890 (1.46) 0.1293 (4.12) 3;27 489.9447 (0.70) 201 1
test_benchmark_triple_ema 1.7881 (1.42) 9.9722 (2.91) 2.0434 (1.43) 0.8185 (3.83) 1.9260 (1.48) 0.0593 (1.89) 3;48 489.3781 (0.70) 224 1
test_benchmark_kama 1.7882 (1.42) 7.9429 (2.32) 1.9896 (1.40) 0.7282 (3.40) 1.8300 (1.41) 0.0488 (1.55) 5;41 502.6232 (0.72) 225 1
test_benchmark_slope 1.7936 (1.43) 8.1865 (2.39) 1.9765 (1.39) 0.6715 (3.14) 1.8535 (1.43) 0.0648 (2.06) 4;31 505.9492 (0.72) 197 1
test_benchmark_fisher_transform 1.7963 (1.43) 9.7324 (2.84) 2.1592 (1.51) 0.9010 (4.21) 1.9242 (1.48) 0.2668 (8.50) 8;13 463.1421 (0.66) 184 1
test_benchmark_stdev 1.7971 (1.43) 8.2240 (2.40) 2.0152 (1.41) 0.7060 (3.30) 1.8638 (1.44) 0.0643 (2.05) 4;32 496.2408 (0.71) 184 1
test_benchmark_cci 1.7976 (1.43) 7.7434 (2.26) 2.0109 (1.41) 0.7725 (3.61) 1.8355 (1.41) 0.0663 (2.11) 6;34 497.2990 (0.71) 181 1
test_benchmark_smi 1.8046 (1.43) 8.1505 (2.38) 2.0257 (1.42) 0.7920 (3.70) 1.8707 (1.44) 0.0529 (1.68) 6;39 493.6448 (0.70) 195 1
test_benchmark_cmo 1.8066 (1.44) 7.8525 (2.29) 2.0081 (1.41) 0.7356 (3.44) 1.8476 (1.42) 0.0716 (2.28) 4;26 497.9728 (0.71) 148 1
test_benchmark_gator 1.8076 (1.44) 8.1598 (2.38) 2.1922 (1.54) 0.7067 (3.30) 2.0888 (1.61) 0.1736 (5.53) 6;20 456.1615 (0.65) 165 1
test_benchmark_keltner 1.8078 (1.44) 7.9031 (2.30) 2.0301 (1.42) 0.6243 (2.92) 1.9061 (1.47) 0.0642 (2.05) 5;37 492.5856 (0.70) 198 1
test_benchmark_vortex 1.8080 (1.44) 9.2847 (2.71) 2.0050 (1.41) 0.8078 (3.78) 1.8636 (1.44) 0.0685 (2.18) 5;38 498.7596 (0.71) 224 1
test_benchmark_bollinger_bands 1.8101 (1.44) 10.4971 (3.06) 2.4527 (1.72) 1.0814 (5.06) 2.1751 (1.68) 0.4479 (14.27) 6;8 407.7181 (0.58) 131 1
test_benchmark_stoch 1.8133 (1.44) 9.1480 (2.67) 2.0241 (1.42) 0.7329 (3.43) 1.9006 (1.47) 0.0701 (2.23) 7;42 494.0452 (0.70) 272 1
test_benchmark_chop 1.8147 (1.44) 7.7068 (2.25) 2.0871 (1.46) 0.7829 (3.66) 1.9035 (1.47) 0.0703 (2.24) 5;31 479.1277 (0.68) 176 1
test_benchmark_bop 1.8168 (1.44) 7.4662 (2.18) 1.9810 (1.39) 0.5809 (2.72) 1.8594 (1.43) 0.0314 (1.0) 3;20 504.7914 (0.72) 111 1
test_benchmark_fractal 1.8178 (1.44) 7.7022 (2.25) 2.0290 (1.42) 0.6841 (3.20) 1.8687 (1.44) 0.0717 (2.28) 3;29 492.8639 (0.70) 148 1
test_benchmark_mfi 1.8188 (1.45) 7.9977 (2.33) 2.0459 (1.44) 0.6332 (2.96) 1.8858 (1.45) 0.1985 (6.32) 5;13 488.7794 (0.70) 206 1
test_benchmark_parabolic_sar 1.8193 (1.45) 8.4833 (2.47) 2.0177 (1.42) 0.7847 (3.67) 1.8702 (1.44) 0.0553 (1.76) 3;24 495.6118 (0.71) 150 1
test_benchmark_force_index 1.8204 (1.45) 7.9626 (2.32) 2.0150 (1.41) 0.6729 (3.15) 1.8770 (1.45) 0.0594 (1.89) 3;27 496.2877 (0.71) 161 1
test_benchmark_super_trend 1.8217 (1.45) 8.5440 (2.49) 2.1051 (1.48) 0.7142 (3.34) 1.9530 (1.51) 0.1143 (3.64) 3;22 475.0327 (0.68) 171 1
test_benchmark_williams_r 1.8224 (1.45) 11.4220 (3.33) 2.0683 (1.45) 0.8473 (3.96) 1.9014 (1.47) 0.1918 (6.11) 4;18 483.4991 (0.69) 249 1
test_benchmark_trix 1.8232 (1.45) 8.4281 (2.46) 2.1212 (1.49) 0.6874 (3.21) 2.0508 (1.58) 0.1688 (5.38) 4;16 471.4323 (0.67) 181 1
test_benchmark_sma 1.8243 (1.45) 8.3734 (2.44) 1.9736 (1.38) 0.6936 (3.24) 1.8574 (1.43) 0.0396 (1.26) 4;53 506.6934 (0.72) 328 1
test_benchmark_mama 1.8244 (1.45) 8.4141 (2.45) 2.0859 (1.46) 0.7686 (3.59) 1.9472 (1.50) 0.0637 (2.03) 3;37 479.4204 (0.68) 199 1
test_benchmark_marubozu 1.8251 (1.45) 8.8512 (2.58) 2.0676 (1.45) 0.7350 (3.44) 1.9229 (1.48) 0.0629 (2.00) 9;48 483.6410 (0.69) 267 1
test_benchmark_wma 1.8258 (1.45) 8.4532 (2.47) 2.0184 (1.42) 0.7211 (3.37) 1.8844 (1.45) 0.0407 (1.30) 5;60 495.4479 (0.71) 330 1
test_benchmark_macd 1.8283 (1.45) 8.3914 (2.45) 2.0431 (1.43) 0.6530 (3.05) 1.9295 (1.49) 0.0571 (1.82) 4;37 489.4549 (0.70) 206 1
test_benchmark_chandelier 1.8287 (1.45) 7.6908 (2.24) 2.0556 (1.44) 0.6684 (3.13) 1.9117 (1.47) 0.0835 (2.66) 4;29 486.4792 (0.69) 160 1
test_benchmark_stoch_rsi 1.8300 (1.45) 8.6547 (2.52) 2.0695 (1.45) 0.7247 (3.39) 1.9348 (1.49) 0.0845 (2.69) 4;31 483.2072 (0.69) 175 1
test_benchmark_volatility_stop 1.8326 (1.46) 8.6608 (2.53) 2.0360 (1.43) 0.7046 (3.29) 1.9183 (1.48) 0.0764 (2.43) 3;34 491.1705 (0.70) 184 1
test_benchmark_ultimate 1.8381 (1.46) 8.6942 (2.54) 2.0911 (1.47) 0.6169 (2.88) 1.9439 (1.50) 0.2581 (8.22) 5;7 478.2073 (0.68) 147 1
