PyTechnicalIndicators Benchmarks
Performance benchmarks for PyTechnicalIndicators library using pytest-benchmark.
Setup
pip install -r requirements.txt
Running Benchmarks
Basic benchmark run
pytest
Run specific indicator groups
pytest -k "rsi_single" # Only Single RSI benchmarks
pytest -k "rsi_bulk" # Only Bulk RSI benchmarks
pytest -k "small" # Only small dataset benchmarks
pytest -k "trend" # Only trend indicators
# Table output (default)
pytest --benchmark-columns=min,max,mean,stddev,rounds
# JSON output for CI/analysis
pytest --benchmark-json=results/benchmark_results.json
# HTML report
pytest --benchmark-json=results/results.json
python -m pytest_benchmark compare results/results.json --csv=results/benchmark.csv
# Histogram
pytest --benchmark-histogram=results/histogram.svg
Compare benchmark results
# Run baseline
pytest --benchmark-json=results/baseline.json
# Run after changes
pytest --benchmark-json=results/current.json
# Compare
pytest-benchmark compare results/baseline.json results/current.json
# Sort by different metrics
pytest --benchmark-sort=min
pytest --benchmark-sort=max
pytest --benchmark-sort=mean
pytest --benchmark-sort=stddev
# Skip slow tests
pytest -k "not large"
# Only run large dataset tests
pytest -k "large"
About the benchmark tests
Before you start
Each indicator is benchmarked according to the PyTechnicalIndicators code file they live in.
For example, relative_strength_index lives in the momentum_indicators file, its benchmark
file will be test_momentum_indicators_bench.py.
Each different flavor of the indicator is tested, this means all different constant model types,
and deviation models are tested, and in different combinations. This leads to a lot of different benches
of the same function, but gives us a good idea of how the different deviation and constant models interact.
All benchmarks were run on a Raspberry Pi 5 (8GB RAM) split over different data sizes.
Why a Raspberry Pi? It’s a familiar, modest baseline, your machine is probably much faster!
For more details, see the Raspberry Pi 5 benchmarks.
All benchmarks were saved under results/ so that they can be used as comparaisons. The results are split by
data size as there a lot of benchmarks run.
Data Sizes
The full data set is daily data over the course of 10 years
- Small: 255 data points (1 year of daily data)
- Medium: 1276 data points (5 years of daily data)
- Large: 2552 data points (10 years of daily data)
If you want to know how quickly the code will run for your dataset, you will need to study your data to see in which
size category it falls under, then narrow it down to which indicators you're interested in and benchmark those.
This will give you a better picutre of what to expect.
Results
The following is a summary of the results from the RPI5 benches, a link to the full bench tables can be found under each category.
The results are split by indicator category, then data size. For indicators that have multiple possible combinations (constant model
type, deviation model...) only the fastest and the slowest combination is provided here. Full combination runs can be found
in their respective benchmark tables.
Candle Indicators
Small
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_single_mce[small-simple] |
14015 |
3.94 |
45.57 |
4.09 |
4.06 |
0.79 |
2.44e+05 |
test_single_mce[small-mode] |
34351 |
15.11 |
248.30 |
16.33 |
16.24 |
2.11 |
6.12e+04 |
test_bulk_mce[small-simple] |
262 |
26.43 |
137.02 |
27.30 |
26.70 |
6.93 |
3.66e+04 |
test_bulk_mce[small-mode] |
2693 |
330.95 |
611.97 |
343.54 |
336.84 |
21.40 |
2.91e+03 |
test_single_mcginley_env[small] |
121625 |
3.76 |
253.35 |
3.91 |
3.87 |
1.37 |
2.56e+05 |
test_bulk_mcginley_env[small] |
23643 |
25.13 |
3349.75 |
28.53 |
26.17 |
23.38 |
3.51e+04 |
test_single_bands[small-standard-simple] |
33519 |
4.41 |
1391.07 |
5.22 |
4.78 |
9.53 |
1.91e+05 |
test_single_bands[small-mode-mode] |
26176 |
26.63 |
403.84 |
29.39 |
28.76 |
8.51 |
3.40e+04 |
test_bulk_bands[small-standard-simple] |
10822 |
40.15 |
445.73 |
42.85 |
41.07 |
12.14 |
2.33e+04 |
test_bulk_bands[small-ulcer-mode] |
1602 |
430.80 |
3330.51 |
501.20 |
489.79 |
122.87 |
2.00e+03 |
test_single_mcginley_bands[small-standard] |
41926 |
4.48 |
60.56 |
4.74 |
4.61 |
1.00 |
2.11e+05 |
test_single_mcginley_bands[small-mode] |
33541 |
15.24 |
63.32 |
16.58 |
16.50 |
1.00 |
6.03e+04 |
test_bulk_mcginley_bands[small-mean] |
13149 |
33.63 |
86.76 |
35.30 |
34.69 |
2.61 |
2.83e+04 |
test_bulk_mcginley_bands[small-mode] |
2192 |
344.84 |
827.49 |
367.55 |
359.25 |
27.19 |
2.72e+03 |
test_single_ichimoku[small] |
47660 |
11.00 |
113.87 |
11.56 |
11.44 |
0.97 |
8.65e+04 |
test_bulk_ichimoku[small] |
7484 |
90.72 |
155.56 |
92.78 |
91.56 |
3.71 |
1.08e+04 |
test_single_donchian[small] |
65536 |
8.35 |
60.02 |
8.58 |
8.52 |
0.67 |
1.17e+05 |
test_bulk_donchian[small] |
14647 |
38.13 |
107.59 |
39.72 |
39.24 |
2.14 |
2.52e+04 |
test_single_keltner[small-simple-simple] |
45532 |
12.06 |
69.74 |
12.69 |
12.57 |
1.04 |
7.88e+04 |
test_single_keltner[small-mode-mode] |
21506 |
30.46 |
104.15 |
32.82 |
32.65 |
1.90 |
3.05e+04 |
test_bulk_keltner[small-simple-simple] |
9755 |
68.91 |
140.58 |
70.90 |
69.85 |
3.65 |
1.41e+04 |
test_bulk_keltner[small-mode-mode] |
1350 |
651.21 |
866.34 |
677.04 |
670.89 |
25.20 |
1.48e+03 |
test_single_supertrend[small-simple] |
51624 |
12.67 |
56.72 |
12.94 |
12.83 |
0.92 |
7.73e+04 |
