Skip to content

Commit

Permalink
update perf test data
Browse files Browse the repository at this point in the history
  • Loading branch information
@DaveSkender
DaveSkender committed Nov 15, 2024
1 parent 0915bec commit 55a554e
Show file tree
Hide file tree
Showing 2 changed files with 105 additions and 111 deletions.
206 changes: 101 additions & 105 deletions docs/pages/performance.md
View file
Original file line number Diff line number Diff line change
Expand Up @@ -6,113 +6,109 @@ relative_path: pages/performance.md
layout: page
---

# {{ page.title }} for v2.4.11
# {{ page.title }} for v2.6.0

These are the execution times for the current indicators using two years of historical daily stock quotes (502 periods) with default or typical parameters.

``` bash
BenchmarkDotNet v0.13.9, Windows 10
Intel Core i7-7700HQ CPU 2.80GHz (Kaby Lake), 1 CPU, 8 logical and 4 physical cores
.NET SDK 7.0.402
[Host] : .NET 7.0.12 (7.0.1223.47720), X64 RyuJIT AVX2
BenchmarkDotNet v0.14.0, Ubuntu 22.04.5 LTS (Jammy Jellyfish)
AMD EPYC 7763, 1 CPU, 4 logical and 2 physical cores
.NET SDK 9.0.100
[Host] : .NET 9.0.0 (9.0.24.52809), X64 RyuJIT AVX2
```