test_benchmark_fcb 1.8391 (1.46) 8.8419 (2.58) 2.1507 (1.51) 0.7601 (3.55) 1.9637 (1.51) 0.1330 (4.24) 6;28 464.9576 (0.66) 156 1
test_benchmark_ema 1.8408 (1.46) 8.0106 (2.34) 2.1367 (1.50) 0.7347 (3.44) 1.9461 (1.50) 0.2057 (6.55) 5;14 468.0143 (0.67) 140 1
test_benchmark_ht_trendline 1.8465 (1.47) 8.1379 (2.37) 2.0875 (1.46) 0.6565 (3.07) 1.9903 (1.53) 0.2430 (7.74) 2;5 479.0500 (0.68) 95 1
test_benchmark_chaikin_osc 1.8498 (1.47) 8.4174 (2.45) 2.1535 (1.51) 0.6105 (2.85) 2.0381 (1.57) 0.0950 (3.03) 4;25 464.3633 (0.66) 129 1
test_benchmark_epma 1.8509 (1.47) 8.5513 (2.49) 2.0569 (1.44) 0.6423 (3.00) 1.9252 (1.48) 0.0964 (3.07) 2;19 486.1785 (0.69) 122 1
test_benchmark_starc_bands 1.8511 (1.47) 8.6071 (2.51) 2.0535 (1.44) 0.7044 (3.29) 1.9327 (1.49) 0.0703 (2.24) 3;30 486.9755 (0.69) 173 1
test_benchmark_doji 1.8518 (1.47) 7.7608 (2.26) 2.1216 (1.49) 0.5503 (2.57) 2.0040 (1.54) 0.0417 (1.33) 7;39 471.3503 (0.67) 129 1
test_benchmark_heikin_ashi 1.8626 (1.48) 7.8933 (2.30) 2.1421 (1.50) 0.6538 (3.06) 2.0222 (1.56) 0.0690 (2.20) 4;51 466.8348 (0.67) 185 1
test_benchmark_cmf 1.8825 (1.50) 8.0208 (2.34) 2.1480 (1.51) 0.6549 (3.06) 1.9634 (1.51) 0.2755 (8.78) 2;4 465.5497 (0.66) 110 1
test_benchmark_stc 1.8951 (1.51) 8.4350 (2.46) 2.2106 (1.55) 0.8526 (3.99) 1.9755 (1.52) 0.2264 (7.21) 7;11 452.3631 (0.64) 147 1
test_benchmark_ulcer_index 1.8958 (1.51) 8.4489 (2.46) 2.1192 (1.49) 0.7992 (3.74) 1.9596 (1.51) 0.0571 (1.82) 4;37 471.8701 (0.67) 196 1
test_benchmark_dpo 1.8966 (1.51) 8.0983 (2.36) 2.1876 (1.53) 0.7747 (3.62) 1.9716 (1.52) 0.2085 (6.64) 3;5 457.1191 (0.65) 75 1
test_benchmark_stdev_channels 1.9018 (1.51) 8.3629 (2.44) 2.1714 (1.52) 0.8647 (4.04) 1.9750 (1.52) 0.1013 (3.23) 4;22 460.5377 (0.66) 115 1
test_benchmark_zig_zag 1.9037 (1.51) 9.0048 (2.63) 2.3466 (1.65) 0.7733 (3.62) 2.1832 (1.68) 0.0763 (2.43) 4;28 426.1518 (0.61) 107 1
test_benchmark_pmo 1.9134 (1.52) 8.2805 (2.41) 2.1128 (1.48) 0.7435 (3.48) 1.9609 (1.51) 0.0496 (1.58) 3;27 473.3028 (0.67) 147 1
test_benchmark_pivot_points 1.9282 (1.53) 8.1749 (2.38) 2.1298 (1.49) 0.6417 (3.00) 1.9628 (1.51) 0.0780 (2.48) 5;24 469.5195 (0.67) 129 1
test_benchmark_pivots 1.9403 (1.54) 10.5121 (3.07) 2.2570 (1.58) 1.0629 (4.97) 2.0031 (1.54) 0.0803 (2.56) 4;25 443.0673 (0.63) 134 1
test_benchmark_hma 1.9428 (1.54) 7.9225 (2.31) 2.1076 (1.48) 0.6158 (2.88) 1.9753 (1.52) 0.0447 (1.42) 5;21 474.4837 (0.68) 104 1
test_benchmark_connors_rsi 1.9687 (1.56) 7.8200 (2.28) 2.2975 (1.61) 0.6854 (3.20) 2.0595 (1.59) 0.2954 (9.41) 7;10 435.2526 (0.62) 101 1
test_benchmark_rolling_pivots 2.0844 (1.66) 9.3352 (2.72) 2.3649 (1.66) 0.9036 (4.23) 2.1514 (1.66) 0.0769 (2.45) 6;32 422.8526 (0.60) 146 1
test_benchmark_donchian 2.1403 (1.70) 3.4292 (1.0) 2.2631 (1.59) 0.2139 (1.0) 2.1764 (1.68) 0.0801 (2.55) 8;9 441.8627 (0.63) 55 1
test_benchmark_ichimoku 2.3985 (1.91) 11.0861 (3.23) 3.6059 (2.53) 1.4614 (6.83) 2.8280 (2.18) 2.1525 (68.56) 5;2 277.3228 (0.40) 97 1
test_benchmark_hurst 2.4920 (1.98) 11.3203 (3.30) 3.8322 (2.69) 1.6483 (7.71) 2.7599 (2.13) 2.7665 (88.11) 12;1 260.9485 (0.37) 94 1
test_benchmark_prs 2.6791 (2.13) 8.8663 (2.59) 2.9523 (2.07) 0.6611 (3.09) 2.7741 (2.14) 0.3018 (9.61) 6;8 338.7161 (0.48) 186 1
test_benchmark_awesome 2.7292 (2.17) 13.7035 (4.00) 4.2339 (2.97) 2.3418 (10.95) 3.6867 (2.84) 0.9787 (31.17) 7;8 236.1890 (0.34) 85 1
test_benchmark_correlation 2.7535 (2.19) 10.3690 (3.02) 3.0844 (2.16) 0.8548 (4.00) 2.8946 (2.23) 0.2470 (7.87) 5;9 324.2149 (0.46) 189 1
test_benchmark_beta 3.3920 (2.70) 7.4792 (2.18) 3.7100 (2.60) 0.6651 (3.11) 3.4976 (2.70) 0.3218 (10.25) 3;3 269.5424 (0.38) 48 1
test_benchmark_atr 3.7880 (3.01) 57.3916 (16.74) 6.7444 (4.73) 5.8703 (27.45) 5.2072 (4.01) 1.0141 (32.30) 8;17 148.2702 (0.21) 126 1
test_benchmark_adx 4.4439 (3.53) 10.0030 (2.92) 4.7729 (3.35) 0.8014 (3.75) 4.5812 (3.53) 0.1903 (6.06) 2;6 209.5160 (0.30) 50 1
test_benchmark_alligator 4.6729 (3.71) 33.2788 (9.70) 6.4312 (4.51) 5.4937 (25.69) 4.8222 (3.72) 0.2898 (9.23) 4;9 155.4928 (0.22) 58 1
test_benchmark_alma 4.7904 (3.81) 60.5278 (17.65) 7.2740 (5.10) 8.7015 (40.69) 4.9374 (3.81) 0.3540 (11.28) 6;13 137.4769 (0.20) 96 1
