ngriffiths13 / polars-trading

A collection of helpful polars plugins and functions for market data processing.
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updated benchmarks #4

Closed ngriffiths13 closed 1 month ago

codspeed-hq[bot] commented 1 month ago

CodSpeed Performance Report

Merging #4 will degrade performances by 63.61%

Comparing feat/updated-benchmarks (5b16691) with main (66f4cf0)

Summary

โŒ 4 (๐Ÿ‘ 4) regressions โœ… 3 untouched benchmarks

๐Ÿ†• 5 new benchmarks โ‰๏ธ 8 (๐Ÿ‘ 8) dropped benchmarks

Benchmarks breakdown

Benchmark main feat/updated-benchmarks Change
๐Ÿ†• test__fixed_time_return_classification__benchmark[trade_data0] N/A 56 ms N/A
๐Ÿ†• test__validate_columns__default_args N/A 438.1 ยตs N/A
๐Ÿ†• test__validate_columns__df_not_passed N/A 152 ยตs N/A
๐Ÿ†• test__validate_columns__invalid N/A 466.2 ยตs N/A
๐Ÿ†• test__validate_columns__valid N/A 432.1 ยตs N/A
๐Ÿ‘ test__dollar_bars__polars_benchmark[trade_data0] 29 ms 59.9 ms -51.59%
๐Ÿ‘ test__dollar_bars__polars_benchmark[trade_data1] 60.4 ms N/A N/A
๐Ÿ‘ test__dollar_bars__polars_benchmark[trade_data2] 3.7 s N/A N/A
๐Ÿ‘ test__tick_bars__polars_benchmark[trade_data0] 4.3 ms 11.3 ms -62.31%
๐Ÿ‘ test__tick_bars__polars_benchmark[trade_data1] 11.4 ms N/A N/A
๐Ÿ‘ test__tick_bars__polars_benchmark[trade_data2] 1 s N/A N/A
๐Ÿ‘ test__time_bars__polars_benchmark[trade_data0] 2.3 ms 6.4 ms -63.61%
๐Ÿ‘ test__time_bars__polars_benchmark[trade_data1] 6.5 ms N/A N/A
๐Ÿ‘ test__time_bars__polars_benchmark[trade_data2] 700.8 ms N/A N/A
๐Ÿ‘ test__volume_bars__polars_benchmark[trade_data0] 28.4 ms 60.2 ms -52.72%
๐Ÿ‘ test__volume_bars__polars_benchmark[trade_data1] 60.2 ms N/A N/A
๐Ÿ‘ test__volume_bars__polars_benchmark[trade_data2] 3.6 s N/A N/A