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performance-testing

Measure indicator calculation speed with BenchmarkDotNet, a benchmarking tool for .NET. Compare batch, incremental, and streaming implementations, detect slowdowns against saved results, and evaluate changes intended to reduce processing time and memory allocations.

한국어 요약은 준비 중입니다. 영어 요약을 표시하고 있습니다.

원문원문 설명 보기

Benchmark indicator performance with BenchmarkDotNet. Use for Series/Buffer/Stream benchmarks, regression detection, and optimization patterns. Target 1.5x Series for StreamHub, 1.2x for BufferList.

설치 방법 보기

이럴 때 유용합니다

  • Comparing batch, incremental, and streaming performance
  • Detecting performance regressions after code changes
  • Adding benchmarks for a new indicator
  • Evaluating memory allocation optimizations

포함된 파일(2)

  • SKILL.md3.1 KB
  • references/benchmark-patterns.md3.6 KB

SKILL.md(원문)

설치하기 전에 에이전트에게 전달되는 지시 내용을 확인할 수 있습니다.

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.

StyleTarget vs SeriesUse Case
SeriesBaselineBatch processing
BufferList≤ 1.2xIncremental data
StreamHub≤ 1.5xReal-time feeds

Expected execution times (502 periods)

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

ComplexityTimeExamples
Fast< 30μsSMA, EMA, WMA, RSI
Medium30-60μsMACD, Bollinger Bands, ATR
Complex60-100μsHMA, ADX, Stochastic
Advanced100-200μs+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.


Last updated: December 31, 2025

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