test_benchmark_adl 4.9485 (3.93) 18.7524 (5.47) 5.9097 (4.15) 2.3649 (11.06) 5.4686 (4.22) 0.6942 (22.11) 1;3 169.2123 (0.24) 33 1
test_benchmark_aroon 5.1281 (4.07) 17.9128 (5.22) 5.8846 (4.13) 1.8233 (8.53) 5.3664 (4.14) 0.3588 (11.43) 6;11 169.9361 (0.24) 89 1
test_benchmark_atr_stop 5.3465 (4.25) 11.3764 (3.32) 5.9407 (4.17) 0.9901 (4.63) 5.5619 (4.29) 0.5414 (17.24) 4;4 168.3309 (0.24) 66 1
test_benchmark_sma_longlong 42.0639 (33.42) 56.3594 (16.44) 46.0736 (32.32) 4.1143 (19.24) 43.8380 (33.80) 7.4969 (238.78) 6;0 21.7044 (0.03) 23 1
test_benchmark_hurst_longlong 59.2381 (47.07) 69.1008 (20.15) 64.3999 (45.18) 3.5578 (16.64) 65.1903 (50.26) 6.9522 (221.43) 5;0 15.5280 (0.02) 14 1
----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Legend:
Outliers: 1 Standard Deviation from Mean; 1.5 IQR (InterQuartile Range) from 1st Quartile and 3rd Quartile.
OPS: Operations Per Second, computed as 1 / Mean
Performance benchmarks for v1.1.0
These are the execution times for the current indicators using two years of historical daily stock quotes (502 periods) with default or typical parameters.
pytest=v7.4.3, pytest-benchmark=v4.0.0 OS=macOS Sonoma 14.1.2
Apple M1, 8 cores, MacBook Air (2020)
.NET 8
Indicators
---------------------------------------------------------------------------------------- benchmark: 79 tests -----------------------------------------------------------------------------------------
Name (time in ms) Min Max Mean StdDev Median IQR Outliers OPS Rounds Iterations
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
test_benchmark_renko 1.2920 (1.0) 6.6554 (2.84) 1.4367 (1.0) 0.4691 (5.30) 1.3233 (1.0) 0.0430 (2.05) 5;29 696.0450 (1.0) 178 1
test_benchmark_triple_ema 1.8219 (1.41) 2.5790 (1.10) 1.9844 (1.38) 0.1422 (1.61) 1.9419 (1.47) 0.0431 (2.05) 56;67 503.9265 (0.72) 202 1
test_benchmark_t3 1.8219 (1.41) 2.6660 (1.14) 2.0513 (1.43) 0.1628 (1.84) 2.0423 (1.54) 0.0497 (2.37) 71;76 487.4857 (0.70) 212 1
test_benchmark_tsi 1.8228 (1.41) 80.4345 (34.26) 2.3342 (1.62) 5.4574 (61.63) 1.8942 (1.43) 0.1612 (7.68) 1;20 428.4180 (0.62) 207 1
test_benchmark_dema 1.8248 (1.41) 2.4851 (1.06) 1.9563 (1.36) 0.1388 (1.57) 1.9064 (1.44) 0.0458 (2.18) 30;37 511.1580 (0.73) 204 1
test_benchmark_rsi 1.8280 (1.41) 2.6368 (1.12) 1.8982 (1.32) 0.1206 (1.36) 1.8561 (1.40) 0.0217 (1.03) 40;49 526.8111 (0.76) 323 1
test_benchmark_smma 1.8317 (1.42) 2.3475 (1.0) 1.8856 (1.31) 0.0886 (1.0) 1.8494 (1.40) 0.0210 (1.00) 38;46 530.3377 (0.76) 270 1
test_benchmark_pvo 1.8337 (1.42) 2.7500 (1.17) 1.9793 (1.38) 0.1635 (1.85) 1.9215 (1.45) 0.0396 (1.89) 30;57 505.2262 (0.73) 200 1
test_benchmark_vwap 1.8342 (1.42) 2.8455 (1.21) 1.9665 (1.37) 0.1432 (1.62) 1.9392 (1.47) 0.1156 (5.50) 32;30 508.5086 (0.73) 238 1
test_benchmark_vwma 1.8423 (1.43) 3.7814 (1.61) 1.9740 (1.37) 0.1989 (2.25) 1.9242 (1.45) 0.0333 (1.59) 27;91 506.5761 (0.73) 226 1
test_benchmark_smi 1.8433 (1.43) 3.5432 (1.51) 1.9504 (1.36) 0.1707 (1.93) 1.8973 (1.43) 0.0419 (2.00) 19;39 512.7223 (0.74) 206 1
test_benchmark_roc 1.8442 (1.43) 2.9374 (1.25) 1.9271 (1.34) 0.1452 (1.64) 1.8637 (1.41) 0.0815 (3.88) 28;36 518.9217 (0.75) 308 1
test_benchmark_force_index 1.8445 (1.43) 5.4059 (2.30) 1.9719 (1.37) 0.2642 (2.98) 1.9172 (1.45) 0.0568 (2.70) 10;34 507.1362 (0.73) 219 1
test_benchmark_kama 1.8450 (1.43) 4.3961 (1.87) 1.9436 (1.35) 0.2165 (2.44) 1.8821 (1.42) 0.0550 (2.62) 13;45 514.5096 (0.74) 237 1
test_benchmark_stdev 1.8490 (1.43) 4.0086 (1.71) 1.9837 (1.38) 0.2446 (2.76) 1.8977 (1.43) 0.0471 (2.24) 21;33 504.1118 (0.72) 175 1
test_benchmark_vortex 1.8499 (1.43) 4.2456 (1.81) 1.9748 (1.37) 0.2719 (3.07) 1.8934 (1.43) 0.0492 (2.34) 15;42 506.3864 (0.73) 243 1
test_benchmark_williams_r 1.8512 (1.43) 2.7878 (1.19) 1.9460 (1.35) 0.1688 (1.91) 1.8879 (1.43) 0.0501 (2.39) 35;38 513.8629 (0.74) 262 1
test_benchmark_stoch 1.8516 (1.43) 2.7547 (1.17) 1.9221 (1.34) 0.1284 (1.45) 1.8802 (1.42) 0.0382 (1.82) 39;46 520.2704 (0.75) 293 1
test_benchmark_fcb 1.8518 (1.43) 3.7665 (1.60) 2.0461 (1.42) 0.2460 (2.78) 1.9604 (1.48) 0.0708 (3.37) 15;33 488.7438 (0.70) 168 1
