Remove orderBy to improve perfs

src/Managing.Domain/Indicators/Context/StDevContext.cs

@@ -33,7 +33,7 @@ public class StDevContext : IndicatorBase
 
             ProcessStDevSignals(stDev, candles);
 
-            return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
+            return Signals.Where(s => s.Confidence != Confidence.None).ToList();
         }
         catch (RuleException)
         {
@@ -60,7 +60,6 @@ public class StDevContext : IndicatorBase
                 // Filter pre-calculated StdDev values to match the candles we're processing
                 stDev = preCalculatedValues.StdDev
                     .Where(s => candles.Any(c => c.Date == s.Date))
-                    .OrderBy(s => s.Date)
                     .ToList();
             }
 
@@ -72,7 +71,7 @@ public class StDevContext : IndicatorBase
 
             ProcessStDevSignals(stDev, candles);
 
-            return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
+            return Signals.Where(s => s.Confidence != Confidence.None).ToList();
         }
         catch (RuleException)
         {

src/Managing.Domain/Indicators/Signals/ChandelierExitIndicatorBase.cs

@@ -32,7 +32,7 @@ public class ChandelierExitIndicatorBase : IndicatorBase
         {
             ProcessChandelierSignals(candles);
 
-            return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
+            return Signals.Where(s => s.Confidence != Confidence.None).ToList();
         }
         catch (RuleException)
         {
@@ -61,11 +61,9 @@ public class ChandelierExitIndicatorBase : IndicatorBase
                 // Filter pre-calculated Chandelier values to match the candles we're processing
                 chandelierLong = preCalculatedValues.ChandelierLong
                     .Where(c => c.ChandelierExit.HasValue && candles.Any(candle => candle.Date == c.Date))
-                    .OrderBy(c => c.Date)
                     .ToList();
                 chandelierShort = preCalculatedValues.ChandelierShort
                     .Where(c => c.ChandelierExit.HasValue && candles.Any(candle => candle.Date == c.Date))
-                    .OrderBy(c => c.Date)
                     .ToList();
             }
 
@@ -77,7 +75,7 @@ public class ChandelierExitIndicatorBase : IndicatorBase
 
             ProcessChandelierSignalsWithPreCalculated(chandelierLong, chandelierShort, candles);
 
-            return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
+            return Signals.Where(s => s.Confidence != Confidence.None).ToList();
         }
         catch (RuleException)
         {
@@ -127,7 +125,8 @@ public class ChandelierExitIndicatorBase : IndicatorBase
         ProcessChandelierSignalsForType(chandelier, chandelierType, candles);
     }
 
-    private void GetSignalsWithPreCalculated(ChandelierType chandelierType, List<ChandelierResult> chandelier, HashSet<Candle> candles)
+    private void GetSignalsWithPreCalculated(ChandelierType chandelierType, List<ChandelierResult> chandelier,
+        HashSet<Candle> candles)
     {
         ProcessChandelierSignalsForType(chandelier, chandelierType, candles);
     }
@@ -139,7 +138,8 @@ public class ChandelierExitIndicatorBase : IndicatorBase
     /// <param name="chandelier">Chandelier calculation results</param>
     /// <param name="chandelierType">Type of Chandelier (Long or Short)</param>
     /// <param name="candles">Candles to process</param>
-    private void ProcessChandelierSignalsForType(List<ChandelierResult> chandelier, ChandelierType chandelierType, HashSet<Candle> candles)
+    private void ProcessChandelierSignalsForType(List<ChandelierResult> chandelier, ChandelierType chandelierType,
+        HashSet<Candle> candles)
     {
         var chandelierCandle = MapChandelierToCandle(chandelier, candles.TakeLast(MinimumHistory));
         if (chandelierCandle.Count == 0)

src/Managing.Domain/Indicators/Signals/DualEmaCrossIndicatorBase.cs

@@ -47,7 +47,7 @@ public class DualEmaCrossIndicatorBase : EmaBaseIndicatorBase
 
             ProcessDualEmaCrossSignals(fastEma, slowEma, candles);
 
