chore: release v1.0.2

This commit is contained in:
Pratik Bhadane
2026-03-24 02:02:10 +05:30
parent 9011250f99
commit 2d5000262f
47 changed files with 3821 additions and 422 deletions
+71
View File
@@ -0,0 +1,71 @@
{
"metadata": {
"suite": "batch",
"runtime": {
"generated_at_utc": "2026-03-23T20:25:58.345834+00:00",
"python_version": "3.13.5",
"platform": "macOS-26.3.1-arm64-arm-64bit-Mach-O",
"machine": "arm64",
"processor": "arm"
},
"git": {
"commit": "9011250f992119170242cf17a67834c67b91bcdb",
"dirty": true,
"branch": "feat/performace-1.0.2"
},
"dataset": {
"n_samples": 100000,
"n_series": 100,
"total_bars": 10000000,
"seed": 42
}
},
"results": [
{
"indicator": "SMA",
"parallel_ms": 37.86,
"sequential_ms": 43.5625,
"loop_ms": 17.8136,
"parallel_speedup_vs_loop": 0.4705,
"sequential_speedup_vs_loop": 0.4089
},
{
"indicator": "RSI",
"parallel_ms": 40.9229,
"sequential_ms": 79.5345,
"loop_ms": 53.3368,
"parallel_speedup_vs_loop": 1.3033,
"sequential_speedup_vs_loop": 0.6706
},
{
"indicator": "ATR",
"parallel_ms": 91.76,
"sequential_ms": 130.1404,
"loop_ms": 99.5885,
"parallel_speedup_vs_loop": 1.0853,
"sequential_speedup_vs_loop": 0.7652
},
{
"indicator": "ADX",
"parallel_ms": 100.1362,
"sequential_ms": 149.3412,
"loop_ms": 125.3319,
"parallel_speedup_vs_loop": 1.2516,
"sequential_speedup_vs_loop": 0.8392
}
],
"grouped_results": [
{
"case": "close_bundle_3",
"grouped_ms": 0.652,
"separate_ms": 0.9124,
"speedup_vs_separate": 1.3994
},
{
"case": "hlc_bundle_3",
"grouped_ms": 1.4784,
"separate_ms": 3.3724,
"speedup_vs_separate": 2.2811
}
]
}
@@ -0,0 +1,262 @@
{
"schema_version": 1,
"command": "python benchmarks/bench_vs_talib.py",
"n_warmup": 1,
"n_runs": 7,
"sizes": [
10000,
100000
],
"talib_available": true,
"runtime": {
"generated_at_utc": "2026-03-23T20:26:40.738132+00:00",
"python_version": "3.13.5",
"platform": "macOS-26.3.1-arm64-arm-64bit-Mach-O",
"machine": "arm64"
},
"git": {
"commit": "9011250f992119170242cf17a67834c67b91bcdb",
"dirty": true
},
"summary": {
"total_rows": 24,
"by_size": [
{
"size": 10000,
"rows": 12,
"wins": 8,
"win_rate": 0.6666666666666666,
"median_speedup": 1.0546,
"min_speedup": 0.7174,
"max_speedup": 2.0135
},
{
"size": 100000,
"rows": 12,
"wins": 7,
"win_rate": 0.5833333333333334,
"median_speedup": 1.0896,
"min_speedup": 0.4965,
"max_speedup": 3.6029
}
]
},
"results": [
{
"indicator": "SMA",
"size": 10000,
"ferro_ta_ms": 0.0093,
"talib_ms": 0.0167,
"speedup": 1.7937,
"ferro_ta_m_bars_s": 1076.19,
"talib_m_bars_s": 599.99
},
{
"indicator": "SMA",
"size": 100000,
"ferro_ta_ms": 0.0765,
"talib_ms": 0.1346,
"speedup": 1.7589,
"ferro_ta_m_bars_s": 1306.49,
"talib_m_bars_s": 742.8
},
{
"indicator": "EMA",
"size": 10000,
"ferro_ta_ms": 0.02,
"talib_ms": 0.0214,
"speedup": 1.0687,
"ferro_ta_m_bars_s": 500.0,
"talib_m_bars_s": 467.84
},
{
"indicator": "EMA",
"size": 100000,
"ferro_ta_ms": 0.1998,
