Add benchmark + fix bundle that should be completed

This commit is contained in:
2025-11-11 11:35:48 +07:00
parent 47911c28f1
commit 567de2e5ee
3 changed files with 271 additions and 134 deletions

View File

@@ -51,6 +51,19 @@ public class TradingBotBase : ITradingBot
/// </summary>
public Dictionary<IndicatorType, IndicatorsResultBase> PreCalculatedIndicatorValues { get; set; }
// Cached properties for performance optimization
private bool? _isForBacktest;
private bool? _isForWatchingOnly;
private int? _maxLossStreak;
private int? _cooldownPeriod;
private bool? _flipPosition;
private bool IsForBacktest => _isForBacktest ??= Config.IsForBacktest;
private bool IsForWatchingOnly => _isForWatchingOnly ??= Config.IsForWatchingOnly;
private int MaxLossStreak => _maxLossStreak ??= Config.MaxLossStreak;
private int CooldownPeriod => _cooldownPeriod ??= Config.CooldownPeriod;
private bool FlipPosition => _flipPosition ??= Config.FlipPosition;
public TradingBotBase(
ILogger<TradingBotBase> logger,
@@ -70,7 +83,7 @@ public class TradingBotBase : ITradingBot
public async Task Start(BotStatus previousStatus)
{
if (!Config.IsForBacktest)
if (!IsForBacktest)
{
// Start async initialization in the background without blocking
try
@@ -94,17 +107,8 @@ public class TradingBotBase : ITradingBot
switch (previousStatus)
{
case BotStatus.Saved:
var indicatorNames = Config.Scenario.Indicators.Select(i => i.Type.ToString()).ToList();
var startupMessage = $"🚀 Bot Started Successfully\n\n" +
$"📊 Trading Setup:\n" +
$"🎯 Ticker: `{Config.Ticker}`\n" +
$"⏰ Timeframe: `{Config.Timeframe}`\n" +
$"🎮 Scenario: `{Config.Scenario?.Name ?? "Unknown"}`\n" +
$"💰 Balance: `${Config.BotTradingBalance:F2}`\n" +
$"👀 Mode: `{(Config.IsForWatchingOnly ? "Watch Only" : "Live Trading")}`\n\n" +
$"📈 Active Indicators: `{string.Join(", ", indicatorNames)}`\n\n" +
$"✅ Ready to monitor signals and execute trades\n" +
$"📢 Notifications will be sent when positions are triggered";
var indicatorNames = Config.Scenario.Indicators.Select(i => i.Type.ToString());
var startupMessage = $"🚀 Bot Started Successfully\n\n📊 Trading Setup:\n🎯 Ticker: `{Config.Ticker}`\n⏰ Timeframe: `{Config.Timeframe}`\n🎮 Scenario: `{Config.Scenario?.Name ?? "Unknown"}`\n💰 Balance: `${Config.BotTradingBalance:F2}`\n👀 Mode: `{(Config.IsForWatchingOnly ? "Watch Only" : "Live Trading")}`\n\n📈 Active Indicators: `{string.Join(", ", indicatorNames)}`\n\n✅ Ready to monitor signals and execute trades\n📢 Notifications will be sent when positions are triggered";
await LogInformation(startupMessage);
break;
@@ -172,7 +176,7 @@ public class TradingBotBase : ITradingBot
public async Task LoadAccount()
{
if (Config.IsForBacktest) return;
if (IsForBacktest) return;
await ServiceScopeHelpers.WithScopedService<IAccountService>(_scopeFactory, async accountService =>
{
var account = await accountService.GetAccountByAccountName(Config.AccountName, false, false);
@@ -186,7 +190,7 @@ public class TradingBotBase : ITradingBot
/// </summary>
public async Task VerifyAndUpdateBalance()
{
if (Config.IsForBacktest) return;
if (IsForBacktest) return;
if (Account == null)
{
Logger.LogWarning("Cannot verify balance: Account is null");
@@ -233,40 +237,85 @@ public class TradingBotBase : ITradingBot
public async Task Run()
{
// Update signals for live trading only
if (!Config.IsForBacktest)
// Fast path for backtests - skip live trading operations
if (IsForBacktest)
{
await UpdateSignals();
await LoadLastCandle();
if (!IsForWatchingOnly)
await ManagePositions();
UpdateWalletBalances();
return;
}
if (!Config.IsForWatchingOnly)
