gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-24 05:28:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

validation and profiles

Browse Source
This commit is contained in:
Miha Kralj
2026-02-26 22:02:52 -08:00
parent 9ab37c1200
commit 8a1ba95173
317 changed files with 18704 additions and 622 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/volatility/adr/Adr.md
+15
View File
@@ -80,6 +80,21 @@ $$
## Performance Profile
### Operation Count (Streaming Mode)
ADR (Average Daily Range) uses a RingBuffer of daily ranges with a running sum for O(1) update.
| Operation | Count | Cost (cycles) | Subtotal |
| :--- | :---: | :---: | :---: |
| Daily range = High - Low | 1 | 1 cy | ~1 cy |
| RingBuffer add/evict | 1 | 3 cy | ~3 cy |
| running_sum += new - evict | 2 | 1 cy | ~2 cy |
| ADR = running_sum / N | 1 | 4 cy | ~4 cy |
| NaN guard + state update | 1 | 2 cy | ~2 cy |
| **Total** | **O(1)** | — | **~12 cy** |
O(1) sliding mean of daily ranges. Same running-sum pattern as SMA but applied to H-L. Throughput ~4 ns/bar.
| Metric | Score | Notes |
| :--- | :--- | :--- |
| **Throughput** | 10 | High; O(1) via EMA, O(N) initial for SMA/WMA. |