"talib_ms": 0.1883,
"speedup": 0.9425,
"ferro_ta_m_bars_s": 500.42,
"talib_m_bars_s": 530.97
},
{
"indicator": "RSI",
"size": 10000,
"ferro_ta_ms": 0.0475,
"talib_ms": 0.048,
"speedup": 1.0088,
"ferro_ta_m_bars_s": 210.34,
"talib_m_bars_s": 208.52
},
{
"indicator": "RSI",
"size": 100000,
"ferro_ta_ms": 0.4804,
"talib_ms": 0.4635,
"speedup": 0.9647,
"ferro_ta_m_bars_s": 208.15,
"talib_m_bars_s": 215.77
},
{
"indicator": "BBANDS",
"size": 10000,
"ferro_ta_ms": 0.0215,
"talib_ms": 0.0433,
"speedup": 2.0135,
"ferro_ta_m_bars_s": 465.12,
"talib_m_bars_s": 230.99
},
{
"indicator": "BBANDS",
"size": 100000,
"ferro_ta_ms": 0.1686,
"talib_ms": 0.4275,
"speedup": 2.535,
"ferro_ta_m_bars_s": 593.03,
"talib_m_bars_s": 233.94
},
{
"indicator": "MACD",
"size": 10000,
"ferro_ta_ms": 0.0495,
"talib_ms": 0.065,
"speedup": 1.3134,
"ferro_ta_m_bars_s": 202.19,
"talib_m_bars_s": 153.95
},
{
"indicator": "MACD",
"size": 100000,
"ferro_ta_ms": 0.4459,
"talib_ms": 0.6334,
"speedup": 1.4205,
"ferro_ta_m_bars_s": 224.28,
"talib_m_bars_s": 157.88
},
{
"indicator": "ATR",
"size": 10000,
"ferro_ta_ms": 0.0483,
"talib_ms": 0.0502,
"speedup": 1.0405,
"ferro_ta_m_bars_s": 207.07,
"talib_m_bars_s": 199.0
},
{
"indicator": "ATR",
"size": 100000,
"ferro_ta_ms": 0.4705,
"talib_ms": 0.4788,
"speedup": 1.0174,
"ferro_ta_m_bars_s": 212.52,
"talib_m_bars_s": 208.88
},
{
"indicator": "STOCH",
"size": 10000,
"ferro_ta_ms": 0.0915,
"talib_ms": 0.066,
"speedup": 0.721,
"ferro_ta_m_bars_s": 109.24,
"talib_m_bars_s": 151.52
},
{
"indicator": "STOCH",
"size": 100000,
"ferro_ta_ms": 1.5285,
"talib_ms": 0.7589,
"speedup": 0.4965,
"ferro_ta_m_bars_s": 65.42,
"talib_m_bars_s": 131.77
},
{
"indicator": "ADX",
"size": 10000,
"ferro_ta_ms": 0.0692,
"talib_ms": 0.0522,
"speedup": 0.7538,
"ferro_ta_m_bars_s": 144.49,
"talib_m_bars_s": 191.7
},
{
"indicator": "ADX",
"size": 100000,
"ferro_ta_ms": 0.6209,
"talib_ms": 0.5731,
"speedup": 0.923,
"ferro_ta_m_bars_s": 161.05,
"talib_m_bars_s": 174.49
},
{
"indicator": "CCI",
"size": 10000,
"ferro_ta_ms": 0.0731,
"talib_ms": 0.0829,
"speedup": 1.1333,
"ferro_ta_m_bars_s": 136.75,
"talib_m_bars_s": 120.66
},
{
"indicator": "CCI",
"size": 100000,
"ferro_ta_ms": 0.7028,
"talib_ms": 0.8164,
"speedup": 1.1617,
"ferro_ta_m_bars_s": 142.3,
"talib_m_bars_s": 122.49
},
{
"indicator": "OBV",
"size": 10000,
"ferro_ta_ms": 0.0156,
"talib_ms": 0.0112,
"speedup": 0.7174,
"ferro_ta_m_bars_s": 640.0,
"talib_m_bars_s": 892.14
},
{
"indicator": "OBV",
"size": 100000,
"ferro_ta_ms": 0.2953,
"talib_ms": 0.2808,
"speedup": 0.9509,
"ferro_ta_m_bars_s": 338.6,
"talib_m_bars_s": 356.08
},
{
"indicator": "MFI",
"size": 10000,
"ferro_ta_ms": 0.0239,
"talib_ms": 0.0203,
"speedup": 0.8516,
"ferro_ta_m_bars_s": 418.85,
"talib_m_bars_s": 491.81
},
{
"indicator": "MFI",
"size": 100000,
"ferro_ta_ms": 0.1721,
"talib_ms": 0.62,
"speedup": 3.6029,