// Live trading path
await UpdateSignals();
await LoadLastCandle();
if (!IsForWatchingOnly)
await ManagePositions();
UpdateWalletBalances();
if (!Config.IsForBacktest)
ExecutionCount++;
// Optimized logging - cache frequently used values
var serverDate = DateTime.UtcNow;
var lastCandleDate = LastCandle?.Date;
var signalCount = Signals.Count;
var positionCount = Positions.Count;
Logger.LogInformation(
"Bot Status {Name} - ServerDate: {ServerDate}, LastCandleDate: {LastCandleDate}, Signals: {SignalCount}, Executions: {ExecutionCount}, Positions: {PositionCount}",
Config.Name, serverDate, lastCandleDate, signalCount, ExecutionCount, positionCount);
// Optimize position logging - build string efficiently
if (positionCount > 0)
{
ExecutionCount++;
Logger.LogInformation(
"Bot Status {Name} - ServerDate: {ServerDate}, LastCandleDate: {LastCandleDate}, Signals: {SignalCount}, Executions: {ExecutionCount}, Positions: {PositionCount}",
Config.Name, DateTime.UtcNow, LastCandle?.Date, Signals.Count, ExecutionCount, Positions.Count);
var positionStrings = new string[positionCount];
var index = 0;
foreach (var position in Positions.Values)
{
positionStrings[index++] = $"{position.SignalIdentifier} - Status: {position.Status}";
}
Logger.LogInformation("[{Name}] Internal Positions : {Position}", Config.Name,
string.Join(", ",
Positions.Values.Select(p => $"{p.SignalIdentifier} - Status: {p.Status}")));
string.Join(", ", positionStrings));
}
}
public async Task UpdateSignals(HashSet<Candle> candles = null)
{
// Fast path for backtests - skip live trading checks
if (IsForBacktest && candles != null)
{
var backtestSignal =
TradingBox.GetSignal(candles, Config.Scenario, Signals, Config.Scenario.LoopbackPeriod,
PreCalculatedIndicatorValues);
if (backtestSignal == null) return;
await AddSignal(backtestSignal);
return;
}
// Live trading path with checks
// Skip indicator checking if flipping is disabled and there's an open position
// This prevents unnecessary indicator calculations when we can't act on signals anyway
if (!Config.FlipPosition && Positions.Any(p => p.Value.IsOpen()))
if (!FlipPosition)
{
Logger.LogDebug(
$"Skipping signal update: Position open and flip disabled. Open positions: {Positions.Count(p => p.Value.IsOpen())}");
return;
var hasOpenPosition = false;
foreach (var position in Positions.Values)
{
if (position.IsOpen())
{
hasOpenPosition = true;
break;
}
}
if (hasOpenPosition)
{
Logger.LogDebug(
$"Skipping signal update: Position open and flip disabled. Open positions: {Positions.Count(p => p.Value.IsOpen())}");
return;
}
}
// Check if we're in cooldown period for any direction
@@ -276,24 +325,13 @@ public class TradingBotBase : ITradingBot
return;
}
if (Config.IsForBacktest && candles != null)
await ServiceScopeHelpers.WithScopedService<IGrainFactory>(_scopeFactory, async grainFactory =>
{
var backtestSignal =
TradingBox.GetSignal(candles, Config.Scenario, Signals, Config.Scenario.LoopbackPeriod,
PreCalculatedIndicatorValues);
if (backtestSignal == null) return;
await AddSignal(backtestSignal);
}
else
{
await ServiceScopeHelpers.WithScopedService<IGrainFactory>(_scopeFactory, async grainFactory =>
{
var scenarioRunnerGrain = grainFactory.GetGrain<IScenarioRunnerGrain>(Guid.NewGuid());
var signal = await scenarioRunnerGrain.GetSignals(Config, Signals, Account.Exchange, LastCandle);
if (signal == null) return;
await AddSignal(signal);
});
}
var scenarioRunnerGrain = grainFactory.GetGrain<IScenarioRunnerGrain>(Guid.NewGuid());
var signal = await scenarioRunnerGrain.GetSignals(Config, Signals, Account.Exchange, LastCandle);