## indicators

| Method | Mean | Error | StdDev | Median |
|------------------- |-------------:|----------:|----------:|-------------:|
| GetAdl | 59.039 μs | 0.5747 μs | 0.5094 μs | 58.952 μs |
| GetAdlWithSma | 69.657 μs | 0.6687 μs | 0.5584 μs | 69.452 μs |
| GetAdx | 71.841 μs | 1.2287 μs | 2.5099 μs | 70.816 μs |
| GetAlligator | 69.392 μs | 0.3080 μs | 0.2572 μs | 69.406 μs |
| GetAlma | 58.394 μs | 1.1506 μs | 2.4769 μs | 57.207 μs |
| GetAroon | 118.119 μs | 0.2383 μs | 0.2112 μs | 118.115 μs |
| GetAtr | 61.479 μs | 0.2266 μs | 0.2120 μs | 61.404 μs |
| GetAtrStop | 88.143 μs | 0.2664 μs | 0.2362 μs | 88.111 μs |
| GetAwesome | 71.855 μs | 0.2753 μs | 0.2440 μs | 71.754 μs |
| GetBeta | 200.507 μs | 0.7199 μs | 0.6382 μs | 200.542 μs |
| GetBetaUp | 212.544 μs | 2.6352 μs | 2.2005 μs | 211.601 μs |
| GetBetaDown | 208.804 μs | 0.4363 μs | 0.4081 μs | 208.922 μs |
| GetBetaAll | 442.614 μs | 4.1229 μs | 3.4428 μs | 441.238 μs |
| GetBollingerBands | 103.036 μs | 0.3631 μs | 0.3396 μs | 102.982 μs |
| GetBop | 63.915 μs | 0.1023 μs | 0.0798 μs | 63.937 μs |
| GetCci | 76.254 μs | 0.3576 μs | 0.3170 μs | 76.169 μs |
| GetChaikinOsc | 83.022 μs | 0.2467 μs | 0.2060 μs | 83.036 μs |
| GetChandelier | 99.088 μs | 0.1846 μs | 0.1636 μs | 99.079 μs |
| GetChop | 108.540 μs | 0.3124 μs | 0.2769 μs | 108.419 μs |
| GetCmf | 123.722 μs | 0.2383 μs | 0.2113 μs | 123.686 μs |
| GetCmo | 89.577 μs | 0.2785 μs | 0.2326 μs | 89.559 μs |
| GetConnorsRsi | 183.793 μs | 0.2919 μs | 0.2588 μs | 183.831 μs |
| GetCorrelation | 159.692 μs | 0.3176 μs | 0.2815 μs | 159.742 μs |
| GetDema | 50.569 μs | 0.1348 μs | 0.1195 μs | 50.529 μs |
| GetDoji | 102.564 μs | 0.2502 μs | 0.2089 μs | 102.621 μs |
| GetDonchian | 296.274 μs | 1.7686 μs | 1.6543 μs | 296.023 μs |
| GetDpo | 87.126 μs | 0.4292 μs | 0.3805 μs | 87.049 μs |
| GetElderRay | 97.718 μs | 0.3713 μs | 0.3101 μs | 97.690 μs |
| GetEma | 52.313 μs | 0.0998 μs | 0.0885 μs | 52.286 μs |
| GetEmaStream | 9.583 μs | 0.0318 μs | 0.0297 μs | 9.582 μs |
| GetEpma | 90.369 μs | 0.1802 μs | 0.1504 μs | 90.345 μs |
| GetFcb | 323.945 μs | 1.1806 μs | 1.0466 μs | 323.639 μs |
| GetFisherTransform | 86.202 μs | 1.0737 μs | 1.6071 μs | 85.535 μs |
| GetForceIndex | 58.920 μs | 0.0919 μs | 0.0815 μs | 58.917 μs |
| GetFractal | 88.772 μs | 0.2520 μs | 0.2104 μs | 88.747 μs |
| GetGator | 105.737 μs | 0.2060 μs | 0.1927 μs | 105.707 μs |
| GetHeikinAshi | 149.540 μs | 0.2668 μs | 0.2495 μs | 149.501 μs |
| GetHma | 169.999 μs | 0.4300 μs | 0.3590 μs | 169.946 μs |
| GetHtTrendline | 117.775 μs | 0.1738 μs | 0.1451 μs | 117.750 μs |
| GetHurst | 1,022.251 μs | 3.0030 μs | 2.8090 μs | 1,021.373 μs |
| GetIchimoku | 825.739 μs | 3.0491 μs | 2.7030 μs | 825.078 μs |
| GetKama | 63.739 μs | 0.1591 μs | 0.1410 μs | 63.773 μs |
