Performance testing

Running benchmarks

cd tools/performance

Run all benchmarks (~15-20 minutes)

dotnet run -c Release

Run specific category

dotnet run -c Release --filter StreamIndicators dotnet run -c Release --filter BufferIndicators dotnet run -c Release --filter SeriesIndicators

Run specific indicator

dotnet run -c Release --filter *.EmaHub

Adding benchmarks

Series pattern

[Benchmark] public void ToMyIndicator() => quotes.ToMyIndicator(14);

Stream pattern

[Benchmark] public object MyIndicatorHub() => quoteHub.ToMyIndicatorHub(14).Results;

Buffer pattern

[Benchmark] public MyIndicatorList MyIndicatorList() => new(14) { quotes };

Style comparison

[Benchmark] public IReadOnlyList<MyResult> MyIndicatorSeries() => quotes.ToMyIndicator(14);

[Benchmark] public IReadOnlyList<MyResult> MyIndicatorBuffer() => quotes.ToMyIndicatorList(14);

[Benchmark] public IReadOnlyList<MyResult> MyIndicatorStream() => quoteHub.ToMyIndicator(14).Results;

Performance targets

Note: These are optimization goals for future v3.1+ effort. Current implementations vary—see PERFORMANCE_ANALYSIS.md for actual measured performance. Some indicator families (e.g., EMA) have inherent framework overhead due to simple operation costs.

Style Target vs Series Use Case

Series Baseline Batch processing

BufferList ≤ 1.2x Incremental data

StreamHub ≤ 1.5x Real-time feeds

Expected execution times (502 periods)

Note: These are optimization targets. Actual execution times vary by indicator complexity and current implementation.

Complexity Time Examples

Fast < 30μs SMA, EMA, WMA, RSI

Medium 30-60μs MACD, Bollinger Bands, ATR

Complex 60-100μs HMA, ADX, Stochastic

Advanced 100-200μs+ Ichimoku, Hurst

Regression detection

Auto-detect baseline and results

pwsh detect-regressions.ps1

Custom threshold (default 10%)

pwsh detect-regressions.ps1 -ThresholdPercent 15

Exit codes:

• 0

• No regressions

• 1

• Regressions found

Creating baselines

cp BenchmarkDotNet.Artifacts/results/Performance.*-report-full.json
baselines/baseline-v3.0.0.json

Required optimization patterns

• Minimize allocations in hot paths

• Avoid LINQ in performance-critical loops

• Use Span<T> for zero-copy operations

• Cache calculations when possible

• Test with realistic data sizes (502 periods)

Prohibited patterns

• Excessive LINQ in hot paths

• Boxing/unboxing of value types

• Unnecessary string allocations

• Redundant calculations in loops

• Poor cache locality

See references/benchmark-patterns.md for detailed patterns.