benchmarks

benchmark/benchmark.csproj

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+<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>

benchmark/growthBench.cs

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+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);
+        }
+    }
+}