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)