96 lines
2.7 KiB
JSON
96 lines
2.7 KiB
JSON
{
|
|
"metadata": {
|
|
"suite": "streaming",
|
|
"runtime": {
|
|
"generated_at_utc": "2026-03-24T09:13:04.351797+00:00",
|
|
"python_version": "3.13.5",
|
|
"python_implementation": "CPython",
|
|
"python_executable": "/Users/pratikbhadane/Work/Projects/ferro-ta/.venv/bin/python3",
|
|
"platform": "macOS-26.3.1-arm64-arm-64bit-Mach-O",
|
|
"system": "Darwin",
|
|
"release": "25.3.0",
|
|
"machine": "arm64",
|
|
"processor": "arm",
|
|
"cpu_model": "Apple M3 Max",
|
|
"cpu_count_logical": 14,
|
|
"total_memory_bytes": 38654705664
|
|
},
|
|
"git": {
|
|
"commit": "53566b9d82898fa4f95c5190156c969a0bd8e8e3",
|
|
"dirty": true,
|
|
"branch": "main"
|
|
},
|
|
"build": {
|
|
"rustc": "rustc 1.93.1 (01f6ddf75 2026-02-11)\nbinary: rustc\ncommit-hash: 01f6ddf7588f42ae2d7eb0a2f21d44e8e96674cf\ncommit-date: 2026-02-11\nhost: aarch64-apple-darwin\nrelease: 1.93.1\nLLVM version: 21.1.8",
|
|
"cargo": "cargo 1.93.1 (083ac5135 2025-12-15)",
|
|
"cargo_release_profile": {
|
|
"lto": true,
|
|
"codegen-units": 1
|
|
},
|
|
"rustflags": null,
|
|
"cargo_build_rustflags": null,
|
|
"maturin_flags": null
|
|
},
|
|
"packages": {
|
|
"numpy": "2.2.6",
|
|
"ferro-ta": "1.0.4"
|
|
},
|
|
"dataset": {
|
|
"n_bars": 20000,
|
|
"seed": 2026
|
|
}
|
|
},
|
|
"results": [
|
|
{
|
|
"indicator": "StreamingSMA",
|
|
"inputs": "close",
|
|
"stream_total_ms": 0.9927,
|
|
"batch_total_ms": 0.0166,
|
|
"stream_ns_per_update": 49.63,
|
|
"batch_ns_per_bar": 0.83,
|
|
"updates_per_second": 20147763.43,
|
|
"stream_over_batch_ratio": 59.7092
|
|
},
|
|
{
|
|
"indicator": "StreamingEMA",
|
|
"inputs": "close",
|
|
"stream_total_ms": 0.9459,
|
|
"batch_total_ms": 0.0435,
|
|
"stream_ns_per_update": 47.3,
|
|
"batch_ns_per_bar": 2.18,
|
|
"updates_per_second": 21143503.9,
|
|
"stream_over_batch_ratio": 21.7247
|
|
},
|
|
{
|
|
"indicator": "StreamingRSI",
|
|
"inputs": "close",
|
|
"stream_total_ms": 1.0059,
|
|
"batch_total_ms": 0.0991,
|
|
"stream_ns_per_update": 50.3,
|
|
"batch_ns_per_bar": 4.95,
|
|
"updates_per_second": 19882356.06,
|
|
"stream_over_batch_ratio": 10.1523
|
|
},
|
|
{
|
|
"indicator": "StreamingATR",
|
|
"inputs": "hlc",
|
|
"stream_total_ms": 2.1574,
|
|
"batch_total_ms": 0.0992,
|
|
"stream_ns_per_update": 107.87,
|
|
"batch_ns_per_bar": 4.96,
|
|
"updates_per_second": 9270525.53,
|
|
"stream_over_batch_ratio": 21.746
|
|
},
|
|
{
|
|
"indicator": "StreamingVWAP",
|
|
"inputs": "hlcv",
|
|
"stream_total_ms": 2.6935,
|
|
"batch_total_ms": 0.0252,
|
|
"stream_ns_per_update": 134.68,
|
|
"batch_ns_per_bar": 1.26,
|
|
"updates_per_second": 7425170.07,
|
|
"stream_over_batch_ratio": 106.8484
|
|
}
|
|
]
|
|
}
|