performance-testing

name	performance-testing
description	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.

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() => bars.ToMyIndicator(14);

Stream pattern

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

Buffer pattern

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

Style comparison

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

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

[Benchmark]
public IReadOnlyList<MyResult> MyIndicatorStream() => barHub.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

# baselines/ holds one report per benchmark class
# (Performance.SeriesIndicators-report-full.json, etc.)
cp BenchmarkDotNet.Artifacts/results/Performance.*-report-full.json baselines/

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.