test_benchmark_parabolic_sar 1.8552 (1.44) 77.1184 (32.85) 2.4900 (1.73) 6.1371 (69.30) 1.9372 (1.46) 0.0566 (2.69) 1;26 401.6079 (0.58) 150 1
test_benchmark_fractal 1.8558 (1.44) 2.6480 (1.13) 1.9180 (1.34) 0.1089 (1.23) 1.8760 (1.42) 0.0243 (1.15) 39;43 521.3643 (0.75) 266 1
test_benchmark_obv 1.8594 (1.44) 2.6845 (1.14) 1.9402 (1.35) 0.1227 (1.39) 1.8938 (1.43) 0.0319 (1.52) 34;37 515.4004 (0.74) 222 1
test_benchmark_ema 1.8598 (1.44) 2.8349 (1.21) 1.9979 (1.39) 0.1995 (2.25) 1.9172 (1.45) 0.0531 (2.53) 24;28 500.5235 (0.72) 159 1
test_benchmark_bop 1.8610 (1.44) 3.6538 (1.56) 1.9797 (1.38) 0.2221 (2.51) 1.8907 (1.43) 0.0858 (4.09) 21;26 505.1144 (0.73) 145 1
test_benchmark_ma_envelopes 1.8610 (1.44) 4.0292 (1.72) 2.0164 (1.40) 0.2767 (3.12) 1.9727 (1.49) 0.1243 (5.92) 11;28 495.9377 (0.71) 210 1
test_benchmark_super_trend 1.8620 (1.44) 3.2338 (1.38) 2.0214 (1.41) 0.1694 (1.91) 1.9720 (1.49) 0.0303 (1.44) 28;69 494.7026 (0.71) 203 1
test_benchmark_gator 1.8645 (1.44) 3.6871 (1.57) 2.1747 (1.51) 0.2356 (2.66) 2.1570 (1.63) 0.1599 (7.62) 44;15 459.8429 (0.66) 165 1
test_benchmark_slope 1.8650 (1.44) 4.4140 (1.88) 1.9504 (1.36) 0.2247 (2.54) 1.8846 (1.42) 0.0306 (1.46) 28;43 512.7245 (0.74) 262 1
test_benchmark_wma 1.8651 (1.44) 2.8108 (1.20) 1.9436 (1.35) 0.1588 (1.79) 1.8817 (1.42) 0.0324 (1.54) 42;52 514.5159 (0.74) 331 1
test_benchmark_stoch_rsi 1.8666 (1.44) 2.8168 (1.20) 1.9882 (1.38) 0.1653 (1.87) 1.9483 (1.47) 0.0905 (4.31) 19;27 502.9643 (0.72) 204 1
test_benchmark_ultimate 1.8667 (1.44) 3.8044 (1.62) 1.9980 (1.39) 0.2466 (2.78) 1.9170 (1.45) 0.0371 (1.77) 15;33 500.5092 (0.72) 172 1
test_benchmark_mama 1.8668 (1.44) 2.8278 (1.20) 2.0298 (1.41) 0.1447 (1.63) 1.9901 (1.50) 0.0391 (1.86) 49;59 492.6484 (0.71) 192 1
test_benchmark_kvo 1.8713 (1.45) 2.7299 (1.16) 1.9860 (1.38) 0.1236 (1.40) 1.9468 (1.47) 0.0395 (1.88) 32;46 503.5125 (0.72) 209 1
test_benchmark_cci 1.8717 (1.45) 4.0359 (1.72) 1.9956 (1.39) 0.2816 (3.18) 1.8958 (1.43) 0.0484 (2.31) 17;29 501.1145 (0.72) 166 1
test_benchmark_fisher_transform 1.8719 (1.45) 3.9780 (1.69) 2.0764 (1.45) 0.3204 (3.62) 1.9967 (1.51) 0.1036 (4.94) 23;36 481.6013 (0.69) 229 1
test_benchmark_stdev_channels 1.8730 (1.45) 2.9645 (1.26) 2.0278 (1.41) 0.1680 (1.90) 1.9755 (1.49) 0.0621 (2.96) 26;31 493.1556 (0.71) 175 1
test_benchmark_keltner 1.8751 (1.45) 3.0730 (1.31) 2.0179 (1.40) 0.1554 (1.76) 1.9698 (1.49) 0.0677 (3.22) 28;34 495.5683 (0.71) 203 1
test_benchmark_sma 1.8763 (1.45) 2.5530 (1.09) 1.9398 (1.35) 0.1214 (1.37) 1.8908 (1.43) 0.0210 (1.0) 47;53 515.5193 (0.74) 346 1
test_benchmark_mfi 1.8774 (1.45) 3.2116 (1.37) 1.9826 (1.38) 0.1831 (2.07) 1.9201 (1.45) 0.0248 (1.18) 18;38 504.3787 (0.72) 192 1
test_benchmark_chop 1.8785 (1.45) 4.4234 (1.88) 1.9980 (1.39) 0.2378 (2.69) 1.9275 (1.46) 0.0449 (2.14) 15;37 500.4925 (0.72) 216 1
test_benchmark_elder_ray 1.8830 (1.46) 90.9043 (38.72) 2.4685 (1.72) 6.5232 (73.66) 1.9159 (1.45) 0.0295 (1.41) 1;35 405.1063 (0.58) 186 1
test_benchmark_chandelier 1.8925 (1.46) 3.5493 (1.51) 2.0451 (1.42) 0.2216 (2.50) 1.9638 (1.48) 0.1159 (5.52) 13;15 488.9800 (0.70) 133 1
test_benchmark_marubozu 1.8992 (1.47) 2.7188 (1.16) 1.9912 (1.39) 0.1346 (1.52) 1.9436 (1.47) 0.0834 (3.97) 33;34 502.2014 (0.72) 279 1
test_benchmark_doji 1.9005 (1.47) 3.6257 (1.54) 2.0907 (1.46) 0.2431 (2.74) 2.0155 (1.52) 0.0586 (2.79) 11;47 478.3172 (0.69) 128 1
test_benchmark_starc_bands 1.9032 (1.47) 3.0884 (1.32) 2.0164 (1.40) 0.1694 (1.91) 1.9578 (1.48) 0.0483 (2.30) 25;37 495.9278 (0.71) 193 1
test_benchmark_volatility_stop 1.9035 (1.47) 4.2989 (1.83) 2.0418 (1.42) 0.2396 (2.71) 1.9627 (1.48) 0.0499 (2.37) 12;36 489.7679 (0.70) 181 1
test_benchmark_trix 1.9045 (1.47) 2.7670 (1.18) 2.1156 (1.47) 0.1824 (2.06) 2.0747 (1.57) 0.1312 (6.25) 49;25 472.6691 (0.68) 195 1
test_benchmark_ht_trendline 1.9099 (1.48) 7.6003 (3.24) 2.0385 (1.42) 0.5723 (6.46) 1.9306 (1.46) 0.0611 (2.91) 1;17 490.5480 (0.70) 100 1
test_benchmark_epma 1.9132 (1.48) 4.4494 (1.90) 2.0360 (1.42) 0.2991 (3.38) 1.9329 (1.46) 0.0571 (2.72) 10;22 491.1476 (0.71) 115 1
test_benchmark_bollinger_bands 1.9162 (1.48) 4.7273 (2.01) 2.1555 (1.50) 0.3296 (3.72) 2.0708 (1.56) 0.0798 (3.80) 9;43 463.9190 (0.67) 134 1
