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

src/Managing.Application/Bots/TradingBotBase.cs

@@ -352,15 +352,40 @@ public class TradingBotBase : ITradingBot
     private async Task ManagePositions()
     {
         // Early exit optimization - skip if no positions to manage
-        var hasOpenPositions = Positions.Values.Any(p => !p.IsFinished());
-        var hasWaitingSignals = Signals.Values.Any(s => s.Status == SignalStatus.WaitingForPosition);
+        // Optimized: Use for loop to avoid multiple iterations
+        bool hasOpenPositions = false;
+        foreach (var position in Positions.Values)
+        {
+            if (!position.IsFinished())
+            {
+                hasOpenPositions = true;
+                break;
+            }
+        }
+
+        bool hasWaitingSignals = false;
+        if (!hasOpenPositions) // Only check signals if no open positions
+        {
+            foreach (var signal in Signals.Values)
+            {
+                if (signal.Status == SignalStatus.WaitingForPosition)
+                {
+                    hasWaitingSignals = true;
+                    break;
+                }
+            }
+        }
         
         if (!hasOpenPositions && !hasWaitingSignals)
             return;
 
         // First, process all existing positions that are not finished
-        foreach (var position in Positions.Values.Where(p => !p.IsFinished()))
+        // Optimized: Inline the filter to avoid LINQ overhead
+        foreach (var position in Positions.Values)
         {
+            if (position.IsFinished())
+                continue;
+
             var signalForPosition = Signals[position.SignalIdentifier];
             if (signalForPosition == null)
             {
@@ -2030,20 +2055,41 @@ public class TradingBotBase : ITradingBot
 
     public int GetWinRate()
     {
-        var succeededPositions = Positions.Values.Where(p => p.IsValidForMetrics()).Count(p => p.IsInProfit());
-        var total = Positions.Values.Where(p => p.IsValidForMetrics()).Count();
+        // Optimized: Single iteration instead of multiple LINQ queries
+        int succeededPositions = 0;
+        int totalPositions = 0;
 
-        if (total == 0)
+        foreach (var position in Positions.Values)
+        {
+            if (position.IsValidForMetrics())
+            {
+                totalPositions++;
+                if (position.IsInProfit())
+                {
+                    succeededPositions++;
+                }
+            }
+        }
+
+        if (totalPositions == 0)
             return 0;
 
-        return (succeededPositions * 100) / total;
+        return (succeededPositions * 100) / totalPositions;
     }
 
     public decimal GetProfitAndLoss()
     {
-        // Calculate net PnL after deducting fees for each position
-        var netPnl = Positions.Values.Where(p => p.IsValidForMetrics() && p.ProfitAndLoss != null)
-            .Sum(p => p.GetPnLBeforeFees());
+        // Optimized: Single iteration instead of LINQ chaining
+        decimal netPnl = 0;
+
+        foreach (var position in Positions.Values)
+        {
+            if (position.IsValidForMetrics() && position.ProfitAndLoss != null)
+            {
+                netPnl += position.GetPnLBeforeFees();
+            }
+        }
+
         return netPnl;
     }
 
@@ -2055,12 +2101,16 @@ public class TradingBotBase : ITradingBot
     /// <returns>Returns the total fees paid as a decimal value.</returns>
     public decimal GetTotalFees()
     {
+        // Optimized: Avoid LINQ Where overhead, inline the check
         decimal totalFees = 0;
 
-        foreach (var position in Positions.Values.Where(p => p.IsValidForMetrics()))
+        foreach (var position in Positions.Values)
+        {
+            if (position.IsValidForMetrics())
             {
                 totalFees += TradingHelpers.CalculatePositionFees(position);
             }
+        }
 
         return totalFees;
     }

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();

src/Managing.Workers.Tests/performance-benchmarks.csv

@@ -20,3 +20,5 @@ DateTime,TestName,CandlesCount,ExecutionTimeSeconds,ProcessingRateCandlesPerSec,
 2025-11-11T04:57:14Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,1.99,2883.5,15.26,13.73,25.11,1589.82,3828,33.2,258.98,0.21,0.04,24560.79,38,24.56,6015,2a0fbf9b,dev,development
 2025-11-11T04:59:09Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,2.695,2127.6,15.26,13.64,24.65,2283.69,3828,33.2,209.33,0.30,0.04,24560.79,38,24.56,6015,2a0fbf9b,dev,development
 2025-11-11T05:13:30Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,2.49,2300.8,15.27,13.68,25.14,2085.01,3828,33.2,232.91,0.27,0.04,24560.79,38,24.56,6015,2a0fbf9b,dev,development
+2025-11-11T05:18:07Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,1.325,4316.5,15.25,13.83,24.63,1119.29,3828,33.2,112.94,0.15,0.02,24560.79,38,24.56,6015,1792cd23,dev,development
+2025-11-11T05:21:03Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,1.015,5659.9,15.27,10.17,24.65,886.92,3828,33.2,58.10,0.12,0.01,24560.79,38,24.56,6015,1792cd23,dev,development