Improve perf for backtests

src/Managing.Application/Backtests/BacktestExecutor.cs

@@ -3,13 +3,16 @@ using Managing.Application.Abstractions.Repositories;
 using Managing.Application.Abstractions.Services;
 using Managing.Application.Bots;
 using Managing.Common;
+using Managing.Core;
 using Managing.Domain.Backtests;
 using Managing.Domain.Bots;
 using Managing.Domain.Candles;
 using Managing.Domain.Shared.Helpers;
+using Managing.Domain.Strategies.Base;
 using Managing.Domain.Users;
 using Microsoft.Extensions.DependencyInjection;
 using Microsoft.Extensions.Logging;
+using static Managing.Common.Enums;
 
 namespace Managing.Application.Backtests;
 
@@ -76,7 +79,7 @@ public class BacktestExecutor
         }
 
         // Create a fresh TradingBotBase instance for this backtest
-        var tradingBot = await CreateTradingBotInstance(config);
+        var tradingBot = CreateTradingBotInstance(config);
         tradingBot.Account = user.Accounts.First();
 
         var totalCandles = candles.Count;
@@ -86,6 +89,41 @@ public class BacktestExecutor
         _logger.LogInformation("Backtest requested by {UserId} with {TotalCandles} candles for {Ticker} on {Timeframe}",
             user.Id, totalCandles, config.Ticker, config.Timeframe);
 
+        // Pre-calculate indicator values once for all candles to optimize performance
+        // This avoids recalculating indicators for every candle iteration
+        Dictionary<IndicatorType, IndicatorsResultBase> preCalculatedIndicatorValues = null;
+        if (config.Scenario != null)
+        {
+            try
+            {
+                _logger.LogInformation("Pre-calculating indicator values for {IndicatorCount} indicators", 
+                    config.Scenario.Indicators?.Count ?? 0);
+                
+                // Convert LightScenario to Scenario for CalculateIndicatorsValuesAsync
+                var scenario = config.Scenario.ToScenario();
+                
+                // Calculate all indicator values once with all candles
+                preCalculatedIndicatorValues = await ServiceScopeHelpers.WithScopedService<ITradingService, Dictionary<IndicatorType, IndicatorsResultBase>>(
+                    _scopeFactory,
+                    async tradingService =>
+                    {
+                        return await tradingService.CalculateIndicatorsValuesAsync(scenario, candles);
+                    });
+                
+                // Store pre-calculated values in trading bot for use during signal generation
+                tradingBot.PreCalculatedIndicatorValues = preCalculatedIndicatorValues;
+                
+                _logger.LogInformation("Successfully pre-calculated indicator values for {IndicatorCount} indicator types",
+                    preCalculatedIndicatorValues?.Count ?? 0);
+            }
+            catch (Exception ex)
+            {
+                _logger.LogWarning(ex, "Failed to pre-calculate indicator values, will calculate on-the-fly. Error: {ErrorMessage}", ex.Message);
+                // Continue with normal calculation if pre-calculation fails
+                preCalculatedIndicatorValues = null;
+            }
+        }
+
         // Initialize wallet balance with first candle
         tradingBot.WalletBalances.Clear();
         tradingBot.WalletBalances.Add(candles.FirstOrDefault()!.Date, config.BotTradingBalance);
@@ -239,7 +277,7 @@ public class BacktestExecutor
     /// <summary>
     /// Creates a TradingBotBase instance for backtesting
     /// </summary>
-    private async Task<TradingBotBase> CreateTradingBotInstance(TradingBotConfig config)
+    private TradingBotBase CreateTradingBotInstance(TradingBotConfig config)
     {
         // Validate configuration for backtesting
         if (config == null)

src/Managing.Application/Backtests/Backtester.cs

@@ -139,41 +139,6 @@ namespace Managing.Application.Backtests
             return await RunTradingBotBacktest(config, startDate, endDate, user, false, withCandles, requestId, metadata);
         }
 
-        // Removed RunBacktestWithCandles - backtests now run via compute workers
-        // This method is kept for backward compatibility but should not be called directly
-
-        private async Task<HashSet<Candle>> GetCandles(Ticker ticker, Timeframe timeframe,
-            DateTime startDate, DateTime endDate)
-        {
-            var candles = await _exchangeService.GetCandlesInflux(TradingExchanges.Evm, ticker,
-                startDate, timeframe, endDate);
-
-            if (candles == null || candles.Count == 0)
-                throw new Exception(
-                    $"No candles for {ticker} on {timeframe} timeframe for start {startDate} to end {endDate}");
-
-            return candles;
-        }
-
-
-        // Removed CreateCleanConfigForOrleans - no longer needed with job queue approach
-
-        private async Task SendBacktestNotificationIfCriteriaMet(Backtest backtest)
-        {
-            try
-            {
-                if (backtest.Score > 60)
-                {
-                    await _messengerService.SendBacktestNotification(backtest);
-                }
-            }
-            catch (Exception ex)
-            {
-                _logger.LogError(ex, "Failed to send backtest notification for backtest {Id}", backtest.Id);
-            }
-        }
-
-
         public async Task<bool> DeleteBacktestAsync(string id)
         {
             try
@@ -243,7 +208,6 @@ namespace Managing.Application.Backtests
             return (backtests, totalCount);
         }
 
-
         public async Task<Backtest> GetBacktestByIdForUserAsync(User user, string id)
         {
             var backtest = await _backtestRepository.GetBacktestByIdForUserAsync(user, id);
@@ -605,7 +569,5 @@ namespace Managing.Application.Backtests
             if (string.IsNullOrWhiteSpace(requestId) || response == null) return;
             await _hubContext.Clients.Group($"bundle-{requestId}").SendAsync("BundleBacktestUpdate", response);
         }
-
-        // Removed TriggerBundleBacktestGrain methods - bundle backtests now use job queue
     }
 }