test_single_supertrend[small-mode] |
33730 |
19.11 |
115.43 |
20.42 |
20.31 |
1.40 |
4.90e+04 |
test_bulk_supertrend[small-simple] |
13716 |
45.24 |
123.82 |
46.27 |
45.82 |
2.44 |
2.16e+04 |
test_bulk_supertrend[small-mode] |
2700 |
314.34 |
385.78 |
322.69 |
320.58 |
6.51 |
3.10e+03 |
Medium
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_single_mce[medium-simple] |
30287 |
17.94 |
36.87 |
18.17 |
18.13 |
0.26 |
5.50e+04 |
test_single_mce[medium-mode] |
11699 |
70.56 |
981.17 |
75.59 |
74.89 |
10.18 |
1.32e+04 |
test_bulk_mce[medium-simple] |
1225 |
139.13 |
565.80 |
142.80 |
140.09 |
15.91 |
7.00e+03 |
test_bulk_mce[medium-mode] |
561 |
1740.75 |
2524.77 |
1779.91 |
1763.66 |
49.48 |
5.62e+02 |
test_single_mcginley_env[medium] |
30946 |
16.67 |
359.19 |
17.27 |
16.91 |
4.02 |
5.79e+04 |
test_bulk_mcginley_env[medium] |
5846 |
133.52 |
470.28 |
140.53 |
135.39 |
18.69 |
7.12e+03 |
test_single_bands[medium-mean-simple] |
40269 |
19.87 |
92.80 |
20.34 |
20.15 |
2.45 |
4.92e+04 |
test_single_bands[medium-ulcer-mode] |
543 |
1752.67 |
2008.73 |
1789.22 |
1767.56 |
47.47 |
5.59e+02 |
test_bulk_bands[medium-mean-simple] |
4884 |
187.41 |
804.74 |
192.65 |
189.19 |
19.60 |
5.19e+03 |
test_bulk_bands[medium-mode-mode] |
283 |
3387.07 |
3914.07 |
3467.76 |
3449.13 |
62.49 |
2.88e+02 |
test_single_mcginley_bands[medium-mean] |
43939 |
18.57 |
80.65 |
19.18 |
19.06 |
2.23 |
5.21e+04 |
test_single_mcginley_bands[medium-ulcer] |
587 |
1696.64 |
1864.45 |
1709.24 |
1698.88 |
23.54 |
5.85e+02 |
test_bulk_mcginley_bands[medium-mean] |
5391 |
172.22 |
324.26 |
175.96 |
174.28 |
9.18 |
5.68e+03 |
test_bulk_mcginley_bands[medium-mode] |
533 |
1806.40 |
2353.66 |
1842.36 |
1820.67 |
51.06 |
5.43e+02 |
test_single_ichimoku[medium] |
17476 |
49.98 |
96.70 |
50.71 |
50.50 |
1.14 |
1.97e+04 |
test_bulk_ichimoku[medium] |
870 |
531.65 |
649.41 |
534.60 |
532.72 |
10.28 |
1.87e+03 |
test_single_donchian[medium] |
22776 |
38.69 |
67.02 |
39.02 |
38.98 |
0.55 |
2.56e+04 |
test_bulk_donchian[medium] |
3985 |
199.28 |
1303.17 |
203.70 |
202.96 |
18.97 |
4.91e+03 |
test_single_keltner[medium-simple-simple] |
15250 |
56.04 |
1239.69 |
56.84 |
56.46 |
10.04 |
1.76e+04 |
test_single_keltner[medium-mode-mode] |
6178 |
135.54 |
262.80 |
145.01 |
144.93 |
4.03 |
6.90e+03 |
test_bulk_keltner[medium-simple-simple] |
366 |
361.43 |
472.24 |
365.80 |
362.82 |
12.57 |
2.73e+03 |
test_bulk_keltner[medium-mode-mode] |
295 |
3307.79 |
3657.09 |
3365.07 |
3349.55 |
55.23 |
2.97e+02 |
test_single_supertrend[medium-simple] |
14690 |
56.85 |
95.43 |
57.80 |
57.30 |
1.09 |
1.73e+04 |
test_single_supertrend[medium-mode] |
9320 |
85.44 |
143.24 |
90.95 |
91.13 |
2.00 |
1.10e+04 |
test_bulk_supertrend[medium-simple] |
3658 |
232.67 |
277.20 |
235.10 |
234.46 |
2.87 |
4.25e+03 |
test_bulk_supertrend[medium-mode] |
603 |
1589.60 |
7154.47 |
1632.99 |
1622.51 |
225.84 |
6.12e+02 |
Large
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_single_mce[large-simple] |
16912 |
34.70 |
100.94 |
35.48 |
35.24 |
3.40 |
2.82e+04 |
test_single_mce[large-mode] |
6075 |
142.78 |
398.39 |
150.90 |
149.72 |
8.57 |
6.63e+03 |
test_bulk_mce[large-simple] |
1138 |
288.48 |
449.33 |
294.61 |
290.65 |
15.23 |
3.39e+03 |
test_bulk_mce[large-mode] |
263 |
3658.81 |
4139.33 |
3710.86 |
3690.35 |
52.10 |
2.69e+02 |
test_single_mcginley_env[large] |
25472 |
33.44 |
218.54 |
34.23 |
34.04 |
3.43 |
2.92e+04 |
test_bulk_mcginley_env[large] |
2665 |
279.45 |
599.76 |
284.83 |
281.44 |
16.06 |
3.51e+03 |
test_single_bands[large-mean-simple] |
21845 |
39.65 |
228.30 |
40.32 |
39.93 |
4.10 |
2.48e+04 |
test_single_bands[large-ulcer-mode] |
145 |
6903.54 |
7040.79 |
6913.58 |
6909.32 |
15.99 |
1.45e+02 |
test_bulk_bands[large-mean-simple] |
2454 |
384.39 |
595.15 |
389.18 |
387.63 |
12.53 |
2.57e+03 |
test_bulk_bands[large-mode-mode] |
139 |
7087.03 |
7451.68 |
7132.68 |
7123.31 |
40.17 |
1.40e+02 |
test_single_mcginley_bands[large-mean] |
23488 |
36.35 |
63.45 |
37.00 |
37.00 |
0.64 |
2.70e+04 |
test_single_mcginley_bands[large-ulcer] |
147 |
6787.41 |
6890.86 |
6793.59 |
6790.34 |
11.68 |
1.47e+02 |
test_bulk_mcginley_bands[large-mean] |
2612 |
356.63 |
628.30 |
360.35 |
358.69 |
14.55 |
2.78e+03 |
test_bulk_mcginley_bands[large-mode] |
262 |
3756.16 |
4239.63 |
3772.07 |
3766.30 |
33.39 |
2.65e+02 |
test_single_ichimoku[large] |
9052 |
103.02 |
158.87 |
104.11 |
103.91 |
1.92 |
9.60e+03 |
test_bulk_ichimoku[large] |
192 |
1089.34 |
1541.80 |
1105.23 |
1092.71 |
56.55 |
9.05e+02 |
test_single_donchian[large] |
11934 |
78.98 |
112.37 |
79.79 |
79.65 |
1.06 |
1.25e+04 |
test_bulk_donchian[large] |
1808 |
414.35 |
715.54 |
418.40 |
416.45 |
15.84 |
2.39e+03 |
test_single_keltner[large-simple-simple] |
7810 |
109.67 |
222.43 |
112.84 |
112.46 |
3.28 |
8.86e+03 |
test_single_keltner[large-mode-mode] |
3264 |
275.56 |
446.06 |
290.56 |
290.46 |
6.65 |
3.44e+03 |
test_bulk_keltner[large-simple-simple] |
1151 |
735.98 |
1044.25 |
742.41 |
739.86 |
19.29 |
1.35e+03 |
test_bulk_keltner[large-mode-mode] |
138 |
7101.66 |
7807.01 |
7145.78 |
7128.74 |
82.83 |
1.40e+02 |
test_single_supertrend[large-simple] |
7921 |
115.04 |
169.19 |
116.83 |
116.69 |
2.56 |
8.56e+03 |
test_single_supertrend[large-mode] |
5216 |
168.54 |
245.02 |
179.49 |
179.58 |
3.51 |
5.57e+03 |
test_bulk_supertrend[large-simple] |
1963 |
468.22 |
558.85 |
473.25 |
472.54 |
5.84 |
2.11e+03 |
test_bulk_supertrend[large-mode] |
