v0.7.5

hal9000cc · Jan 25, 2023 · 6ea1d48 · 6ea1d48
1 parent c28e041
commit 6ea1d48
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diff --git a/benchmarks.ipynb b/benchmarks.ipynb
@@ -16,7 +16,7 @@
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "empty bars: count 443925 (1.41 %), max consecutive 79200\n",
       "Values: time, open, high, low, close, volume\n",
-      "Load OHLCV: 3.6528148758225143 seconds\n",
+      "Load OHLCV: 1.9088251092471182 seconds\n",
       "\n"
      ]
     }
@@ -58,143 +58,143 @@
       "(IndicatorData) source: binance, name: ADL, symbol: ethusdt, timeframe: 1s, allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, adl\n",
-      "ADL: 0.6605007429607213 seconds\n",
+      "ADL: 0.6341679599136114 seconds\n",
       "\n",
       "(IndicatorData) source: binance, name: ADX, symbol: ethusdt, timeframe: 1s, allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, adx, p_di, m_di\n",
-      "ADX: 2.735113112721592 seconds\n",
+      "ADX: 2.657514554914087 seconds\n",
       "\n",
       "(IndicatorData) source: binance, name: ATR, symbol: ethusdt, timeframe: 1s, allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, tr, atr, atrp\n",
-      "ATR: 1.0340761253610253 seconds\n",
+      "ATR: 1.015963613986969 seconds\n",
       "\n",
       "(IndicatorData) source: binance, name: Aroon, symbol: ethusdt, timeframe: 1s, allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, up, down, oscillator\n",
-      "Aroon: 1.6311176200397313 seconds\n",
+      "Aroon: 1.6124547068029642 seconds\n",
       "\n",
       "(IndicatorData) source: binance, name: awesome, symbol: ethusdt, timeframe: 1s, allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, awesome\n",
-      "Awesome: 0.7489928798750043 seconds\n",
+      "Awesome: 0.7298643128015101 seconds\n",
       "\n",
       "(IndicatorData) source: binance, name: BollingerBands, symbol: ethusdt, timeframe: 1s, allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, mid_line, up_line, down_line, z_score\n",
-      "BollingerBands: 2.300834500230849 seconds\n",
+      "BollingerBands: 2.261984053067863 seconds\n",
       "\n",
       "(IndicatorData) source: binance, name: CCI, symbol: ethusdt, timeframe: 1s, allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, cci\n",
-      "CCI: 3.1995341638103127 seconds\n",
+      "CCI: 3.169743456877768 seconds\n",
       "\n",
       "(IndicatorData) source: binance, name: Chandelier, symbol: ethusdt, timeframe: 1s, allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, exit_short, exit_long\n",
-      "Chandelier: 2.878638601861894 seconds\n",
+      "Chandelier: 2.8411412509158254 seconds\n",
       "\n",
       "(IndicatorData) source: binance, name: EMA, symbol: ethusdt, timeframe: 1s, allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, ema\n",
-      "EMA: 0.15950614400207996 seconds\n",
+      "EMA: 0.15325559210032225 seconds\n",
       "\n",
       "(IndicatorData) source: binance, name: Ichimoku, symbol: ethusdt, timeframe: 1s, allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, tenkan, kijun, senkou_a, senkou_b, chikou\n",
-      "Ichimoku: 6.159421370830387 seconds\n",
+      "Ichimoku: 6.122449373360723 seconds\n",
       "\n",
       "(IndicatorData) source: binance, name: Keltner, symbol: ethusdt, timeframe: 1s, allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, mid_line, up_line, down_line, width\n",
-      "Keltner: 1.5549614480696619 seconds\n",
+      "Keltner: 1.529280143789947 seconds\n",
       "\n",
       "(IndicatorData) source: binance, name: SMA, symbol: ethusdt, timeframe: 1s, allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, move_average\n",
-      "MA: 0.5282948948442936 seconds\n",
+      "MA: 0.5362107087858021 seconds\n",
       "\n",
       "(IndicatorData) source: binance, name: MACD, symbol: ethusdt, timeframe: 1s, allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, macd, signal, hist\n",
-      "MACD: 0.5446319309994578 seconds\n",
+      "MACD: 0.5420620241202414 seconds\n",
       "\n",
       "(IndicatorData) source: binance, name: MFI, symbol: ethusdt, timeframe: 1s, allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, mfi\n",
-      "MFI: 2.3231111387722194 seconds\n",
