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Fix realized pnl on backtest save + add tests (not all passing)

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cryptooda
2025-11-14 02:38:15 +07:00
parent 1f7d914625
commit 460a7bd559
34 changed files with 6012 additions and 500 deletions
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src/Managing.Workers.Tests/performance-benchmarks-two-scenarios.csv
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@@ -14,3 +14,4 @@ DateTime,TestName,CandlesCount,ExecutionTimeSeconds,ProcessingRateCandlesPerSec,
2025-11-12T13:56:26Z,Telemetry_ETH_RSI_EMACROSS,5760,6.32,910.9,15.26,15.84,23.13,0.0,0,0.0,0.0,0.0,0.0,-53491.95,20,-53.49,0.00,e0d21115,dev,development
2025-11-12T14:04:57Z,Telemetry_ETH_RSI_EMACROSS,5760,6.45,893.2,15.27,16.06,23.13,0.0,0,0.0,0.0,0.0,0.0,-53491.95,20,-53.49,0.00,d9489691,dev,development
2025-11-12T17:31:53Z,Telemetry_ETH_RSI_EMACROSS,5760,5.10,1128.5,15.26,15.61,23.10,0.0,0,0.0,0.0,0.0,0.0,-34137.42,20,-34.14,0.00,6d6f70ae,dev,development
2025-11-13T19:34:27Z,Telemetry_ETH_RSI_EMACROSS,5760,3.68,1566.4,15.26,15.45,23.08,0.0,0,0.0,0.0,0.0,0.0,-35450.45,20,-49.76,0.00,1f7d9146,dev,development
1 DateTime TestName CandlesCount ExecutionTimeSeconds ProcessingRateCandlesPerSec MemoryStartMB MemoryEndMB MemoryPeakMB SignalUpdatesCount SignalUpdatesSkipped SignalUpdateEfficiencyPercent BacktestStepsCount AverageSignalUpdateMs AverageBacktestStepMs FinalPnL WinRatePercent GrowthPercentage Score CommitHash GitBranch Environment
14 2025-11-12T13:56:26Z Telemetry_ETH_RSI_EMACROSS 5760 6.32 910.9 15.26 15.84 23.13 0.0 0 0.0 0.0 0.0 0.0 -53491.95 20 -53.49 0.00 e0d21115 dev development
15 2025-11-12T14:04:57Z Telemetry_ETH_RSI_EMACROSS 5760 6.45 893.2 15.27 16.06 23.13 0.0 0 0.0 0.0 0.0 0.0 -53491.95 20 -53.49 0.00 d9489691 dev development
16 2025-11-12T17:31:53Z Telemetry_ETH_RSI_EMACROSS 5760 5.10 1128.5 15.26 15.61 23.10 0.0 0 0.0 0.0 0.0 0.0 -34137.42 20 -34.14 0.00 6d6f70ae dev development
17 2025-11-13T19:34:27Z Telemetry_ETH_RSI_EMACROSS 5760 3.68 1566.4 15.26 15.45 23.08 0.0 0 0.0 0.0 0.0 0.0 -35450.45 20 -49.76 0.00 1f7d9146 dev development