Improve perf for backtests

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

@@ -30,8 +30,7 @@ public class ChandelierExitIndicatorBase : IndicatorBase
 
         try
         {
-            GetSignals(ChandelierType.Long, candles);
-            GetSignals(ChandelierType.Short, candles);
+            ProcessChandelierSignals(candles);
 
             return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
         }
@@ -41,6 +40,77 @@ public class ChandelierExitIndicatorBase : IndicatorBase
         }
     }
 
+    /// <summary>
+    /// Runs the indicator using pre-calculated Chandelier values for performance optimization.
+    /// </summary>
+    public override List<LightSignal> Run(HashSet<Candle> candles, IndicatorsResultBase preCalculatedValues)
+    {
+        if (candles.Count <= MinimumHistory)
+        {
+            return null;
+        }
+
+        try
+        {
+            // Use pre-calculated Chandelier values if available
+            List<ChandelierResult> chandelierLong = null;
+            List<ChandelierResult> chandelierShort = null;
+            if (preCalculatedValues?.ChandelierLong != null && preCalculatedValues.ChandelierLong.Any() &&
+                preCalculatedValues?.ChandelierShort != null && preCalculatedValues.ChandelierShort.Any())
+            {
+                // 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();
+            }
+
+            // If no pre-calculated values or they don't match, fall back to regular calculation
+            if (chandelierLong == null || !chandelierLong.Any() || chandelierShort == null || !chandelierShort.Any())
+            {
+                return Run(candles);
+            }
+
+            ProcessChandelierSignalsWithPreCalculated(chandelierLong, chandelierShort, candles);
+
+            return Signals.Where(s => s.Confidence != Confidence.None).OrderBy(s => s.Date).ToList();
+        }
+        catch (RuleException)
+        {
+            return null;
+        }
+    }
+
+    /// <summary>
+    /// Processes Chandelier signals for both Long and Short types.
+    /// This method is shared between the regular Run() and optimized Run() methods.
+    /// </summary>
+    /// <param name="candles">Candles to process</param>
+    private void ProcessChandelierSignals(HashSet<Candle> candles)
+    {
+        GetSignals(ChandelierType.Long, candles);
+        GetSignals(ChandelierType.Short, candles);
+    }
+
+    /// <summary>
+    /// Processes Chandelier signals using pre-calculated values.
+    /// </summary>
+    /// <param name="chandelierLong">Pre-calculated Long Chandelier values</param>
+    /// <param name="chandelierShort">Pre-calculated Short Chandelier values</param>
+    /// <param name="candles">Candles to process</param>
+    private void ProcessChandelierSignalsWithPreCalculated(
+        List<ChandelierResult> chandelierLong,
+        List<ChandelierResult> chandelierShort,
+        HashSet<Candle> candles)
+    {
+        GetSignalsWithPreCalculated(ChandelierType.Long, chandelierLong, candles);
+        GetSignalsWithPreCalculated(ChandelierType.Short, chandelierShort, candles);
+    }
+
     public override IndicatorsResultBase GetIndicatorValues(HashSet<Candle> candles)
     {
         return new IndicatorsResultBase()
@@ -54,9 +124,28 @@ public class ChandelierExitIndicatorBase : IndicatorBase
     {
         var chandelier = candles.GetChandelier(Period.Value, Multiplier.Value, chandelierType)
             .Where(s => s.ChandelierExit.HasValue).ToList();
-        var chandelierCandle = MapChandelierToCandle(chandelier, candles.TakeLast(MinimumHistory));
-        var previousCandle = chandelierCandle[0];
+        ProcessChandelierSignalsForType(chandelier, chandelierType, candles);
+    }
 
+    private void GetSignalsWithPreCalculated(ChandelierType chandelierType, List<ChandelierResult> chandelier, HashSet<Candle> candles)
+    {
+        ProcessChandelierSignalsForType(chandelier, chandelierType, candles);
+    }
+
+    /// <summary>
+    /// Processes Chandelier signals for a specific type (Long or Short).
+    /// This method is shared between regular and optimized signal processing.
+    /// </summary>
+    /// <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)
+    {
+        var chandelierCandle = MapChandelierToCandle(chandelier, candles.TakeLast(MinimumHistory));
+        if (chandelierCandle.Count == 0)
+            return;
+
+        var previousCandle = chandelierCandle[0];
         foreach (var currentCandle in chandelierCandle.Skip(1))
         {
             // Short