282 |
3491.31 |
3766.89 |
3531.67 |
3531.92 |
22.97 |
2.83e+02 |
Chart Trends
Small
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_peaks[10-small] |
28769 |
28.70 |
114.44 |
28.94 |
28.87 |
0.89 |
3.46e+04 |
test_peaks[1-small] |
19875 |
29.13 |
76.41 |
29.33 |
29.24 |
1.25 |
3.41e+04 |
test_valleys[5-small] |
26368 |
30.11 |
151.41 |
30.33 |
30.24 |
1.42 |
3.30e+04 |
test_valleys[1-small] |
23716 |
30.39 |
56.09 |
30.56 |
30.52 |
0.45 |
3.27e+04 |
test_peak_trend[3-small] |
45076 |
8.13 |
127.78 |
8.37 |
8.26 |
1.35 |
1.19e+05 |
test_peak_trend[20-small] |
45571 |
14.39 |
35.82 |
14.55 |
14.52 |
0.29 |
6.87e+04 |
test_valley_trend[3-small] |
54219 |
8.24 |
183.48 |
8.41 |
8.37 |
0.98 |
1.19e+05 |
test_valley_trend[20-small] |
35880 |
15.04 |
36.26 |
15.18 |
15.15 |
0.36 |
6.59e+04 |
test_overall_trend[small] |
102281 |
4.65 |
29.06 |
4.75 |
4.74 |
0.23 |
2.11e+05 |
test_break_down_trends[1.0-0.75-1-small] |
13246 |
51.09 |
166.96 |
52.03 |
51.69 |
2.78 |
1.92e+04 |
test_break_down_trends[1.5-0.5-1-small] |
10859 |
58.95 |
167.43 |
59.88 |
59.61 |
2.57 |
1.67e+04 |
Medium
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_peaks[10-medium] |
5871 |
157.65 |
284.93 |
159.20 |
158.08 |
4.52 |
6.28e+03 |
test_peaks[1-medium] |
4721 |
167.78 |
1002.62 |
176.34 |
168.71 |
23.06 |
5.67e+03 |
test_valleys[10-medium] |
5307 |
175.06 |
265.35 |
175.67 |
175.32 |
1.95 |
5.69e+03 |
test_valleys[1-medium] |
4977 |
183.09 |
213.48 |
183.68 |
183.37 |
1.51 |
5.44e+03 |
test_peak_trend[10-medium] |
11068 |
67.54 |
96.72 |
68.01 |
67.85 |
0.90 |
1.47e+04 |
test_peak_trend[3-medium] |
10591 |
81.57 |
110.56 |
82.10 |
82.00 |
0.72 |
1.22e+04 |
test_valley_trend[10-medium] |
11722 |
68.76 |
117.95 |
69.32 |
69.17 |
0.98 |
1.44e+04 |
test_valley_trend[3-medium] |
10521 |
80.76 |
111.61 |
81.23 |
81.09 |
0.87 |
1.23e+04 |
test_overall_trend[medium] |
21549 |
21.70 |
64.02 |
22.00 |
21.94 |
0.68 |
4.54e+04 |
test_break_down_trends[1.0-0.75-0-medium] |
413 |
2370.29 |
2557.37 |
2392.66 |
2379.13 |
32.67 |
4.18e+02 |
test_break_down_trends[1.0-0.5-1-medium] |
283 |
3474.84 |
3644.34 |
3503.35 |
3505.76 |
18.47 |
2.85e+02 |
Large
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_peaks[10-large] |
2946 |
320.08 |
548.11 |
322.69 |
320.67 |
9.22 |
3.10e+03 |
test_peaks[1-large] |
2388 |
356.80 |
427.56 |
360.25 |
357.58 |
9.27 |
2.78e+03 |
test_valleys[10-large] |
2676 |
358.15 |
468.00 |
360.66 |
358.60 |
7.87 |
2.77e+03 |
test_valleys[1-large] |
2446 |
383.45 |
660.45 |
387.26 |
384.06 |
12.47 |
2.58e+03 |
test_peak_trend[10-large] |
4938 |
184.39 |
381.43 |
186.55 |
185.20 |
6.97 |
5.36e+03 |
test_peak_trend[3-large] |
3534 |
260.46 |
458.67 |
262.78 |
261.15 |
7.40 |
3.81e+03 |
test_valley_trend[10-large] |
4769 |
183.59 |
785.30 |
186.54 |
184.21 |
20.32 |
5.36e+03 |
test_valley_trend[3-large] |
3417 |
259.58 |
8505.53 |
285.03 |
261.34 |
211.46 |
3.51e+03 |
test_overall_trend[large] |
8425 |
44.26 |
519.65 |
46.59 |
44.94 |
10.74 |
2.15e+04 |
test_break_down_trends[1.0-0.75-0-large] |
68 |
14757.55 |
15754.47 |
15042.71 |
14979.53 |
251.33 |
6.65e+01 |
test_break_down_trends[1.5-0.5-1-large] |
57 |
17440.31 |
18088.63 |
17667.48 |
17593.41 |
202.04 |
5.66e+01 |
Correlation Indicators
Small
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_single_correlation_small[mean-simple] |
73470 |
7.87 |
937.45 |
8.60 |
8.57 |
3.44 |
1.16e+05 |
test_single_correlation_small[ulcer-mode] |
5536 |
158.56 |
200.52 |
160.62 |
160.44 |
1.37 |
6.23e+03 |
test_single_correlation_small[mode-simple] |
24413 |
30.78 |
71.19 |
32.91 |
32.89 |
0.74 |
3.04e+04 |
test_single_correlation_small[mode-mode] |
14934 |
53.78 |
180.37 |
58.87 |
57.70 |
5.62 |
1.70e+04 |
test_bulk_correlation_small[mean-simple] |
16217 |
42.28 |
93.78 |
42.96 |
42.69 |
1.40 |
2.33e+04 |
test_bulk_correlation_small[mode-mode] |
765 |
1269.60 |
1500.97 |
1284.95 |
1281.16 |
14.94 |
7.78e+02 |
Medium
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_single_correlation_medium[mean-simple] |
20256 |
41.22 |
96.63 |
41.81 |
41.80 |
0.79 |
2.39e+04 |
test_single_correlation_medium[ulcer-mode] |
284 |
3506.58 |
3584.71 |
3513.89 |
3512.27 |
8.48 |
2.85e+02 |
test_single_correlation_medium[mode-simple] |
6075 |
148.93 |
201.00 |
155.60 |
155.43 |
2.04 |
6.43e+03 |
test_single_correlation_medium[mode-mode] |
3472 |
257.83 |
903.34 |
268.56 |
267.96 |
11.59 |
3.72e+03 |
test_bulk_correlation_medium[mean-simple] |
4208 |
220.67 |
278.96 |
222.67 |
222.19 |
2.77 |
4.49e+03 |
test_bulk_correlation_medium[mode-mode] |
149 |
6593.78 |
6792.52 |
6642.85 |
6640.10 |
23.93 |
1.51e+02 |
Large
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_single_correlation_large[mean-simple] |
10963 |
81.46 |
130.04 |
82.03 |
81.85 |
1.38 |
1.22e+04 |
test_single_correlation_large[ulcer-mode] |
73 |
13810.40 |
13977.29 |
13824.72 |
13818.36 |
22.49 |
7.23e+01 |
test_single_correlation_large[mode-simple] |
3081 |
302.84 |
368.60 |
312.39 |
312.02 |
3.64 |
3.20e+03 |
test_single_correlation_large[mode-mode] |
1802 |
531.54 |
647.06 |
542.77 |
542.03 |
5.92 |
1.84e+03 |
test_bulk_correlation_large[mean-simple] |
2190 |
442.34 |
555.39 |
445.89 |
444.91 |
5.45 |
2.24e+03 |
test_bulk_correlation_large[mode-mode] |
72 |
13795.45 |
14098.01 |
13832.91 |
13823.53 |
42.28 |
7.23e+01 |
test_bulk_correlation_different_periods_large[5] |
2730 |
343.00 |
528.17 |
345.76 |
344.65 |
7.79 |