if (signal == null) return;
await AddSignal(signal);
});
}
private async Task<LightSignal> RecreateSignalFromPosition(Position position)
@@ -352,17 +390,40 @@ public class TradingBotBase : ITradingBot
private async Task ManagePositions()
{
// Early exit optimization - skip if no positions to manage
var hasOpenPositions = Positions.Values.Any(p => !p.IsFinished());
var hasWaitingSignals = Signals.Values.Any(s => s.Status == SignalStatus.WaitingForPosition);
var hasOpenPositions = false;
var hasWaitingSignals = false;
// Optimize: Use foreach instead of LINQ for better performance
foreach (var position in Positions.Values)
{
if (!position.IsFinished())
{
hasOpenPositions = true;
break;
}
}
if (!hasOpenPositions)
{
foreach (var signal in Signals.Values)
{
if (signal.Status == SignalStatus.WaitingForPosition)
{
hasWaitingSignals = true;
break;
}
}
}
if (!hasOpenPositions && !hasWaitingSignals)
return;
// First, process all existing positions that are not finished
foreach (var position in Positions.Values.Where(p => !p.IsFinished()))
foreach (var position in Positions.Values)
{
var signalForPosition = Signals[position.SignalIdentifier];
if (signalForPosition == null)
if (position.IsFinished()) continue;
if (!Signals.TryGetValue(position.SignalIdentifier, out var signalForPosition))
{
await LogInformation(
$"🔍 Signal Recovery\nSignal not found for position `{position.Identifier}`\nRecreating signal from position data...");
@@ -389,11 +450,9 @@ public class TradingBotBase : ITradingBot
}
// Then, open positions for signals waiting for a position open
// But first, check if we already have a position for any of these signals
var signalsWaitingForPosition = Signals.Values.Where(s => s.Status == SignalStatus.WaitingForPosition);
foreach (var signal in signalsWaitingForPosition)
foreach (var signal in Signals.Values)
{
if (signal.Status != SignalStatus.WaitingForPosition) continue;
if (LastCandle != null && signal.Date < LastCandle.Date)
{
await LogWarning(
@@ -432,23 +491,33 @@ public class TradingBotBase : ITradingBot
return;
}
if (!WalletBalances.ContainsKey(date))
// Optimize: Use TryGetValue instead of ContainsKey + First()
if (!WalletBalances.TryGetValue(date, out _))
{
var previousBalance = WalletBalances.First().Value;
WalletBalances[date] = previousBalance + GetProfitAndLoss();
// Cache the calculation to avoid repeated computation
var profitAndLoss = GetProfitAndLoss();
var previousBalance = WalletBalances.Count > 0 ? WalletBalances.First().Value : Config.BotTradingBalance;
WalletBalances[date] = previousBalance + profitAndLoss;
}
}
private async Task UpdatePosition(LightSignal signal, Position positionForSignal)
{
// Skip processing if position is already canceled or rejected (never filled)
if (positionForSignal.Status == PositionStatus.Canceled ||
positionForSignal.Status == PositionStatus.Rejected)
{
await LogDebug(
$"Skipping update for position {positionForSignal.Identifier} - status is {positionForSignal.Status} (never filled)");
return;
}
try
{
// Skip processing if position is already canceled or rejected (never filled)
if (positionForSignal.Status == PositionStatus.Canceled ||
positionForSignal.Status == PositionStatus.Rejected)
// Fast path for backtests - simplified position handling
if (IsForBacktest)
{
await LogDebug(
$"Skipping update for position {positionForSignal.Identifier} - status is {positionForSignal.Status} (never filled)");
await UpdatePositionForBacktest(signal, positionForSignal);
return;
}
@@ -456,23 +525,14 @@ public class TradingBotBase : ITradingBot
