Tulip Indicators

Tulip Indicators is fast.

Below are benchmark numbers comparing TI indicator function performance with TA-Lib version 0.4. The values are millions of bars processed per second. Each value is taken as the best of 1 runs. Higher numbers are better.

All numbers are generated from the benchmark program included in the Tulip Indicators source distribution. The missing numbers in the TA-Lib column represents functions that only TI implements. Functions that only TA-Lib implements aren't tested.

It is worth pointing out that the benchmark program also compares the output from the two libraries. They must match for the benchmark to succeed (otherwise it wouldn't be a fair test). This is only a small part of the rigorous testing that TI has been subjected to.

Considering only the functions that both TI and TA-Lib implement, the total time to run the entire benchmark suite is presented below. Lower is better.

That is, TI on average is 44% faster than TA-Lib.

The primary goal of TI was to implement a clean easy-to-use interface with straight-forward and reliable code. Performance optimization takes a backseat to those goals. Where TI is much faster than TA-Lib, it is usually because TI uses a better algorithm. For example, TI does Linear Regression an order of magnitude faster than TA-Lib. This is because TI takes essentially one pass through the input data, but TA-Lib uses an inefficient algorithm that ends up looking at the input data multiples times. Another example: TI calculates Trix in one pass, TA-Lib uses four.