Skip to content

Commit

Permalink
chore: update docs (#163)
Browse files Browse the repository at this point in the history
* update docs for v1.0 release
+semver: major
  • Loading branch information
DaveSkender authored Oct 18, 2020
1 parent e49ac13 commit f2f7249
Show file tree
Hide file tree
Showing 5 changed files with 65 additions and 61 deletions.
2 changes: 1 addition & 1 deletion README.md
Original file line number Diff line number Diff line change
Expand Up @@ -63,7 +63,7 @@ See [individual indicator pages](https://daveskender.github.io/Stock.Indicators/

[![board status](https://dev.azure.com/skender/5123ca47-74f2-4d67-a5d4-c4d90b8d670a/69f29c08-2257-4429-9cea-1629abcd3064/_apis/work/boardbadge/a1dfc6ae-7836-4b56-a849-9a48698252c2)](https://dev.azure.com/skender/5123ca47-74f2-4d67-a5d4-c4d90b8d670a/_boards/board/t/69f29c08-2257-4429-9cea-1629abcd3064/Microsoft.RequirementCategory/)

This NuGet package is an open-source project. If you want to report or contribute bug fixes, new indicators, or feature requests, please review our [contributing guidelines](docs/CONTRIBUTING.md#content).
This NuGet package is an open-source project. If you want to report bugs or contribute fixes, new indicators, or new feature, please review our [contributing guidelines](docs/CONTRIBUTING.md#content).

## Contact us

Expand Down
2 changes: 1 addition & 1 deletion _config.yml
Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
theme: jekyll-theme-cayman
include: [ 'docs/CONTRIBUTING.md', 'LICENSE.md' ]
exclude: [ 'tests/indicators','tests/external','*.sln','*.csproj','*.cs','*.xlsx','*.yml' ]
google_analytics: UA-100790637-2
google_analytics: G-7602GXEZ0R
7 changes: 4 additions & 3 deletions docs/CONTRIBUTING.md
Original file line number Diff line number Diff line change
Expand Up @@ -6,15 +6,16 @@ Thanks for taking the time to contribute!

This project is simpler than most, so it's a good place to start contributing to the open source community, even if you're a newbie.

Before contributing, please be aware that we are accepting these sorts of changes:
We are accepting these sorts of changes and requests:

- Bug reports and fixes
- New generic indicators and overlays (reputable "by the book" definitions only)
- Usability improvements
- New reputable "by the book" indicators and overlays that are in the public domain

We are not accepting things that should be done in your own wrapper code:

- Personal customizations and preferences
- Modified or augmented outputs that are not backed by standard definitions
- Modified or augmented outputs that are not instrinsic to the standard definition

## Reporting bugs and feature requests

Expand Down
7 changes: 1 addition & 6 deletions indicators/Indicators.csproj
Original file line number Diff line number Diff line change
Expand Up @@ -12,12 +12,7 @@
<RepositoryType>git</RepositoryType>
<PackageId>Skender.Stock.Indicators</PackageId>
<PackageTags>Indicators;Stock;Market;Technical;Analysis;Algorithmic;Trading;Trade;Trend;Momentum;Finance;Algorithm;Financial;Strategy;Chart;Charting;Oscillator;Overlay;Equity;Bitcoin;Crypto;Cryptocurrency;Forex;Quantitative;Historical;Quotes;Accumulation;Distribution;ADL;Aroon;True;Range;ATR;Bollinger;Bands;Commodity;CCI;Chandelier;Exit;Chaikin;Money;Flow;CMF;MFI;Simple;Weighted;Exponential;Moving;Average;Convergence;Divergence;MACD;SMA;EMA;DEMA;TEMA;TRIX;Relative;Strength;Index;RSI;ConnorsRSI;Stochastic;Directional;Movement;ADX;Donchian;Keltner;Channel;Heikin-Ashi;Hull;HMA;Ichimoku;Cloud;On-balance;Volume;OBV;Price;PMO;PRS;Parabolic;SAR;Stop;Reverse;PSAR;Rate;Change;ROC;Linear;Regression;R-Squared;Slope;Standard;Deviation;Beta;Correlation;Ulcer;Ultimate;Williams;%R;WMA;ZigZag;.NET;C#;Library;Package;</PackageTags>
<PackageReleaseNotes>More info: https://github.com/DaveSkender/Stock.Indicators/releases
This software is currently in active pre-release development.
Please contribute to help us get to v1.0.0. Feedback appreciated.

