Add benchmark for backtest on the test

scripts/benchmark-backtest-performance.sh

@@ -0,0 +1,112 @@
+#!/bin/bash
+
+# Benchmark Backtest Performance Script
+# This script runs backtest performance tests and records results in CSV
+
+set -e  # Exit on any error
+
+echo "🚀 Running backtest performance benchmark..."
+
+# Colors for output
+RED='\033[0;31m'
+GREEN='\033[0;32m'
+YELLOW='\033[1;33m'
+BLUE='\033[0;34m'
+NC='\033[0m' # No Color
+
+# Function to extract value from test output using regex
+extract_value() {
+    local pattern="$1"
+    local text="$2"
+    echo "$text" | grep -o "$pattern" | head -1 | sed 's/.*: //' | sed 's/[^0-9.]*$//' | tr -d ','
+}
+
+# Get current timestamp
+TIMESTAMP=$(date -u +"%Y-%m-%dT%H:%M:%SZ")
+
+# Get git information
+COMMIT_HASH=$(git rev-parse --short HEAD 2>/dev/null || echo "unknown")
+BRANCH_NAME=$(git branch --show-current 2>/dev/null || echo "unknown")
+ENVIRONMENT="development"
+
+# Run the performance test and capture output
+echo "📊 Running performance test..."
+TEST_OUTPUT=$(dotnet test src/Managing.Workers.Tests/Managing.Workers.Tests.csproj \
+    --filter "ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry" \
+    --verbosity minimal \
+    --logger "console;verbosity=detailed" 2>&1)
+
+# Check if test passed
+if echo "$TEST_OUTPUT" | grep -q "Passed.*1"; then
+    echo -e "${GREEN}✅ Test passed!${NC}"
+else
+    echo -e "${RED}❌ Test failed!${NC}"
+    echo "$TEST_OUTPUT"
+    exit 1
+fi
+
+# Extract performance metrics from the output
+CANDLES_COUNT=$(echo "$TEST_OUTPUT" | grep "📈 Total Candles Processed:" | sed 's/.*: //' | sed 's/ / /' | tr -d ',' | xargs)
+EXECUTION_TIME=$(echo "$TEST_OUTPUT" | grep "⏱️  Total Execution Time:" | sed 's/.*: //' | sed 's/s//' | sed 's/,/./g' | xargs)
+PROCESSING_RATE=$(echo "$TEST_OUTPUT" | grep "🚀 Processing Rate:" | sed 's/.*: //' | sed 's/ candles\/sec//' | sed 's/,/./g' | xargs)
+
+# Extract memory metrics
+MEMORY_LINE=$(echo "$TEST_OUTPUT" | grep "💾 Memory Usage:")
+MEMORY_START=$(echo "$MEMORY_LINE" | sed 's/.*Start=//' | sed 's/MB.*//' | xargs)
+MEMORY_END=$(echo "$MEMORY_LINE" | sed 's/.*End=//' | sed 's/MB.*//' | xargs)
+MEMORY_PEAK=$(echo "$MEMORY_LINE" | sed 's/.*Peak=//' | sed 's/MB.*//' | xargs)
+
+# Extract signal update metrics
+SIGNAL_LINE=$(echo "$TEST_OUTPUT" | grep "• Signal Updates:")
+SIGNAL_UPDATES=$(echo "$SIGNAL_LINE" | sed 's/.*Signal Updates: //' | sed 's/ms.*//' | xargs)
+SIGNAL_SKIPPED=$(echo "$SIGNAL_LINE" | grep -o "[0-9,]* skipped" | sed 's/ skipped//' | tr -d ',' | xargs)