2.89e+03 |
test_bulk_correlation_different_periods_large[50] |
949 |
1014.77 |
1335.79 |
1021.13 |
1018.67 |
15.12 |
9.79e+02 |
Momentum Indicators
Small
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_single_mce[small-simple] |
14015 |
3.94 |
45.57 |
4.09 |
4.06 |
0.79 |
2.44e+05 |
test_single_mce[small-mode] |
34351 |
15.11 |
248.30 |
16.33 |
16.24 |
2.11 |
6.12e+04 |
test_bulk_mce[small-simple] |
262 |
26.43 |
137.02 |
27.30 |
26.70 |
6.93 |
3.66e+04 |
test_bulk_mce[small-mode] |
2693 |
330.95 |
611.97 |
343.54 |
336.84 |
21.40 |
2.91e+03 |
test_single_mcginley_env[small] |
121625 |
3.76 |
253.35 |
3.91 |
3.87 |
1.37 |
2.56e+05 |
test_bulk_mcginley_env[small] |
23643 |
25.13 |
3349.75 |
28.53 |
26.17 |
23.38 |
3.51e+04 |
test_single_bands[small-standard-simple] |
33519 |
4.41 |
1391.07 |
5.22 |
4.78 |
9.53 |
1.91e+05 |
test_single_bands[small-mode-mode] |
26176 |
26.63 |
403.84 |
29.39 |
28.76 |
8.51 |
3.40e+04 |
test_bulk_bands[small-standard-simple] |
10822 |
40.15 |
445.73 |
42.85 |
41.07 |
12.14 |
2.33e+04 |
test_bulk_bands[small-ulcer-mode] |
1602 |
430.80 |
3330.51 |
501.20 |
489.79 |
122.87 |
2.00e+03 |
test_single_mcginley_bands[small-standard] |
41926 |
4.48 |
60.56 |
4.74 |
4.61 |
1.00 |
2.11e+05 |
test_single_mcginley_bands[small-mode] |
33541 |
15.24 |
63.32 |
16.58 |
16.50 |
1.00 |
6.03e+04 |
test_bulk_mcginley_bands[small-mean] |
13149 |
33.63 |
86.76 |
35.30 |
34.69 |
2.61 |
2.83e+04 |
test_bulk_mcginley_bands[small-mode] |
2192 |
344.84 |
827.49 |
367.55 |
359.25 |
27.19 |
2.72e+03 |
test_single_ichimoku[small] |
47660 |
11.00 |
113.87 |
11.56 |
11.44 |
0.97 |
8.65e+04 |
test_bulk_ichimoku[small] |
7484 |
90.72 |
155.56 |
92.78 |
91.56 |
3.71 |
1.08e+04 |
test_single_donchian[small] |
65536 |
8.35 |
60.02 |
8.58 |
8.52 |
0.67 |
1.17e+05 |
test_bulk_donchian[small] |
14647 |
38.13 |
107.59 |
39.72 |
39.24 |
2.14 |
2.52e+04 |
test_single_keltner[small-simple-simple] |
45532 |
12.06 |
69.74 |
12.69 |
12.57 |
1.04 |
7.88e+04 |
test_single_keltner[small-mode-mode] |
21506 |
30.46 |
104.15 |
32.82 |
32.65 |
1.90 |
3.05e+04 |
test_bulk_keltner[small-simple-simple] |
9755 |
68.91 |
140.58 |
70.90 |
69.85 |
3.65 |
1.41e+04 |
test_bulk_keltner[small-mode-mode] |
1350 |
651.21 |
866.34 |
677.04 |
670.89 |
25.20 |
1.48e+03 |
test_single_supertrend[small-simple] |
51624 |
12.67 |
56.72 |
12.94 |
12.83 |
0.92 |
7.73e+04 |
test_single_supertrend[small-mode] |
33730 |
19.11 |
115.43 |
20.42 |
20.31 |
1.40 |
4.90e+04 |
test_bulk_supertrend[small-simple] |
13716 |
45.24 |
123.82 |
46.27 |
45.82 |
2.44 |
2.16e+04 |
test_bulk_supertrend[small-mode] |
2700 |
314.34 |
385.78 |
322.69 |
320.58 |
6.51 |
3.10e+03 |
Medium
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_single_mce[small-simple] |
14015 |
3.94 |
45.57 |
4.09 |
4.06 |
0.79 |
2.44e+05 |
test_single_mce[small-mode] |
34351 |
15.11 |
248.30 |
16.33 |
16.24 |
2.11 |
6.12e+04 |
test_bulk_mce[small-simple] |
262 |
26.43 |
137.02 |
27.30 |
26.70 |
6.93 |
3.66e+04 |
test_bulk_mce[small-mode] |
2693 |
330.95 |
611.97 |
343.54 |
336.84 |
21.40 |
2.91e+03 |
test_single_mcginley_env[small] |
121625 |
3.76 |
253.35 |
3.91 |
3.87 |
1.37 |
2.56e+05 |
test_bulk_mcginley_env[small] |
23643 |
25.13 |
3349.75 |
28.53 |
26.17 |
23.38 |
3.51e+04 |
test_single_bands[small-standard-simple] |
33519 |
4.41 |
1391.07 |
5.22 |
4.78 |
9.53 |
1.91e+05 |
test_single_bands[small-mode-mode] |
26176 |
26.63 |
403.84 |
29.39 |
28.76 |
8.51 |
3.40e+04 |
test_bulk_bands[small-standard-simple] |
10822 |
40.15 |
445.73 |
42.85 |
41.07 |
12.14 |
2.33e+04 |
test_bulk_bands[small-ulcer-mode] |
1602 |
430.80 |
3330.51 |
501.20 |
489.79 |
122.87 |
2.00e+03 |
test_single_mcginley_bands[small-standard] |
41926 |
4.48 |
60.56 |
4.74 |
4.61 |
1.00 |
2.11e+05 |
test_single_mcginley_bands[small-mode] |
33541 |
15.24 |
63.32 |
16.58 |
16.50 |
1.00 |
6.03e+04 |
test_bulk_mcginley_bands[small-mean] |
13149 |
33.63 |
86.76 |
35.30 |
34.69 |
2.61 |
2.83e+04 |
test_bulk_mcginley_bands[small-mode] |
2192 |
344.84 |
827.49 |
367.55 |
359.25 |
27.19 |
2.72e+03 |
test_single_ichimoku[small] |
47660 |
11.00 |
113.87 |
11.56 |
11.44 |
0.97 |
8.65e+04 |
test_bulk_ichimoku[small] |
7484 |
90.72 |
155.56 |
92.78 |
91.56 |
3.71 |
1.08e+04 |
test_single_donchian[small] |
65536 |
8.35 |
60.02 |
8.58 |
8.52 |
0.67 |
1.17e+05 |
test_bulk_donchian[small] |
14647 |
38.13 |
107.59 |
39.72 |
39.24 |
2.14 |
2.52e+04 |
test_single_keltner[small-simple-simple] |
45532 |
12.06 |
69.74 |
12.69 |
12.57 |
1.04 |
7.88e+04 |
test_single_keltner[small-mode-mode] |
21506 |
30.46 |
104.15 |
32.82 |
32.65 |
1.90 |
3.05e+04 |
test_bulk_keltner[small-simple-simple] |
9755 |
68.91 |
140.58 |
70.90 |
69.85 |
3.65 |
1.41e+04 |
test_bulk_keltner[small-mode-mode] |
1350 |
651.21 |
866.34 |
677.04 |
670.89 |
25.20 |
1.48e+03 |
test_single_supertrend[small-simple] |
51624 |
12.67 |
56.72 |
12.94 |
12.83 |
0.92 |
7.73e+04 |
test_single_supertrend[small-mode] |
33730 |
19.11 |
115.43 |
20.42 |
20.31 |
1.40 |
4.90e+04 |
test_bulk_supertrend[small-simple] |
13716 |
45.24 |
123.82 |
46.27 |
45.82 |
2.44 |
2.16e+04 |
test_bulk_supertrend[small-mode] |
2700 |
314.34 |
385.78 |
322.69 |
320.58 |
6.51 |
3.10e+03 |
Large
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_single_rsi[large-simple] |
10963 |
45.72 |
76.15 |
46.25 |
46.18 |
0.59 |
2.16e+04 |
test_single_rsi[large-mode] |
7146 |
104.70 |
437.30 |
115.43 |
115.11 |
5.31 |