"ferro_ta_m_bars_s": 581.11,
"talib_m_bars_s": 161.29
},
{
"indicator": "WMA",
"size": 10000,
"ferro_ta_ms": 0.0105,
"talib_ms": 0.0203,
"speedup": 1.9363,
"ferro_ta_m_bars_s": 956.21,
"talib_m_bars_s": 493.83
},
{
"indicator": "WMA",
"size": 100000,
"ferro_ta_ms": 0.0869,
"talib_ms": 0.1868,
"speedup": 2.1506,
"ferro_ta_m_bars_s": 1151.08,
"talib_m_bars_s": 535.24
}
]
}
@@ -0,0 +1,163 @@
{
"metadata": {
"suite": "indicator_latency",
"runtime": {
"generated_at_utc": "2026-03-23T20:25:52.160357+00:00",
"python_version": "3.13.5",
"platform": "macOS-26.3.1-arm64-arm-64bit-Mach-O",
"machine": "arm64",
"processor": "arm"
},
"git": {
"commit": "9011250f992119170242cf17a67834c67b91bcdb",
"dirty": true,
"branch": "feat/performace-1.0.2"
},
"fixtures": [
{
"path": "/Users/pratikbhadane/Work/Projects/ferro-ta/benchmarks/fixtures/canonical_ohlcv.npz",
"size_bytes": 75586,
"sha256": "60192f8349fb06cd59ef7f70fd77aa8280399e819d7cc5eed3ca95cf5ee1a89c"
}
],
"dataset": {
"fixture": "/Users/pratikbhadane/Work/Projects/ferro-ta/benchmarks/fixtures/canonical_ohlcv.npz",
"bars": 2000,
"rounds": 5
}
},
"results": [
{
"name": "VAR_20",
"inputs": "close",
"kwargs": {
"timeperiod": 20
},
"elapsed_ms": 0.0229
},
{
"name": "STOCH",
"inputs": "hlc",
"kwargs": {},
"elapsed_ms": 0.0201
},
{
"name": "WILLR_14",
"inputs": "hlc",
"kwargs": {
"timeperiod": 14
},
"elapsed_ms": 0.0201
},
{
"name": "CCI_14",
"inputs": "hlc",
"kwargs": {
"timeperiod": 14
},
"elapsed_ms": 0.0163
},
{
"name": "ADX_14",
"inputs": "hlc",
"kwargs": {
"timeperiod": 14
},
"elapsed_ms": 0.015
},
{
"name": "MACD",
"inputs": "close",
"kwargs": {},
"elapsed_ms": 0.0135
},
{
"name": "ATR_14",
"inputs": "hlc",
"kwargs": {
"timeperiod": 14
},
"elapsed_ms": 0.0105
},
{
"name": "RSI_14",
"inputs": "close",
"kwargs": {
"timeperiod": 14
},
"elapsed_ms": 0.0098
},
{
"name": "STDDEV_20",
"inputs": "close",
"kwargs": {
"timeperiod": 20
},
"elapsed_ms": 0.009
},
{
"name": "BETA_5",
"inputs": "pair_hl",
"kwargs": {
"timeperiod": 5
},
"elapsed_ms": 0.0083
},
{
"name": "CORREL_30",
"inputs": "pair_hl",
"kwargs": {
"timeperiod": 30
},
"elapsed_ms": 0.0076
},
{
"name": "BBANDS_20",
"inputs": "close",
"kwargs": {
"timeperiod": 20
},
"elapsed_ms": 0.0055
},
{
"name": "LINEARREG_14",
"inputs": "close",
"kwargs": {
"timeperiod": 14
},
"elapsed_ms": 0.0055
},
{
"name": "TSF_14",
"inputs": "close",
"kwargs": {
"timeperiod": 14
},
"elapsed_ms": 0.0054
},
{
"name": "LINEARREG_SLOPE_14",
"inputs": "close",
"kwargs": {
"timeperiod": 14
},
"elapsed_ms": 0.0052
},
{
"name": "EMA_20",
"inputs": "close",
"kwargs": {
"timeperiod": 20
},
"elapsed_ms": 0.005
},
{
"name": "SMA_20",
"inputs": "close",
"kwargs": {
"timeperiod": 20
},
"elapsed_ms": 0.0026
}
]
}
+62
View File
@@ -0,0 +1,62 @@
{
"metadata": {
"suite": "perf_contract",
"runtime": {
"generated_at_utc": "2026-03-23T20:26:40.776130+00:00",