var brokerPositions = await ServiceScopeHelpers.WithScopedService<ITradingService, List<Position>>(
_scopeFactory, async tradingService =>
{
internalPosition = Config.IsForBacktest
? positionForSignal
: await tradingService.GetPositionByIdentifierAsync(positionForSignal.Identifier);
internalPosition = await tradingService.GetPositionByIdentifierAsync(positionForSignal.Identifier);
if (Config.IsForBacktest)
{
return new List<Position> { internalPosition };
}
else
{
return await ServiceScopeHelpers.WithScopedService<IExchangeService, List<Position>>(
_scopeFactory,
async exchangeService =>
{
return [.. await exchangeService.GetBrokerPositions(Account)];
});
}
return await ServiceScopeHelpers.WithScopedService<IExchangeService, List<Position>>(
_scopeFactory,
async exchangeService =>
{
return [.. await exchangeService.GetBrokerPositions(Account)];
});
});
if (!Config.IsForBacktest)
@@ -963,6 +1023,30 @@ public class TradingBotBase : ITradingBot
}
}
/// <summary>
/// Optimized position update method for backtests - skips live trading overhead
/// </summary>
private async Task UpdatePositionForBacktest(LightSignal signal, Position positionForSignal)
{
// For backtests, positions are filled immediately
if (positionForSignal.Status == PositionStatus.New)
{
positionForSignal.Status = PositionStatus.Filled;
await SetPositionStatus(signal.Identifier, PositionStatus.Filled);
SetSignalStatus(signal.Identifier, SignalStatus.PositionOpen);
}
else if (positionForSignal.Status == PositionStatus.Filled)
{
// Handle position closing logic for backtests
await HandleClosedPosition(positionForSignal);
}
else if (positionForSignal.Status == PositionStatus.Finished ||
positionForSignal.Status == PositionStatus.Flipped)
{
await HandleClosedPosition(positionForSignal);
}
}
private async Task UpdatePositionDatabase(Position position)
{
await ServiceScopeHelpers.WithScopedService<ITradingService>(_scopeFactory,
@@ -1131,20 +1215,20 @@ public class TradingBotBase : ITradingBot
private async Task<bool> CanOpenPosition(LightSignal signal)
{
// Early return if we're in backtest mode and haven't executed yet
// TODO : check if its a startup cycle
if (!Config.IsForBacktest && ExecutionCount == 0)
// Fast path for backtests - skip live trading checks
if (IsForBacktest)
{
return !await IsInCooldownPeriodAsync() && await CheckLossStreak(signal);
}
// Live trading path
// Early return if we haven't executed yet
if (ExecutionCount == 0)
{
await LogInformation("⏳ Bot Not Ready\nCannot open position\nBot hasn't executed first cycle yet");
return false;
}
// Check if we're in backtest mode
if (Config.IsForBacktest)
{
return !await IsInCooldownPeriodAsync() && await CheckLossStreak(signal);
}
// Check broker positions for live trading
var canOpenPosition = await CheckBrokerPositions();
if (!canOpenPosition)
@@ -1158,18 +1242,15 @@ public class TradingBotBase : ITradingBot
decimal currentPrice = 0;
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory, async exchangeService =>
{
currentPrice = Config.IsForBacktest
? LastCandle?.Close ?? 0
: await exchangeService.GetCurrentPrice(Account, Config.Ticker);
currentPrice = await exchangeService.GetCurrentPrice(Account, Config.Ticker);
});
bool synthRisk = false;
await ServiceScopeHelpers.WithScopedService<ITradingService>(_scopeFactory, async tradingService =>
{
synthRisk = await tradingService.AssessSynthPositionRiskAsync(Config.Ticker, signal.Direction,
currentPrice,
Config, Config.IsForBacktest);
Config, false);
});
if (!synthRisk)
{
@@ -1184,38 +1265,69 @@ public class TradingBotBase : ITradingBot
private async Task<bool> CheckLossStreak(LightSignal signal)
