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