test_benchmark_cmf 1.9168 (1.48) 3.7757 (1.61) 2.0393 (1.42) 0.2394 (2.70) 1.9468 (1.47) 0.0685 (3.26) 14;29 490.3749 (0.70) 141 1
test_benchmark_chaikin_osc 1.9181 (1.48) 4.3587 (1.86) 2.1143 (1.47) 0.2545 (2.87) 2.0339 (1.54) 0.1177 (5.60) 9;11 472.9725 (0.68) 135 1
test_benchmark_macd 1.9323 (1.50) 3.0132 (1.28) 2.0445 (1.42) 0.1853 (2.09) 1.9636 (1.48) 0.0496 (2.36) 27;32 489.1069 (0.70) 156 1
test_benchmark_dpo 1.9324 (1.50) 3.6948 (1.57) 2.0822 (1.45) 0.2160 (2.44) 1.9967 (1.51) 0.0837 (3.99) 18;21 480.2695 (0.69) 112 1
test_benchmark_ulcer_index 1.9397 (1.50) 3.1512 (1.34) 2.0663 (1.44) 0.1811 (2.04) 1.9964 (1.51) 0.0505 (2.41) 29;36 483.9577 (0.70) 203 1
test_benchmark_stc 1.9470 (1.51) 4.6712 (1.99) 2.1431 (1.49) 0.3430 (3.87) 2.0424 (1.54) 0.0976 (4.65) 9;29 466.6172 (0.67) 148 1
test_benchmark_zig_zag 1.9475 (1.51) 5.6769 (2.42) 2.2712 (1.58) 0.3960 (4.47) 2.1572 (1.63) 0.0730 (3.48) 9;31 440.2946 (0.63) 109 1
test_benchmark_pivot_points 1.9620 (1.52) 3.4776 (1.48) 2.0998 (1.46) 0.1979 (2.23) 2.0240 (1.53) 0.0736 (3.51) 16;25 476.2351 (0.68) 131 1
test_benchmark_pmo 1.9825 (1.53) 3.7246 (1.59) 2.1768 (1.52) 0.2409 (2.72) 2.1175 (1.60) 0.0579 (2.76) 14;35 459.3990 (0.66) 128 1
test_benchmark_atr 2.0014 (1.55) 6.5094 (2.77) 2.3323 (1.62) 0.6392 (7.22) 2.0497 (1.55) 0.3968 (18.90) 15;13 428.7606 (0.62) 152 1
test_benchmark_hma 2.0021 (1.55) 3.0360 (1.29) 2.1249 (1.48) 0.2241 (2.53) 2.0367 (1.54) 0.0472 (2.25) 9;16 470.5999 (0.68) 87 1
test_benchmark_pivots 2.0237 (1.57) 6.9811 (2.97) 2.2433 (1.56) 0.6756 (7.63) 2.0643 (1.56) 0.1112 (5.29) 6;22 445.7818 (0.64) 138 1
test_benchmark_heikin_ashi 2.0287 (1.57) 3.2938 (1.40) 2.1944 (1.53) 0.1986 (2.24) 2.1074 (1.59) 0.1117 (5.32) 18;19 455.6979 (0.65) 139 1
test_benchmark_aroon 2.0447 (1.58) 5.5609 (2.37) 2.4977 (1.74) 0.4658 (5.26) 2.3730 (1.79) 0.2808 (13.37) 10;7 400.3688 (0.58) 105 1
test_benchmark_connors_rsi 2.0522 (1.59) 3.2725 (1.39) 2.1538 (1.50) 0.1874 (2.12) 2.0786 (1.57) 0.0521 (2.48) 14;16 464.2949 (0.67) 87 1
test_benchmark_donchian 2.0921 (1.62) 3.2928 (1.40) 2.2104 (1.54) 0.2218 (2.50) 2.1242 (1.61) 0.0358 (1.71) 10;20 452.3981 (0.65) 97 1
test_benchmark_rolling_pivots 2.1125 (1.64) 6.4552 (2.75) 2.2753 (1.58) 0.4773 (5.39) 2.1476 (1.62) 0.0506 (2.41) 6;30 439.5085 (0.63) 148 1
test_benchmark_alma 2.2909 (1.77) 27.3493 (11.65) 4.2225 (2.94) 3.8652 (43.65) 2.7018 (2.04) 1.5852 (75.49) 11;15 236.8280 (0.34) 120 1
test_benchmark_ichimoku 2.3900 (1.85) 19.7711 (8.42) 3.6550 (2.54) 1.9827 (22.39) 2.6557 (2.01) 2.0630 (98.24) 5;2 273.6011 (0.39) 107 1
test_benchmark_awesome 2.4133 (1.87) 5.8633 (2.50) 2.7145 (1.89) 0.5041 (5.69) 2.5218 (1.91) 0.3563 (16.97) 7;7 368.3891 (0.53) 98 1
test_benchmark_hurst 2.5846 (2.00) 19.6246 (8.36) 3.9588 (2.76) 2.0912 (23.61) 2.9010 (2.19) 2.6532 (126.35) 4;1 252.6023 (0.36) 102 1
test_benchmark_prs 2.7917 (2.16) 3.8994 (1.66) 2.9141 (2.03) 0.1608 (1.82) 2.8382 (2.14) 0.1347 (6.41) 37;17 343.1570 (0.49) 173 1
test_benchmark_correlation 2.8172 (2.18) 4.3187 (1.84) 2.9642 (2.06) 0.1991 (2.25) 2.8782 (2.18) 0.1852 (8.82) 24;8 337.3615 (0.48) 181 1
test_benchmark_beta 2.9131 (2.25) 11.8359 (5.04) 3.6456 (2.54) 1.0569 (11.94) 3.3601 (2.54) 0.3375 (16.07) 4;7 274.3056 (0.39) 85 1
test_benchmark_alligator 3.9279 (3.04) 8.9075 (3.79) 4.4748 (3.11) 0.7511 (8.48) 4.3254 (3.27) 0.1222 (5.82) 4;23 223.4727 (0.32) 59 1
test_benchmark_adx 4.7320 (3.66) 25.8230 (11.00) 7.1897 (5.00) 5.0038 (56.50) 4.9456 (3.74) 0.5344 (25.45) 7;10 139.0886 (0.20) 50 1
test_benchmark_adl 5.4705 (4.23) 7.3897 (3.15) 6.1501 (4.28) 0.5099 (5.76) 6.1970 (4.68) 0.5431 (25.86) 9;2 162.5984 (0.23) 27 1
test_benchmark_sma_longlong 41.1517 (31.85) 120.7058 (51.42) 52.0935 (36.26) 25.8060 (291.41) 42.3879 (32.03) 2.0056 (95.51) 3;3 19.1963 (0.03) 23 1
test_benchmark_hurst_longlong 60.4707 (46.80) 133.3788 (56.82) 70.5514 (49.11) 24.3917 (275.44) 61.2936 (46.32) 2.5663 (122.21) 2;2 14.1741 (0.02) 16 1
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Legend:
Outliers: 1 Standard Deviation from Mean; 1.5 IQR (InterQuartile Range) from 1st Quartile and 3rd Quartile.
