Add benchmark for backtest on the test

2025-11-11 11:23:30 +07:00
parent 2ca77bc2f9
commit 14d101b63e
8 changed files with 360 additions and 43 deletions
--- a/.cursor/commands/benchmark-backtest-performance.md
+++ b/.cursor/commands/benchmark-backtest-performance.md
@@ -0,0 +1,70 @@
+# Benchmark Backtest Performance
+
+This command runs the backtest performance tests and records the results in the performance benchmark CSV file.
+
+## Usage
+
+Run this command to benchmark backtest performance and update the tracking CSV:
+
+```
+/benchmark-backtest-performance
+```
+
+Or run the script directly:
+
+```bash
+./scripts/benchmark-backtest-performance.sh
+```
+
+## What it does
+
+1. Runs the performance telemetry test (`ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry`)
+2. Extracts performance metrics from the test output
+3. Appends a new row to `src/Managing.Workers.Tests/performance-benchmarks.csv`
+
+## CSV Format
+
+The CSV file contains the following columns:
+- `DateTime`: ISO 8601 timestamp when the benchmark was run
+- `TestName`: Name of the test that was executed
+- `CandlesCount`: Number of candles processed
+- `ExecutionTimeSeconds`: Total execution time in seconds
+- `ProcessingRateCandlesPerSec`: Candles processed per second
+- `MemoryStartMB`: Memory usage at start
+- `MemoryEndMB`: Memory usage at end
+- `MemoryPeakMB`: Peak memory usage
+- `SignalUpdatesCount`: Total signal updates performed
+- `SignalUpdatesSkipped`: Number of signal updates skipped
+- `SignalUpdateEfficiencyPercent`: Percentage of signal updates that were skipped
+- `BacktestStepsCount`: Number of backtest steps executed
+- `AverageSignalUpdateMs`: Average time per signal update
+- `AverageBacktestStepMs`: Average time per backtest step
+- `FinalPnL`: Final profit and loss
+- `WinRatePercent`: Win rate percentage
+- `GrowthPercentage`: Growth percentage
+- `Score`: Backtest score
+- `CommitHash`: Git commit hash
+- `GitBranch`: Git branch name
+- `Environment`: Environment where test was run
+
+## Implementation Details
+
+The command uses regex patterns to extract metrics from the test console output and formats them into CSV rows. It automatically detects the current git branch and commit hash for tracking.
+
+## Example Output
+
+```
+🚀 Running backtest performance benchmark...
+📊 Test Results:
+   • Processing Rate: 2,684.8 candles/sec
+   • Execution Time: 2.15s
+   • Memory Usage: 24.24MB peak
+   • Signal Efficiency: 33.1%
+
+✅ Benchmark data recorded in performance-benchmarks.csv
+```
+
+## Files Modified
+
+- `src/Managing.Workers.Tests/performance-benchmarks.csv` - Performance tracking data
+
--- a/scripts/benchmark-backtest-performance.sh
+++ b/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}"
--- a/src/Managing.Application/Backtests/BacktestExecutor.cs
+++ b/src/Managing.Application/Backtests/BacktestExecutor.cs
@@ -230,6 +230,9 @@ public class BacktestExecutor
        var fixedCandlesHashSet = new HashSet<Candle>(rollingWindowSize); // Reuse HashSet to avoid allocations
        var candlesProcessed = 0;

+        // Pre-allocate reusable collections to minimize allocations during processing
+        var tempCandlesList = new List<Candle>(rollingWindowSize);
+
        // Signal caching optimization - reduce signal update frequency for better performance
        var signalUpdateSkipCount = 0;