-            return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
+            return Signals.Where(s => s.Confidence != Confidence.None).ToList();
         }
         catch (RuleException)
         {
@@ -76,11 +76,9 @@ public class DualEmaCrossIndicatorBase : EmaBaseIndicatorBase
                 // Filter pre-calculated EMA values to match the candles we're processing
                 fastEma = preCalculatedValues.FastEma
                     .Where(e => candles.Any(c => c.Date == e.Date))
-                    .OrderBy(e => e.Date)
                     .ToList();
                 slowEma = preCalculatedValues.SlowEma
                     .Where(e => candles.Any(c => c.Date == e.Date))
-                    .OrderBy(e => e.Date)
                     .ToList();
             }
 
@@ -92,7 +90,7 @@ public class DualEmaCrossIndicatorBase : EmaBaseIndicatorBase
 
             ProcessDualEmaCrossSignals(fastEma, slowEma, candles);
 
-            return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
+            return Signals.Where(s => s.Confidence != Confidence.None).ToList();
         }
         catch (RuleException)
         {

src/Managing.Domain/Indicators/Signals/EmaCrossIndicator.cs

@@ -41,7 +41,7 @@ public class EmaCrossIndicator : EmaBaseIndicatorBase
 
             ProcessEmaCrossSignals(ema, candles);
 
-            return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
+            return Signals.Where(s => s.Confidence != Confidence.None).ToList();
         }
         catch (RuleException)
         {
@@ -79,7 +79,7 @@ public class EmaCrossIndicator : EmaBaseIndicatorBase
 
             ProcessEmaCrossSignals(ema, candles);
 
-            return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
+            return Signals.Where(s => s.Confidence != Confidence.None).ToList();
         }
         catch (RuleException)
         {

src/Managing.Domain/Indicators/Signals/EmaCrossIndicatorBase.cs

@@ -41,7 +41,7 @@ public class EmaCrossIndicatorBase : EmaBaseIndicatorBase
 
             ProcessEmaCrossSignals(ema, candles);
 
-            return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
+            return Signals.Where(s => s.Confidence != Confidence.None).ToList();
         }
         catch (RuleException)
         {
@@ -68,7 +68,6 @@ public class EmaCrossIndicatorBase : EmaBaseIndicatorBase
                 // Filter pre-calculated EMA values to match the candles we're processing
                 ema = preCalculatedValues.Ema
                     .Where(e => candles.Any(c => c.Date == e.Date))
-                    .OrderBy(e => e.Date)
                     .ToList();
             }
 
@@ -80,7 +79,7 @@ public class EmaCrossIndicatorBase : EmaBaseIndicatorBase
 
             ProcessEmaCrossSignals(ema, candles);
 
-            return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
+            return Signals.Where(s => s.Confidence != Confidence.None).ToList();
         }
         catch (RuleException)
         {

src/Managing.Domain/Indicators/Signals/LaggingSTC.cs

@@ -43,7 +43,7 @@ public class LaggingSTC : IndicatorBase
 
             ProcessLaggingStcSignals(stc, candles);
 
-            return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
+            return Signals.Where(s => s.Confidence != Confidence.None).ToList();
         }
         catch (RuleException)
         {
@@ -70,7 +70,6 @@ public class LaggingSTC : IndicatorBase
                 // Filter pre-calculated STC values to match the candles we're processing
                 stc = preCalculatedValues.Stc
                     .Where(s => candles.Any(c => c.Date == s.Date))
-                    .OrderBy(s => s.Date)
                     .ToList();
             }
 
@@ -82,7 +81,7 @@ public class LaggingSTC : IndicatorBase
 
             ProcessLaggingStcSignals(stc, candles);
 
-            return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
+            return Signals.Where(s => s.Confidence != Confidence.None).ToList();
         }
         catch (RuleException)
         {

src/Managing.Domain/Indicators/Signals/MacdCrossIndicatorBase.cs

@@ -36,7 +36,7 @@ public class MacdCrossIndicatorBase : IndicatorBase
 
             ProcessMacdSignals(macd, candles);
 
