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validation and profiles

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Miha Kralj
2026-02-26 22:02:52 -08:00
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lib/statistics/sum/Sum.md
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@@ -91,6 +91,19 @@ Where $\epsilon \approx 2.2 \times 10^{-16}$ for 64-bit doubles.
## Performance Profile
### Operation Count (Streaming Mode)
Rolling Sum uses a single running accumulator updated by adding the new value and subtracting the evicted value.
| Operation | Count | Cost (cycles) | Subtotal |
| :--- | :---: | :---: | :---: |
| Ring buffer add/evict | 1 | 3 cy | ~3 cy |
| sum += new; sum -= evict | 2 | 1 cy | ~2 cy |
| NaN guard + state update | 1 | 2 cy | ~2 cy |
| **Total** | **O(1)** | — | **~7 cy** |
Fastest possible O(1) sliding aggregate. Used as a building block inside SMA, stddev, and dozens of other indicators. Throughput ~2 ns/bar.
| Metric | Score | Notes |
| :--- | :--- | :--- |
| **Throughput** | ~15 ns/bar | ~2× Kahan, ~3× naive |