扩展指标

2026-07-09 05:08:16 +08:00
commit 308c46ab9a
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+"""
+Cross-library speed benchmarks using pytest-benchmark.
+
+Run:  pytest benchmarks/test_speed.py --benchmark-only -v
+      pytest benchmarks/test_speed.py --benchmark-only --benchmark-json=benchmarks/results.json
+
+Streaming benchmarks are in test_streaming_speed.py
+"""
+
+from __future__ import annotations
+
+import pytest
+
+from benchmarks.data_generator import LARGE
+from benchmarks.wrapper_registry import (
+    INDICATOR_CATEGORIES,
+    available_libraries,
+    execute_indicator,
+    is_supported,
+)
+
+BENCH_DATA = LARGE  # 100k bars for main benchmarks
+BENCH_LIBS = available_libraries()
+
+
+def _make_bench(indicator: str, library: str):
+    """Return a benchmark function that runs indicator on library (uses BENCH_DATA)."""
+
+    def _fn():
+        execute_indicator(library, indicator, BENCH_DATA)
+
+    _fn.__name__ = f"{library}_{indicator}"
+    return _fn
+
+
+# ── Parametrize over all (indicator, library) combinations ───────────────────
+
+
+def pytest_generate_tests(metafunc):
+    if "indicator" in metafunc.fixturenames and "library" in metafunc.fixturenames:
+        params = []
+        for cat, inds in INDICATOR_CATEGORIES.items():
+            for ind in inds:
+                for lib in BENCH_LIBS:
+                    params.append(pytest.param(ind, lib, id=f"{cat}/{ind}/{lib}"))
+        metafunc.parametrize("indicator,library", params)
+
+
+class TestSpeed:
+    """One benchmark per (indicator, library) pair — all at 100k bars (LARGE dataset)."""
+
+    def test_speed(self, benchmark, indicator, library):
+        if not is_supported(library, indicator):
+            pytest.skip(f"{library} does not implement {indicator}")
+        fn = _make_bench(indicator, library)
+        benchmark.pedantic(fn, iterations=5, rounds=20, warmup_rounds=2)
+
+
+# ── Standalone head-to-head for the most important indicators ─────────────────
+
+
+@pytest.mark.parametrize(
+    "indicator,libs",
+    [
+        ("SMA", ["ferro_ta", "talib", "tulipy", "pandas_ta", "ta", "finta"]),
+        ("EMA", ["ferro_ta", "talib", "tulipy", "pandas_ta", "ta", "finta"]),
+        ("RSI", ["ferro_ta", "talib", "tulipy", "pandas_ta", "ta", "finta"]),
+        ("MACD", ["ferro_ta", "talib", "tulipy", "pandas_ta", "ta", "finta"]),
+        ("BBANDS", ["ferro_ta", "talib", "tulipy", "pandas_ta", "ta", "finta"]),
+        ("ATR", ["ferro_ta", "talib", "tulipy", "pandas_ta", "ta", "finta"]),
+        ("CCI", ["ferro_ta", "talib", "tulipy", "pandas_ta", "ta", "finta"]),
+        ("WILLR", ["ferro_ta", "talib", "tulipy", "pandas_ta", "ta", "finta"]),
+        ("OBV", ["ferro_ta", "talib", "tulipy", "pandas_ta", "ta", "finta"]),
+        ("ADX", ["ferro_ta", "talib", "tulipy", "pandas_ta", "ta", "finta"]),
+        ("MFI", ["ferro_ta", "talib", "tulipy", "pandas_ta", "ta", "finta"]),
+        ("STOCH", ["ferro_ta", "talib", "tulipy", "pandas_ta", "ta", "finta"]),
+    ],
+)
+def test_head_to_head(benchmark, indicator, libs):
+    """Benchmark ferro_ta vs all peers — for README table generation."""
+    if not is_supported("ferro_ta", indicator):
+        pytest.skip(f"ferro_ta does not implement {indicator}")
+    fn = _make_bench(indicator, "ferro_ta")
+    benchmark.pedantic(fn, iterations=5, rounds=20, warmup_rounds=2)
+
+
+# ── Large dataset benchmarks (100k bars) ─────────────────────────────────────
+
+
+@pytest.mark.parametrize(
+    "indicator",
+    ["SMA", "EMA", "RSI", "MACD", "ATR", "BBANDS", "OBV", "CCI", "ADX", "MFI"],
+)
+def test_large_dataset(benchmark, indicator):
+    """Scaling benchmark at 100k bars for ferro_ta."""
+    if not is_supported("ferro_ta", indicator):
+        pytest.skip(f"ferro_ta does not implement {indicator}")
+
+    def _fn():
+        execute_indicator("ferro_ta", indicator, LARGE)
+
+    benchmark.pedantic(_fn, iterations=3, rounds=10, warmup_rounds=1)