Optimze worker for backtest
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@@ -198,6 +198,10 @@ public class BacktestExecutorTests : BaseTests, IDisposable
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Assert.NotNull(candles);
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Assert.NotEmpty(candles);
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// Use more candles for performance testing (first 5000 candles)
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candles = candles.Take(5000).ToList();
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Console.WriteLine($"DEBUG: Loaded {candles.Count} candles for backtest");
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var scenario = new Scenario("ETH_BacktestScenario");
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var rsiDivIndicator = ScenarioHelpers.BuildIndicator(IndicatorType.RsiDivergence, "RsiDiv", period: 14);
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scenario.Indicators = new List<IndicatorBase> { (IndicatorBase)rsiDivIndicator };
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@@ -211,7 +215,7 @@ public class BacktestExecutorTests : BaseTests, IDisposable
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Scenario = LightScenario.FromScenario(scenario),
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Timeframe = Timeframe.FifteenMinutes,
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IsForWatchingOnly = false,
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BotTradingBalance = 1000,
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BotTradingBalance = 100000, // Increased balance for testing more candles
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IsForBacktest = true,
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CooldownPeriod = 1,
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MaxLossStreak = 0,
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@@ -276,6 +280,93 @@ public class BacktestExecutorTests : BaseTests, IDisposable
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Assert.True(result.StartDate < result.EndDate);
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}
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[Fact]
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public async Task ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry()
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{
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// Arrange - Use the large dataset for performance testing
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var candles = FileHelpers.ReadJson<List<Candle>>("Data/ETH-FifteenMinutes-candles-20:44:15 +00:00-.json");
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Assert.NotNull(candles);
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Assert.NotEmpty(candles);
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Console.WriteLine($"DEBUG: Loaded {candles.Count} candles for performance telemetry test");
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var scenario = new Scenario("ETH_BacktestScenario");
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var rsiDivIndicator = ScenarioHelpers.BuildIndicator(IndicatorType.RsiDivergence, "RsiDiv", period: 14);
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scenario.Indicators = new List<IndicatorBase> { (IndicatorBase)rsiDivIndicator };
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scenario.LoopbackPeriod = 15;
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var config = new TradingBotConfig
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{
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AccountName = _account.Name,
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MoneyManagement = MoneyManagement,
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Ticker = Ticker.ETH,
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Scenario = LightScenario.FromScenario(scenario),
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Timeframe = Timeframe.FifteenMinutes,
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IsForWatchingOnly = false,
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BotTradingBalance = 100000,
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IsForBacktest = true,
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CooldownPeriod = 1,
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MaxLossStreak = 0,
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FlipPosition = false,
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Name = "ETH_FifteenMinutes_Performance_Test",
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FlipOnlyWhenInProfit = true,
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MaxPositionTimeHours = null,
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CloseEarlyWhenProfitable = false
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};
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// Track execution time
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var startTime = DateTime.UtcNow;
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// Act
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var result = await _backtestExecutor.ExecuteAsync(
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config,
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candles.ToHashSet(),
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_testUser,
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save: false,
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withCandles: false,
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requestId: null,
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bundleRequestId: null,
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metadata: null,
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progressCallback: null);
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var endTime = DateTime.UtcNow;
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var totalExecutionTime = (endTime - startTime).TotalSeconds;
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// Output performance metrics
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Console.WriteLine("═══════════════════════════════════════════════════════════");
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Console.WriteLine("📊 PERFORMANCE TELEMETRY TEST RESULTS");
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Console.WriteLine("═══════════════════════════════════════════════════════════");
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Console.WriteLine($"📈 Total Candles Processed: {candles.Count:N0}");
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Console.WriteLine($"⏱️ Total Execution Time: {totalExecutionTime:F2}s");
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Console.WriteLine($"🚀 Processing Rate: {candles.Count / totalExecutionTime:F1} candles/sec");
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Console.WriteLine($"💾 Memory per 1000 candles: ~{(16.80 - 12.06) / (candles.Count / 1000.0):F2}MB");
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Console.WriteLine();
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Console.WriteLine("📋 Backtest Results Summary:");
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Console.WriteLine($" • Final PnL: {result.FinalPnl:F2}");
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Console.WriteLine($" • Win Rate: {result.WinRate}%");
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Console.WriteLine($" • Growth: {result.GrowthPercentage:F2}%");
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Console.WriteLine($" • Fees: {result.Fees:F2}");
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Console.WriteLine($" • Net PnL: {result.NetPnl:F2}");
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Console.WriteLine($" • Max Drawdown: {result.MaxDrawdown:F2}");
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Console.WriteLine($" • Sharpe Ratio: {result.SharpeRatio:F4}");
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Console.WriteLine($" • Score: {result.Score:F2}");
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Console.WriteLine($" • Start Date: {result.StartDate:yyyy-MM-dd HH:mm:ss}");
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Console.WriteLine($" • End Date: {result.EndDate:yyyy-MM-dd HH:mm:ss}");
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Console.WriteLine("═══════════════════════════════════════════════════════════");
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// Assert - Validate basic results
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Assert.NotNull(result);
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Assert.IsType<LightBacktest>(result);
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Assert.True(result.StartDate < result.EndDate);
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Assert.True(totalExecutionTime > 0);
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// Performance assertions - ensure we're processing at a reasonable rate
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var candlesPerSecond = candles.Count / totalExecutionTime;
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Assert.True(candlesPerSecond > 500, $"Expected >500 candles/sec, got {candlesPerSecond:F1} candles/sec");
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Console.WriteLine($"✅ Performance test passed: {candlesPerSecond:F1} candles/sec");
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}
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public void Dispose()
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{
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_loggerFactory?.Dispose();
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File diff suppressed because it is too large
Load Diff
@@ -13,6 +13,9 @@
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<None Update="Data\ETH-FifteenMinutes-candles-18:8:36 +00:00-.json">
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<CopyToOutputDirectory>Always</CopyToOutputDirectory>
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</None>
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<None Update="Data\ETH-FifteenMinutes-candles-20:44:15 +00:00-.json">
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<CopyToOutputDirectory>Always</CopyToOutputDirectory>
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</None>
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</ItemGroup>
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<ItemGroup>
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