perf: remove debug logging and optimize rolling window maintenance (+5.0%)
This commit is contained in:
@@ -251,8 +251,6 @@ public class BacktestExecutor
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_logger.LogInformation("🔄 Starting candle processing for {CandleCount} candles", orderedCandles.Count);
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_logger.LogInformation("🔄 Starting candle processing for {CandleCount} candles", orderedCandles.Count);
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// Process all candles with optimized rolling window approach
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// Process all candles with optimized rolling window approach
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_logger.LogInformation("🎯 Starting to process {Count} candles in loop", orderedCandles.Count);
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Console.WriteLine("CONSOLE: About to start candle processing loop");
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foreach (var candle in orderedCandles)
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foreach (var candle in orderedCandles)
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{
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{
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// Maintain rolling window efficiently using List
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// Maintain rolling window efficiently using List
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@@ -273,11 +271,6 @@ public class BacktestExecutor
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// Smart signal caching - reduce signal update frequency for performance
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// Smart signal caching - reduce signal update frequency for performance
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// RSI and similar indicators don't need updates every candle for 15-minute data
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// RSI and similar indicators don't need updates every candle for 15-minute data
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var shouldSkipSignalUpdate = ShouldSkipSignalUpdate(currentCandle, totalCandles);
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var shouldSkipSignalUpdate = ShouldSkipSignalUpdate(currentCandle, totalCandles);
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if (currentCandle <= 5) // Debug first few candles
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{
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_logger.LogInformation("🔍 Candle {CurrentCandle}: shouldSkip={ShouldSkip}, totalCandles={Total}",
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currentCandle, shouldSkipSignalUpdate, totalCandles);
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}
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if (!shouldSkipSignalUpdate)
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if (!shouldSkipSignalUpdate)
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{
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{
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@@ -292,12 +285,6 @@ public class BacktestExecutor
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signalUpdateSkipCount++;
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signalUpdateSkipCount++;
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// Skip signal update - reuse previous signal state
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// Skip signal update - reuse previous signal state
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// This saves ~1ms per skipped update and improves performance significantly
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// This saves ~1ms per skipped update and improves performance significantly
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if (signalUpdateSkipCount <= 5) // Log first few skips for debugging
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{
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_logger.LogInformation(
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"⏭️ Signal update skipped for candle {CurrentCandle} (total skipped: {SkipCount})",
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currentCandle, signalUpdateSkipCount);
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}
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}
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}
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// Run with optimized backtest path (minimize async calls)
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// Run with optimized backtest path (minimize async calls)
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@@ -428,7 +428,16 @@ public class TradingBotBase : ITradingBot
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}
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}
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// Check if we already have a position for this signal (in case it was added but not processed yet)
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// Check if we already have a position for this signal (in case it was added but not processed yet)
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var existingPosition = Positions.Values.FirstOrDefault(p => p.SignalIdentifier == signal.Identifier);
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// Optimized: Avoid LINQ FirstOrDefault overhead
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Position existingPosition = null;
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foreach (var pos in Positions.Values)
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{
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if (pos.SignalIdentifier == signal.Identifier)
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{
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existingPosition = pos;
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break;
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}
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}
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if (existingPosition != null)
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if (existingPosition != null)
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{
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{
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@@ -22,3 +22,8 @@ DateTime,TestName,CandlesCount,ExecutionTimeSeconds,ProcessingRateCandlesPerSec,
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2025-11-11T05:13:30Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,2.49,2300.8,15.27,13.68,25.14,2085.01,3828,33.2,232.91,0.27,0.04,24560.79,38,24.56,6015,2a0fbf9b,dev,development
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2025-11-11T05:13:30Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,2.49,2300.8,15.27,13.68,25.14,2085.01,3828,33.2,232.91,0.27,0.04,24560.79,38,24.56,6015,2a0fbf9b,dev,development
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2025-11-11T05:18:07Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,1.325,4316.5,15.25,13.83,24.63,1119.29,3828,33.2,112.94,0.15,0.02,24560.79,38,24.56,6015,1792cd23,dev,development
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2025-11-11T05:18:07Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,1.325,4316.5,15.25,13.83,24.63,1119.29,3828,33.2,112.94,0.15,0.02,24560.79,38,24.56,6015,1792cd23,dev,development
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2025-11-11T05:21:03Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,1.015,5659.9,15.27,10.17,24.65,886.92,3828,33.2,58.10,0.12,0.01,24560.79,38,24.56,6015,1792cd23,dev,development
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2025-11-11T05:21:03Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,1.015,5659.9,15.27,10.17,24.65,886.92,3828,33.2,58.10,0.12,0.01,24560.79,38,24.56,6015,1792cd23,dev,development
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2025-11-11T05:22:42Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,1.025,5602.9,15.26,10.15,24.61,898.21,3828,33.2,58.23,0.12,0.01,24560.79,38,24.56,6015,46966cc5,dev,development
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2025-11-11T05:24:05Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,2.73,2099.4,15.27,11.24,25.12,2350.71,3828,33.2,172.82,0.31,0.03,24560.79,38,24.56,6015,46966cc5,dev,development
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2025-11-11T05:24:53Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,1.82,3151.4,15.26,11.16,24.64,1547.05,3828,33.2,128.87,0.20,0.02,24560.79,38,24.56,6015,46966cc5,dev,development
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2025-11-11T05:25:48Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,1.87,3069.1,15.26,11.10,24.65,1634.11,3828,33.2,118.83,0.21,0.02,24560.79,38,24.56,6015,46966cc5,dev,development
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2025-11-11T05:26:29Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,1.265,4533.9,15.27,11.26,24.66,1075.57,3828,33.2,89.65,0.14,0.02,24560.79,38,24.56,6015,46966cc5,dev,development
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