{
// If MaxLossStreak is 0, there's no limit
if (Config.MaxLossStreak <= 0)
if (MaxLossStreak <= 0)
{
return true;
}
// Get the last N finished positions regardless of direction
var recentPositions = Positions
.Values
.Where(p => p.IsFinished())
.OrderByDescending(p => p.Open.Date)
.Take(Config.MaxLossStreak)
.ToList();
// Optimize: Pre-allocate array and use manual sorting for better performance
var maxStreak = MaxLossStreak;
var recentPositions = new Position[maxStreak];
var count = 0;
// Collect recent finished positions manually for better performance
foreach (var position in Positions.Values)
{
if (!position.IsFinished()) continue;
// Simple insertion sort by date (descending)
var insertIndex = 0;
while (insertIndex < count && recentPositions[insertIndex].Open.Date > position.Open.Date)
{
insertIndex++;
}
if (insertIndex < maxStreak)
{
// Shift elements
for (var i = Math.Min(count, maxStreak - 1); i > insertIndex; i--)
{
recentPositions[i] = recentPositions[i - 1];
}
recentPositions[insertIndex] = position;
if (count < maxStreak) count++;
}
}
// If we don't have enough positions to form a streak, we can open
if (recentPositions.Count < Config.MaxLossStreak)
if (count < maxStreak)
{
return true;
}
// Check if all recent positions were losses
var allLosses = recentPositions.All(p => p.ProfitAndLoss?.Realized < 0);
var allLosses = true;
for (var i = 0; i < count; i++)
{
if (recentPositions[i].ProfitAndLoss?.Realized >= 0)
{
allLosses = false;
break;
}
}
if (!allLosses)
{
return true;
}
// If we have a loss streak, check if the last position was in the same direction as the signal
var lastPosition = recentPositions.First();
var lastPosition = recentPositions[0]; // First element is most recent due to descending sort
if (lastPosition.OriginDirection == signal.Direction)
{
await LogWarning(
$"🔥 Loss Streak Limit\nCannot open position\nMax loss streak: `{Config.MaxLossStreak}` reached\n📉 Last `{recentPositions.Count}` trades were losses\n🎯 Last position: `{lastPosition.OriginDirection}`\nWaiting for opposite direction signal");
$"🔥 Loss Streak Limit\nCannot open position\nMax loss streak: `{maxStreak}` reached\n📉 Last `{count}` trades were losses\n🎯 Last position: `{lastPosition.OriginDirection}`\nWaiting for opposite direction signal");
return false;
}
@@ -2030,8 +2142,21 @@ public class TradingBotBase : ITradingBot
public int GetWinRate()
{
var succeededPositions = Positions.Values.Where(p => p.IsValidForMetrics()).Count(p => p.IsInProfit());
var total = Positions.Values.Where(p => p.IsValidForMetrics()).Count();
// Optimize: Single pass through positions
var succeededPositions = 0;
var total = 0;
foreach (var position in Positions.Values)
{
if (position.IsValidForMetrics())
{
total++;
if (position.IsInProfit())
{
succeededPositions++;
}
}
}
if (total == 0)
return 0;
@@ -2041,9 +2166,15 @@ public class TradingBotBase : ITradingBot
public decimal GetProfitAndLoss()
{
// Calculate net PnL after deducting fees for each position
var netPnl = Positions.Values.Where(p => p.IsValidForMetrics() && p.ProfitAndLoss != null)
.Sum(p => p.GetPnLBeforeFees());
// Optimize: Manual loop instead of LINQ for better performance
var netPnl = 0m;
foreach (var position in Positions.Values)
{
if (position.IsValidForMetrics() && position.ProfitAndLoss != null)
{
netPnl += position.GetPnLBeforeFees();
}
}
return netPnl;
}
@@ -2055,11 +2186,15 @@ public class TradingBotBase : ITradingBot
/// <returns>Returns the total fees paid as a decimal value.</returns>
public decimal GetTotalFees()
{
decimal totalFees = 0;
