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Improve perf for backtests

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This commit is contained in:
cryptooda
2025-11-10 02:15:43 +07:00
parent 7e52b7a734
commit 51a227e27e
24 changed files with 1327 additions and 443 deletions
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48
src/Managing.Application/Trading/TradingService.cs
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@@ -435,33 +435,37 @@ public class TradingService : ITradingService
/// <param name="scenario">The scenario containing indicators.</param>
/// <param name="candles">The candles to calculate indicators for.</param>
/// <returns>A dictionary of indicator types to their calculated values.</returns>
public Dictionary<IndicatorType, IndicatorsResultBase> CalculateIndicatorsValuesAsync(
public async Task<Dictionary<IndicatorType, IndicatorsResultBase>> CalculateIndicatorsValuesAsync(
Scenario scenario,
HashSet<Candle> candles)
{
var indicatorsValues = new Dictionary<IndicatorType, IndicatorsResultBase>();
if (scenario?.Indicators == null || scenario.Indicators.Count == 0)
// Offload CPU-bound indicator calculations to thread pool
return await Task.Run(() =>
{
var indicatorsValues = new Dictionary<IndicatorType, IndicatorsResultBase>();
if (scenario?.Indicators == null || scenario.Indicators.Count == 0)
{
return indicatorsValues;
}
// Build indicators from scenario
foreach (var indicator in scenario.Indicators)
{
try
{
var buildedIndicator = ScenarioHelpers.BuildIndicator(ScenarioHelpers.BaseToLight(indicator));
indicatorsValues[indicator.Type] = buildedIndicator.GetIndicatorValues(candles);
}
catch (Exception ex)
{
_logger.LogError(ex, "Error calculating indicator {IndicatorName}: {ErrorMessage}",
indicator.Name, ex.Message);
}
}
return indicatorsValues;
}
// Build indicators from scenario
foreach (var indicator in scenario.Indicators)
{
try
{
var buildedIndicator = ScenarioHelpers.BuildIndicator(ScenarioHelpers.BaseToLight(indicator));
indicatorsValues[indicator.Type] = buildedIndicator.GetIndicatorValues(candles);
}
catch (Exception ex)
{
_logger.LogError(ex, "Error calculating indicator {IndicatorName}: {ErrorMessage}",
indicator.Name, ex.Message);
}
}
return indicatorsValues;
});
}
public async Task<IndicatorBase?> GetIndicatorByNameUserAsync(string name, User user)