From 71f49e88155d2934893fbd922d1b2082b6238843 Mon Sep 17 00:00:00 2001
From: Miha Kralj <miha.kralj@outlook.com>
Date: Tue, 24 Sep 2024 20:37:25 -0700
Subject: [PATCH] benchmarks

---
 QuanTAlib.sln                 |  9 +++-
 benchmark/benchmark.csproj    | 28 ++++++++++++
 benchmark/growthBench.cs      | 84 +++++++++++++++++++++++++++++++++++
 docs/indicators/indicators.md |  2 +-
 4 files changed, 120 insertions(+), 3 deletions(-)
 create mode 100644 benchmark/benchmark.csproj
 create mode 100644 benchmark/growthBench.cs

diff --git a/QuanTAlib.sln b/QuanTAlib.sln
index a6ac4ee3..7b1d3247 100644
--- a/QuanTAlib.sln
+++ b/QuanTAlib.sln
@@ -1,4 +1,4 @@
-
+
 Microsoft Visual Studio Solution File, Format Version 12.00
 # Visual Studio Version 17
 VisualStudioVersion = 17.0.31903.59
@@ -15,6 +15,8 @@ Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "quantower", "quantower", "{
 EndProject
 Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Statistics", "quantower\Statistics\Statistics.csproj", "{B6D3EB11-63B6-430F-B526-E1981B3D8214}"
 EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "benchmark", "benchmark\benchmark.csproj", "{6629C6D2-FC34-4BDF-AEF4-A5859E05981E}"
+EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|Any CPU = Debug|Any CPU
@@ -44,9 +46,12 @@ Global
 		{B6D3EB11-63B6-430F-B526-E1981B3D8214}.Debug|Any CPU.Build.0 = Debug|Any CPU
 		{B6D3EB11-63B6-430F-B526-E1981B3D8214}.Release|Any CPU.ActiveCfg = Release|Any CPU
 		{B6D3EB11-63B6-430F-B526-E1981B3D8214}.Release|Any CPU.Build.0 = Release|Any CPU
+		{6629C6D2-FC34-4BDF-AEF4-A5859E05981E}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{6629C6D2-FC34-4BDF-AEF4-A5859E05981E}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{6629C6D2-FC34-4BDF-AEF4-A5859E05981E}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{6629C6D2-FC34-4BDF-AEF4-A5859E05981E}.Release|Any CPU.Build.0 = Release|Any CPU
 	EndGlobalSection
 	GlobalSection(NestedProjects) = preSolution
 		{B6D3EB11-63B6-430F-B526-E1981B3D8214} = {A8D9AE68-24E3-476C-BB98-244541BB4B43}
 	EndGlobalSection
 EndGlobal
-
diff --git a/benchmark/benchmark.csproj b/benchmark/benchmark.csproj
new file mode 100644
index 00000000..0940953e
--- /dev/null
+++ b/benchmark/benchmark.csproj
@@ -0,0 +1,28 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+  <PropertyGroup>
+    <OutputType>Exe</OutputType>
+    <TargetFramework>net8.0</TargetFramework>
+    <IsPackable>false</IsPackable>
+    <Nullable>enable</Nullable>
+    <LangVersion>latest</LangVersion>
+    <GenerateProgramFile>false</GenerateProgramFile>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <PackageReference Include="BenchmarkDotNet" Version="0.13.5" />
+  </ItemGroup>
+
+  <ItemGroup>
+    <ProjectReference Include="..\lib\quantalib.csproj" />
+  </ItemGroup>
+
+  <PropertyGroup>
+    <AllowUnsafeBlocks>true</AllowUnsafeBlocks>
+    <PlatformTarget>AnyCPU</PlatformTarget>
+    <DebugType>pdbonly</DebugType>
+    <DebugSymbols>true</DebugSymbols>
+    <Optimize>true</Optimize>
+  </PropertyGroup>
+
+</Project>
\ No newline at end of file
diff --git a/benchmark/growthBench.cs b/benchmark/growthBench.cs
new file mode 100644
index 00000000..c01cdd8f
--- /dev/null
+++ b/benchmark/growthBench.cs
@@ -0,0 +1,84 @@
+using BenchmarkDotNet.Attributes;
+using BenchmarkDotNet.Configs;
+using BenchmarkDotNet.Jobs;
+using BenchmarkDotNet.Running;
+
+namespace QuanTAlib;
+
+public class Program
+{
+    public static void Main(string[] args)
+    {
+        var config = DefaultConfig.Instance
+            .WithOption(ConfigOptions.DisableOptimizationsValidator, true);
+        BenchmarkRunner.Run<EmaBenchmark>(config);
+    }
+}
+
+[MemoryDiagnoser]
+[SimpleJob(RuntimeMoniker.Net80, launchCount: 1, warmupCount: 3, iterationCount: 5)]
+public class EmaBenchmark
+{
+    private const int Period = 10;
+    private const int Length = 100_000;
+    private GbmFeed gbm = null!;
+    private TSeries inputs = null!;
+
+    [GlobalSetup]
+    public void Setup()
+    {
+        gbm = new GbmFeed();
+        inputs = new();
+
+        for (int i = 0; i < Length; i++)
+        {
+            TBar item = gbm.Generate(DateTime.Now);
+            inputs.Add(new TValue(item.Time, item.Close, true, true));
+        }
+    }
+
+    [Benchmark]
+    public void Afirma_bench()
+    {
+        Afirma ma1 = new(Period);
+        for (int i = 0; i < Length; i++)
+        {
+            TValue item = gbm.Generate(DateTime.Now).Close;
+            ma1.Calc(item);
+        }
+
+    }
+
+    [Benchmark]
+    public void Alma_bench()
+    {
+        Alma ma1 = new(Period);
+        for (int i = 0; i < Length; i++)
+        {
+            TValue item = gbm.Generate(DateTime.Now).Close;
+            ma1.Calc(item);
+        }
+    }
+
+    [Benchmark]
+    public void Dema_bench()
+    {
+        Dema ma1 = new(Period);
+        for (int i = 0; i < Length; i++)
+        {
+            TValue item = gbm.Generate(DateTime.Now).Close;
+            ma1.Calc(item);
+        }
+    }
+
+    [Benchmark]
+    public void Ema_bench()
+    {
+        Ema ma1 = new(Period);
+        for (int i = 0; i < Length; i++)
+        {
+            TValue item = gbm.Generate(DateTime.Now).Close;
+            ma1.Calc(item);
+        }
+    }
+}
\ No newline at end of file
diff --git a/docs/indicators/indicators.md b/docs/indicators/indicators.md
index 8de0cd95..e26a8a65 100644
--- a/docs/indicators/indicators.md
+++ b/docs/indicators/indicators.md
@@ -14,7 +14,7 @@
 |HLCC4 - Weighted Price|`️.HLCC4`||`WclPrice`||
 |<br>||||
 |**AVERAGES & TRENDS**|**QuanTALib**|Skender.Stock|TALib.NETCore|Tulip.NETCore|Trady|
-|AFIRMA - Autoregressive Finite Impulse Response Moving Average|`✔️`||||
+|AFIRMA - Autoregressive Finite Impulse Response Moving Average|`Afirma`||||
 |ALMA - Arnaud Legoux Moving Average|`Alma`|`✔️`|||
 |⭐DEMA - Double EMA Average|`Dema`|`⭐`|`⭐`|`⭐`||
 |DSMA - Deviation Scaled Moving Average|`Dsma`||||