// Optimize: Manual loop instead of LINQ
var totalFees = 0m;
foreach (var position in Positions.Values.Where(p => p.IsValidForMetrics()))
foreach (var position in Positions.Values)
{
totalFees += TradingHelpers.CalculatePositionFees(position);
if (position.IsValidForMetrics())
{
totalFees += TradingHelpers.CalculatePositionFees(position);
}
}
return totalFees;
@@ -2580,8 +2715,8 @@ public class TradingBotBase : ITradingBot
// Calculate cooldown end time based on last position closing time
var baseIntervalSeconds = CandleHelpers.GetBaseIntervalInSeconds(Config.Timeframe);
var cooldownEndTime = LastPositionClosingTime.Value.AddSeconds(baseIntervalSeconds * Config.CooldownPeriod);
var isInCooldown = (Config.IsForBacktest ? LastCandle.Date : DateTime.UtcNow) < cooldownEndTime;
var cooldownEndTime = LastPositionClosingTime.Value.AddSeconds(baseIntervalSeconds * CooldownPeriod);
var isInCooldown = (IsForBacktest ? LastCandle.Date : DateTime.UtcNow) < cooldownEndTime;
if (isInCooldown)
{

View File

@@ -1,7 +1,9 @@
DateTime,TestName,CandlesCount,ExecutionTimeSeconds,ProcessingRateCandlesPerSec,MemoryStartMB,MemoryEndMB,MemoryPeakMB,SignalUpdatesCount,SignalUpdatesSkipped,SignalUpdateEfficiencyPercent,BacktestStepsCount,AverageSignalUpdateMs,AverageBacktestStepMs,FinalPnL,WinRatePercent,GrowthPercentage,Score,CommitHash,GitBranch,Environment
2025-11-11T12:00:00Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,2.15,2684.8,16.05,23.90,24.24,7706,3814,33.1,5760,0.26,0.01,4010.63,28,4.01,3.34,initial,dev,development
2025-11-11T04:13:28Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5,2.50,0,Start=15.26,End=24.11,Peak=23.66,0,0,0,0,0.28,0.03,401063,28,401,334,14bc98d5,dev,development
2025-11-11T04:14:08Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5 760,2.542.57,2244.2,15.27,24.08,23.72,2207.52,3814,33.1,200.48,0.29,0.03,4010,63,28,4,01,3,34,14bc98d5,dev,development
2025-11-11T04:14:39Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5 760,2.73 2.75,2091.2,15.26,24.36,23.99,2102.66,3814,33.1,372.82,0.27,0.06,4010,63,28,4,01,3,34,b0b757b1,dev,development
2025-11-11T04:16:43Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5 760,1.86 1.88,3061.1,15.26,23.95,23.67,1600.09,3814,33.1,115.52,0.21,0.02,4010,63,28,4,01,3,34,e5caf1cd,dev,development
2025-11-11T04:26:29Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5 760,1.19 1.20,4782.4,15.26,18.01,23.47,1068.51,3814,33.1,53.69,0.14,0.01,-2431,04,54,-2,43,0,00,14d101b6,dev,development
2025-11-11T04:14:08Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,2.54,2244.2,15.27,24.08,23.72,2207.52,3814,33.1,200.48,0.29,0.03,4010.63,28,4.01,3.34,14bc98d5,dev,development
2025-11-11T04:14:39Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,2.73,2091.2,15.26,24.36,23.99,2102.66,3814,33.1,372.82,0.27,0.06,4010.63,28,4.01,3.34,b0b757b1,dev,development
2025-11-11T04:16:43Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,1.87,3061.1,15.26,23.95,23.67,1600.09,3814,33.1,115.52,0.21,0.02,4010.63,28,4.01,3.34,e5caf1cd,dev,development
2025-11-11T04:26:29Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,1.20,4782.4,15.26,18.01,23.47,1068.51,3814,33.1,53.69,0.14,0.01,-2431.04,54,-2.43,0.00,14d101b6,dev,development
2025-11-11T04:31:06Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,2.14 2.17,2658.3,15.28,17.89,23.73,1875.99,3814,33.1,123.31,0.24,0.02,-2431.04,54,-2.43,0.00,47911c28,dev,development
2025-11-11T04:32:55Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,1.41 1.43,40376,15.26,17.79,23.47,1186.69,3814,33.1,90.22,0.15,0.02,-243104,54,-243,000,47911c28,dev,development