"python_version": "3.13.5",
"platform": "macOS-26.3.1-arm64-arm-64bit-Mach-O",
"machine": "arm64",
"processor": "arm"
},
"git": {
"commit": "9011250f992119170242cf17a67834c67b91bcdb",
"dirty": true,
"branch": "feat/performace-1.0.2"
},
"fixtures": [
{
"path": "/Users/pratikbhadane/Work/Projects/ferro-ta/benchmarks/fixtures/canonical_ohlcv.npz",
"size_bytes": 75586,
"sha256": "60192f8349fb06cd59ef7f70fd77aa8280399e819d7cc5eed3ca95cf5ee1a89c"
}
],
"output_dir": "benchmarks/artifacts/latest"
},
"artifacts": {
"indicator_latency": {
"path": "benchmarks/artifacts/latest/indicator_latency.json",
"size_bytes": 3217,
"sha256": "43b88a50a4d7f91e30ff8e57dbf859ae5e76ecabaaf05cfcb7d8db67df920f7f"
},
"batch": {
"path": "benchmarks/artifacts/latest/batch.json",
"size_bytes": 1701,
"sha256": "bc900c885c48ec1903ea4870ca1de8cb9f33c609d2cefa4688cbdd18cb977f11"
},
"streaming": {
"path": "benchmarks/artifacts/latest/streaming.json",
"size_bytes": 1944,
"sha256": "925ba1be66d0d499daa81dfc148b03ac325ad685ce0c71e28ca1fc6927f16415"
},
"runtime_hotspots": {
"path": "benchmarks/artifacts/latest/runtime_hotspots.json",
"size_bytes": 2366,
"sha256": "920553b14b545f211b119c099ec59885de8b9e8056271cb2d2ac34c0c69b0906"
},
"simd": {
"path": "benchmarks/artifacts/latest/simd.json",
"size_bytes": 7700,
"sha256": "d48943a5dfcf4f8d8d2ca42f0004f02f9fc894de7477791b686231da665e3335"
},
"benchmark_vs_talib": {
"path": "benchmarks/artifacts/latest/benchmark_vs_talib.json",
"size_bytes": 5923,
"sha256": "8a4e847517f1334255353982a5266c0323bf433a1eb78dafeff808d5ad3bf7f0"
},
"wasm": {
"path": "benchmarks/artifacts/latest/wasm.json",
"size_bytes": 935,
"sha256": "f31fd871990c44e24a2259d618ae40a52866d20b95aa6047af3d38b9371c2ab7"
}
}
}
@@ -0,0 +1,96 @@
{
"metadata": {
"suite": "runtime_hotspots",
"runtime": {
"generated_at_utc": "2026-03-23T20:26:02.236710+00:00",
"python_version": "3.13.5",
"platform": "macOS-26.3.1-arm64-arm-64bit-Mach-O",
"machine": "arm64",
"processor": "arm"
},
"git": {
"commit": "9011250f992119170242cf17a67834c67b91bcdb",
"dirty": true,
"branch": "feat/performace-1.0.2"
},
"dataset": {
"price_bars": 20000,
"iv_bars": 50000,
"window": 252
}
},
"results": [
{
"category": "python_analysis",
"name": "iv_zscore",
"fast_ms": 35.984,
"reference_ms": 944.5804,
"speedup_vs_reference": 26.25,
"share_of_suite_pct": 77.27
},
{
"category": "python_analysis",
"name": "iv_percentile",
"fast_ms": 7.6624,
"reference_ms": 81.581,
"speedup_vs_reference": 10.6469,
"share_of_suite_pct": 16.45
},
{
"category": "python_analysis",
"name": "iv_rank",
"fast_ms": 2.2905,
"reference_ms": 198.2937,
"speedup_vs_reference": 86.5738,
"share_of_suite_pct": 4.92
},
{
"category": "ffi_grouping",
"name": "feature_matrix",
"fast_ms": 0.2872,
"reference_ms": 0.2377,
"speedup_vs_reference": 0.8275,
"share_of_suite_pct": 0.62
},
{
"category": "ffi_grouping",
"name": "compute_many_close",