| GetKlinger | 69.183 μs | 0.3546 μs | 0.3317 μs | 69.165 μs |
| GetKeltner | 108.516 μs | 0.6956 μs | 0.6506 μs | 108.764 μs |
| GetKvo | 69.480 μs | 0.2219 μs | 0.1967 μs | 69.388 μs |
| GetMacd | 86.834 μs | 0.4236 μs | 0.3962 μs | 86.724 μs |
| GetMaEnvelopes | 81.267 μs | 0.4835 μs | 0.4038 μs | 81.160 μs |
| GetMama | 107.137 μs | 0.2352 μs | 0.2200 μs | 107.119 μs |
| GetMarubozu | 130.650 μs | 0.4685 μs | 0.4383 μs | 130.462 μs |
| GetMfi | 85.911 μs | 0.1860 μs | 0.1649 μs | 85.939 μs |
| GetObv | 59.423 μs | 0.1679 μs | 0.1488 μs | 59.375 μs |
| GetObvWithSma | 71.693 μs | 0.1535 μs | 0.1436 μs | 71.684 μs |
| GetParabolicSar | 63.203 μs | 0.2489 μs | 0.2328 μs | 63.175 μs |
| GetPivotPoints | 73.940 μs | 0.2168 μs | 0.2028 μs | 73.889 μs |
| GetPivots | 162.539 μs | 0.4111 μs | 0.3845 μs | 162.302 μs |
| GetPmo | 69.433 μs | 0.3262 μs | 0.3051 μs | 69.365 μs |
| GetPrs | 93.780 μs | 0.1971 μs | 0.1844 μs | 93.757 μs |
| GetPrsWithSma | 103.931 μs | 0.7102 μs | 0.6296 μs | 103.713 μs |
| GetPvo | 79.227 μs | 1.3457 μs | 2.0951 μs | 78.449 μs |
| GetRenko | 92.727 μs | 0.2168 μs | 0.1922 μs | 92.715 μs |
| GetRenkoAtr | 97.115 μs | 0.2640 μs | 0.2340 μs | 97.109 μs |
| GetRoc | 58.376 μs | 0.0813 μs | 0.0721 μs | 58.378 μs |
| GetRocWb | 77.738 μs | 0.1986 μs | 0.1857 μs | 77.695 μs |
| GetRocWithSma | 68.037 μs | 0.2058 μs | 0.1719 μs | 67.987 μs |
| GetRollingPivots | 337.463 μs | 0.6625 μs | 0.5873 μs | 337.428 μs |
| GetRsi | 51.189 μs | 0.1106 μs | 0.1035 μs | 51.233 μs |
| GetSlope | 90.432 μs | 0.1067 μs | 0.0891 μs | 90.453 μs |
| GetSma | 55.180 μs | 0.0809 μs | 0.0717 μs | 55.166 μs |
| GetSmaAnalysis | 78.865 μs | 0.2377 μs | 0.2224 μs | 78.806 μs |
| GetSmi | 63.542 μs | 0.2992 μs | 0.2799 μs | 63.493 μs |
| GetSmma | 49.599 μs | 0.1641 μs | 0.1370 μs | 49.628 μs |
| GetStarcBands | 109.124 μs | 0.2264 μs | 0.1767 μs | 109.061 μs |
| GetStc | 123.629 μs | 0.4272 μs | 0.3787 μs | 123.626 μs |
| GetStdDev | 102.272 μs | 0.2176 μs | 0.2035 μs | 102.199 μs |
| GetStdDevWithSma | 117.003 μs | 0.2509 μs | 0.2225 μs | 116.955 μs |
| GetStdDevChannels | 107.457 μs | 3.1051 μs | 9.1555 μs | 100.293 μs |
| GetStoch | 99.240 μs | 0.1936 μs | 0.1716 μs | 99.205 μs |
| GetStochSMMA | 83.248 μs | 0.2030 μs | 0.1585 μs | 83.232 μs |
| GetStochRsi | 112.795 μs | 0.2191 μs | 0.2049 μs | 112.787 μs |
| GetSuperTrend | 88.710 μs | 0.2540 μs | 0.2251 μs | 88.710 μs |
| GetT3 | 56.609 μs | 0.0885 μs | 0.0785 μs | 56.584 μs |
| GetTema | 51.801 μs | 0.1635 μs | 0.1530 μs | 51.750 μs |
| GetTr | 58.327 μs | 0.1389 μs | 0.1160 μs | 58.332 μs |
| GetTrix | 57.605 μs | 0.0856 μs | 0.0801 μs | 57.636 μs |
| GetTrixWithSma | 60.952 μs | 0.1461 μs | 0.1295 μs | 60.969 μs |
| GetTsi | 57.475 μs | 0.1275 μs | 0.1065 μs | 57.464 μs |
| GetUlcerIndex | 223.441 μs | 0.9974 μs | 0.9796 μs | 223.031 μs |