Status of v1.0: https://github.com/DaveSkender/Stock.Indicators/issues/104
</PackageReleaseNotes>
<PackageReleaseNotes>More info: https://github.com/DaveSkender/Stock.Indicators/releases</PackageReleaseNotes>
<AssemblyName>Skender.Stock.Indicators</AssemblyName>
<Copyright>@2020 Dave Skender</Copyright>
<RootNamespace>Skender.Stock.Indicators</RootNamespace>
Expand Down
108 changes: 58 additions & 50 deletions tests/performance/README.md
Original file line number Diff line number Diff line change
@@ -1,67 +1,75 @@
# Performance benchmarks

Updated for v0.11.2
Updated for v1.0.0

These are the execution times for the current indicators using two years of historical daily stock quotes (502 periods) with default or typical parameters.

``` bash
BenchmarkDotNet=v0.12.1, OS=Windows 10.0.19041.508 (2004/?/20H1)
BenchmarkDotNet=v0.12.1, OS=Windows 10.0.19041.572 (2004/?/20H1)
Intel Core i7-7700HQ CPU 2.80GHz (Kaby Lake), 1 CPU, 8 logical and 4 physical cores
.NET Core SDK=3.1.402
[Host] : .NET Core 3.1.8 (CoreCLR 4.700.20.41105, CoreFX 4.700.20.41903), X64 RyuJIT
DefaultJob : .NET Core 3.1.8 (CoreCLR 4.700.20.41105, CoreFX 4.700.20.41903), X64 RyuJIT
.NET Core SDK=3.1.403
[Host] : .NET Core 3.1.9 (CoreCLR 4.700.20.47201, CoreFX 4.700.20.47203), X64 RyuJIT
DefaultJob : .NET Core 3.1.9 (CoreCLR 4.700.20.47201, CoreFX 4.700.20.47203), X64 RyuJIT
```