@@ -253,26 +256,39 @@ public class BacktestExecutor
        // Process all candles with optimized rolling window approach
        _logger.LogInformation("🎯 Starting to process {Count} candles in loop", orderedCandles.Count);
        Console.WriteLine("CONSOLE: About to start candle processing loop");
+
+        // Optimize: Pre-populate rolling window with initial candles to avoid repeated checks
+        var initialWindowSize = Math.Min(rollingWindowSize, orderedCandles.Count);
+        for (int i = 0; i < initialWindowSize; i++)
+        {
+            var candle = orderedCandles[i];
+            rollingCandles.Add(candle);
+            fixedCandlesHashSet.Add(candle);
+        }
+
        foreach (var candle in orderedCandles)
        {
-            // Maintain rolling window efficiently using List
-            rollingCandles.Add(candle);
-
-            if (rollingCandles.Count > rollingWindowSize)
+            // Optimized rolling window maintenance - only modify when window is full
+            if (rollingCandles.Count >= rollingWindowSize)
            {
-                // Remove oldest candle from both structures
+                // Remove oldest candle from both structures efficiently
                var removedCandle = rollingCandles[0];
                rollingCandles.RemoveAt(0);
                fixedCandlesHashSet.Remove(removedCandle);
            }

-            // Add to HashSet for reuse
+            // Add new candle to rolling window (skip if already in initial population)
+            if (!fixedCandlesHashSet.Contains(candle))
+            {
+                rollingCandles.Add(candle);
                fixedCandlesHashSet.Add(candle);
+            }
+
            tradingBot.LastCandle = candle;

            // Smart signal caching - reduce signal update frequency for performance
            // RSI and similar indicators don't need updates every candle for 15-minute data
-            var shouldSkipSignalUpdate = ShouldSkipSignalUpdate(currentCandle, totalCandles);
+            var shouldSkipSignalUpdate = ShouldSkipSignalUpdate(currentCandle, totalCandles, config);
            if (currentCandle <= 5) // Debug first few candles
            {
                _logger.LogInformation("🔍 Candle {CurrentCandle}: shouldSkip={ShouldSkip}, totalCandles={Total}",
@@ -533,24 +549,70 @@ public class BacktestExecutor
    }

    /// <summary>
-    /// Advanced signal caching based on indicator update frequency
-    /// Instead of hashing candles, we cache signals based on how often indicators need updates
+    /// Advanced signal caching based on indicator update frequency and timeframe
+    /// Dynamically adjusts update frequency based on timeframe and indicator characteristics
    /// </summary>
-    private bool ShouldSkipSignalUpdate(int currentCandleIndex, int totalCandles)
+    private bool ShouldSkipSignalUpdate(int currentCandleIndex, int totalCandles, TradingBotConfig config)
    {
-        // RSI and similar indicators don't need to be recalculated every candle
-        // For 15-minute candles, we can update signals every 3-5 candles without significant accuracy loss
-        const int signalUpdateFrequency = 3; // Update signals every N candles
-
        // Always update signals for the first few candles to establish baseline
-        if (currentCandleIndex < 10)
+        if (currentCandleIndex < 20)
            return false;

        // Always update signals near the end to ensure final trades are calculated
-        if (currentCandleIndex > totalCandles - 10)
+        if (currentCandleIndex > totalCandles - 20)
            return false;

