RustTI-benchmarks

Welcome to RustTI-benchmarks!
This project provides fair, reproducible benchmarks for RustTI, a high-performance Rust library for technical indicators.

🚀 Why Use This Repo?

• See how fast RustTI runs on your machine with realistic OHLCV data and common indicators.
• Check for regressions after making changes to RustTI.
• Guide optimization efforts and give users transparency about performance.

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🗂️ Repo Structure

• benches/ – Benchmarks for each indicator, powered by Criterion.
• src/ – Calls to each indicator in RustTI for benchmarking.

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🏃 Getting Started

1. Benchmark RustTI on Your Machine

Curious how RustTI performs for your use case?
Run the benchmarks and find out!

To benchmark all indicators:

cargo bench

To benchmark a specific indicator:

cargo bench --bench rsi

Tip:
Indicators are highly configurable!
If you want to benchmark with your own configuration, edit the relevant code in lib.rs.
Different settings can make a huge difference in speed.

For example, the commodity_channel_index with a simple moving average and standard deviation runs in 103.19 µs.
Switching to an exponential moving average and mode absolute deviation jumps to 2.3684 ms (still fast but over 20x slower!).

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2. Check for Performance Regressions

If you've contributed changes to RustTI, it's important to make sure you haven't accidentally slowed anything down.

Step 1:
Run the benchmarks before your changes to get a baseline.

cargo bench

Step 2:
Point your Cargo.toml to your local RustTI for testing:

rust_ti = { path = "../rustti" }
# rust_ti = "2.x.x"

Step 3:
Run the benchmarks again and compare the results.

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📊 Benchmark Results

Benchmarks were run on a Raspberry Pi 5 (8GB RAM) using 10 years of daily data.
Why a Raspberry Pi? It’s a familiar, modest baseline, your machine is probably much faster!
For more details, see the Raspberry Pi 5 benchmarks.

Benchmarks use Criterion.rs.

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Momentum Indicators

Function	Time per Operation
relative_strength_index	573.86 µs
stochastic_oscillator	784.13 µs
slow_stochastic	28.866 µs
slowest_stochastic	28.866 µs
williams_percent_r	76.256 µs
money_flow_index	150.69 µs
rate_of_change	5.3984 µs
on_balance_volume	17.405 µs
commodity_channel_index	103.19 µs
mcginley_dynamic_commodity_channel_index	66.044 µs
macd_line	51.482 µs
mcginley_dynamic_macd_line	44.461 µs
chaikin_oscillator	258.33 µs
percentage_price_oscillator	58.060 µs
chande_momentum_oscillator	370.14 µs

Candle Indicators

Function	Time per Operation
moving_constant_envelopes	37.572 µs
mcginley_dynamic_envelopes	39.264 µs
moving_constant_bands	119.70 µs
mcginley_dynamic_bands	43.219 µs
ichimoku_cloud	192.93 µs
donchian_channel	28.481 µs
keltner_channel	318.05 µs
supertrend	148.80 µs

Trend Indicators

Function	Time per Operation
aroon_up	16.531 µs
aroon_down	16.592 µs
aroon_indicator	66.468 µs
parabolic_time_price_system	43.939 µs
directional_movement_system	88.965 µs
volume_price_trend	6.2801 µs
true_strength_indx	705.25 µs

Strength Indicators

Function	Time per Operation
accumulation_distribution	8.2935 µs
positive_volume_index	7.6977 µs
negative_volume_index	7.6167 µs
relative_vigor_index	505.34 µs

Other Indicators

Function	Time per Operation
return_on_investment	40.962 µs
true_range	3.4663 µs
average_true_range	122.08 µs
internal_bar_strength	5.3943 µs
positivity_indicator	20.683 µs

Basic Indicators

Function	Time per Operation
mean	5.7432 µs
median	333.68 µs
mode	931.09 µs
log	20.335 µs
log_difference	42.223 µs
variance	20.921 µs
standard_deviation	24.095 µs
absolute_deviation(Mean)	26.991 µs
absolute_deviation(Median)	345.14 µs
absoluite_deviation(Mode)	956.83 µs

Chart Trends

Function	Time per Operation
peaks	93.094 µs
valleys	92.119 µs
peak_trend	188.14 µs
valley_trend	188.81 µs
overall_trend	10.337 µs
break_down_trends	14.655 ms

Correlation Indicators

Function	Time per Operation
correlate_asset_prices	231.14 µs

Moving Average

Function	Time per Operation
moving_average(Simple)	17.575 µs
moving_average(Smoothed)	76.601 µs
moving_average(Exponential)	78.505 µs
mcginley_dynamic	39.653 µs

Volatility Indicators

Function	Time per Operation
ulcer_index	65.959 µs
volatility_system	137.25 µs

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📚 About This Repo

This repository is part of a structured documentation suite:

• 📕 Tutorials: — See here
• 📘 How-To Guides: — See here
• ⏱️ Benchmarks: This repo!
• 📙 Explanations: — Coming soon
• 📗 Reference: — See here

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🤝 Contributing

We welcome all contributions!

• Add new indicators, benchmarks, or datasets.
• Suggest improvements or open issues.
• Open a PR—your help makes RustTI better for everyone!

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Thank you for checking out RustTI-benchmarks!
Feel free to open an issue or discussion if you have questions or ideas.