## indicators

| Method | Mean | Error | StdDev |
|------------------------- |------------:|----------:|----------:|
| GetAdl | 164.60 us | 1.043 us | 0.976 us |
| GetAdx | 845.75 us | 3.485 us | 2.910 us |
| GetAroon | 359.33 us | 1.815 us | 1.515 us |
| GetAtr | 205.75 us | 1.710 us | 1.600 us |
| GetBeta | 1,265.96 us | 25.119 us | 42.653 us |
| GetBollingerBands | 525.91 us | 2.474 us | 2.065 us |
| GetCci | 1,091.22 us | 4.156 us | 3.471 us |
| GetChaikinOsc | 442.40 us | 6.910 us | 8.486 us |
| GetChandelier | 413.63 us | 2.783 us | 2.324 us |
| GetCmf | 728.49 us | 3.405 us | 2.843 us |
| GetConnorsRsi | 1,653.33 us | 10.409 us | 9.736 us |
| GetCorrelation | 1,103.21 us | 14.299 us | 12.676 us |
| GetDonchian | 343.38 us | 3.042 us | 2.540 us |
| GetDoubleEma | 293.87 us | 0.767 us | 0.641 us |
| GetEma | 156.96 us | 0.491 us | 0.459 us |
| GetHeikinAshi | 209.11 us | 0.508 us | 0.475 us |
| GetHma | 1,704.73 us | 21.810 us | 20.401 us |
| GetIchimoku | 900.98 us | 2.829 us | 2.363 us |
| GetKeltner | 618.38 us | 4.727 us | 3.691 us |
| GetMacd | 469.48 us | 3.423 us | 3.202 us |
| GetMfi | 533.09 us | 1.822 us | 1.615 us |
| GetObv | 79.33 us | 0.288 us | 0.255 us |
| GetParabolicSar | 115.66 us | 0.637 us | 0.532 us |
| GetPmo | 360.52 us | 3.744 us | 3.503 us |
| GetPrs | 145.28 us | 0.307 us | 0.256 us |
| GetRoc | 104.93 us | 0.220 us | 0.184 us |
| GetRsi | 423.80 us | 3.037 us | 2.692 us |
| GetSlope | 1,160.92 us | 6.177 us | 5.158 us |
| GetSma | 139.72 us | 0.630 us | 0.589 us |
| GetStdDev | 372.50 us | 3.567 us | 3.337 us |
| GetStoch | 417.40 us | 4.008 us | 3.749 us |
| GetStochRsi | 820.29 us | 11.483 us | 10.742 us |
| GetTripleEma | 432.54 us | 4.856 us | 4.542 us |
| GetUlcerIndex | 1,551.47 us | 15.428 us | 14.431 us |
| GetUltimate | 980.96 us | 2.913 us | 2.583 us |
| GetVolSma | 165.49 us | 0.951 us | 0.843 us |
| GetWilliamR | 321.39 us | 3.045 us | 2.849 us |
| GetWma | 905.77 us | 5.484 us | 4.862 us |
| GetZigZag | 262.02 us | 1.229 us | 1.089 us |
| Method | Mean | Error | StdDev | Median |
|------------------- |------------:|----------:|----------:|------------:|
| GetAdl | 167.24 μs | 1.787 μs | 1.492 μs | 167.20 μs |
| GetAdlWithSma | 455.23 μs | 7.843 μs | 6.953 μs | 452.40 μs |
| GetAdx | 855.60 μs | 8.082 μs | 7.560 μs | 857.01 μs |
| GetAroon | 355.76 μs | 4.947 μs | 4.859 μs | 355.15 μs |
| GetAtr | 200.16 μs | 2.224 μs | 1.857 μs | 199.26 μs |
| GetBeta | 1,239.95 μs | 3.319 μs | 2.771 μs | 1,240.02 μs |
| GetBollingerBands | 524.79 μs | 3.694 μs | 3.085 μs | 524.77 μs |
| GetCci | 1,106.68 μs | 11.180 μs | 9.335 μs | 1,102.47 μs |
| GetChaikinOsc | 431.92 μs | 2.981 μs | 2.489 μs | 432.03 μs |
| GetChandelier | 409.24 μs | 3.950 μs | 3.298 μs | 408.91 μs |
| GetCmf | 733.20 μs | 8.408 μs | 7.865 μs | 730.07 μs |
| GetConnorsRsi | 1,652.26 μs | 18.406 μs | 17.217 μs | 1,642.92 μs |
| GetCorrelation | 1,094.46 μs | 2.129 μs | 1.887 μs | 1,094.06 μs |
| GetDonchian | 347.98 μs | 3.658 μs | 3.242 μs | 346.65 μs |
| GetDoubleEma | 291.68 μs | 3.956 μs | 3.507 μs | 290.22 μs |
| GetEma | 151.47 μs | 0.752 μs | 0.667 μs | 151.33 μs |
| GetHeikinAshi | 220.23 μs | 5.598 μs | 16.239 μs | 209.94 μs |
| GetHma | 1,695.43 μs | 4.669 μs | 3.645 μs | 1,694.16 μs |
| GetIchimoku | 959.77 μs | 5.060 μs | 4.485 μs | 959.35 μs |
| GetKeltner | 616.94 μs | 8.850 μs | 7.390 μs | 615.32 μs |
| GetMacd | 464.52 μs | 3.691 μs | 3.453 μs | 462.54 μs |
| GetMfi | 544.27 μs | 10.676 μs | 17.540 μs | 534.62 μs |
| GetObv | 82.03 μs | 0.345 μs | 0.306 μs | 81.93 μs |
| GetObvWithSma | 198.84 μs | 2.002 μs | 1.873 μs | 197.91 μs |
| GetParabolicSar | 113.55 μs | 0.709 μs | 0.592 μs | 113.33 μs |
| GetPmo | 363.58 μs | 5.214 μs | 4.878 μs | 360.75 μs |
| GetPrs | 146.59 μs | 1.937 μs | 1.717 μs | 145.79 μs |
| GetPrsWithSma | 237.48 μs | 3.367 μs | 3.877 μs | 236.03 μs |
| GetRoc | 106.25 μs | 0.843 μs | 0.747 μs | 106.20 μs |
| GetRocWithSma | 387.87 μs | 5.278 μs | 4.937 μs | 385.15 μs |
| GetRsi | 413.49 μs | 3.968 μs | 3.313 μs | 412.55 μs |
| GetSlope | 1,180.92 μs | 11.240 μs | 9.964 μs | 1,176.32 μs |
| GetSma | 140.17 μs | 0.570 μs | 0.476 μs | 139.98 μs |
| GetSmaExtended | 1,166.91 μs | 4.267 μs | 3.332 μs | 1,165.93 μs |
| GetStdDev | 374.02 μs | 3.497 μs | 3.100 μs | 373.65 μs |
| GetStdDevWithSma | 533.23 μs | 1.620 μs | 1.353 μs | 533.39 μs |
| GetStoch | 404.15 μs | 3.478 μs | 3.083 μs | 402.51 μs |
| GetStochRsi | 820.39 μs | 7.537 μs | 6.682 μs | 817.24 μs |
| GetTripleEma | 429.46 μs | 3.667 μs | 3.062 μs | 428.15 μs |
| GetTrix | 489.86 μs | 2.185 μs | 1.937 μs | 489.31 μs |
| GetTrixWithSma | 597.82 μs | 11.434 μs | 21.475 μs | 588.12 μs |
| GetUlcerIndex | 1,553.59 μs | 11.438 μs | 9.551 μs | 1,549.02 μs |
| GetUltimate | 982.79 μs | 4.019 μs | 3.563 μs | 981.74 μs |
| GetVolSma | 166.87 μs | 1.230 μs | 1.150 μs | 166.56 μs |
| GetWilliamR | 323.22 μs | 1.461 μs | 1.295 μs | 322.73 μs |
| GetWma | 908.22 μs | 11.714 μs | 9.145 μs | 906.89 μs |
| GetZigZag | 264.63 μs | 4.154 μs | 7.165 μs | 261.03 μs |

## internal cleaners

| Method | Mean | Error | StdDev |
|----------------- |---------:|---------:|---------:|
| PrepareHistory | 49.63 μs | 0.838 μs | 0.654 μs |
| PrepareBasicData | 33.47 μs | 0.317 μs | 0.265 μs |
| Method | Mean | Error | StdDev | Median |
|----------------- |---------:|---------:|---------:|---------:|
| PrepareHistory | 47.90 μs | 0.875 μs | 2.337 μs | 46.95 μs |
| PrepareBasicData | 33.88 μs | 0.595 μs | 1.058 μs | 33.42 μs |

## internal math functions

Expand Down

0 comments on commit f2f7249

Please sign in to comment.