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2 months ago 63f27a8 feat/frac-diffGitHub Actions
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Benchmarks
test__validate_columns__valid
tests/test__utils.py::test__validate_columns__valid867.3 µs
test__validate_columns__invalid
tests/test__utils.py::test__validate_columns__invalid939.6 µs
test__validate_columns__df_not_passed
tests/test__utils.py::test__validate_columns__df_not_passed289.5 µs
test__daily_vol__polars_benchmark[trade_data0]
tests/labels/test_dynamic_labels.py::test__daily_vol__polars_benchmark[trade_data0]127.8 ms
test__tick_bars__polars_benchmark[trade_data0]
tests/test_bars.py::test__tick_bars__polars_benchmark[trade_data0]12.8 ms
test__validate_columns__default_args
tests/test__utils.py::test__validate_columns__default_args890.9 µs
test__dollar_bars__polars_benchmark[trade_data0]
tests/test_bars.py::test__dollar_bars__polars_benchmark[trade_data0]60.2 ms
test__volume_bars__polars_benchmark[trade_data0]
tests/test_bars.py::test__volume_bars__polars_benchmark[trade_data0]59.9 ms
test__time_bars__polars_benchmark[trade_data0]
tests/test_bars.py::test__time_bars__polars_benchmark[trade_data0]7.6 ms
test__get_vertical_barrier_by_timedelta__benchmark[trade_data0]
tests/labels/test_dynamic_labels.py::test__get_vertical_barrier_by_timedelta__benchmark[trade_data0]34.3 ms
test__fixed_time_return_classification__benchmark[trade_data0]
tests/labels/test_labels.py::test__fixed_time_return_classification__benchmark[trade_data0]59.4 ms
test__frac_diff__benchmark_polars[trade_data0]
tests/features/test_frac_diff.py::test__frac_diff__benchmark_polars[trade_data0]1.4 ms
test__get_weights_ffd__benchmark_rs
tests/features/test_frac_diff.py::test__get_weights_ffd__benchmark_rs258.8 µs