"fast_ms": 0.1448,
"reference_ms": 0.1505,
"speedup_vs_reference": 1.0391,
"share_of_suite_pct": 0.31
},
{
"category": "rust_kernel",
"name": "BETA",
"fast_ms": 0.0637,
"reference_ms": 164.1752,
"speedup_vs_reference": 2575.2975,
"share_of_suite_pct": 0.14
},
{
"category": "rust_kernel",
"name": "CORREL",
"fast_ms": 0.0553,
"reference_ms": 159.6473,
"speedup_vs_reference": 2885.1573,
"share_of_suite_pct": 0.12
},
{
"category": "rust_kernel",
"name": "LINEARREG",
"fast_ms": 0.0415,
"reference_ms": 47.4665,
"speedup_vs_reference": 1143.77,
"share_of_suite_pct": 0.09
},
{
"category": "rust_kernel",
"name": "TSF",
"fast_ms": 0.0414,
"reference_ms": 47.921,
"speedup_vs_reference": 1157.036,
"share_of_suite_pct": 0.09
}
]
}
+285
View File
@@ -0,0 +1,285 @@
{
"metadata": {
"suite": "simd",
"runtime": {
"generated_at_utc": "2026-03-23T20:26:40.566511+00:00",
"python_version": "3.13.5",
"platform": "macOS-26.3.1-arm64-arm-64bit-Mach-O",
"machine": "arm64",
"processor": "arm"
},
"git": {
"commit": "9011250f992119170242cf17a67834c67b91bcdb",
"dirty": true,
"branch": "feat/performace-1.0.2"
},
"dataset": {
"price_bars": 20000,
"iv_bars": 50000,
"window": 252
},
"variants": [
"portable_release",
"simd_release"
]
},
"results": [
{
"name": "BETA",
"category": "rust_kernel",
"portable_ms": 0.0635,
"simd_ms": 0.0636,
"speedup_simd_vs_portable": 0.9984
},
{
"name": "TSF",
"category": "rust_kernel",
"portable_ms": 0.0415,
"simd_ms": 0.0417,
"speedup_simd_vs_portable": 0.9952
},
{
"name": "compute_many_close",
"category": "ffi_grouping",
"portable_ms": 0.1548,
"simd_ms": 0.1572,
"speedup_simd_vs_portable": 0.9847
},
{
"name": "iv_zscore",
"category": "python_analysis",
"portable_ms": 36.0643,
"simd_ms": 37.2041,
"speedup_simd_vs_portable": 0.9694
},
{
"name": "feature_matrix",
"category": "ffi_grouping",
"portable_ms": 0.2556,
"simd_ms": 0.2667,
"speedup_simd_vs_portable": 0.9584
},
{
"name": "iv_percentile",
"category": "python_analysis",
"portable_ms": 7.7548,
"simd_ms": 8.1565,
"speedup_simd_vs_portable": 0.9508
},
{
"name": "LINEARREG",
"category": "rust_kernel",
"portable_ms": 0.0416,
"simd_ms": 0.0443,
"speedup_simd_vs_portable": 0.9391
},
{
"name": "iv_rank",
"category": "python_analysis",
"portable_ms": 2.2813,
"simd_ms": 2.4386,
"speedup_simd_vs_portable": 0.9355
},
{
"name": "CORREL",
"category": "rust_kernel",
"portable_ms": 0.0552,
"simd_ms": 0.0633,
"speedup_simd_vs_portable": 0.872
}
],
"reports": {
"portable_release": {
"metadata": {
"suite": "runtime_hotspots",
"runtime": {
"generated_at_utc": "2026-03-23T20:26:06.920513+00:00",
"python_version": "3.13.5",
"platform": "macOS-26.3.1-arm64-arm-64bit-Mach-O",
"machine": "arm64",
"processor": "arm"
},
"git": {
"commit": "9011250f992119170242cf17a67834c67b91bcdb",
"dirty": true,
"branch": "feat/performace-1.0.2"
},
"dataset": {
"price_bars": 20000,