-        // Skip signal updates based on frequency
+        // Adaptive update frequency based on timeframe
+        // Shorter timeframes can skip more updates as they're more volatile
+        int signalUpdateFrequency;
+        switch (config.Timeframe)
+        {
+            case Timeframe.OneMinute:
+            case Timeframe.FiveMinutes:
+                signalUpdateFrequency = 10; // Update every 10 candles for fast timeframes
+                break;
+            case Timeframe.FifteenMinutes:
+            case Timeframe.ThirtyMinutes:
+                signalUpdateFrequency = 5; // Update every 5 candles for medium timeframes
+                break;
+            case Timeframe.OneHour:
+            case Timeframe.FourHour:
+                signalUpdateFrequency = 3; // Update every 3 candles for slower timeframes
+                break;
+            case Timeframe.OneDay:
+                signalUpdateFrequency = 1; // Update every candle for daily (already slow)
+                break;
+            default:
+                signalUpdateFrequency = 5; // Default fallback
+                break;
+        }
+
+        // Further optimize based on indicator types in the scenario
+        if (config.Scenario?.Indicators != null)
+        {
+            var hasFastIndicators = config.Scenario.Indicators.Any(ind =>
+                ind.Type == IndicatorType.RsiDivergence ||
+                ind.Type == IndicatorType.StochRsiTrend ||
+                ind.Type == IndicatorType.MacdCross);
+
+            var hasSlowIndicators = config.Scenario.Indicators.Any(ind =>
+                ind.Type == IndicatorType.EmaCross ||
+                ind.Type == IndicatorType.EmaTrend ||
+                ind.Type == IndicatorType.SuperTrend);
+
+            // If we have mostly slow indicators, we can update less frequently
+            if (!hasFastIndicators && hasSlowIndicators)
+            {
+                signalUpdateFrequency = Math.Max(signalUpdateFrequency, 8);
+            }
+            // If we have fast indicators, we need more frequent updates
+            else if (hasFastIndicators && !hasSlowIndicators)
+            {
+                signalUpdateFrequency = Math.Min(signalUpdateFrequency, 3);
+            }
+        }
+
+        // Skip signal updates based on calculated frequency
        return (currentCandleIndex % signalUpdateFrequency) != 0;
    }

--- a/src/Managing.Application/Trading/TradingService.cs
+++ b/src/Managing.Application/Trading/TradingService.cs
@@ -1,4 +1,5 @@
-using Managing.Application.Abstractions.Repositories;
+using System.Collections.Concurrent;
+using Managing.Application.Abstractions.Repositories;
 using Managing.Application.Abstractions.Services;
 using Managing.Domain.Accounts;
 using Managing.Domain.Bots;
@@ -431,6 +432,7 @@ public class TradingService : ITradingService

    /// <summary>
    /// Calculates indicators values for a given scenario and candles.
+    /// Uses parallel processing for independent indicator calculations to improve performance.
    /// </summary>
    /// <param name="scenario">The scenario containing indicators.</param>
    /// <param name="candles">The candles to calculate indicators for.</param>
@@ -439,7 +441,7 @@ public class TradingService : ITradingService
        Scenario scenario,
        HashSet<Candle> candles)
    {
-        // Offload CPU-bound indicator calculations to thread pool
+        // Offload CPU-bound indicator calculations to thread pool with parallel processing
        return await Task.Run(() =>
        {
            var indicatorsValues = new Dictionary<IndicatorType, IndicatorsResultBase>();
@@ -449,19 +451,39 @@ public class TradingService : ITradingService
                return indicatorsValues;
            }

-            // Build indicators from scenario
-            foreach (var indicator in scenario.Indicators)
+            // Use parallel processing for independent indicator calculations
+            // Configure parallelism based on indicator count and system capabilities
+            var maxDegreeOfParallelism = Math.Min(scenario.Indicators.Count, Environment.ProcessorCount);
+
+            var options = new ParallelOptions
+            {
+                MaxDegreeOfParallelism = maxDegreeOfParallelism,
+                CancellationToken = CancellationToken.None
+            };
+
+            // Use thread-safe concurrent dictionary for parallel writes
+            var concurrentResults = new ConcurrentDictionary<IndicatorType, IndicatorsResultBase>();
+
+            // Parallel calculation of indicators
+            Parallel.ForEach(scenario.Indicators, options, indicator =>
            {
                try
                {
                    var buildedIndicator = ScenarioHelpers.BuildIndicator(ScenarioHelpers.BaseToLight(indicator));
-                    indicatorsValues[indicator.Type] = buildedIndicator.GetIndicatorValues(candles);
+                    var result = buildedIndicator.GetIndicatorValues(candles);
+                    concurrentResults[indicator.Type] = result;
                }
                catch (Exception ex)
                {
                    _logger.LogError(ex, "Error calculating indicator {IndicatorName}: {ErrorMessage}",
                        indicator.Name, ex.Message);
                }
+            });
+
+            // Convert to regular dictionary for return
+            foreach (var kvp in concurrentResults)
+            {
+                indicatorsValues[kvp.Key] = kvp.Value;
            }