-            return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
+            return Signals.Where(s => s.Confidence != Confidence.None).ToList();
         }
         catch (RuleException)
         {
@@ -63,7 +63,6 @@ public class MacdCrossIndicatorBase : IndicatorBase
                 // Filter pre-calculated MACD values to match the candles we're processing
                 macd = preCalculatedValues.Macd
                     .Where(m => candles.Any(c => c.Date == m.Date))
-                    .OrderBy(m => m.Date)
                     .ToList();
             }
 
@@ -75,7 +74,7 @@ public class MacdCrossIndicatorBase : IndicatorBase
 
             ProcessMacdSignals(macd, candles);
 
-            return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
+            return Signals.Where(s => s.Confidence != Confidence.None).ToList();
         }
         catch (RuleException)
         {

src/Managing.Domain/Indicators/Signals/RsiDivergenceConfirmIndicatorBase.cs

@@ -37,7 +37,7 @@ public class RsiDivergenceConfirmIndicatorBase : IndicatorBase
 
             ProcessRsiDivergenceConfirmSignals(rsiResult, candles);
 
-            return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
+            return Signals.Where(s => s.Confidence != Confidence.None).ToList();
         }
         catch (RuleException)
         {
@@ -65,7 +65,6 @@ public class RsiDivergenceConfirmIndicatorBase : IndicatorBase
                 var relevantCandles = candles.TakeLast(10 * Period.Value);
                 rsiResult = preCalculatedValues.Rsi
                     .Where(r => relevantCandles.Any(c => c.Date == r.Date))
-                    .OrderBy(r => r.Date)
                     .ToList();
             }
 
@@ -77,7 +76,7 @@ public class RsiDivergenceConfirmIndicatorBase : IndicatorBase
 
             ProcessRsiDivergenceConfirmSignals(rsiResult, candles);
 
-            return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
+            return Signals.Where(s => s.Confidence != Confidence.None).ToList();
         }
         catch (RuleException)
         {

src/Managing.Domain/Indicators/Signals/StcIndicatorBase.cs

@@ -39,7 +39,7 @@ public class StcIndicatorBase : IndicatorBase
                 ProcessStcSignals(stc, candles);
             }
 
-            return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
+            return Signals.Where(s => s.Confidence != Confidence.None).ToList();
         }
         catch (RuleException)
         {
@@ -66,7 +66,6 @@ public class StcIndicatorBase : IndicatorBase
                 // Filter pre-calculated STC values to match the candles we're processing
                 stc = preCalculatedValues.Stc
                     .Where(s => candles.Any(c => c.Date == s.Date))
-                    .OrderBy(s => s.Date)
                     .ToList();
             }
 
@@ -78,7 +77,7 @@ public class StcIndicatorBase : IndicatorBase
 
             ProcessStcSignals(stc, candles);
 
-            return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
+            return Signals.Where(s => s.Confidence != Confidence.None).ToList();
         }
         catch (RuleException)
         {

src/Managing.Domain/Indicators/Signals/SuperTrendCrossEma.cs

@@ -48,10 +48,10 @@ public class SuperTrendCrossEma : IndicatorBase
                 .Where(a => a.Adx.HasValue && a.Pdi.HasValue && a.Mdi.HasValue) // Ensure all values exist
                 .ToList();
 
-            ProcessSuperTrendCrossEmaSignals(superTrend, ema50, adxResults, candles, minimumRequiredHistory, adxThreshold);
+            ProcessSuperTrendCrossEmaSignals(superTrend, ema50, adxResults, candles, minimumRequiredHistory,
+                adxThreshold);
 
             return Signals.Where(s => s.Confidence != Confidence.None)
-                .OrderBy(s => s.Date)
                 .ToList();
         }
         catch (RuleException)
@@ -111,7 +111,6 @@ public class SuperTrendCrossEma : IndicatorBase
                 // Filter pre-calculated SuperTrend values to match the candles we're processing
                 superTrend = preCalculatedValues.SuperTrend
                     .Where(s => s.SuperTrend.HasValue && candles.Any(c => c.Date == s.Date))
-                    .OrderBy(s => s.Date)
                     .ToList();
             }
 
