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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.csv
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@@ -58,3 +58,5 @@ DateTime,TestName,CandlesCount,ExecutionTimeSeconds,ProcessingRateCandlesPerSec,
2025-11-12T17:26:33Z,Telemetry_ETH_RSI,5760,3.02,1903.2,15.27,16.86,24.06,0.00,0,0.0,2913.76,0.00,0.51,-29063.40,24,-29.06,0.00,6d6f70ae,dev,development
2025-11-12T17:28:37Z,Telemetry_ETH_RSI,5760,4.68,1223.9,15.71,16.53,23.94,0.00,0,0.0,4457.31,0.00,0.77,-29063.40,24,-29.06,0.00,6d6f70ae,dev,development
2025-11-12T17:31:53Z,Telemetry_ETH_RSI,5760,3.145,1826.0,15.26,16.99,24.08,0.00,0,0.0,2982.49,0.00,0.52,-29063.40,24,-29.06,0.00,6d6f70ae,dev,development
2025-11-13T19:31:55Z,Telemetry_ETH_RSI,5760,3.27,1755.7,15.26,17.03,24.09,0.00,0,0.0,3141.00,0.00,0.55,-30689.97,24,-51.70,0.00,1f7d9146,dev,development
2025-11-13T19:34:27Z,Telemetry_ETH_RSI,5760,1.655,3461.5,15.26,17.10,23.48,0.00,0,0.0,1595.88,0.00,0.28,-30689.97,24,-51.70,0.00,1f7d9146,dev,development
1 DateTime TestName CandlesCount ExecutionTimeSeconds ProcessingRateCandlesPerSec MemoryStartMB MemoryEndMB MemoryPeakMB SignalUpdatesCount SignalUpdatesSkipped SignalUpdateEfficiencyPercent BacktestStepsCount AverageSignalUpdateMs AverageBacktestStepMs FinalPnL WinRatePercent GrowthPercentage Score CommitHash GitBranch Environment
58 2025-11-12T17:26:33Z Telemetry_ETH_RSI 5760 3.02 1903.2 15.27 16.86 24.06 0.00 0 0.0 2913.76 0.00 0.51 -29063.40 24 -29.06 0.00 6d6f70ae dev development
59 2025-11-12T17:28:37Z Telemetry_ETH_RSI 5760 4.68 1223.9 15.71 16.53 23.94 0.00 0 0.0 4457.31 0.00 0.77 -29063.40 24 -29.06 0.00 6d6f70ae dev development
60 2025-11-12T17:31:53Z Telemetry_ETH_RSI 5760 3.145 1826.0 15.26 16.99 24.08 0.00 0 0.0 2982.49 0.00 0.52 -29063.40 24 -29.06 0.00 6d6f70ae dev development
61 2025-11-13T19:31:55Z Telemetry_ETH_RSI 5760 3.27 1755.7 15.26 17.03 24.09 0.00 0 0.0 3141.00 0.00 0.55 -30689.97 24 -51.70 0.00 1f7d9146 dev development
62 2025-11-13T19:34:27Z Telemetry_ETH_RSI 5760 1.655 3461.5 15.26 17.10 23.48 0.00 0 0.0 1595.88 0.00 0.28 -30689.97 24 -51.70 0.00 1f7d9146 dev development