8.66e+03 |
test_bulk_rsi[large-simple] |
1537 |
555.41 |
791.43 |
562.07 |
559.38 |
12.04 |
1.78e+03 |
test_bulk_rsi[large-mode] |
280 |
3506.66 |
3787.75 |
3550.75 |
3536.83 |
46.49 |
2.82e+02 |
test_single_stoch[large] |
6790 |
95.39 |
263.26 |
99.22 |
98.63 |
4.04 |
1.01e+04 |
test_bulk_stoch[large] |
817 |
1149.92 |
1242.60 |
1160.56 |
1157.55 |
10.41 |
8.62e+02 |
test_single_slow_stoch[large-simple] |
24725 |
36.56 |
150.91 |
37.65 |
37.07 |
2.46 |
2.66e+04 |
test_single_slow_stoch[large-mode] |
9477 |
86.37 |
309.48 |
99.86 |
98.37 |
7.04 |
1.00e+04 |
test_bulk_slow_stoch[large-simple] |
5996 |
122.50 |
233.30 |
125.11 |
124.11 |
4.57 |
7.99e+03 |
test_bulk_slow_stoch[large-mode] |
376 |
2548.36 |
2788.67 |
2618.12 |
2616.76 |
23.64 |
3.82e+02 |
test_single_slowest_stoch[large-simple] |
24524 |
36.59 |
132.91 |
37.05 |
36.93 |
1.14 |
2.70e+04 |
test_single_slowest_stoch[large-mode] |
10417 |
85.78 |
164.00 |
96.85 |
96.70 |
2.26 |
1.03e+04 |
test_bulk_slowest_stoch[large-simple] |
6776 |
108.85 |
188.89 |
110.37 |
109.89 |
2.62 |
9.06e+03 |
test_bulk_slowest_stoch[large-mode] |
648 |
1472.42 |
1726.66 |
1502.69 |
1498.99 |
23.80 |
6.65e+02 |
test_single_williams_r[large] |
11712 |
79.33 |
180.02 |
80.45 |
80.15 |
2.05 |
1.24e+04 |
test_bulk_williams_r[large] |
2991 |
299.95 |
379.37 |
302.36 |
301.69 |
3.98 |
3.31e+03 |
test_single_mfi[large] |
10813 |
76.65 |
288.71 |
77.76 |
77.32 |
3.20 |
1.29e+04 |
test_bulk_mfi[large] |
1991 |
466.15 |
606.73 |
469.43 |
468.58 |
5.03 |
2.13e+03 |
test_single_roc[large] |
86259 |
0.11 |
0.97 |
0.11 |
0.11 |
0.00 |
8.81e+06 |
test_bulk_roc[large] |
7652 |
85.00 |
125.61 |
86.26 |
86.13 |
1.41 |
1.16e+04 |
test_single_obv[large] |
77036 |
0.12 |
0.43 |
0.12 |
0.12 |
0.00 |
8.00e+06 |
test_bulk_obv[large] |
5529 |
131.82 |
222.32 |
133.78 |
133.30 |
2.81 |
7.47e+03 |
test_single_cci[large-standard-simple] |
21086 |
41.46 |
192.45 |
41.98 |
41.89 |
1.32 |
2.38e+04 |
test_single_cci[large-ulcer-mode] |
145 |
6902.11 |
6976.02 |
6910.82 |
6908.23 |
10.17 |
1.45e+02 |
test_bulk_cci[large-mean-simple] |
3758 |
233.24 |
431.36 |
235.86 |
235.24 |
4.78 |
4.24e+03 |
test_bulk_cci[large-mode-mode] |
150 |
6595.52 |
6891.28 |
6714.50 |
6719.94 |
39.20 |
1.49e+02 |
test_single_mcginley_cci[large-mean] |
21463 |
39.07 |
88.56 |
39.41 |
39.33 |
0.68 |
2.54e+04 |
test_single_mcginley_cci[large-ulcer] |
148 |
6786.93 |
6856.22 |
6791.40 |
6788.85 |
10.10 |
1.47e+02 |
test_bulk_mcginley_cci[large-mean] |
3122 |
294.47 |
371.17 |
296.88 |
295.89 |
4.85 |
3.37e+03 |
test_bulk_mcginley_cci[large-mode] |
279 |
3486.64 |
3724.12 |
3525.94 |
3517.77 |
33.65 |
2.84e+02 |
test_single_macd_line[large-simple-simple] |
23550 |
36.61 |
65.43 |
37.03 |
36.98 |
0.58 |
2.70e+04 |
test_single_macd_line[large-mode-mode] |
5768 |
144.85 |
208.87 |
152.76 |
152.65 |
2.13 |
6.55e+03 |
test_bulk_macd_line[large-simple-simple] |
4366 |
169.41 |
274.04 |
171.58 |
171.56 |
2.46 |
5.83e+03 |
test_bulk_macd_line[large-mode-mode] |
170 |
5744.79 |
6164.66 |
5807.54 |
5789.61 |
61.04 |
1.72e+02 |
test_single_signal_line[large-simple] |
23884 |
36.43 |
77.87 |
37.20 |
36.81 |
1.65 |
2.69e+04 |
test_single_signal_line[large-mode] |
6038 |
99.56 |
221.69 |
111.37 |
110.44 |
6.51 |
8.98e+03 |
test_bulk_signal_line[large-simple] |
6184 |
122.09 |
184.87 |
123.67 |
123.34 |
3.00 |
8.09e+03 |
test_bulk_signal_line[large-mode] |
296 |
3148.12 |
3934.15 |
3279.79 |
3267.17 |
79.23 |
3.05e+02 |
test_single_mcginley_macd_line[large] |
16998 |
34.43 |
113.56 |
35.62 |
35.02 |
2.86 |
2.81e+04 |
test_bulk_mcginley_macd_line[large] |
786 |
299.78 |
929.34 |
328.26 |
313.38 |
49.88 |
3.05e+03 |
test_single_chaikin_osc[large-simple-simple] |
4551 |
148.15 |
385.49 |
157.96 |
151.63 |
16.15 |
6.33e+03 |
test_single_chaikin_osc[large-mode-mode] |
3049 |
295.19 |
646.99 |
315.02 |
307.41 |
26.99 |
3.17e+03 |
test_bulk_chaikin_osc[large-simple-smoothed] |
1729 |
543.58 |
1387.96 |
590.97 |
576.23 |
65.03 |
1.69e+03 |
test_bulk_chaikin_osc[large-mode-mode] |
332 |
2893.47 |
3775.57 |
2974.67 |
2959.25 |
78.65 |
3.36e+02 |
test_single_ppo[large-simple] |
21110 |
36.78 |
174.58 |
37.42 |
37.11 |
2.12 |
2.67e+04 |
test_single_ppo[large-mode] |
4999 |
146.91 |
268.06 |
157.99 |
155.41 |
8.64 |
6.33e+03 |
test_bulk_ppo[large-simple] |
4574 |
180.76 |
292.17 |
189.88 |
186.05 |
9.28 |
5.27e+03 |
test_bulk_ppo[large-mode] |
169 |
5745.96 |
6195.52 |
5857.82 |
5836.55 |
69.54 |
1.71e+02 |
test_single_cmo[large] |
12582 |
44.95 |
88.39 |
45.89 |
45.57 |
1.73 |
2.18e+04 |
test_bulk_cmo[large] |
1627 |
520.47 |
627.45 |
533.30 |
530.17 |
10.08 |
1.88e+03 |
Moving Average
Small
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_single_ma[small-simple] |
50373 |
3.72 |
22.50 |
3.82 |
3.82 |
0.13 |
2.62e+05 |
test_single_ma[small-smoothed] |
76811 |
6.52 |
36.76 |
6.64 |
6.63 |
0.24 |
1.51e+05 |
test_single_ma[small-exponential] |
77586 |
6.43 |
30.41 |
6.55 |
6.54 |
0.21 |
1.53e+05 |
test_bulk_ma[small-simple] |
54272 |
10.67 |
54.72 |
11.56 |
11.59 |
0.49 |
8.65e+04 |
test_bulk_ma[small-smoothed] |
19362 |
39.02 |
140.22 |
39.65 |
39.54 |
1.08 |
2.52e+04 |
test_bulk_ma[small-exponential] |
19839 |
39.31 |
83.11 |
39.75 |
39.65 |
0.80 |
2.52e+04 |
test_single_mcginley_dynamic[small] |
195657 |
0.13 |
3.70 |
0.13 |
0.13 |
0.01 |
7.51e+06 |
test_bulk_mcginley_dynamic[small] |
55216 |
10.93 |
52.00 |
11.63 |
11.69 |
0.44 |
8.60e+04 |
Medium
