Apple M4 Max 基准测试

增量式、因果技术分析文档

以下结果采集于 2026-07-19。公开文档以 CPU 类型而不是主机名标识基准测试系统。

系统

运行命令:

python benchmarks/benchmark_readme.py --samples 50000 --repeat 5 --warmup 1 --output <benchmark-output.md>

延迟快照

算法 输入数 仅更新:advance(...) ns/update 更新并返回:update(...) ns/update
AbsolutePriceOscillator 1 18.3 23.5
AccelerationBands 3 39.6 63.4
AcceleratorOscillator 2 33.6 41.7
AccumulationDistribution 4 39.6 44.4
AccumulativeSwingIndex 4 43.4 44.6
ADWIN 1 259 262
Alligator 2 29.9 52.6
AlphaBetaGammaTrackingFilter 1 19.4 40.0
AmihudIlliquidity 2 29.6 32.2
AnchoredVWAP 5 49.5 51.5
ArnaudLegouxMovingAverage 1 17.7 24.8
Aroon 2 45.1 67.3
AroonOscillator 2 44.7 49.9
ATR 3 34.5 39.3
ATRP 3 35.5 42.0
ATRRegimeDetector 3 38.0 42.4
AuctionContinuousMarketTransitionDetector 1 18.4 23.2
AverageDirectionalMovementIndex 3 42.0 48.2
AverageDirectionalMovementIndexRating 3 43.5 55.1
AveragePrice 4 39.4 42.9
AwesomeOscillator 2 29.3 37.0
BalanceOfPower 4 35.8 40.9
Beta 2 27.1 36.3
BetaRegimeDetector 2 28.0 40.3
Bias 1 19.0 23.3
BidAskBounceRegimeDetector 3 36.2 40.4
BollingerBands 1 19.5 44.1
BollingerBandwidth 1 17.4 24.3
BollingerPercentB 1 19.4 25.0
BoundedBOCPD 1 639 648
CalibrationDriftDetector 2 28.8 32.8
ChaikinMoneyFlow 4 40.7 47.5
ChaikinOscillator 4 42.2 49.7
ChaikinVolatility 2 28.5 34.2
ChandelierExit 3 54.8 76.3
ChandeMomentumOscillator 1 19.1 23.3
ChoppinessIndex 3 54.1 68.3
ClosePressureReversalSignal 5 89.3 117
CointegrationBreakdownMonitor 2 28.2 35.2
CommodityChannelIndex 3 35.4 47.1
ComparativeRelativeStrength 2 26.2 31.7
ConnorsRSI 1 32.8 38.4
CoppockCurve 1 21.1 22.7
Correlation 2 28.4 38.9
CorrelationRegimeDetector 2 32.4 41.9
CrossAssetCorrelationBreakDetector 2 35.1 45.9
CumulativeReturn 1 18.4 21.3
CUSUM 1 19.7 24.5
DailyLogReturn 1 17.9 26.5
DailyReturn 1 17.9 22.3
DDM 1 18.7 22.9
Delay 1 17.0 21.3
DeMarker 2 30.0 32.7
DetrendedPriceOscillator 1 20.0 24.4
DirectionalMovementIndex 3 38.8 47.7
DonchianChannel 3 51.0 78.5
DoubleEMA 1 19.3 24.8
EaseOfMovement 3 37.0 60.2
EDDM 1 19.7 24.6
EfficiencyRatio 1 18.4 22.7
EhlersCenterOfGravity 1 22.0 45.4
EhlersCyberCycle 1 19.0 44.2
EhlersDecycler 1 18.4 42.2
EhlersInstantaneousTrendline 1 17.8 40.1
EhlersOptimalTrackingFilter 2 31.8 36.0
EhlersRoofingFilter 1 19.1 44.3
EhlersSuperSmoother 1 18.4 23.5
ElderRayIndex 3 35.3 60.7
EMA 1 18.3 22.9
EWMA 1 17.4 23.2
EWMAZScoreShiftDetector 1 22.0 26.7
ExecutionCostSlippageRegimeDetector 3 36.2 38.1
FastStochastic 3 57.9 80.9
FeatureDistributionDriftDetector 1 262 263
FibonacciRetracementLevels 2 45.4 74.7
FisherTransform 2 59.7 65.2
ForceIndex 2 26.0 32.6