@@ -132,10 +131,10 @@ public class SuperTrendCrossEma : IndicatorBase
                 .Where(a => a.Adx.HasValue && a.Pdi.HasValue && a.Mdi.HasValue)
                 .ToList();
 
-            ProcessSuperTrendCrossEmaSignals(superTrend, ema50, adxResults, candles, minimumRequiredHistory, adxThreshold);
+            ProcessSuperTrendCrossEmaSignals(superTrend, ema50, adxResults, candles, minimumRequiredHistory,
+                adxThreshold);
 
             return Signals.Where(s => s.Confidence != Confidence.None)
-                .OrderBy(s => s.Date)
                 .ToList();
         }
         catch (RuleException)

src/Managing.Domain/Indicators/Signals/SuperTrendIndicatorBase.cs

@@ -37,7 +37,7 @@ public class SuperTrendIndicatorBase : IndicatorBase
 
             ProcessSuperTrendSignals(superTrend, candles);
 
-            return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
+            return Signals.Where(s => s.Confidence != Confidence.None).ToList();
         }
         catch (RuleException)
         {
@@ -64,7 +64,6 @@ public class SuperTrendIndicatorBase : IndicatorBase
                 // Filter pre-calculated SuperTrend values to match the candles we're processing
                 superTrend = preCalculatedValues.SuperTrend
                     .Where(s => s.SuperTrend.HasValue && candles.Any(c => c.Date == s.Date))
-                    .OrderBy(s => s.Date)
                     .ToList();
             }
 
@@ -76,7 +75,7 @@ public class SuperTrendIndicatorBase : IndicatorBase
 
             ProcessSuperTrendSignals(superTrend, candles);
 
-            return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
+            return Signals.Where(s => s.Confidence != Confidence.None).ToList();
         }
         catch (RuleException)
         {

src/Managing.Domain/Indicators/Trends/EmaTrendIndicatorBase.cs

@@ -33,7 +33,7 @@ public class EmaTrendIndicatorBase : EmaBaseIndicatorBase
 
             ProcessEmaTrendSignals(ema, candles);
 
-            return Signals.OrderBy(s => s.Date).ToList();
+            return Signals.ToList();
         }
         catch (RuleException)
         {
@@ -60,7 +60,6 @@ public class EmaTrendIndicatorBase : EmaBaseIndicatorBase
                 // Filter pre-calculated EMA values to match the candles we're processing
                 ema = preCalculatedValues.Ema
                     .Where(e => candles.Any(c => c.Date == e.Date))
-                    .OrderBy(e => e.Date)
                     .ToList();
             }
 
@@ -72,7 +71,7 @@ public class EmaTrendIndicatorBase : EmaBaseIndicatorBase
 
             ProcessEmaTrendSignals(ema, candles);
 
-            return Signals.OrderBy(s => s.Date).ToList();
+            return Signals.ToList();
         }
         catch (RuleException)
         {

src/Managing.Domain/Indicators/Trends/StochRsiTrendIndicatorBase.cs

@@ -44,7 +44,7 @@ public class StochRsiTrendIndicatorBase : IndicatorBase
 
             ProcessStochRsiTrendSignals(stochRsi, candles);
 
-            return Signals.OrderBy(s => s.Date).ToList();
+            return Signals.ToList();
         }
         catch (RuleException)
         {
@@ -71,7 +71,6 @@ public class StochRsiTrendIndicatorBase : IndicatorBase
                 // Filter pre-calculated StochRsi values to match the candles we're processing
                 stochRsi = preCalculatedValues.StochRsi
                     .Where(s => s.Signal.HasValue && candles.Any(c => c.Date == s.Date))
-                    .OrderBy(s => s.Date)
                     .ToList();
             }
 
@@ -83,7 +82,7 @@ public class StochRsiTrendIndicatorBase : IndicatorBase
 
             ProcessStochRsiTrendSignals(stochRsi, candles);
 