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_single_ma[medium-simple] |
31821 |
17.67 |
35.67 |
18.03 |
18.02 |
0.23 |
5.55e+04 |
test_single_ma[medium-smoothed] |
23643 |
35.87 |
60.15 |
36.31 |
36.28 |
0.44 |
2.75e+04 |
test_single_ma[medium-exponential] |
23519 |
35.91 |
56.65 |
36.19 |
36.15 |
0.44 |
2.76e+04 |
test_bulk_ma[medium-simple] |
10670 |
57.37 |
141.78 |
58.10 |
57.93 |
1.16 |
1.72e+04 |
test_bulk_ma[medium-smoothed] |
4525 |
204.63 |
257.80 |
207.80 |
206.96 |
2.50 |
4.81e+03 |
test_bulk_ma[medium-exponential] |
4496 |
205.98 |
255.43 |
207.69 |
207.35 |
1.82 |
4.81e+03 |
test_single_mcginley_dynamic[medium] |
192197 |
0.13 |
0.77 |
0.13 |
0.13 |
0.00 |
7.77e+06 |
test_bulk_mcginley_dynamic[medium] |
12483 |
58.39 |
99.87 |
59.23 |
59.17 |
0.87 |
1.69e+04 |
Large
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_single_ma[large-simple] |
16818 |
34.63 |
53.24 |
35.64 |
35.61 |
0.32 |
2.81e+04 |
test_single_ma[large-smoothed] |
11897 |
76.83 |
110.46 |
77.76 |
77.69 |
0.78 |
1.29e+04 |
test_single_ma[large-exponential] |
11913 |
76.85 |
125.93 |
77.47 |
77.43 |
0.79 |
1.29e+04 |
test_bulk_ma[large-simple] |
6242 |
114.74 |
160.09 |
115.62 |
115.39 |
1.53 |
8.65e+03 |
test_bulk_ma[large-smoothed] |
2310 |
410.50 |
478.28 |
415.83 |
414.47 |
4.02 |
2.40e+03 |
test_bulk_ma[large-exponential] |
2226 |
412.89 |
492.30 |
416.53 |
415.67 |
4.24 |
2.40e+03 |
test_single_mcginley_dynamic[large] |
197785 |
0.13 |
2.72 |
0.13 |
0.13 |
0.01 |
7.71e+06 |
test_bulk_mcginley_dynamic[large] |
6778 |
118.04 |
174.87 |
118.98 |
118.74 |
1.61 |
8.41e+03 |
Other Indicators
Small
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_single_true_range[small] |
86394 |
0.11 |
2.24 |
0.12 |
0.11 |
0.01 |
8.68e+06 |
test_bulk_true_range[small] |
45377 |
14.94 |
115.06 |
15.92 |
15.93 |
1.76 |
6.28e+04 |
test_single_atr[small-simple] |
55670 |
11.24 |
112.91 |
11.52 |
11.46 |
1.32 |
8.68e+04 |
test_single_atr[small-mode] |
35043 |
17.70 |
123.54 |
18.96 |
18.89 |
1.70 |
5.28e+04 |
test_bulk_atr[small-simple] |
26484 |
31.56 |
116.78 |
32.65 |
32.49 |
2.21 |
3.06e+04 |
test_bulk_atr[small-mode] |
2584 |
295.24 |
407.24 |
300.18 |
298.62 |
7.37 |
3.33e+03 |
test_single_roi[small] |
163640 |
0.16 |
2.39 |
0.16 |
0.16 |
0.03 |
6.18e+06 |
test_bulk_roi[small] |
23716 |
21.74 |
139.43 |
22.60 |
22.33 |
2.22 |
4.42e+04 |
test_single_ibs[small] |
80594 |
0.11 |
1.22 |
0.11 |
0.11 |
0.01 |
8.71e+06 |
test_bulk_ibs[small] |
42454 |
15.02 |
217.67 |
16.10 |
16.11 |
1.95 |
6.21e+04 |
test_bulk_positivity[small-simple] |
24435 |
24.70 |
290.37 |
26.04 |
25.80 |
2.93 |
3.84e+04 |
test_bulk_positivity[small-mode] |
6495 |
116.24 |
224.85 |
122.02 |
121.02 |
6.63 |
8.20e+03 |
Medium
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_single_true_range[medium] |
185564 |
0.12 |
1.06 |
0.12 |
0.12 |
0.00 |
8.41e+06 |
test_bulk_true_range[medium] |
10181 |
73.98 |
121.31 |
74.92 |
74.72 |
1.39 |
1.33e+04 |
test_single_atr[medium-simple] |
16034 |
52.52 |
99.19 |
53.07 |
52.94 |
0.92 |
1.88e+04 |
test_single_atr[medium-mode] |
10347 |
79.56 |
139.59 |
85.30 |
85.26 |
1.71 |
1.17e+04 |
test_bulk_atr[medium-simple] |
4905 |
165.11 |
219.00 |
167.87 |
167.61 |
2.05 |
5.96e+03 |
test_bulk_atr[medium-mode] |
617 |
1569.29 |
1744.64 |
1591.80 |
1592.21 |
13.98 |
6.28e+02 |
test_single_roi[medium] |
186847 |
0.16 |
1.32 |
0.16 |
0.16 |
0.01 |
6.07e+06 |
test_bulk_roi[medium] |
576 |
109.70 |
188.32 |
112.24 |
110.46 |
5.87 |
8.91e+03 |
test_single_ibs[medium] |
194932 |
0.12 |
0.91 |
0.12 |
0.12 |
0.00 |
8.35e+06 |
test_bulk_ibs[medium] |
10178 |
75.93 |
159.61 |
76.89 |
76.67 |
1.48 |
1.30e+04 |
test_bulk_positivity[medium-simple] |
6103 |
120.11 |
218.93 |
122.39 |
121.96 |
3.80 |
8.17e+03 |
test_bulk_positivity[medium-mode] |
1671 |
560.35 |
812.63 |
569.23 |
563.00 |
25.19 |
1.76e+03 |
Large
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_single_true_range[large] |
200000 |
0.12 |
1.64 |
0.12 |
0.12 |
0.01 |
8.40e+06 |
test_bulk_true_range[large] |
4738 |
148.94 |
251.78 |
150.73 |
149.96 |
5.05 |
6.63e+03 |
test_single_atr[large-simple] |
8875 |
103.32 |
158.67 |
104.43 |
104.28 |
1.92 |
9.58e+03 |
test_single_atr[large-mode] |
5384 |
157.67 |
258.91 |
168.48 |
168.40 |
3.67 |
5.94e+03 |
test_bulk_atr[large-simple] |
2744 |
329.19 |
426.97 |
335.06 |
334.32 |
5.66 |
2.98e+03 |
test_bulk_atr[large-mode] |
301 |
3259.09 |
3539.54 |
3304.23 |
3281.72 |
41.93 |
3.03e+02 |
test_single_roi[large] |
192160 |
0.26 |
10.13 |
0.29 |
0.28 |
0.05 |
3.51e+06 |
test_bulk_roi[large] |
460 |
228.78 |
353.78 |
235.49 |
230.30 |
18.80 |
4.25e+03 |
test_single_ibs[large] |
197084 |
0.12 |
1.09 |
0.12 |
0.12 |
0.00 |
8.43e+06 |
test_bulk_ibs[large] |
4570 |
150.93 |
2043.16 |
153.95 |
153.13 |
28.36 |
6.50e+03 |
test_bulk_positivity[large-simple] |
244 |
253.93 |
608.54 |
275.95 |
256.04 |
68.12 |
3.62e+03 |
test_bulk_positivity[large-mode] |
788 |
1171.91 |
1896.51 |
1183.23 |
1177.15 |
49.04 |
8.45e+02 |
Standard Indicators
Small
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_single_sma[small] |
50610 |
3.72 |
49.04 |
3.83 |
3.81 |
0.73 |
2.61e+05 |
test_bulk_sma[small] |
39301 |
10.74 |
225.91 |
11.45 |
11.41 |
2.04 |
8.74e+04 |
test_single_smma[small] |
86814 |
6.37 |
345.80 |
6.66 |
6.50 |
3.50 |
1.50e+05 |
test_bulk_smma[small] |
22959 |
38.07 |
280.78 |
39.13 |
38.93 |
2.77 |
2.56e+04 |
test_single_ema[small] |
98184 |