+      "MFI: 2.2992672147229314 seconds\n",
       "\n",
       "(IndicatorData) source: binance, name: OBV, symbol: ethusdt, timeframe: 1s, not allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, OBV\n",
-      "OBV: 0.47221882501617074 seconds\n",
+      "OBV: 0.4630265780724585 seconds\n",
       "\n",
       "(OHLCV data) source: binance, symbol: ethusdt, timeframe: 1s\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "empty bars: count 443925 (1.41 %), max consecutive 79200\n",
       "Values: time, open, high, low, close, volume\n",
-      "OHLCV: 0.00019955402240157127 seconds\n",
+      "OHLCV: 0.00017242319881916046 seconds\n",
       "\n",
       "(IndicatorData) source: binance, name: ParabolicSAR, symbol: ethusdt, timeframe: 1s, allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, sar, signal\n",
-      "ParabolicSAR: 0.24758487194776535 seconds\n",
+      "ParabolicSAR: 0.2482561320066452 seconds\n",
       "\n",
       "(IndicatorData) source: binance, name: ROC, symbol: ethusdt, timeframe: 1s, allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, roc, smooth_roc\n",
-      "ROC: 0.7721893326379359 seconds\n",
+      "ROC: 0.7575150090269744 seconds\n",
       "\n",
       "(IndicatorData) source: binance, name: RSI, symbol: ethusdt, timeframe: 1s, allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, rsi\n",
-      "RSI: 0.9511742000468075 seconds\n",
+      "RSI: 0.8902523168362677 seconds\n",
       "\n",
       "(IndicatorData) source: binance, name: SMA, symbol: ethusdt, timeframe: 1s, allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, sma\n",
-      "SMA: 0.5496290558949113 seconds\n",
+      "SMA: 0.5381767158396542 seconds\n",
       "\n",
       "(IndicatorData) source: binance, name: Stochastic, symbol: ethusdt, timeframe: 1s, allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, value_d, value_k, oscillator\n",
-      "Stochastic: 1.4900945811532438 seconds\n",
+      "Stochastic: 1.417321132030338 seconds\n",
       "\n",
       "(IndicatorData) source: binance, name: Supertrend, symbol: ethusdt, timeframe: 1s, allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, supertrend, sumpertrend_mid\n",
-      "Supertrend: 0.4729581833817065 seconds\n",
+      "Supertrend: 0.45858877431601286 seconds\n",
       "\n",
       "(IndicatorData) source: binance, name: TEMA, symbol: ethusdt, timeframe: 1s, allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, tema\n",
-      "TEMA: 0.8111141650006175 seconds\n",
+      "TEMA: 0.7891311594285071 seconds\n",
       "\n",
       "(IndicatorData) source: binance, name: TRIX, symbol: ethusdt, timeframe: 1s, allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, trix\n",
-      "TRIX: 0.6273575150407851 seconds\n",
+      "TRIX: 0.5993552338331938 seconds\n",
       "\n",
       "(IndicatorData) source: binance, name: VWAP, symbol: ethusdt, timeframe: 1s, allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, vwap\n",
-      "VWAP: 0.8686594204045832 seconds\n",
+      "VWAP: 0.5509914574213326 seconds\n",
       "\n",
       "(IndicatorData) source: binance, name: VWMA, symbol: ethusdt, timeframe: 1s, allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, vwma\n",
-      "VWMA: 0.2109523992985487 seconds\n",
+      "VWMA: 0.2185005978681147 seconds\n",
       "\n",
       "(IndicatorData) source: binance, name: WilliamsR, symbol: ethusdt, timeframe: 1s, allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, williams_r\n",
-      "WilliamsR: 1.9481418672949076 seconds\n",
+      "WilliamsR: 1.8990517747588456 seconds\n",
       "\n",
       "(IndicatorData) source: binance, name: ZigZag, symbol: ethusdt, timeframe: 1s, allowed nan\n",
       "date: 2021-01-01T00:00 - 2021-12-31T23:59 (length: 31536000) \n",
       "Values: time, pivots, pivot_types\n",
-      "ZigZag: 0.17585174087435007 seconds\n",
+      "ZigZag: 0.18137558596208692 seconds\n",
       "\n"
      ]
     }
@@ -228,14 +228,6 @@
     "                         number=1, globals=test_globals)\n",
     "    print(f'{indicator_name}: {time} seconds\\n')\n"
    ]
-  },
-  {
-   "cell_type": "code",
-   "execution_count": null,
-   "id": "2e97f832",
-   "metadata": {},
-   "outputs": [],
-   "source": []
   }
  ],
  "metadata": {