OPS: Operations Per Second, computed as 1 / Mean
Performance benchmarks for v1.0.0
These are the execution times for the current indicators using two years of historical daily stock quotes (502 periods) with default or typical parameters.
pytest=v6.2.5, pytest-benchmark=v3.4.1 OS=macOS Monterey 12.5
Apple M1, 8 cores, MacBook Air (2020)
.NET 6
Indicators
---------------------------------------------------------------------------------------- benchmark: 80 tests -----------------------------------------------------------------------------------------
Name (time in ms) Min Max Mean StdDev Median IQR Outliers OPS Rounds Iterations
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
test_benchmark_renko 1.6574 (1.0) 2.9116 (1.06) 1.7372 (1.0) 0.1487 (1.77) 1.6745 (1.0) 0.1527 (1.19) 7;2 575.6399 (1.0) 122 1
test_benchmark_alma 2.2150 (1.34) 100.7342 (36.54) 3.0028 (1.73) 7.4281 (88.19) 2.3214 (1.39) 0.1676 (1.31) 1;9 333.0242 (0.58) 176 1
test_benchmark_atr 2.2681 (1.37) 4.4278 (1.61) 2.4105 (1.39) 0.2017 (2.39) 2.3537 (1.41) 0.1612 (1.26) 7;5 414.8504 (0.72) 170 1
test_benchmark_cci 2.2790 (1.38) 78.7748 (28.57) 2.8302 (1.63) 5.7747 (68.56) 2.3547 (1.41) 0.1375 (1.07) 1;4 353.3327 (0.61) 175 1
test_benchmark_ema 2.2878 (1.38) 3.5308 (1.28) 2.4223 (1.39) 0.1347 (1.60) 2.3707 (1.42) 0.1581 (1.23) 12;2 412.8352 (0.72) 167 1
test_benchmark_bollinger_bands 2.2922 (1.38) 2.8762 (1.04) 2.4209 (1.39) 0.1138 (1.35) 2.3737 (1.42) 0.1591 (1.24) 19;3 413.0619 (0.72) 127 1
test_benchmark_roc 2.2967 (1.39) 3.0719 (1.11) 2.4182 (1.39) 0.1043 (1.24) 2.3598 (1.41) 0.1449 (1.13) 32;4 413.5305 (0.72) 219 1
test_benchmark_kama 2.2972 (1.39) 2.9766 (1.08) 2.4010 (1.38) 0.0932 (1.11) 2.3451 (1.40) 0.1369 (1.07) 29;1 416.5006 (0.72) 167 1
test_benchmark_adx 2.2991 (1.39) 7.4640 (2.71) 2.6088 (1.50) 0.7419 (8.81) 2.3662 (1.41) 0.1803 (1.40) 11;15 383.3144 (0.67) 133 1
test_benchmark_awesome 2.3002 (1.39) 3.7825 (1.37) 2.4455 (1.41) 0.1968 (2.34) 2.3569 (1.41) 0.1664 (1.30) 7;5 408.9095 (0.71) 152 1
test_benchmark_bop 2.3007 (1.39) 5.5773 (2.02) 2.4551 (1.41) 0.3081 (3.66) 2.3665 (1.41) 0.1531 (1.19) 4;4 407.3194 (0.71) 128 1
test_benchmark_fisher_transform 2.3068 (1.39) 2.9399 (1.07) 2.4296 (1.40) 0.1022 (1.21) 2.3884 (1.43) 0.1406 (1.09) 38;3 411.5911 (0.72) 163 1
test_benchmark_adl 2.3073 (1.39) 4.5819 (1.66) 2.4947 (1.44) 0.4462 (5.30) 2.3596 (1.41) 0.1675 (1.30) 1;1 400.8522 (0.70) 25 1
test_benchmark_chop 2.3088 (1.39) 5.5838 (2.03) 2.4649 (1.42) 0.3084 (3.66) 2.3963 (1.43) 0.1622 (1.26) 5;5 405.6952 (0.70) 155 1
test_benchmark_pvo 2.3103 (1.39) 3.0191 (1.10) 2.4365 (1.40) 0.1040 (1.23) 2.3733 (1.42) 0.1420 (1.11) 26;4 410.4295 (0.71) 183 1
test_benchmark_aroon 2.3109 (1.39) 3.4798 (1.26) 2.4390 (1.40) 0.1487 (1.77) 2.3669 (1.41) 0.1595 (1.24) 10;3 410.0110 (0.71) 119 1
test_benchmark_rsi 2.3112 (1.39) 80.4267 (29.17) 2.7055 (1.56) 4.6963 (55.76) 2.3680 (1.41) 0.1384 (1.08) 1;5 369.6239 (0.64) 276 1
test_benchmark_tsi 2.3114 (1.39) 2.8353 (1.03) 2.4340 (1.40) 0.0931 (1.11) 2.3848 (1.42) 0.1380 (1.07) 34;2 410.8482 (0.71) 164 1
test_benchmark_chandelier 2.3118 (1.39) 4.4430 (1.61) 2.4570 (1.41) 0.2249 (2.67) 2.4018 (1.43) 0.1624 (1.26) 7;5 406.9989 (0.71) 173 1
test_benchmark_doji 2.3243 (1.40) 3.5377 (1.28) 2.4787 (1.43) 0.1622 (1.93) 2.4180 (1.44) 0.1451 (1.13) 10;5 403.4309 (0.70) 102 1
test_benchmark_chaikin_osc 2.3295 (1.41) 3.1746 (1.15) 2.4619 (1.42) 0.1279 (1.52) 2.4050 (1.44) 0.1442 (1.12) 13;5 406.1895 (0.71) 117 1
test_benchmark_obv 2.3298 (1.41) 81.4391 (29.54) 2.8933 (1.67) 5.6553 (67.14) 2.4447 (1.46) 0.1707 (1.33) 1;3 345.6280 (0.60) 195 1
test_benchmark_pmo 2.3396 (1.41) 2.7571 (1.0) 2.4212 (1.39) 0.0904 (1.07) 2.3648 (1.41) 0.1377 (1.07) 21;2 413.0227 (0.72) 114 1
test_benchmark_alligator 2.3403 (1.41) 3.3640 (1.22) 2.4604 (1.42) 0.1788 (2.12) 2.3812 (1.42) 0.1555 (1.21) 4;3 406.4460 (0.71) 48 1