6.43 |
256.67 |
6.57 |
6.54 |
1.22 |
1.52e+05 |
test_bulk_ema[small] |
20165 |
38.59 |
126.68 |
39.55 |
39.28 |
2.39 |
2.53e+04 |
test_single_bollinger[small] |
82190 |
0.57 |
5.90 |
0.61 |
0.61 |
0.06 |
1.63e+06 |
test_bulk_bollinger[small] |
17292 |
36.22 |
258.06 |
37.40 |
37.20 |
2.88 |
2.67e+04 |
test_single_macd[small] |
118428 |
3.18 |
282.65 |
3.27 |
3.24 |
1.06 |
3.06e+05 |
test_bulk_macd[small] |
1729 |
552.22 |
687.36 |
558.35 |
555.80 |
9.94 |
1.79e+03 |
test_single_rsi[small] |
88379 |
0.54 |
5.60 |
0.58 |
0.58 |
0.06 |
1.72e+06 |
test_bulk_rsi[small] |
14336 |
59.07 |
181.28 |
60.00 |
59.68 |
3.08 |
1.67e+04 |
Medium
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_single_sma[medium] |
33068 |
17.54 |
37.93 |
17.89 |
17.89 |
0.28 |
5.59e+04 |
test_bulk_sma[medium] |
12700 |
57.65 |
93.39 |
58.42 |
58.32 |
0.92 |
1.71e+04 |
test_single_smma[medium] |
23852 |
35.82 |
90.22 |
36.09 |
36.04 |
0.63 |
2.77e+04 |
test_bulk_smma[medium] |
4272 |
202.37 |
304.20 |
204.88 |
204.61 |
2.61 |
4.88e+03 |
test_single_ema[medium] |
22728 |
35.82 |
64.35 |
36.21 |
36.17 |
0.52 |
2.76e+04 |
test_bulk_ema[medium] |
4445 |
204.93 |
246.65 |
207.10 |
207.17 |
1.73 |
4.83e+03 |
test_single_bollinger[medium] |
165646 |
0.68 |
27.69 |
0.73 |
0.72 |
0.12 |
1.37e+06 |
test_bulk_bollinger[medium] |
381 |
192.50 |
251.08 |
196.26 |
193.45 |
8.02 |
5.10e+03 |
test_single_macd[medium] |
104855 |
3.18 |
80.74 |
3.27 |
3.26 |
0.33 |
3.06e+05 |
test_bulk_macd[medium] |
318 |
3092.46 |
3294.79 |
3136.57 |
3146.56 |
23.73 |
3.19e+02 |
test_single_rsi[medium] |
174734 |
0.65 |
25.80 |
0.70 |
0.69 |
0.12 |
1.44e+06 |
test_bulk_rsi[medium] |
2969 |
317.91 |
367.97 |
320.73 |
320.35 |
2.19 |
3.12e+03 |
Large
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_single_sma[large] |
14631 |
36.19 |
104.61 |
36.75 |
36.48 |
3.33 |
2.72e+04 |
test_bulk_sma[large] |
6357 |
115.37 |
216.06 |
117.48 |
116.41 |
7.20 |
8.51e+03 |
test_single_smma[large] |
12154 |
78.04 |
264.19 |
79.42 |
78.83 |
5.63 |
1.26e+04 |
test_bulk_smma[large] |
2228 |
408.34 |
602.71 |
416.07 |
413.32 |
14.81 |
2.40e+03 |
test_single_ema[large] |
12492 |
77.96 |
255.22 |
79.29 |
78.72 |
5.44 |
1.26e+04 |
test_bulk_ema[large] |
2185 |
412.97 |
719.08 |
420.28 |
417.06 |
15.11 |
2.38e+03 |
test_single_bollinger[large] |
164637 |
0.67 |
58.98 |
0.72 |
0.70 |
0.53 |
1.38e+06 |
test_bulk_bollinger[large] |
376 |
395.41 |
695.60 |
405.92 |
396.95 |
30.66 |
2.46e+03 |
test_single_macd[large] |
100181 |
3.17 |
183.57 |
3.28 |
3.26 |
1.11 |
3.05e+05 |
test_bulk_macd[large] |
158 |
6278.97 |
6910.83 |
6359.96 |
6353.39 |
68.80 |
1.57e+02 |
test_single_rsi[large] |
156986 |
0.65 |
57.35 |
0.70 |
0.69 |
0.49 |
1.43e+06 |
test_bulk_rsi[large] |
1475 |
647.78 |
780.19 |
656.96 |
651.97 |
17.29 |
1.52e+03 |
Strength Indicators
Small
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_single_volume_index[small] |
84374 |
0.11 |
1.10 |
0.12 |
0.12 |
0.01 |
8.65e+06 |
test_bulk_accumulation_distribution[small] |
38083 |
18.85 |
137.98 |
19.99 |
19.95 |
1.98 |
5.00e+04 |
test_bulk_positive_volume_index[small] |
51333 |
11.63 |
158.91 |
12.67 |
12.74 |
1.62 |
7.89e+04 |
test_bulk_negative_volume_index[small] |
39970 |
12.57 |
134.24 |
13.15 |
13.00 |
1.78 |
7.60e+04 |
test_single_rvi[small-simple] |
42286 |
16.78 |
126.89 |
17.44 |
17.35 |
1.72 |
5.73e+04 |
test_single_rvi[small-mode] |
24086 |
29.98 |
179.82 |
32.23 |
32.37 |
2.48 |
3.10e+04 |
test_bulk_rvi[small-simple] |
8160 |
99.41 |
215.07 |
105.01 |
104.48 |
4.04 |
9.52e+03 |
test_bulk_rvi[small-mode] |
1697 |
512.82 |
756.30 |
523.15 |
519.10 |
12.50 |
1.91e+03 |
Medium
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_single_volume_index[medium] |
196348 |
0.12 |
3.88 |
0.12 |
0.12 |
0.01 |
8.08e+06 |
test_bulk_accumulation_distribution[medium] |
8294 |
92.22 |
271.93 |
94.05 |
93.80 |
2.78 |
1.06e+04 |
test_bulk_positive_volume_index[medium] |
11576 |
60.46 |
228.58 |
61.13 |
60.93 |
2.09 |
1.64e+04 |
test_bulk_negative_volume_index[medium] |
12800 |
61.41 |
111.11 |
62.36 |
62.19 |
1.36 |
1.60e+04 |
test_single_rvi[medium-simple] |
10456 |
82.78 |
162.70 |
84.92 |
84.72 |
1.85 |
1.18e+04 |
test_single_rvi[medium-mode] |
6171 |
135.72 |
219.11 |
148.00 |
148.00 |
3.03 |
6.76e+03 |
test_bulk_rvi[medium-simple] |
1757 |
523.52 |
667.93 |
550.46 |
549.78 |
6.59 |
1.82e+03 |
test_bulk_rvi[medium-mode] |
353 |
2747.57 |
2984.01 |
2791.60 |
2784.38 |
21.02 |
3.58e+02 |
Large
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_single_volume_index[large] |
83592 |
0.11 |
1.43 |
0.12 |
0.12 |
0.01 |
8.63e+06 |
test_bulk_accumulation_distribution[large] |
4041 |
188.59 |
472.28 |
191.33 |
189.65 |
9.85 |
5.23e+03 |
test_bulk_positive_volume_index[large] |
6318 |
120.74 |
312.89 |
122.40 |
121.46 |
5.99 |
8.17e+03 |
test_bulk_negative_volume_index[large] |
6885 |
121.89 |
305.13 |
124.05 |
123.17 |
6.47 |
8.06e+03 |
test_single_rvi[large-simple] |
5609 |
161.59 |
332.09 |
166.62 |
165.28 |
8.08 |
6.00e+03 |
test_single_rvi[large-mode] |
3229 |
272.63 |
441.61 |
295.38 |
293.63 |
10.96 |
3.39e+03 |
test_bulk_rvi[large-simple] |
859 |
1059.65 |
1309.60 |
1116.23 |
1109.76 |
20.01 |
8.96e+02 |
test_bulk_rvi[large-mode] |
178 |
5553.12 |
6108.55 |
5652.71 |
5648.68 |
48.61 |
1.77e+02 |
Trend Indicators
Small
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_single_aroon_oscillator[medium] |
91836 |
0.10 |
1.22 |
0.11 |