| GetUltimate | 85.577 μs | 0.2859 μs | 0.2232 μs | 85.546 μs |
| GetVolatilityStop | 104.920 μs | 1.6186 μs | 1.2637 μs | 104.525 μs |
| GetVortex | 69.805 μs | 0.1676 μs | 0.1485 μs | 69.825 μs |
| GetVwap | 59.109 μs | 0.1576 μs | 0.1397 μs | 59.096 μs |
| GetVwma | 71.345 μs | 0.2088 μs | 0.1954 μs | 71.267 μs |
| GetWilliamsR | 100.541 μs | 0.1775 μs | 0.1386 μs | 100.536 μs |
| GetWma | 62.707 μs | 0.1868 μs | 0.1656 μs | 62.660 μs |
| GetZigZag | 165.914 μs | 0.3932 μs | 0.3678 μs | 165.698 μs |
| Method | Mean | Error | StdDev |
|------------------- |----------:|-----------:|---------:|
| GetAdl | 34.89 μs | 2.409 μs | 0.132 μs |
| GetAdx | 42.48 μs | 2.417 μs | 0.132 μs |
| GetAlligator | 32.84 μs | 0.380 μs | 0.021 μs |
| GetAlma | 27.08 μs | 0.524 μs | 0.029 μs |
| GetAroon | 54.64 μs | 0.722 μs | 0.040 μs |
| GetAtr | 36.40 μs | 4.916 μs | 0.269 μs |
| GetAtrStop | 52.84 μs | 5.843 μs | 0.320 μs |
| GetAwesome | 48.42 μs | 0.809 μs | 0.044 μs |
| GetBeta | 164.01 μs | 23.671 μs | 1.297 μs |
| GetBetaUp | 128.36 μs | 8.187 μs | 0.449 μs |
| GetBetaDown | 133.49 μs | 5.559 μs | 0.305 μs |
| GetBetaAll | 357.86 μs | 10.892 μs | 0.597 μs |
| GetBollingerBands | 69.14 μs | 2.992 μs | 0.164 μs |
| GetBop | 37.33 μs | 3.893 μs | 0.213 μs |
| GetCci | 46.97 μs | 3.619 μs | 0.198 μs |
| GetChaikinOsc | 55.48 μs | 2.268 μs | 0.124 μs |
| GetChandelier | 53.86 μs | 6.396 μs | 0.351 μs |
| GetChop | 59.92 μs | 0.953 μs | 0.052 μs |
| GetCmf | 70.13 μs | 7.516 μs | 0.412 μs |
| GetCmo | 33.04 μs | 2.522 μs | 0.138 μs |
| GetConnorsRsi | 109.98 μs | 2.155 μs | 0.118 μs |
| GetCorrelation | 96.95 μs | 7.741 μs | 0.424 μs |
| GetDema | 22.99 μs | 1.052 μs | 0.058 μs |
| GetDoji | 69.18 μs | 5.349 μs | 0.293 μs |
| GetDonchian | 204.30 μs | 10.312 μs | 0.565 μs |
| GetDpo | 48.21 μs | 1.477 μs | 0.081 μs |
| GetDynamic | 39.30 μs | 1.816 μs | 0.100 μs |
| GetElderRay | 53.86 μs | 4.422 μs | 0.242 μs |
| GetEma | 22.31 μs | 1.314 μs | 0.072 μs |
| GetEpma | 55.52 μs | 3.782 μs | 0.207 μs |
| GetFcb | 217.82 μs | 6.294 μs | 0.345 μs |
| GetFisherTransform | 52.84 μs | 1.077 μs | 0.059 μs |
| GetForceIndex | 32.86 μs | 2.649 μs | 0.145 μs |
| GetFractal | 48.06 μs | 5.058 μs | 0.277 μs |
| GetGator | 59.64 μs | 9.488 μs | 0.520 μs |
| GetHeikinAshi | 109.37 μs | 1.923 μs | 0.105 μs |
| GetHma | 99.47 μs | 5.452 μs | 0.299 μs |
| GetHtTrendline | 84.69 μs | 18.501 μs | 1.014 μs |
| GetHurst | 838.65 μs | 127.955 μs | 7.014 μs |
| GetIchimoku | 640.07 μs | 44.858 μs | 2.459 μs |
| GetKama | 30.06 μs | 4.795 μs | 0.263 μs |
| GetKlinger | 43.21 μs | 2.307 μs | 0.126 μs |
| GetKeltner | 64.88 μs | 21.930 μs | 1.202 μs |
| GetKvo | 43.35 μs | 3.056 μs | 0.168 μs |
| GetMacd | 46.94 μs | 4.013 μs | 0.220 μs |
| GetMaEnvelopes | 43.99 μs | 1.648 μs | 0.090 μs |
| GetMama | 75.49 μs | 1.308 μs | 0.072 μs |