test_benchmark_fcb 2.3442 (1.41) 79.5877 (28.87) 3.0080 (1.73) 6.4959 (77.12) 2.4180 (1.44) 0.1536 (1.20) 1;1 332.4459 (0.58) 141 1
test_benchmark_stdev 2.3452 (1.42) 83.3521 (30.23) 2.9266 (1.68) 6.1871 (73.46) 2.4022 (1.43) 0.1374 (1.07) 1;3 341.6918 (0.59) 171 1
test_benchmark_t3 2.3510 (1.42) 80.8448 (29.32) 3.0943 (1.78) 7.1580 (84.98) 2.3890 (1.43) 0.1466 (1.14) 1;3 323.1732 (0.56) 120 1
test_benchmark_sma 2.3558 (1.42) 2.9725 (1.08) 2.4472 (1.41) 0.0880 (1.05) 2.3962 (1.43) 0.1431 (1.11) 64;2 408.6312 (0.71) 309 1
test_benchmark_trix 2.3574 (1.42) 2.9425 (1.07) 2.4540 (1.41) 0.0971 (1.15) 2.3956 (1.43) 0.1417 (1.10) 20;2 407.4902 (0.71) 152 1
test_benchmark_kvo 2.3624 (1.43) 2.8862 (1.05) 2.4441 (1.41) 0.0959 (1.14) 2.3845 (1.42) 0.1416 (1.10) 22;2 409.1435 (0.71) 149 1
test_benchmark_ma_envelopes 2.3632 (1.43) 5.2028 (1.89) 2.5352 (1.46) 0.2558 (3.04) 2.4683 (1.47) 0.1749 (1.36) 6;5 394.4426 (0.69) 166 1
test_benchmark_connors_rsi 2.3636 (1.43) 2.8833 (1.05) 2.4698 (1.42) 0.0996 (1.18) 2.4412 (1.46) 0.1469 (1.14) 24;2 404.8920 (0.70) 97 1
test_benchmark_pivot_points 2.3643 (1.43) 4.1478 (1.50) 2.5004 (1.44) 0.2320 (2.75) 2.4003 (1.43) 0.1692 (1.32) 7;5 399.9437 (0.69) 95 1
test_benchmark_vwap 2.3645 (1.43) 80.5228 (29.21) 2.9154 (1.68) 5.8846 (69.87) 2.4138 (1.44) 0.1399 (1.09) 1;6 343.0118 (0.60) 176 1
test_benchmark_smi 2.3650 (1.43) 2.9602 (1.07) 2.4737 (1.42) 0.1039 (1.23) 2.4117 (1.44) 0.1499 (1.17) 33;4 404.2494 (0.70) 189 1
test_benchmark_cmf 2.3655 (1.43) 5.6912 (2.06) 2.5735 (1.48) 0.4231 (5.02) 2.4382 (1.46) 0.1601 (1.25) 6;9 388.5783 (0.68) 124 1
test_benchmark_parabolic_sar 2.3657 (1.43) 3.0547 (1.11) 2.4655 (1.42) 0.1207 (1.43) 2.3993 (1.43) 0.1434 (1.12) 9;4 405.5975 (0.70) 96 1
test_benchmark_wma 2.3691 (1.43) 82.8252 (30.04) 2.7480 (1.58) 4.7440 (56.32) 2.4205 (1.45) 0.1320 (1.03) 1;3 363.9008 (0.63) 287 1
test_benchmark_mfi 2.3712 (1.43) 2.9429 (1.07) 2.4684 (1.42) 0.1015 (1.21) 2.4113 (1.44) 0.1552 (1.21) 35;3 405.1242 (0.70) 182 1
test_benchmark_macd 2.3765 (1.43) 80.1003 (29.05) 2.9267 (1.68) 5.7851 (68.68) 2.4489 (1.46) 0.1469 (1.14) 1;2 341.6786 (0.59) 180 1
test_benchmark_sma_extended 2.3789 (1.44) 2.7619 (1.00) 2.4721 (1.42) 0.0898 (1.07) 2.4286 (1.45) 0.1371 (1.07) 43;2 404.5174 (0.70) 176 1
test_benchmark_dema 2.3858 (1.44) 89.1584 (32.34) 2.9747 (1.71) 6.4423 (76.49) 2.4450 (1.46) 0.1329 (1.04) 1;5 336.1727 (0.58) 181 1
test_benchmark_williams_r 2.3876 (1.44) 3.0262 (1.10) 2.5240 (1.45) 0.1161 (1.38) 2.4687 (1.47) 0.1647 (1.28) 28;7 396.1930 (0.69) 206 1
test_benchmark_fractal 2.3929 (1.44) 3.8272 (1.39) 2.4967 (1.44) 0.1390 (1.65) 2.4344 (1.45) 0.1493 (1.16) 8;5 400.5241 (0.70) 225 1
test_benchmark_mama 2.3934 (1.44) 2.8937 (1.05) 2.4918 (1.43) 0.1061 (1.26) 2.4326 (1.45) 0.1480 (1.15) 16;3 401.3095 (0.70) 121 1
test_benchmark_stoch_rsi 2.3935 (1.44) 2.9751 (1.08) 2.5042 (1.44) 0.1105 (1.31) 2.4457 (1.46) 0.1574 (1.23) 20;3 399.3249 (0.69) 175 1
test_benchmark_smma 2.3958 (1.45) 3.2075 (1.16) 2.5307 (1.46) 0.1039 (1.23) 2.4744 (1.48) 0.1353 (1.05) 33;4 395.1528 (0.69) 219 1
test_benchmark_ultimate 2.3990 (1.45) 2.9825 (1.08) 2.4842 (1.43) 0.0998 (1.18) 2.4246 (1.45) 0.1350 (1.05) 27;4 402.5472 (0.70) 200 1
test_benchmark_stc 2.3996 (1.45) 3.1454 (1.14) 2.5116 (1.45) 0.1213 (1.44) 2.4653 (1.47) 0.1608 (1.25) 11;2 398.1598 (0.69) 109 1
test_benchmark_stoch 2.4093 (1.45) 2.9539 (1.07) 2.5376 (1.46) 0.1040 (1.24) 2.5027 (1.49) 0.1581 (1.23) 93;1 394.0661 (0.68) 239 1
test_benchmark_marubozu 2.4095 (1.45) 3.3918 (1.23) 2.5241 (1.45) 0.1145 (1.36) 2.4693 (1.47) 0.1689 (1.32) 28;1 396.1766 (0.69) 177 1
test_benchmark_stdev_channels 2.4112 (1.45) 2.8950 (1.05) 2.5070 (1.44) 0.0934 (1.11) 2.4537 (1.47) 0.1374 (1.07) 27;3 398.8835 (0.69) 158 1
test_benchmark_super_trend 2.4119 (1.46) 3.0564 (1.11) 2.5233 (1.45) 0.1110 (1.32) 2.4727 (1.48) 0.1606 (1.25) 18;4 396.3103 (0.69) 161 1