0.11 |
0.01 |
9.27e+06 |
test_bulk_aroon_up[medium] |
8633 |
91.09 |
319.17 |
92.10 |
91.56 |
4.48 |
1.09e+04 |
test_single_aroon_down[medium] |
41474 |
20.04 |
145.06 |
20.35 |
20.24 |
1.80 |
4.91e+04 |
test_bulk_aroon_down[medium] |
8638 |
97.52 |
224.21 |
98.62 |
98.02 |
4.30 |
1.01e+04 |
test_single_long_parabolic[medium] |
194970 |
0.12 |
2.61 |
0.12 |
0.12 |
0.02 |
8.09e+06 |
test_bulk_parabolic[long-medium] |
5336 |
155.08 |
357.64 |
159.42 |
158.50 |
5.91 |
6.27e+03 |
test_bulk_dms[simple-medium] |
362 |
231.08 |
523.56 |
241.76 |
232.95 |
29.93 |
4.14e+03 |
test_bulk_dms[mode-medium] |
747 |
1194.00 |
1490.38 |
1212.86 |
1205.43 |
26.22 |
8.25e+02 |
test_single_tsi[medium-simple-simple] |
13210 |
70.02 |
229.43 |
70.76 |
70.37 |
3.43 |
1.41e+04 |
test_single_tsi[medium-simple-mode] |
277 |
3555.73 |
3656.99 |
3569.14 |
3567.65 |
9.63 |
2.80e+02 |
test_bulk_tsi[medium-simple-simple] |
896 |
1100.20 |
1174.09 |
1104.37 |
1103.91 |
4.31 |
9.05e+02 |
test_bulk_tsi[medium-simple-mode] |
22 |
46977.34 |
47163.53 |
47054.78 |
47050.67 |
44.80 |
2.13e+01 |
test_single_vpt[medium] |
197785 |
0.12 |
3.62 |
0.12 |
0.12 |
0.02 |
8.03e+06 |
test_bulk_vpt[medium] |
12599 |
58.54 |
204.02 |
59.92 |
59.65 |
3.55 |
1.67e+04 |
Medium
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_single_aroon_oscillator[medium] |
91836 |
0.10 |
1.22 |
0.11 |
0.11 |
0.01 |
9.27e+06 |
test_bulk_aroon_up[medium] |
8633 |
91.09 |
319.17 |
92.10 |
91.56 |
4.48 |
1.09e+04 |
test_single_aroon_down[medium] |
41474 |
20.04 |
145.06 |
20.35 |
20.24 |
1.80 |
4.91e+04 |
test_bulk_aroon_down[medium] |
8638 |
97.52 |
224.21 |
98.62 |
98.02 |
4.30 |
1.01e+04 |
test_single_long_parabolic[medium] |
194970 |
0.12 |
2.61 |
0.12 |
0.12 |
0.02 |
8.09e+06 |
test_bulk_parabolic[long-medium] |
5336 |
155.08 |
357.64 |
159.42 |
158.50 |
5.91 |
6.27e+03 |
test_bulk_dms[simple-medium] |
362 |
231.08 |
523.56 |
241.76 |
232.95 |
29.93 |
4.14e+03 |
test_bulk_dms[mode-medium] |
747 |
1194.00 |
1490.38 |
1212.86 |
1205.43 |
26.22 |
8.25e+02 |
test_single_tsi[medium-simple-simple] |
13210 |
70.02 |
229.43 |
70.76 |
70.37 |
3.43 |
1.41e+04 |
test_single_tsi[medium-simple-mode] |
277 |
3555.73 |
3656.99 |
3569.14 |
3567.65 |
9.63 |
2.80e+02 |
test_bulk_tsi[medium-simple-simple] |
896 |
1100.20 |
1174.09 |
1104.37 |
1103.91 |
4.31 |
9.05e+02 |
test_bulk_tsi[medium-simple-mode] |
22 |
46977.34 |
47163.53 |
47054.78 |
47050.67 |
44.80 |
2.13e+01 |
test_single_vpt[medium] |
197785 |
0.12 |
3.62 |
0.12 |
0.12 |
0.02 |
8.03e+06 |
test_bulk_vpt[medium] |
12599 |
58.54 |
204.02 |
59.92 |
59.65 |
3.55 |
1.67e+04 |
Large
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_single_aroon_oscillator[large] |
85035 |
0.11 |
1.70 |
0.11 |
0.11 |
0.01 |
8.80e+06 |
test_bulk_aroon_up[large] |
4510 |
184.37 |
430.23 |
186.17 |
184.91 |
7.21 |
5.37e+03 |
test_single_aroon_down[large] |
20809 |
40.41 |
248.00 |
40.95 |
40.69 |
2.99 |
2.44e+04 |
test_bulk_aroon_down[large] |
4272 |
196.04 |
487.71 |
198.27 |
197.06 |
7.67 |
5.04e+03 |
test_single_long_parabolic[large] |
194251 |
0.12 |
2.56 |
0.13 |
0.13 |
0.02 |
7.84e+06 |
test_bulk_parabolic[long-large] |
2591 |
338.43 |
699.57 |
344.41 |
341.84 |
12.85 |
2.90e+03 |
test_bulk_dms[simple-large] |
106 |
481.47 |
1374.71 |
541.15 |
487.58 |
158.03 |
1.85e+03 |
test_bulk_dms[mode-large] |
403 |
2394.61 |
3151.40 |
2424.95 |
2408.45 |
53.86 |
4.12e+02 |
test_single_tsi[large-simple-simple] |
6649 |
140.91 |
357.69 |
142.20 |
141.39 |
5.50 |
7.03e+03 |
test_single_tsi[large-simple-mode] |
142 |
7019.85 |
7282.04 |
7059.82 |
7064.77 |
29.61 |
1.42e+02 |
test_bulk_tsi[large-simple-simple] |
430 |
2235.64 |
2547.61 |
2251.27 |
2242.19 |
24.20 |
4.44e+02 |
test_bulk_tsi[large-simple-mode] |
11 |
95097.01 |
96275.36 |
95418.25 |
95178.38 |
405.93 |
1.05e+01 |
test_single_vpt[large] |
197785 |
0.12 |
2.36 |
0.13 |
0.13 |
0.02 |
7.81e+06 |
test_bulk_vpt[large] |
6288 |
116.96 |
321.36 |
118.75 |
117.87 |
6.00 |
8.42e+03 |
Volatiltiy Indicators
Small
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_bulk_volatility_system[small-simple] |
18225 |
32.67 |
165.74 |
33.61 |
33.37 |
2.58 |
2.98e+04 |
test_bulk_volatility_system[small-mode] |
4074 |
210.10 |
306.21 |
217.65 |
216.46 |
6.20 |
4.59e+03 |
test_single_ulcer_index[small] |
12591 |
67.81 |
110.58 |
68.21 |
67.93 |
2.75 |
1.47e+04 |
test_bulk_ulcer_index[small] |
10508 |
90.02 |
273.06 |
90.82 |
90.35 |
3.86 |
1.10e+04 |
Medium
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_bulk_volatility_system[medium-simple] |
4961 |
162.71 |
527.14 |
166.19 |
164.69 |
9.01 |
6.02e+03 |
test_bulk_volatility_system[medium-mode] |
863 |
1113.10 |
1321.52 |
1126.33 |
1119.94 |
19.42 |
8.88e+02 |
test_single_ulcer_index[medium] |
585 |
1697.69 |
2104.08 |
1721.55 |
1702.17 |
53.06 |
5.81e+02 |
test_bulk_ulcer_index[medium] |
1994 |
477.67 |
626.60 |
482.34 |
478.99 |
11.38 |
2.07e+03 |
Large
Full table
| Run Name |
Rounds |
Min (µs) |
Max (µs) |
Mean (µs) |
Median (µs) |
Stddev (µs) |
Ops/sec |
test_bulk_volatility_system[large-simple] |
2600 |
326.17 |
520.64 |
332.47 |
328.93 |
15.31 |
3.01e+03 |
test_bulk_volatility_system[large-mode] |
432 |
2255.08 |
2805.16 |
2284.26 |
2267.51 |
40.47 |
4.38e+02 |
test_single_ulcer_index[large] |
146 |
6792.26 |
6883.00 |
6835.86 |
6853.75 |
28.69 |
1.46e+02 |
test_bulk_ulcer_index[large] |
991 |
961.92 |
1105.03 |
971.76 |
964.42 |
19.92 |
1.03e+03 |