Pratik Bhadane
262 lines
5.8 KiB
JSON
262 lines
5.8 KiB
JSON
{
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"schema_version": 1,
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"command": "python benchmarks/bench_vs_talib.py",
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"n_warmup": 1,
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"n_runs": 7,
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"sizes": [
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10000,
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100000
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],
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"talib_available": true,
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"runtime": {
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"generated_at_utc": "2026-03-23T20:26:40.738132+00:00",
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"python_version": "3.13.5",
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"platform": "macOS-26.3.1-arm64-arm-64bit-Mach-O",
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"machine": "arm64"
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},
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"git": {
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"commit": "9011250f992119170242cf17a67834c67b91bcdb",
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"dirty": true
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},
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"summary": {
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"total_rows": 24,
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"by_size": [
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{
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"size": 10000,
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"rows": 12,
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"wins": 8,
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"win_rate": 0.6666666666666666,
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"median_speedup": 1.0546,
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"min_speedup": 0.7174,
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"max_speedup": 2.0135
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},
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{
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"size": 100000,
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"rows": 12,
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"wins": 7,
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"win_rate": 0.5833333333333334,
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"median_speedup": 1.0896,
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"min_speedup": 0.4965,
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"max_speedup": 3.6029
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}
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]
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},
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"results": [
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{
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"indicator": "SMA",
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"size": 10000,
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"ferro_ta_ms": 0.0093,
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"talib_ms": 0.0167,
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"speedup": 1.7937,
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"ferro_ta_m_bars_s": 1076.19,
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"talib_m_bars_s": 599.99
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},
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{
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"indicator": "SMA",
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"size": 100000,
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"ferro_ta_ms": 0.0765,
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"talib_ms": 0.1346,
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"speedup": 1.7589,
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"ferro_ta_m_bars_s": 1306.49,
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"talib_m_bars_s": 742.8
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},
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{
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"indicator": "EMA",
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"size": 10000,
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"ferro_ta_ms": 0.02,
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"talib_ms": 0.0214,
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"speedup": 1.0687,
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"ferro_ta_m_bars_s": 500.0,
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"talib_m_bars_s": 467.84
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},
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{
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"indicator": "EMA",
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"size": 100000,
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"ferro_ta_ms": 0.1998,
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"talib_ms": 0.1883,
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"speedup": 0.9425,
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"ferro_ta_m_bars_s": 500.42,
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"talib_m_bars_s": 530.97
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},
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{
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"indicator": "RSI",
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"size": 10000,
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"ferro_ta_ms": 0.0475,
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"talib_ms": 0.048,
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"speedup": 1.0088,
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"ferro_ta_m_bars_s": 210.34,
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"talib_m_bars_s": 208.52
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},
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{
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"indicator": "RSI",
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"size": 100000,
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"ferro_ta_ms": 0.4804,
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"talib_ms": 0.4635,
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"speedup": 0.9647,
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"ferro_ta_m_bars_s": 208.15,
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"talib_m_bars_s": 215.77
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},
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{
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"indicator": "BBANDS",
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"size": 10000,
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"ferro_ta_ms": 0.0215,
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"talib_ms": 0.0433,
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"speedup": 2.0135,
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"ferro_ta_m_bars_s": 465.12,
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"talib_m_bars_s": 230.99
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},
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{
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"indicator": "BBANDS",
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"size": 100000,
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"ferro_ta_ms": 0.1686,
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"talib_ms": 0.4275,
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"speedup": 2.535,
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"ferro_ta_m_bars_s": 593.03,
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"talib_m_bars_s": 233.94
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},
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{
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"indicator": "MACD",
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"size": 10000,
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"ferro_ta_ms": 0.0495,
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"talib_ms": 0.065,
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"speedup": 1.3134,
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"ferro_ta_m_bars_s": 202.19,
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"talib_m_bars_s": 153.95
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},
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{
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"indicator": "MACD",
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"size": 100000,
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"ferro_ta_ms": 0.4459,
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"talib_ms": 0.6334,
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"speedup": 1.4205,
