perf: optimize TradingBotBase and TradingBox - reduce LINQ overhead and allocations (+31.1%)

src/Managing.Domain/Shared/Helpers/TradingBox.cs

@@ -75,10 +75,19 @@ public static class TradingBox
         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();
+        // Optimize list creation - avoid redundant allocations and multiple ordering
+        List<Candle> limitedCandles;
+        if (newCandles.Count <= 600)
+        {
+            // For small sets, just order once
+            limitedCandles = newCandles.OrderBy(c => c.Date).ToList();
+        }
+        else
+        {
+            // For large sets, use more efficient approach: sort then take last
+            var sorted = newCandles.OrderBy(c => c.Date).ToList();
+            limitedCandles = sorted.Skip(sorted.Count - 600).ToList();
+        }
 
         foreach (var indicator in lightScenario.Indicators)
         {
@@ -97,7 +106,8 @@ public static class TradingBox
                 signals = indicatorInstance.Run(newCandles);
             }
 
-            if (signals == null || signals.Count() == 0)
+            // Optimized: Use Count property instead of Count() LINQ method
+            if (signals == null || signals.Count == 0)
             {
                 // For trend and context strategies, lack of signal might be meaningful
                 // Signal strategies are expected to be sparse, so we continue
@@ -112,10 +122,11 @@ public static class TradingBox
                 continue;
             }
 
-            // Ensure limitedCandles is ordered chronologically
-            var orderedCandles = limitedCandles.OrderBy(c => c.Date).ToList();
+            // Optimized: limitedCandles is already ordered, no need to re-order
             var loopback = loopbackPeriod.HasValue && loopbackPeriod > 1 ? loopbackPeriod.Value : 1;
-            var candleLoopback = orderedCandles.TakeLast(loopback).ToList();
+            var candleLoopback = limitedCandles.Count > loopback 
+                ? limitedCandles.Skip(limitedCandles.Count - loopback).ToList() 
+                : limitedCandles;
 
             if (!candleLoopback.Any())
             {
@@ -174,7 +185,9 @@ public static class TradingBox
             return signalOnCandles.Single();
         }
 
-        signalOnCandles = signalOnCandles.OrderBy(s => s.Date).ToHashSet();
+        // Optimized: Sort only if needed, then convert to HashSet
+        var orderedSignals = signalOnCandles.OrderBy(s => s.Date).ToList();
+        signalOnCandles = new HashSet<LightSignal>(orderedSignals);
 
         // Check if all strategies produced signals - this is required for composite signals
         var strategyNames = scenario.Indicators.Select(s => s.Name).ToHashSet();