FractalAdaptiveMovingAverage 1 43.9 50.3
GatorOscillator 2 31.0 54.6
GaussianProcessRegressionBands 1 462 487
GeometricMovingAverage 1 21.3 29.8
GuppyMultipleMovingAverage 1 27.2 54.7
HDDM 1 23.1 28.6
HeikinAshiTransform 4 40.2 65.0
HiddenSemiMarkovRegimeFilter 1 56.5 61.3
High 1 27.2 32.9
HighIndex 1 28.0 31.7
HighLow 1 34.8 55.1
HighLowIndex 1 33.8 58.0
HilbertDominantCyclePeriod 1 219 228
HilbertDominantCyclePhase 1 217 225
HilbertPhasor 1 217 243
HilbertSineWave 1 217 241
HilbertTrendline 1 218 219
HilbertTrendMode 1 230 229
HistoricalVolatility 1 22.3 26.6
HitRateDriftDetector 1 18.9 23.5
HullMovingAverage 1 20.1 24.2
Ichimoku 3 74.0 94.8
InteractingMultipleModelFilter 1 101 124
IntradayClockEchoSignal 5 124 145
IntradayIntensity 4 41.8 43.3
IntradayMomentumIndex 2 28.1 34.1
InverseFisherRSI 1 29.9 40.2
KagiChart 1 25.0 51.5
KalmanExtremumTrend 3 67.3 99.8
KalmanHedgeRatio 2 50.3 69.9
KalmanInnovationZScore 1 35.3 53.7
KalmanLocalLinearTrend 1 36.3 63.3
KalmanMovingAverage 1 39.1 53.6
KalmanPredictionBands 1 40.4 61.5
KalmanRegressionChannel 2 57.7 76.0
KalmanTrendSignal 1 39.1 64.2
KalmanVelocityOscillator 1 37.3 53.7
Kama 1 21.4 26.1
KeltnerChannel 3 39.4 61.8
KeltnerChannelOriginal 3 41.0 64.8
KlingerVolumeOscillator 4 49.9 75.7
KSTOscillator 1 28.7 55.9
KSWIN 1 1306 1294
KyleLambda 2 30.4 36.0
LeadLagRegimeDetector 2 30.4 36.6
LinearRegression 1 27.3 33.6
LinearRegressionAngle 1 26.8 33.3
LinearRegressionIntercept 1 24.3 31.1
LinearRegressionSlope 1 25.9 33.5
LiquidityDroughtDetector 3 39.2 41.6
LiquidityRegimeDetector 2 27.2 35.7
Low 1 27.2 35.9
LowIndex 1 30.4 33.1
MACD 1 20.2 47.1
MACDExt 1 19.9 45.1
MACDFix 1 22.7 48.5
MarketFacilitationIndex 3 35.9 41.1
MarketOpenCloseTransitionDetector 1 20.0 22.8
MassIndex 2 29.4 37.3
MatchedFlowConformalSignal 5 935 938
McGinleyDynamic 1 28.6 31.9
MedianPrice 2 27.8 34.7
MesaAdaptiveMovingAverage 1 54.1 80.6
MicrostructureNoiseRegimeDetector 3 36.9 39.6
MidPoint 1 34.8 40.0
MidPrice 2 47.3 53.2
MinusDirectionalIndicator 3 40.1 47.3
MinusDirectionalMovement 2 28.3 31.5
Momentum 1 18.7 24.2
MoneyFlowIndex 4 46.6 54.3
MovingAverageEnvelope 1 19.6 41.8
NadarayaWatsonEnvelope 1 44.9 77.6
NegativeVolumeIndex 2 28.7 34.3
NormalizedATR 3 33.1 38.3
OnBalanceVolume 2 31.8 36.5
OnlineGaussianMixtureRegimeFilter 1 41.6 52.4
OnlineHMMRegimeFilter 1 57.2 63.2
OnlineMarkovSwitchingVolatilityFilter 1 58.9 65.1
OrderFlowImbalance 4 42.6 48.2
OrderFlowImbalanceRegimeDetector 4 48.2 51.5
PageHinkley 1 22.3 26.9
PairsSpreadRegimeDetector 2 29.9 35.0
ParabolicSAR 2 28.8 31.1
ParabolicSARExtended 2 26.8 31.3
ParticleFilterTrend 1 2056 2086