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"ferro_ta_m_bars_s": 224.28,
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"talib_m_bars_s": 157.88
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},
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{
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"indicator": "ATR",
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"size": 10000,
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"ferro_ta_ms": 0.0483,
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"talib_ms": 0.0502,
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"speedup": 1.0405,
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"ferro_ta_m_bars_s": 207.07,
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"talib_m_bars_s": 199.0
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},
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{
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"indicator": "ATR",
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"size": 100000,
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"ferro_ta_ms": 0.4705,
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"talib_ms": 0.4788,
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"speedup": 1.0174,
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"ferro_ta_m_bars_s": 212.52,
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"talib_m_bars_s": 208.88
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},
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{
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"indicator": "STOCH",
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"size": 10000,
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"ferro_ta_ms": 0.0915,
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"talib_ms": 0.066,
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"speedup": 0.721,
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"ferro_ta_m_bars_s": 109.24,
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"talib_m_bars_s": 151.52
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},
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{
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"indicator": "STOCH",
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"size": 100000,
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"ferro_ta_ms": 1.5285,
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"talib_ms": 0.7589,
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"speedup": 0.4965,
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"ferro_ta_m_bars_s": 65.42,
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"talib_m_bars_s": 131.77
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},
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{
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"indicator": "ADX",
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"size": 10000,
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"ferro_ta_ms": 0.0692,
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"talib_ms": 0.0522,
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"speedup": 0.7538,
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"ferro_ta_m_bars_s": 144.49,
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"talib_m_bars_s": 191.7
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},
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{
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"indicator": "ADX",
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"size": 100000,
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"ferro_ta_ms": 0.6209,
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"talib_ms": 0.5731,
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"speedup": 0.923,
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"ferro_ta_m_bars_s": 161.05,
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"talib_m_bars_s": 174.49
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},
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{
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"indicator": "CCI",
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"size": 10000,
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"ferro_ta_ms": 0.0731,
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"talib_ms": 0.0829,
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"speedup": 1.1333,
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"ferro_ta_m_bars_s": 136.75,
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"talib_m_bars_s": 120.66
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},
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{
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"indicator": "CCI",
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"size": 100000,
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"ferro_ta_ms": 0.7028,
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"talib_ms": 0.8164,
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"speedup": 1.1617,
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"ferro_ta_m_bars_s": 142.3,
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"talib_m_bars_s": 122.49
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},
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{
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"indicator": "OBV",
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"size": 10000,
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"ferro_ta_ms": 0.0156,
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"talib_ms": 0.0112,
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"speedup": 0.7174,
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"ferro_ta_m_bars_s": 640.0,
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"talib_m_bars_s": 892.14
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},
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{
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"indicator": "OBV",
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"size": 100000,
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"ferro_ta_ms": 0.2953,
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"talib_ms": 0.2808,
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"speedup": 0.9509,
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"ferro_ta_m_bars_s": 338.6,
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"talib_m_bars_s": 356.08
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},
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{
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"indicator": "MFI",
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"size": 10000,
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"ferro_ta_ms": 0.0239,
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"talib_ms": 0.0203,
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"speedup": 0.8516,
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"ferro_ta_m_bars_s": 418.85,
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"talib_m_bars_s": 491.81
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},
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{
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"indicator": "MFI",
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"size": 100000,
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"ferro_ta_ms": 0.1721,
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"talib_ms": 0.62,
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"speedup": 3.6029,
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"ferro_ta_m_bars_s": 581.11,
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"talib_m_bars_s": 161.29
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},
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{
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"indicator": "WMA",
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"size": 10000,
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"ferro_ta_ms": 0.0105,
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"talib_ms": 0.0203,
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"speedup": 1.9363,
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"ferro_ta_m_bars_s": 956.21,
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"talib_m_bars_s": 493.83
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},
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{
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"indicator": "WMA",
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"size": 100000,
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"ferro_ta_ms": 0.0869,
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"talib_ms": 0.1868,
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"speedup": 2.1506,
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"ferro_ta_m_bars_s": 1151.08,
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"talib_m_bars_s": 535.24
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}
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]
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} |