"iv_bars": 50000,
"window": 252
}
},
"results": [
{
"category": "python_analysis",
"name": "iv_zscore",
"fast_ms": 36.0643,
"reference_ms": 908.5403,
"speedup_vs_reference": 25.1922,
"share_of_suite_pct": 77.2
},
{
"category": "python_analysis",
"name": "iv_percentile",
"fast_ms": 7.7548,
"reference_ms": 82.2352,
"speedup_vs_reference": 10.6045,
"share_of_suite_pct": 16.6
},
{
"category": "python_analysis",
"name": "iv_rank",
"fast_ms": 2.2813,
"reference_ms": 202.5375,
"speedup_vs_reference": 88.7803,
"share_of_suite_pct": 4.88
},
{
"category": "ffi_grouping",
"name": "feature_matrix",
"fast_ms": 0.2556,
"reference_ms": 0.2252,
"speedup_vs_reference": 0.8812,
"share_of_suite_pct": 0.55
},
{
"category": "ffi_grouping",
"name": "compute_many_close",
"fast_ms": 0.1548,
"reference_ms": 0.1508,
"speedup_vs_reference": 0.9742,
"share_of_suite_pct": 0.33
},
{
"category": "rust_kernel",
"name": "BETA",
"fast_ms": 0.0635,
"reference_ms": 162.8972,
"speedup_vs_reference": 2563.6148,
"share_of_suite_pct": 0.14
},
{
"category": "rust_kernel",
"name": "CORREL",
"fast_ms": 0.0552,
"reference_ms": 163.1357,
"speedup_vs_reference": 2952.6826,
"share_of_suite_pct": 0.12
},
{
"category": "rust_kernel",
"name": "LINEARREG",
"fast_ms": 0.0416,
"reference_ms": 48.0097,
"speedup_vs_reference": 1153.3863,
"share_of_suite_pct": 0.09
},
{
"category": "rust_kernel",
"name": "TSF",
"fast_ms": 0.0415,
"reference_ms": 47.9395,
"speedup_vs_reference": 1155.1696,
"share_of_suite_pct": 0.09
}
]
},
"simd_release": {
"metadata": {
"suite": "runtime_hotspots",
"runtime": {
"generated_at_utc": "2026-03-23T20:26:25.789478+00:00",
"python_version": "3.13.5",
"platform": "macOS-26.3.1-arm64-arm-64bit-Mach-O",
"machine": "arm64",
"processor": "arm"
},
"git": {
"commit": "9011250f992119170242cf17a67834c67b91bcdb",
"dirty": true,
"branch": "feat/performace-1.0.2"
},
"dataset": {
"price_bars": 20000,
"iv_bars": 50000,
"window": 252
}
},
"results": [
{
"category": "python_analysis",
"name": "iv_zscore",
"fast_ms": 37.2041,
"reference_ms": 930.7842,
"speedup_vs_reference": 25.0183,
"share_of_suite_pct": 76.81
},
{
"category": "python_analysis",
"name": "iv_percentile",
"fast_ms": 8.1565,
"reference_ms": 88.3639,
"speedup_vs_reference": 10.8336,
"share_of_suite_pct": 16.84
},
{
"category": "python_analysis",
"name": "iv_rank",
"fast_ms": 2.4386,
"reference_ms": 221.0389,
"speedup_vs_reference": 90.6424,
"share_of_suite_pct": 5.03
},
{
"category": "ffi_grouping",
"name": "feature_matrix",
"fast_ms": 0.2667,
"reference_ms": 0.2436,
"speedup_vs_reference": 0.9134,
"share_of_suite_pct": 0.55
},
{
"category": "ffi_grouping",
"name": "compute_many_close",
"fast_ms": 0.1572,
"reference_ms": 0.1593,
"speedup_vs_reference": 1.0135,
"share_of_suite_pct": 0.32
},
{
"category": "rust_kernel",
"name": "BETA",
"fast_ms": 0.0636,
"reference_ms": 172.9198,