2025-11-11T04:34:42Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,2.61 2.63,2186.0,15.26,17.85,23.73,2329.99,3814,33.1,134.43,0.30,0.02,-2431.04,54,-2.43,0.00,47911c28,dev,development
1 DateTime,TestName,CandlesCount,ExecutionTimeSeconds,ProcessingRateCandlesPerSec,MemoryStartMB,MemoryEndMB,MemoryPeakMB,SignalUpdatesCount,SignalUpdatesSkipped,SignalUpdateEfficiencyPercent,BacktestStepsCount,AverageSignalUpdateMs,AverageBacktestStepMs,FinalPnL,WinRatePercent,GrowthPercentage,Score,CommitHash,GitBranch,Environment DateTime TestName CandlesCount ExecutionTimeSeconds ProcessingRateCandlesPerSec MemoryStartMB MemoryEndMB MemoryPeakMB SignalUpdatesCount SignalUpdatesSkipped SignalUpdateEfficiencyPercent BacktestStepsCount AverageSignalUpdateMs AverageBacktestStepMs FinalPnL WinRatePercent GrowthPercentage Score CommitHash GitBranch Environment
2 2025-11-11T12:00:00Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,2.15,2684.8,16.05,23.90,24.24,7706,3814,33.1,5760,0.26,0.01,4010.63,28,4.01,3.34,initial,dev,development 2025-11-11T12:00:00Z ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry 5760 2.15 2684.8 16.05 23.90 24.24 7706 3814 33.1 5760 0.26 0.01 4010.63 28 4.01 3.34 initial dev development
3 2025-11-11T04:13:28Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5,2.50,0,Start=15.26,End=24.11,Peak=23.66,0,0,0,0,0.28,0.03,401063,28,401,334,14bc98d5,dev,development 2025-11-11T04:14:08Z ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry 5760 2.54 2244.2 15.27 24.08 23.72 2207.52 3814 33.1 200.48 0.29 0.03 4010.63 28 4.01 3.34 14bc98d5 dev development
4 2025-11-11T04:14:08Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5 760,2.542.57,2244.2,15.27,24.08,23.72,2207.52,3814,33.1,200.48,0.29,0.03,4010,63,28,4,01,3,34,14bc98d5,dev,development 2025-11-11T04:14:39Z ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry 5760 2.73 2091.2 15.26 24.36 23.99 2102.66 3814 33.1 372.82 0.27 0.06 4010.63 28 4.01 3.34 b0b757b1 dev development
5 2025-11-11T04:14:39Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5 760,2.73 2.75,2091.2,15.26,24.36,23.99,2102.66,3814,33.1,372.82,0.27,0.06,4010,63,28,4,01,3,34,b0b757b1,dev,development 2025-11-11T04:16:43Z ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry 5760 1.87 3061.1 15.26 23.95 23.67 1600.09 3814 33.1 115.52 0.21 0.02 4010.63 28 4.01 3.34 e5caf1cd dev development
6 2025-11-11T04:16:43Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5 760,1.86 1.88,3061.1,15.26,23.95,23.67,1600.09,3814,33.1,115.52,0.21,0.02,4010,63,28,4,01,3,34,e5caf1cd,dev,development 2025-11-11T04:26:29Z ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry 5760 1.20 4782.4 15.26 18.01 23.47 1068.51 3814 33.1 53.69 0.14 0.01 -2431.04 54 -2.43 0.00 14d101b6 dev development
7 2025-11-11T04:26:29Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5 760,1.19 1.20,4782.4,15.26,18.01,23.47,1068.51,3814,33.1,53.69,0.14,0.01,-2431,04,54,-2,43,0,00,14d101b6,dev,development 2025-11-11T04:31:06Z ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry 5760 2.14 2.17 2658.3 15.28 17.89 23.73 1875.99 3814 33.1 123.31 0.24 0.02 -2431.04 54 -2.43 0.00 47911c28 dev development
8 2025-11-11T04:32:55Z ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry 5760 1.41 1.43 40376 15.26 17.79 23.47 1186.69 3814 33.1 90.22 0.15 0.02 -243104 54 -243 000 47911c28 dev development
9 2025-11-11T04:34:42Z ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry 5760 2.61 2.63 2186.0 15.26 17.85 23.73 2329.99 3814 33.1 134.43 0.30 0.02 -2431.04 54 -2.43 0.00 47911c28 dev development