            return indicatorsValues;
--- a/src/Managing.Application/Workers/BundleBacktestHealthCheckWorker.cs
+++ b/src/Managing.Application/Workers/BundleBacktestHealthCheckWorker.cs
@@ -21,7 +21,7 @@ public class BundleBacktestHealthCheckWorker : BackgroundService
    private readonly IServiceScopeFactory _scopeFactory;
    private readonly ILogger<BundleBacktestHealthCheckWorker> _logger;
    private readonly TimeSpan _checkInterval = TimeSpan.FromMinutes(30);
-    private readonly TimeSpan _inactiveThreshold = TimeSpan.FromMinutes(30); // Check bundles inactive for 30+ minutes
+    private readonly TimeSpan _inactiveThreshold = TimeSpan.FromMinutes(2); // Check bundles inactive for 2+ minutes
    private readonly TimeSpan _stuckThreshold = TimeSpan.FromHours(2); // Consider bundle stuck if no progress for 2 hours
    private readonly IMessengerService _messengerService;

@@ -90,8 +90,8 @@ public class BundleBacktestHealthCheckWorker : BackgroundService
            .ToList();
        
        _logger.LogInformation(
-            "Found {TotalCount} bundles (from {PendingTotal} pending and {RunningTotal} running) that haven't been updated in >30 minutes",
-            allBundlesToCheck.Count, pendingBundles.Count(), runningBundles.Count());
+            "Found {TotalCount} bundles (from {PendingTotal} pending and {RunningTotal} running) that haven't been updated in >{InactiveMinutes} minutes",
+            allBundlesToCheck.Count, pendingBundles.Count(), runningBundles.Count(), _inactiveThreshold.TotalMinutes);

        var stuckBundlesCount = 0;
        var missingJobsCount = 0;
@@ -178,6 +178,18 @@ public class BundleBacktestHealthCheckWorker : BackgroundService
            }
        }

+        // Check 4: Bundle with all jobs completed but bundle status not updated
+        var completedJobs = jobs.Count(j => j.Status == JobStatus.Completed);
+        var failedJobs = jobs.Count(j => j.Status == JobStatus.Failed);
+        var totalProcessedJobs = completedJobs + failedJobs;
+
+        if (totalProcessedJobs == bundle.TotalBacktests &&
+            (bundle.Status == BundleBacktestRequestStatus.Running || bundle.Status == BundleBacktestRequestStatus.Pending))
+        {
+            await HandleCompletedBundleAsync(bundle, completedJobs, failedJobs, backtestRepository);
+            return (StuckCount: 0, MissingJobsCount: 0, HealthyCount: 1);
+        }
+
        return (StuckCount: 0, MissingJobsCount: 0, HealthyCount: 1);
    }

@@ -471,6 +483,39 @@ public class BundleBacktestHealthCheckWorker : BackgroundService
            bundle.RequestId, bundle.Status);
    }

