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polars-trading
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Feat/frac diff
#10
Merged
Comparing
feat/frac-diff
(
63f27a8
) with
main
(
98f68e1
)
+2%
Improvements
0
Regressions
0
Untouched
11
New
2
Dropped
0
Ignored
0
Benchmarks
New
test__frac_diff__benchmark_polars[trade_data0]
tests/features/test_frac_diff.py::test__frac_diff__benchmark_polars[trade_data0]
N/A
N/A
1.4 ms
test__get_weights_ffd__benchmark_rs
tests/features/test_frac_diff.py::test__get_weights_ffd__benchmark_rs
N/A
N/A
258.8 µs
Passed
test__get_vertical_barrier_by_timedelta__benchmark[trade_data0]
tests/labels/test_dynamic_labels.py::test__get_vertical_barrier_by_timedelta__benchmark[trade_data0]
+9%
37.5 ms
34.3 ms
test__dollar_bars__polars_benchmark[trade_data0]
tests/test_bars.py::test__dollar_bars__polars_benchmark[trade_data0]
+7%
64.3 ms
60.2 ms
test__validate_columns__valid
tests/test__utils.py::test__validate_columns__valid
+7%
924 µs
867.3 µs
test__validate_columns__default_args
tests/test__utils.py::test__validate_columns__default_args
+6%
946.7 µs
890.9 µs
test__validate_columns__invalid
tests/test__utils.py::test__validate_columns__invalid
+6%
992.1 µs
939.6 µs
test__daily_vol__polars_benchmark[trade_data0]
tests/labels/test_dynamic_labels.py::test__daily_vol__polars_benchmark[trade_data0]
+4%
132.5 ms
127.8 ms
test__volume_bars__polars_benchmark[trade_data0]
tests/test_bars.py::test__volume_bars__polars_benchmark[trade_data0]
+2%
60.8 ms
59.9 ms
test__validate_columns__df_not_passed
tests/test__utils.py::test__validate_columns__df_not_passed
-1%
286.3 µs
289.5 µs
test__tick_bars__polars_benchmark[trade_data0]
tests/test_bars.py::test__tick_bars__polars_benchmark[trade_data0]
-2%
12.5 ms
12.8 ms
test__fixed_time_return_classification__benchmark[trade_data0]
tests/labels/test_labels.py::test__fixed_time_return_classification__benchmark[trade_data0]
-4%
57.1 ms
59.4 ms
test__time_bars__polars_benchmark[trade_data0]
tests/test_bars.py::test__time_bars__polars_benchmark[trade_data0]
-6%
7.1 ms
7.6 ms
Commits
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Base
main
98f68e1
+2%
finished frac diff
63f27a8
5 days ago
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