-            return Signals.OrderBy(s => s.Date).ToList();
+            return Signals.ToList();
         }
         catch (RuleException)
         {

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

@@ -201,7 +201,7 @@ public static class TradingBox
         }
 
         // Optimized: Sort only if needed, then convert to HashSet
-        var orderedSignals = signalOnCandles.OrderBy(s => s.Date).ToList();
+        var orderedSignals = signalOnCandles.ToList();
         signalOnCandles = new HashSet<LightSignal>(orderedSignals);
 
         // Check if all strategies produced signals - this is required for composite signals
@@ -246,7 +246,8 @@ public static class TradingBox
         // Calculate confidence based on the average confidence of all signals
         var averageConfidence = CalculateAverageConfidence(allDirectionalSignals);
 
-        if (finalDirection == TradeDirection.None || averageConfidence == Confidence.None || averageConfidence < config.MinimumConfidence)
+        if (finalDirection == TradeDirection.None || averageConfidence == Confidence.None ||
+            averageConfidence < config.MinimumConfidence)
         {
             return null; // No valid signal, None confidence, or below minimum confidence
         }
@@ -468,7 +469,8 @@ public static class TradingBox
 
         // Filter candles after the position's opening trade was filled, up to the next position
         var candlesBeforeNextPosition = candles.Where(c =>
-                c.Date >= position.Open.Date && c.Date <= (nextPosition == null ? candles.Last().Date : nextPosition.Open.Date))
+                c.Date >= position.Open.Date &&
+                c.Date <= (nextPosition == null ? candles.Last().Date : nextPosition.Open.Date))
             .ToList();
 
         // If no candles after position opened, return zeros
@@ -585,8 +587,8 @@ public static class TradingBox
     public static AgentSummaryMetrics CalculateAgentSummaryMetrics(List<Position> positions)
     {
         var validPositions = positions?
-                .Where(p => p.IsValidForMetrics())
+            .Where(p => p.IsValidForMetrics())
-                .ToList() ?? new List<Position>();
+            .ToList() ?? new List<Position>();
 
         if (!validPositions.Any())
         {
@@ -613,7 +615,8 @@ public static class TradingBox
     /// <param name="positions">List of all positions to analyze</param>
     /// <param name="previousTotalVolume">Previous total volume to ensure cumulative volume never decreases</param>
     /// <returns>PlatformSummaryMetrics with all calculated values</returns>
-    public static PlatformSummaryMetrics CalculatePlatformSummaryMetrics(List<Position> positions, decimal previousTotalVolume = 0m)
+    public static PlatformSummaryMetrics CalculatePlatformSummaryMetrics(List<Position> positions,
+        decimal previousTotalVolume = 0m)
     {
         if (positions == null || !positions.Any())
         {
@@ -660,12 +663,14 @@ public static class TradingBox
 
                 if (position.TakeProfit1?.Status == TradeStatus.Filled)
                 {
-                    closingVolume += position.TakeProfit1.Price * position.TakeProfit1.Quantity * position.TakeProfit1.Leverage;
+                    closingVolume += position.TakeProfit1.Price * position.TakeProfit1.Quantity *
+                                     position.TakeProfit1.Leverage;
                 }
 
                 if (position.TakeProfit2?.Status == TradeStatus.Filled)
                 {
-                    closingVolume += position.TakeProfit2.Price * position.TakeProfit2.Quantity * position.TakeProfit2.Leverage;
+                    closingVolume += position.TakeProfit2.Price * position.TakeProfit2.Quantity *
+                                     position.TakeProfit2.Leverage;
                 }
             }
 
@@ -683,6 +688,7 @@ public static class TradingBox
             {
                 volumeByAsset[ticker] = 0;
             }
+
             volumeByAsset[ticker] += positionVolume;
 
             // Position count breakdown by asset - update state directly
@@ -690,6 +696,7 @@ public static class TradingBox
             {
                 positionCountByAsset[ticker] = 0;
             }
+
             positionCountByAsset[ticker]++;
 