"speedup_vs_reference": 2717.7961,
"share_of_suite_pct": 0.13
},
{
"category": "rust_kernel",
"name": "CORREL",
"fast_ms": 0.0633,
"reference_ms": 170.0262,
"speedup_vs_reference": 2686.3776,
"share_of_suite_pct": 0.13
},
{
"category": "rust_kernel",
"name": "LINEARREG",
"fast_ms": 0.0443,
"reference_ms": 50.5614,
"speedup_vs_reference": 1141.5474,
"share_of_suite_pct": 0.09
},
{
"category": "rust_kernel",
"name": "TSF",
"fast_ms": 0.0417,
"reference_ms": 50.9599,
"speedup_vs_reference": 1221.8259,
"share_of_suite_pct": 0.09
}
]
}
}
}
@@ -0,0 +1,73 @@
{
"metadata": {
"suite": "streaming",
"runtime": {
"generated_at_utc": "2026-03-23T20:25:58.628657+00:00",
"python_version": "3.13.5",
"platform": "macOS-26.3.1-arm64-arm-64bit-Mach-O",
"machine": "arm64",
"processor": "arm"
},
"git": {
"commit": "9011250f992119170242cf17a67834c67b91bcdb",
"dirty": true,
"branch": "feat/performace-1.0.2"
},
"dataset": {
"n_bars": 100000,
"seed": 2026
}
},
"results": [
{
"indicator": "StreamingSMA",
"inputs": "close",
"stream_total_ms": 4.5729,
"batch_total_ms": 0.0685,
"stream_ns_per_update": 45.73,
"batch_ns_per_bar": 0.68,
"updates_per_second": 21867879.95,
"stream_over_batch_ratio": 66.7989
},
{
"indicator": "StreamingEMA",
"inputs": "close",
"stream_total_ms": 4.535,
"batch_total_ms": 0.1969,
"stream_ns_per_update": 45.35,
"batch_ns_per_bar": 1.97,
"updates_per_second": 22050716.65,
"stream_over_batch_ratio": 23.0301
},
{
"indicator": "StreamingRSI",
"inputs": "close",
"stream_total_ms": 4.6421,
"batch_total_ms": 0.4597,
"stream_ns_per_update": 46.42,
"batch_ns_per_bar": 4.6,
"updates_per_second": 21541858.52,
"stream_over_batch_ratio": 10.098
},
{
"indicator": "StreamingATR",
"inputs": "hlc",
"stream_total_ms": 10.2098,
"batch_total_ms": 0.4599,
"stream_ns_per_update": 102.1,
"batch_ns_per_bar": 4.6,
"updates_per_second": 9794518.83,
"stream_over_batch_ratio": 22.2012
},
{
"indicator": "StreamingVWAP",
"inputs": "hlcv",
"stream_total_ms": 12.5109,
"batch_total_ms": 0.1027,
"stream_ns_per_update": 125.11,
"batch_ns_per_bar": 1.03,
"updates_per_second": 7993046.05,
"stream_over_batch_ratio": 121.7603
}
]
}
+46
View File
@@ -0,0 +1,46 @@
{
"metadata": {
"suite": "wasm",
"runtime": {
"generated_at_utc": "2026-03-23T20:15:04.885Z",
"node_version": "v25.8.1",
"platform": "darwin",
"arch": "arm64"
},
"dataset": {
"bars": 100000
}
},
"results": [
{
"indicator": "SMA",
"elapsed_ms": 0.1702,
"ns_per_bar": 1.7,
"million_bars_per_second": 587.52
},
{
"indicator": "EMA",
"elapsed_ms": 0.2923,
"ns_per_bar": 2.92,
"million_bars_per_second": 342.08
},
{
"indicator": "RSI",
"elapsed_ms": 0.5962,
"ns_per_bar": 5.96,
"million_bars_per_second": 167.73
},
{
"indicator": "ATR",
"elapsed_ms": 0.642,
"ns_per_bar": 6.42,
"million_bars_per_second": 155.75
},
{
"indicator": "BBANDS",
"elapsed_ms": 1.7411,
"ns_per_bar": 17.41,
"million_bars_per_second": 57.43
}
]
}