Commit Graph
2 Commits
Author SHA1 Message Date
Miha Kralj c5c93a0350 feat: add wickra to Python benchmark and fix correlation export
Added wickra (Rust/PyO3) as a comparison library across all 7 indicators. Fixed the correlation export name mismatch (qtl_correlation -> qtl_correl) and the benchmark's qtl.correlation -> qtl.correl reference so Pearson correlation is benchmarkable.
2026-09-27 18:00:15 -07:00
Miha Kralj 0468283d45 Add Python benchmark: quantalib NativeAOT vs pandas-ta comparison
- New python/tests/benchmark.py mirrors C# perf/Benchmark.cs indicators
  (SMA, EMA, WMA, HMA, ADOSC, CORRELATION, SKEW) at 500K bars
- quantalib NativeAOT via ctypes FFI: 2-68x faster than pandas-ta
- Updated docs/benchmarks.md with Python benchmark results section
2026-03-13 22:40:59 -07:00