PercentagePrice 1 20.8 44.0
PercentageVolume 1 20.8 47.1
PivotPoints 3 34.5 61.8
PlusDirectionalIndicator 3 40.7 45.3
PlusDirectionalMovement 2 26.6 31.4
PointAndFigure 1 19.3 45.3
PositiveVolumeIndex 2 29.2 34.8
PredictionErrorDriftDetector 2 29.3 33.8
PrettyGoodOscillator 3 37.7 43.7
PsychologicalLine 1 19.6 28.4
QStick 2 27.9 33.4
QuoteMessageRateRegimeDetector 1 20.8 25.3
QuoteStuffingDetector 2 29.0 34.5
RandomWalkIndex 3 51.2 79.6
RateOfChangePercentage 1 18.0 22.7
RateOfChangeRatio 1 17.7 23.9
RateOfChangeRatio100 1 18.2 22.1
RealizedVarianceRegimeDetector 1 19.9 23.7
RelativeVigorIndex 4 46.5 74.9
RelativeVolatilityIndex 1 27.1 52.8
RenkoBrickGenerator 1 19.3 46.0
ResidualDriftDetector 1 19.4 24.5
ROC 1 20.3 24.3
RollingBetaShiftDetector 2 32.4 41.2
RollingCorrelationShiftDetector 2 38.9 44.9
RollingMeanShiftDetector 1 26.1 29.5
RollingMeanVarianceShiftDetector 1 34.7 41.2
RollingMedian 1 133 127
RollingSpreadLiquidityShiftDetector 4 42.3 55.3
RollingVarianceShiftDetector 1 27.7 33.9
RSI 1 22.4 29.2
SavitzkyGolayFilter 1 26.1 50.7
SchaffTrendCycle 1 40.8 45.8
SMA 1 19.8 23.3
SmoothedMovingAverage 1 19.4 24.3
SpreadExplosionDetector 2 26.6 33.0
SpreadFeatures 3 42.5 67.5
SpreadRegimeDetector 2 29.3 33.8
SqueezeMomentum 3 75.3 99.6
StdDev 1 19.3 23.9
StickyHMMRegimeFilter 1 58.6 63.9
Stochastic 3 62.3 86.0
StochasticMomentumIndex 3 58.1 82.1
StochRSI 1 47.5 53.5
Summation 1 19.0 24.1
SuperTrend 3 43.6 69.3
SwingIndex 4 40.3 47.2
T3MovingAverage 1 25.9 27.9
ThresholdRegimeDetector 1 19.1 23.9
TimeSeriesForecast 1 26.4 31.9
TradeIntensityRegimeDetector 1 23.8 28.1
TrendChopRegimeDetector 3 37.6 43.4
TrendIntensityIndex 1 21.0 25.7
TriangularMovingAverage 1 21.9 25.8
TripleEMA 1 22.3 26.8
Trix 1 21.6 26.7
TrueRange 3 33.3 38.5
TSI 1 22.7 26.8
TwiggsMoneyFlow 4 43.1 47.9
TwoFactorKalmanTrendFilter 1 38.4 62.5
TypicalPrice 3 35.4 40.2
UlcerIndex 1 29.6 35.0
UltimateOscillator 3 37.9 49.2
VariableIndexDynamicAverage 1 19.9 24.8
Variance 1 19.7 23.9
VerticalHorizontalFilter 1 32.4 37.3
VolatilityBreakoutDetector 1 20.0 24.3
VolatilityCompressionExpansionDetector 1 21.2 25.3
VolatilityRegimeDetector 1 20.2 23.3
VolumeOscillator 1 19.3 24.4
VolumePriceTrend 2 26.8 32.2
VolumeProfile 2 190 213
VolumeRegimeDetector 1 23.4 27.9
VolumeWeightedAveragePrice 4 40.6 44.5
VolumeWeightedMovingAverage 2 27.5 33.0
Vortex 3 38.4 58.4
VPIN 2 62.0 68.6
WaveTrend 3 41.1 65.8
WeightedClosePrice 3 33.7 35.9
WeightedMovingAverage 1 19.0 22.9
WilliamsAD 3 37.1 40.8
WilliamsFractals 2 29.1 55.4
WilliamsR 3 53.1 59.2
ZeroLagEMA 1 18.7 22.9
ZigZagSwingDetector 1 20.3 44.0