| GetMarubozu | 78.81 μs | 3.513 μs | 0.193 μs |
| GetMfi | 43.31 μs | 1.323 μs | 0.073 μs |
| GetObv | 33.07 μs | 1.152 μs | 0.063 μs |
| GetObvWithSma | 42.54 μs | 1.500 μs | 0.082 μs |
| GetParabolicSar | 36.18 μs | 0.569 μs | 0.031 μs |
| GetPivotPoints | 45.84 μs | 2.456 μs | 0.135 μs |
| GetPivots | 87.39 μs | 1.025 μs | 0.056 μs |
| GetPmo | 39.11 μs | 1.240 μs | 0.068 μs |
| GetPrs | 40.60 μs | 2.618 μs | 0.144 μs |
| GetPrsWithSma | 43.07 μs | 1.737 μs | 0.095 μs |
| GetPvo | 44.81 μs | 2.604 μs | 0.143 μs |
| GetRenko | 59.82 μs | 3.289 μs | 0.180 μs |
| GetRenkoAtr | 67.58 μs | 24.816 μs | 1.360 μs |
| GetRoc | 24.04 μs | 1.218 μs | 0.067 μs |
| GetRocWb | 40.13 μs | 3.526 μs | 0.193 μs |
| GetRocWithSma | 30.52 μs | 2.540 μs | 0.139 μs |
| GetRollingPivots | 243.31 μs | 37.635 μs | 2.063 μs |
| GetRsi | 25.91 μs | 0.812 μs | 0.044 μs |
| GetSlope | 56.35 μs | 9.701 μs | 0.532 μs |
| GetSma | 24.90 μs | 2.631 μs | 0.144 μs |
| GetSmaAnalysis | 42.43 μs | 0.780 μs | 0.043 μs |
| GetSmi | 37.50 μs | 1.633 μs | 0.089 μs |
| GetSmma | 23.26 μs | 2.726 μs | 0.149 μs |
| GetStarcBands | 71.22 μs | 27.014 μs | 1.481 μs |
| GetStc | 82.32 μs | 4.596 μs | 0.252 μs |
| GetStdDev | 71.29 μs | 1.644 μs | 0.090 μs |
| GetStdDevWithSma | 76.73 μs | 1.728 μs | 0.095 μs |
| GetStdDevChannels | 66.38 μs | 8.307 μs | 0.455 μs |
| GetStoch | 51.89 μs | 3.650 μs | 0.200 μs |
| GetStochSMMA | 50.08 μs | 3.252 μs | 0.178 μs |
| GetStochRsi | 61.82 μs | 3.847 μs | 0.211 μs |
| GetSuperTrend | 54.21 μs | 11.806 μs | 0.647 μs |
| GetT3 | 26.51 μs | 0.176 μs | 0.010 μs |
| GetTema | 23.74 μs | 1.415 μs | 0.078 μs |
| GetTr | 33.63 μs | 5.232 μs | 0.287 μs |
| GetTrix | 26.56 μs | 1.217 μs | 0.067 μs |
| GetTrixWithSma | 30.39 μs | 1.462 μs | 0.080 μs |
| GetTsi | 29.67 μs | 6.213 μs | 0.341 μs |
| GetUlcerIndex | 95.21 μs | 2.543 μs | 0.139 μs |
| GetUltimate | 58.52 μs | 2.435 μs | 0.133 μs |
| GetVolatilityStop | 61.17 μs | 22.487 μs | 1.233 μs |
| GetVortex | 43.12 μs | 1.817 μs | 0.100 μs |
| GetVwap | 33.56 μs | 1.656 μs | 0.091 μs |
| GetVwma | 42.38 μs | 1.098 μs | 0.060 μs |
| GetWilliamsR | 52.27 μs | 0.135 μs | 0.007 μs |
| GetWma | 31.98 μs | 2.411 μs | 0.132 μs |
| GetZigZag | 99.35 μs | 5.101 μs | 0.280 μs |
10 changes: 4 additions & 6 deletions tests/indicators/a-d/Adx/Adx.Tests.cs
View file
Original file line number Diff line number Diff line change
Expand Up @@ -132,10 +132,8 @@ public void Removed()
Assert.AreEqual(34.2987, last.Adx.Round(4));
}

[TestMethod]
public void Exceptions() =>

// bad lookback period
Assert.ThrowsException<ArgumentOutOfRangeException>(() =>
quotes.GetAdx(1));
[TestMethod] // bad lookback period
public void Exceptions()
=> Assert.ThrowsException<ArgumentOutOfRangeException>(
() => quotes.GetAdx(1));
}

0 comments on commit 55a554e

Please sign in to comment.