+SIGNAL_EFFICIENCY=$(echo "$SIGNAL_LINE" | grep -o "[0-9.]*% efficiency" | sed 's/% efficiency//' | xargs)
+
+# Extract backtest steps
+BACKTEST_LINE=$(echo "$TEST_OUTPUT" | grep "• Backtest Steps:")
+BACKTEST_STEPS=$(echo "$BACKTEST_LINE" | sed 's/.*Backtest Steps: //' | sed 's/ms.*//' | xargs)
+
+# Extract timing metrics
+AVG_SIGNAL_UPDATE=$(echo "$TEST_OUTPUT" | grep "• Average Signal Update:" | sed 's/.*Average Signal Update: //' | sed 's/ms.*//' | xargs)
+AVG_BACKTEST_STEP=$(echo "$TEST_OUTPUT" | grep "• Average Backtest Step:" | sed 's/.*Average Backtest Step: //' | sed 's/ms.*//' | xargs)
+
+# Extract trading results
+FINAL_PNL=$(echo "$TEST_OUTPUT" | grep "• Final PnL:" | sed 's/.*Final PnL: //' | xargs)
+WIN_RATE=$(echo "$TEST_OUTPUT" | grep "• Win Rate:" | sed 's/.*Win Rate: //' | sed 's/%//' | xargs)
+GROWTH_PERCENTAGE=$(echo "$TEST_OUTPUT" | grep "• Growth:" | sed 's/.*Growth: //' | sed 's/%//' | xargs)
+SCORE=$(echo "$TEST_OUTPUT" | grep "• Score:" | sed 's/.*Score: //' | xargs)
+
+# Set defaults for missing values
+CANDLES_COUNT=${CANDLES_COUNT:-0}
+EXECUTION_TIME=${EXECUTION_TIME:-0}
+PROCESSING_RATE=${PROCESSING_RATE:-0}
+MEMORY_START=${MEMORY_START:-0}
+MEMORY_END=${MEMORY_END:-0}
+MEMORY_PEAK=${MEMORY_PEAK:-0}
+SIGNAL_UPDATES=${SIGNAL_UPDATES:-0}
+SIGNAL_SKIPPED=${SIGNAL_SKIPPED:-0}
+SIGNAL_EFFICIENCY=${SIGNAL_EFFICIENCY:-0}
+BACKTEST_STEPS=${BACKTEST_STEPS:-0}
+AVG_SIGNAL_UPDATE=${AVG_SIGNAL_UPDATE:-0}
+AVG_BACKTEST_STEP=${AVG_BACKTEST_STEP:-0}
+FINAL_PNL=${FINAL_PNL:-0}
+WIN_RATE=${WIN_RATE:-0}
+GROWTH_PERCENTAGE=${GROWTH_PERCENTAGE:-0}
+SCORE=${SCORE:-0}
+
+# Create CSV row
+CSV_ROW="$TIMESTAMP,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,$CANDLES_COUNT,$EXECUTION_TIME,$PROCESSING_RATE,$MEMORY_START,$MEMORY_END,$MEMORY_PEAK,$SIGNAL_UPDATES,$SIGNAL_SKIPPED,$SIGNAL_EFFICIENCY,$BACKTEST_STEPS,$AVG_SIGNAL_UPDATE,$AVG_BACKTEST_STEP,$FINAL_PNL,$WIN_RATE,$GROWTH_PERCENTAGE,$SCORE,$COMMIT_HASH,$BRANCH_NAME,$ENVIRONMENT"
+
+# Append to CSV file
+echo "$CSV_ROW" >> "src/Managing.Workers.Tests/performance-benchmarks.csv"
+
+# Display results
+echo -e "${BLUE}📊 Benchmark Results:${NC}"
+echo "   • Processing Rate: $PROCESSING_RATE candles/sec"
+echo "   • Execution Time: $EXECUTION_TIME seconds"
+echo "   • Memory Peak: $MEMORY_PEAK MB"
+echo "   • Signal Efficiency: $SIGNAL_EFFICIENCY%"
+echo "   • Candles Processed: $CANDLES_COUNT"
+echo "   • Score: $SCORE"
+
+echo -e "${GREEN}✅ Benchmark data recorded successfully!${NC}"