Performance benchmarks (Windows, Python 3.13)
These are the execution times for the indicators using two years of historical daily stock quotes (502 periods) with default or typical parameters on Windows.
pytest=v9.0.2, pytest-benchmark=v5.2.3
OS=Windows 11 build 26200
CPU=13th Gen Intel(R) Core(TM) i9-13900H (20 cores)
Python=CPython 3.13.11
Indicators and conversions
Name Min (ms) Max (ms) Mean (ms) StdDev Median IQR OPS Rounds
test_benchmark_renko 0.5058 3.5910 0.6515 0.2599 0.6023 0.0683 1535.02 482
test_benchmark_rsi 0.6020 2.7681 0.7210 0.1213 0.7046 0.0862 1387.03 749
test_benchmark_atr 0.6033 3.0488 0.7262 0.1714 0.6831 0.0730 1377.07 745
test_benchmark_ema 0.6119 1.6394 0.7292 0.0882 0.7165 0.0619 1371.31 432
test_benchmark_smma 0.6125 1.4172 0.7434 0.0835 0.7201 0.0388 1345.25 655
test_benchmark_cci 0.6222 1.4446 0.7493 0.1154 0.7267 0.0527 1334.66 404
test_benchmark_roc 0.6024 1.9660 0.7514 0.1890 0.7061 0.0534 1330.89 458
test_benchmark_fractal 0.6235 2.1104 0.7517 0.1139 0.7322 0.0516 1330.32 557
test_benchmark_kama 0.6137 1.7470 0.7520 0.1039 0.7255 0.0558 1329.79 619
test_benchmark_bop 0.6227 1.3432 0.7529 0.1049 0.7262 0.0499 1328.13 525
test_benchmark_vwma 0.6159 1.7425 0.7535 0.1054 0.7291 0.0634 1327.13 631
test_benchmark_dynamic 0.6179 4.1550 0.7536 0.2186 0.7129 0.0922 1326.89 665
test_benchmark_wma 0.6257 1.3413 0.7538 0.1072 0.7303 0.0672 1326.62 858
test_benchmark_force_index 0.6193 1.2192 0.7542 0.0834 0.7340 0.0463 1325.96 583
test_benchmark_vwap 0.6161 1.3504 0.7543 0.0913 0.7312 0.0717 1325.80 597
test_benchmark_obv 0.6188 9.4784 0.7546 0.4357 0.7042 0.0811 1325.23 444
test_benchmark_smi 0.6169 2.4164 0.7560 0.1276 0.7347 0.0784 1322.77 582
test_benchmark_slope 0.6214 2.1473 0.7567 0.1167 0.7345 0.0632 1321.56 779
test_benchmark_dema 0.6053 1.6393 0.7579 0.1746 0.7107 0.1077 1319.39 585
test_benchmark_vortex 0.6245 1.5766 0.7582 0.0976 0.7324 0.0588 1318.95 569
test_benchmark_fisher_transform 0.6242 2.3836 0.7610 0.1597 0.7301 0.0732 1314.15 597
test_benchmark_sma 0.6208 1.6036 0.7626 0.1114 0.7368 0.0455 1311.39 892
test_benchmark_epma 0.6376 2.0052 0.7646 0.1160 0.7427 0.0779 1307.85 298
test_benchmark_williams_r 0.6340 1.3901 0.7651 0.0905 0.7443 0.0509 1307.04 730
test_benchmark_awesome 0.6201 2.6923 0.7652 0.1744 0.7258 0.0530 1306.88 438
test_benchmark_elder_ray 0.6263 4.6096 0.7660 0.2157 0.7346 0.0879 1305.48 607
test_benchmark_parabolic_sar 0.6172 1.5045 0.7692 0.1414 0.7356 0.1035 1300.06 437
test_benchmark_stoch 0.6386 1.6827 0.7714 0.1292 0.7457 0.0835 1296.32 719
test_benchmark_kvo 0.6427 1.3211 0.7716 0.0983 0.7427 0.0511 1296.05 554
test_benchmark_alma 0.6150 1.7744 0.7717 0.1340 0.7372 0.0841 1295.78 522
test_benchmark_mfi 0.6225 2.8507 0.7729 0.1733 0.7338 0.0978 1293.85 586
test_benchmark_marubozu 0.6358 1.5268 0.7767 0.1389 0.7416 0.0935 1287.50 819
test_benchmark_chandelier 0.6437 1.5799 0.7778 0.1198 0.7445 0.0517 1285.64 419
test_benchmark_ma_envelopes 0.6221 2.7079 0.7780 0.1581 0.7427 0.0471 1285.39 534
test_benchmark_ht_trendline 0.6487 1.3283 0.7810 0.1194 0.7552 0.0771 1280.34 281
test_benchmark_cmo 0.6326 2.0743 0.7813 0.1483 0.7387 0.0469 1279.92 447
test_benchmark_keltner 0.6240 2.6047 0.7827 0.1210 0.7593 0.0637 1277.62 613
test_benchmark_pvo 0.6179 1.6550 0.7828 0.1887 0.7315 0.0861 1277.49 551
test_benchmark_tsi 0.6162 2.5446 0.7831 0.1689 0.7372 0.0559 1276.95 555
test_benchmark_chop 0.6404 1.8782 0.7847 0.1361 0.7473 0.0424 1274.44 584
test_benchmark_gator 0.6320 1.2811 0.7860 0.1114 0.7467 0.1016 1272.30 517
test_benchmark_stdev 0.6143 4.3753 0.7882 0.2264 0.7429 0.0645 1268.64 478
test_benchmark_mama 0.6288 3.3905 0.7902 0.1680 0.7705 0.0934 1265.49 542
test_benchmark_aroon 0.6492 3.1026 0.7908 0.1875 0.7517 0.0487 1264.48 395
test_benchmark_starc_bands 0.6522 2.7085 0.7923 0.1458 0.7555 0.0601 1262.16 529