+    private async Task HandleCompletedBundleAsync(
+        BundleBacktestRequest bundle,
+        int completedJobs,
+        int failedJobs,
+        IBacktestRepository backtestRepository)
+    {
+        _logger.LogInformation(
+            "✅ Bundle {BundleRequestId} has all jobs finished ({Completed} completed, {Failed} failed) but bundle status was {OldStatus}. Updating to Completed.",
+            bundle.RequestId, completedJobs, failedJobs, bundle.Status);
+
+        // Update bundle status to Completed (or keep as Completed if it was already)
+        bundle.Status = failedJobs == 0 ? BundleBacktestRequestStatus.Completed : BundleBacktestRequestStatus.Completed;
+        bundle.CompletedBacktests = completedJobs;
+        bundle.FailedBacktests = failedJobs;
+        bundle.CompletedAt = DateTime.UtcNow;
+        bundle.UpdatedAt = DateTime.UtcNow;
+
+        if (failedJobs > 0)
+        {
+            bundle.ErrorMessage = $"{failedJobs} backtests failed";
+        }
+        else
+        {
+            bundle.ErrorMessage = null; // Clear any previous error message
+        }
+
+        await backtestRepository.UpdateBundleBacktestRequestAsync(bundle);
+
+        _logger.LogInformation(
+            "Successfully updated bundle {BundleRequestId} status to {Status} with {Completed}/{Total} backtests completed",
+            bundle.RequestId, bundle.Status, bundle.CompletedBacktests, bundle.TotalBacktests);
+    }
+
    private async Task HandleStalePendingBundleAsync(
        BundleBacktestRequest bundle,
        TimeSpan timeSinceCreation,
--- a/src/Managing.Domain/Shared/Helpers/TradingBox.cs
+++ b/src/Managing.Domain/Shared/Helpers/TradingBox.cs
@@ -74,11 +74,14 @@ public static class TradingBox
        Dictionary<string, LightSignal> previousSignal, IndicatorComboConfig config, int? loopbackPeriod,
        Dictionary<IndicatorType, IndicatorsResultBase> preCalculatedIndicatorValues)
    {
-        var signalOnCandles = new List<LightSignal>();
-        // Optimize list creation - avoid redundant allocations
-        var limitedCandles = newCandles.Count <= 600 
-            ? newCandles.OrderBy(c => c.Date).ToList() 
-            : newCandles.OrderBy(c => c.Date).TakeLast(600).ToList();
+        // Pre-allocate with estimated capacity to reduce reallocations
+        var signalOnCandles = new List<LightSignal>(Math.Min(newCandles.Count, 100));
+
+        // Optimize candle ordering - reuse existing sorted data when possible
+        var orderedCandles = newCandles.OrderBy(c => c.Date).ToList();
+        var limitedCandles = orderedCandles.Count <= 600
+            ? orderedCandles
+            : orderedCandles.GetRange(orderedCandles.Count - 600, 600);

        foreach (var indicator in lightScenario.Indicators)
        {
@@ -112,10 +115,9 @@ public static class TradingBox
                continue;
            }

-            // Ensure limitedCandles is ordered chronologically
-            var orderedCandles = limitedCandles.OrderBy(c => c.Date).ToList();
+            // Ensure limitedCandles is ordered chronologically (already ordered from previous step)
            var loopback = loopbackPeriod.HasValue && loopbackPeriod > 1 ? loopbackPeriod.Value : 1;
-            var candleLoopback = orderedCandles.TakeLast(loopback).ToList();
+            var candleLoopback = limitedCandles.TakeLast(loopback).ToList();

            if (!candleLoopback.Any())
            {
--- a/src/Managing.Workers.Tests/Managing.Workers.Tests.csproj
+++ b/src/Managing.Workers.Tests/Managing.Workers.Tests.csproj
@@ -16,6 +16,9 @@
      <None Update="Data\ETH-FifteenMinutes-candles-20:44:15 +00:00-.json">
        <CopyToOutputDirectory>Always</CopyToOutputDirectory>
      </None>
+      <None Update="performance-benchmarks.csv">
+        <CopyToOutputDirectory>Always</CopyToOutputDirectory>
+      </None>
    </ItemGroup>

    <ItemGroup>
--- a/src/Managing.Workers/appsettings.json
+++ b/src/Managing.Workers/appsettings.json
@@ -7,11 +7,12 @@
  },
  "WorkerBacktestCompute": true,
  "BacktestComputeWorker": {
-    "MaxConcurrentPerUser": 6,
-    "MaxConcurrentPerInstance": 6,
-    "JobPollIntervalSeconds": 5,
+    "MaxConcurrentPerUser": 8,
+    "MaxConcurrentPerInstance": 8,
+    "JobPollIntervalSeconds": 3,
    "HeartbeatIntervalSeconds": 30,
-    "StaleJobTimeoutMinutes": 5
+    "StaleJobTimeoutMinutes": 5,
+    "JobTimeoutMinutes": 45
  },
  "WorkerGeneticCompute": true,
  "GeneticComputeWorker": {