             // Calculate fees and PnL for all positions
@@ -709,6 +716,7 @@ public static class TradingBox
                 {
                     positionCountByDirection[direction] = 0;
                 }
+
                 positionCountByDirection[direction]++;
             }
         }
@@ -1183,7 +1191,8 @@ public static class TradingBox
     /// <param name="leverage">The leverage multiplier</param>
     /// <param name="direction">The trade direction (Long or Short)</param>
     /// <returns>The calculated PnL</returns>
-    public static decimal CalculatePnL(decimal entryPrice, decimal exitPrice, decimal quantity, decimal leverage, TradeDirection direction)
+    public static decimal CalculatePnL(decimal entryPrice, decimal exitPrice, decimal quantity, decimal leverage,
+        TradeDirection direction)
     {
         var positionSize = CalculatePositionSize(quantity, leverage);
 
@@ -1301,7 +1310,8 @@ public static class TradingBox
     /// <param name="maxLossStreak">Maximum allowed loss streak (0 or negative means no limit)</param>
     /// <param name="signalDirection">The direction of the signal for the new position</param>
     /// <returns>True if position can be opened, false if blocked by loss streak</returns>
-    public static bool CheckLossStreak(List<Position> recentPositions, int maxLossStreak, TradeDirection signalDirection)
+    public static bool CheckLossStreak(List<Position> recentPositions, int maxLossStreak,
+        TradeDirection signalDirection)
     {
         // If MaxLossStreak is 0, there's no limit
         if (maxLossStreak <= 0)

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

@@ -20,3 +20,4 @@ DateTime,TestName,CandlesCount,ExecutionTimeSeconds,ProcessingRateCandlesPerSec,
 2025-11-14T12:46:43Z,Telemetry_ETH_RSI_EMACROSS,5760,3.86,1491.9,29.05,20.88,36.27,0.0,0,0.0,0.0,0.0,0.0,-35450.45,20,-49.76,0.00,b60295fc,dev,development
 2025-11-15T06:46:21Z,Telemetry_ETH_RSI_EMACROSS,5760,12.58,457.8,28.82,21.79,35.28,0.0,0,0.0,0.0,0.0,0.0,-35450.45,20,-49.76,0.00,e814eb74,dev,development
 2025-11-15T06:50:04Z,Telemetry_ETH_RSI_EMACROSS,5760,4.84,1190.4,29.01,19.10,35.17,0.0,0,0.0,0.0,0.0,0.0,-35450.45,20,-49.76,0.00,e814eb74,dev,development
+2025-11-15T07:11:55Z,Telemetry_ETH_RSI_EMACROSS,5760,5.44,1059.4,28.81,18.07,33.80,0.0,0,0.0,0.0,0.0,0.0,-35450.45,20,-49.76,0.00,bed25e72,dev,development

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

@@ -65,3 +65,4 @@ DateTime,TestName,CandlesCount,ExecutionTimeSeconds,ProcessingRateCandlesPerSec,
 2025-11-14T12:46:43Z,Telemetry_ETH_RSI,5760,3.44,1669.8,28.85,20.34,35.90,0.00,0,0.0,3304.34,0.00,0.57,-30689.97,24,-51.70,0.00,b60295fc,dev,development
 2025-11-15T06:46:21Z,Telemetry_ETH_RSI,5760,4.83,1191.0,29.02,20.22,37.20,4105.51,0,0.0,499.39,0.00,0.09,-30689.97,24,-51.70,0.00,e814eb74,dev,development
 2025-11-15T06:50:04Z,Telemetry_ETH_RSI,5760,4.47,1286.2,28.81,20.58,34.89,3324.75,0,0.0,965.71,0.00,0.17,-30689.97,24,-51.70,0.00,e814eb74,dev,development
+2025-11-15T07:11:55Z,Telemetry_ETH_RSI,5760,3.365,1707.1,29.06,20.43,36.29,2872.29,0,0.0,371.33,0.00,0.06,-30689.97,24,-51.70,0.00,bed25e72,dev,development