test_benchmark_elder_ray 2.4223 (1.46) 3.0174 (1.09) 2.5726 (1.48) 0.1263 (1.50) 2.5263 (1.51) 0.1897 (1.48) 56;2 388.7095 (0.68) 176 1
test_benchmark_starc_bands 2.4313 (1.47) 3.1210 (1.13) 2.5548 (1.47) 0.1060 (1.26) 2.4951 (1.49) 0.1508 (1.17) 20;3 391.4268 (0.68) 172 1
test_benchmark_keltner 2.4362 (1.47) 3.1095 (1.13) 2.5443 (1.46) 0.1087 (1.29) 2.4789 (1.48) 0.1492 (1.16) 21;4 393.0330 (0.68) 169 1
test_benchmark_force_index 2.4365 (1.47) 3.2284 (1.17) 2.5585 (1.47) 0.1299 (1.54) 2.5013 (1.49) 0.1577 (1.23) 20;5 390.8616 (0.68) 188 1
test_benchmark_vwma 2.4365 (1.47) 2.8986 (1.05) 2.5792 (1.48) 0.0842 (1.0) 2.5394 (1.52) 0.1368 (1.06) 49;2 387.7195 (0.67) 202 1
test_benchmark_ulcer_index 2.4420 (1.47) 3.2003 (1.16) 2.5314 (1.46) 0.1008 (1.20) 2.4760 (1.48) 0.1482 (1.15) 28;2 395.0457 (0.69) 193 1
test_benchmark_epma 2.4434 (1.47) 3.1662 (1.15) 2.5874 (1.49) 0.1216 (1.44) 2.5412 (1.52) 0.1532 (1.19) 16;5 386.4916 (0.67) 125 1
test_benchmark_volatility_stop 2.4436 (1.47) 3.3951 (1.23) 2.5816 (1.49) 0.1314 (1.56) 2.5321 (1.51) 0.1525 (1.19) 11;3 387.3525 (0.67) 131 1
test_benchmark_triple_ema 2.4493 (1.48) 3.0130 (1.09) 2.5362 (1.46) 0.0871 (1.03) 2.4896 (1.49) 0.1338 (1.04) 30;1 394.2839 (0.68) 165 1
test_benchmark_slope 2.4632 (1.49) 3.0468 (1.11) 2.5905 (1.49) 0.0902 (1.07) 2.5469 (1.52) 0.1435 (1.12) 55;1 386.0306 (0.67) 243 1
test_benchmark_dpo 2.4793 (1.50) 3.7378 (1.36) 2.5963 (1.49) 0.1816 (2.16) 2.5243 (1.51) 0.1498 (1.17) 4;4 385.1707 (0.67) 106 1
test_benchmark_pivots 2.4882 (1.50) 3.2399 (1.18) 2.5847 (1.49) 0.1194 (1.42) 2.5226 (1.51) 0.1497 (1.17) 7;1 386.8849 (0.67) 83 1
test_benchmark_vortex 2.4892 (1.50) 3.0696 (1.11) 2.5769 (1.48) 0.0958 (1.14) 2.5188 (1.50) 0.1426 (1.11) 31;3 388.0655 (0.67) 197 1
test_benchmark_gator 2.4901 (1.50) 5.7731 (2.09) 2.7010 (1.55) 0.3141 (3.73) 2.6349 (1.57) 0.1664 (1.30) 4;4 370.2336 (0.64) 128 1
test_benchmark_ht_trendline 2.4928 (1.50) 2.9470 (1.07) 2.6085 (1.50) 0.0959 (1.14) 2.5479 (1.52) 0.1440 (1.12) 23;3 383.3572 (0.67) 136 1
test_benchmark_zig_zag 2.5178 (1.52) 3.3415 (1.21) 2.6219 (1.51) 0.1397 (1.66) 2.5546 (1.53) 0.1397 (1.09) 4;3 381.4100 (0.66) 67 1
test_benchmark_heikin_ashi 2.5945 (1.57) 4.3157 (1.57) 2.7219 (1.57) 0.1855 (2.20) 2.6529 (1.58) 0.1374 (1.07) 7;4 367.3922 (0.64) 123 1
test_benchmark_hma 2.6085 (1.57) 4.4372 (1.61) 2.7884 (1.61) 0.2108 (2.50) 2.7178 (1.62) 0.1473 (1.15) 4;4 358.6259 (0.62) 88 1
test_benchmark_donchian 2.6484 (1.60) 4.1639 (1.51) 2.8026 (1.61) 0.1870 (2.22) 2.7318 (1.63) 0.1284 (1.0) 9;9 356.8058 (0.62) 126 1
test_benchmark_rolling_pivots 2.6973 (1.63) 4.9203 (1.78) 2.8241 (1.63) 0.2128 (2.53) 2.7466 (1.64) 0.1479 (1.15) 6;2 354.0989 (0.62) 132 1
test_benchmark_hurst 3.0476 (1.84) 5.7539 (2.09) 3.2309 (1.86) 0.2391 (2.84) 3.1924 (1.91) 0.1658 (1.29) 4;3 309.5102 (0.54) 143 1
test_benchmark_ichimoku 3.5423 (2.14) 5.6993 (2.07) 3.7514 (2.16) 0.2454 (2.91) 3.6555 (2.18) 0.1933 (1.51) 5;2 266.5680 (0.46) 91 1
test_benchmark_prs 3.6014 (2.17) 4.1990 (1.52) 3.7929 (2.18) 0.1082 (1.29) 3.8066 (2.27) 0.1549 (1.21) 43;2 263.6498 (0.46) 145 1
test_benchmark_beta 3.6362 (2.19) 12.5349 (4.55) 4.0685 (2.34) 1.0775 (12.79) 3.8554 (2.30) 0.1309 (1.02) 5;11 245.7928 (0.43) 83 1
test_benchmark_correlation 3.8193 (2.30) 4.5277 (1.64) 4.0095 (2.31) 0.1054 (1.25) 4.0256 (2.40) 0.1355 (1.06) 33;3 249.4049 (0.43) 151 1
test_benchmark_sma_longlong 56.3126 (33.98) 139.2124 (50.49) 67.8480 (39.06) 28.8469 (342.49) 57.8083 (34.52) 1.4496 (11.29) 1;1 14.7388 (0.03) 8 1
test_benchmark_hurst_longlong 75.6801 (45.66) 155.7022 (56.47) 88.4392 (50.91) 29.7009 (352.63) 76.9725 (45.97) 3.3941 (26.43) 1;1 11.3072 (0.02) 7 1
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Legend:
Outliers: 1 Standard Deviation from Mean; 1.5 IQR (InterQuartile Range) from 1st Quartile and 3rd Quartile.
OPS: Operations Per Second, computed as 1 / Mean