Update perf

src/Managing.Application/Backtests/BacktestExecutor.cs

@@ -8,8 +8,6 @@ using Managing.Core;
 using Managing.Domain.Backtests;
 using Managing.Domain.Bots;
 using Managing.Domain.Candles;
-using Managing.Domain.Indicators;
-using Managing.Domain.Scenarios;
 using Managing.Domain.Shared.Helpers;
 using Managing.Domain.Strategies.Base;
 using Managing.Domain.Users;
@@ -226,28 +224,8 @@ public class BacktestExecutor
         // Pre-allocate and populate candle structures for maximum performance
         var orderedCandles = candles.OrderBy(c => c.Date).ToList();
 
-        // Pre-calculate all signals for the entire backtest period
-        Dictionary<DateTime, LightSignal> preCalculatedSignals = null;
-        var signalPreCalcStart = Stopwatch.GetTimestamp();
-        if (config.Scenario != null && preCalculatedIndicatorValues != null)
-        {
-            try
-            {
-                preCalculatedSignals = PreCalculateAllSignals(orderedCandles, config.Scenario, preCalculatedIndicatorValues);
-                var signalPreCalcTime = Stopwatch.GetElapsedTime(signalPreCalcStart);
-                _logger.LogInformation(
-                    "✅ Successfully pre-calculated {SignalCount} signals in {Duration:F2}ms",
-                    preCalculatedSignals.Count, signalPreCalcTime.TotalMilliseconds);
-            }
-            catch (Exception ex)
-            {
-                var signalPreCalcTime = Stopwatch.GetElapsedTime(signalPreCalcStart);
-                _logger.LogWarning(ex,
-                    "❌ Failed to pre-calculate signals in {Duration:F2}ms, will calculate on-the-fly. Error: {ErrorMessage}",
-                    signalPreCalcTime.TotalMilliseconds, ex.Message);
-                preCalculatedSignals = null;
-            }
-        }
+        // Skip pre-calculated signals - the approach was flawed and caused performance regression
+        // The signal calculation depends on rolling window state and cannot be pre-calculated effectively
 
         // Use optimized rolling window approach - TradingBox.GetSignal only needs last 600 candles
         const int rollingWindowSize = 600;
@@ -301,23 +279,10 @@ public class BacktestExecutor
 
             if (!shouldSkipSignalUpdate)
             {
-                // Use pre-calculated signals for maximum performance
+                // Smart signal caching - reduce signal update frequency for performance
+                // RSI and similar indicators don't need updates every candle for 15-minute data
                 var signalUpdateStart = Stopwatch.GetTimestamp();
-
-                if (preCalculatedSignals != null && preCalculatedSignals.TryGetValue(candle.Date, out var preCalculatedSignal))
-                {
-                    // Fast path: use pre-calculated signal directly
-                    if (preCalculatedSignal != null)
-                    {
-                        await tradingBot.AddSignal(preCalculatedSignal);
-                    }
-                }
-                else
-                {
-                    // Fallback: calculate signal on-the-fly (shouldn't happen in optimized path)
-                    await tradingBot.UpdateSignals(fixedCandlesHashSet);
-                }
-
+                await tradingBot.UpdateSignals(fixedCandlesHashSet);
                 signalUpdateTotalTime += Stopwatch.GetElapsedTime(signalUpdateStart);
                 telemetry.TotalSignalUpdates++;
             }
@@ -589,46 +554,6 @@ public class BacktestExecutor
     /// Pre-calculates all signals for the entire backtest period
     /// This eliminates repeated GetSignal() calls during the backtest loop
     /// </summary>
-    private Dictionary<DateTime, LightSignal> PreCalculateAllSignals(
-        List<Candle> orderedCandles,
-        LightScenario scenario,
-        Dictionary<IndicatorType, IndicatorsResultBase> preCalculatedIndicatorValues)
-    {
-        var signals = new Dictionary<DateTime, LightSignal>();
-        var previousSignals = new Dictionary<string, LightSignal>();
-        const int rollingWindowSize = 600;
-
-        _logger.LogInformation("⚡ Pre-calculating signals for {CandleCount} candles with rolling window size {WindowSize}",
-            orderedCandles.Count, rollingWindowSize);
-
-        for (int i = 0; i < orderedCandles.Count; i++)
-        {
-            var currentCandle = orderedCandles[i];
-
-            // Build rolling window: last 600 candles up to current candle
-            var windowStart = Math.Max(0, i - rollingWindowSize + 1);
-            var windowCandles = orderedCandles.Skip(windowStart).Take(i - windowStart + 1).ToHashSet();
-
-            // Calculate signal for this candle using the same logic as TradingBox.GetSignal
-            var signal = TradingBox.GetSignal(
-                windowCandles,
-                scenario,
-                previousSignals,
-                scenario?.LoopbackPeriod ?? 1,
-                preCalculatedIndicatorValues);
-
-            if (signal != null)
-            {
-                signals[currentCandle.Date] = signal;
-                previousSignals[signal.Identifier] = signal;
-            }
-        }
-
-        _logger.LogInformation("✅ Pre-calculated {SignalCount} signals for {CandleCount} candles",
-            signals.Count, orderedCandles.Count);
-
-        return signals;
-    }
 
     /// <summary>
     /// Converts a Backtest to LightBacktest