test_benchmark_cmf 0.6634 1.6412 0.7924 0.1356 0.7531 0.0456 1261.94 447
test_benchmark_stdev_channels 0.6413 1.3524 0.7930 0.1145 0.7658 0.0541 1260.99 500
test_benchmark_fcb 0.6913 1.8795 0.7947 0.1064 0.7767 0.0770 1258.38 499
test_benchmark_volatility_stop 0.6406 1.6809 0.7947 0.1460 0.7551 0.0477 1258.31 528
test_benchmark_atr_stop 0.6259 1.4199 0.7950 0.1422 0.7675 0.0903 1257.88 443
test_benchmark_macd 0.6388 1.3477 0.7965 0.1203 0.7633 0.0686 1255.54 570
test_benchmark_stoch_rsi 0.6373 1.3855 0.7973 0.1228 0.7617 0.0541 1254.20 535
test_benchmark_super_trend 0.6218 1.6929 0.7988 0.1472 0.7645 0.0917 1251.83 564
test_benchmark_chaikin_osc 0.6272 2.3810 0.8001 0.1425 0.7695 0.0592 1249.90 446
test_benchmark_dpo 0.6293 1.8743 0.8007 0.1860 0.7484 0.0860 1248.90 369
test_benchmark_doji 0.6498 2.6358 0.8027 0.1899 0.7547 0.0543 1245.77 471
test_benchmark_ultimate 0.6576 1.6127 0.8036 0.1590 0.7521 0.0497 1244.41 394
test_benchmark_bollinger_bands 0.6307 2.3677 0.8049 0.1531 0.7830 0.0991 1242.41 402
test_benchmark_triple_ema 0.6078 2.4939 0.8079 0.1769 0.7708 0.0860 1237.85 436
test_benchmark_trix 0.6207 1.9191 0.8192 0.1691 0.7640 0.1226 1220.74 528
test_benchmark_stc 0.6552 2.8504 0.8232 0.1933 0.7772 0.0729 1214.71 377
test_benchmark_heikin_ashi 0.6448 1.5777 0.8241 0.1261 0.8122 0.0956 1213.41 412
test_benchmark_hma 0.6717 2.7407 0.8294 0.1809 0.7827 0.0844 1205.73 295
test_benchmark_pivot_points 0.6453 3.7643 0.8330 0.2229 0.7790 0.1322 1200.47 440
test_benchmark_t3 0.6583 1.6644 0.8356 0.1531 0.8143 0.1233 1196.73 487
test_benchmark_pmo 0.6554 1.8478 0.8492 0.1795 0.8013 0.1141 1177.51 355
test_benchmark_connors_rsi 0.7261 2.4937 0.8724 0.1788 0.8273 0.0537 1146.28 338
test_benchmark_ulcer_index 0.7257 1.7372 0.8732 0.1588 0.8249 0.0490 1145.22 436
test_benchmark_zig_zag 0.7474 1.7469 0.8909 0.1358 0.8747 0.1151 1122.43 308
test_benchmark_pivots 0.6822 4.0178 0.9075 0.2942 0.8316 0.1262 1101.98 376
test_benchmark_rolling_pivots 0.7386 2.1527 0.9104 0.1553 0.8816 0.1098 1098.40 434
test_benchmark_donchian 0.7682 1.8458 0.9271 0.1652 0.8829 0.0501 1078.63 241
test_benchmark_adx 0.7468 1.6267 0.9324 0.1207 0.9183 0.1111 1072.56 501
test_benchmark_alligator 0.7599 1.4379 0.9387 0.1284 0.9204 0.1171 1065.33 221
test_benchmark_prs 1.0069 2.2567 1.2662 0.2193 1.1979 0.0815 789.79 410
test_benchmark_correlation 1.0365 4.0427 1.2800 0.2402 1.2114 0.0721 781.23 474
test_benchmark_beta 1.0599 4.1115 1.3300 0.2589 1.2709 0.1882 751.86 284
test_benchmark_ichimoku 0.9693 3.6210 1.5621 0.5740 1.1807 1.0927 640.15 246
test_benchmark_hurst 1.2046 3.0597 1.7850 0.5804 1.3624 1.1133 560.22 194
test_benchmark_adl 0.9096 3.5800 2.3849 0.6378 2.5637 0.8626 419.30 110
test_benchmark_small_dataset_double_conversion 11.1730 15.7974 13.4967 0.8632 13.8795 1.2070 74.09 71
test_benchmark_sma_longlong 15.2710 35.4404 18.3152 3.7159 17.3157 0.8863 54.60 57
test_benchmark_hurst_longlong 28.5278 40.5886 31.4385 3.0087 30.6435 1.2094 31.81 24
test_benchmark_small_dataset_string_conversion 52.7986 58.4067 54.9115 1.5607 54.9273 2.0336 18.21 17
test_benchmark_double_conversion 87.7827 90.8925 89.5127 0.7813 89.5080 0.7988 11.17 11
test_benchmark_string_conversion 354.2637 371.2325 360.9358 8.0169 356.4304 14.0702 2.77 5
test_benchmark_converting_to_IndicatorResults 430.7795 495.6005 465.9106 24.5489 471.4504 33.4462 2.15 5
test_benchmark_converting_to_CsDecimal 6583.5905 7088.3011 6694.0890 220.6633 6600.6668 145.2359 0.15 5
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
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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
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
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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