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Add test for RSI Divergence

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cryptooda
2025-11-14 20:02:51 +07:00
parent b60295fcb2
commit ac1707c439
5 changed files with 100 additions and 0 deletions
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3
src/Managing.Workers.Tests/performance-benchmarks-two-scenarios.csv
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@@ -15,3 +15,6 @@ DateTime,TestName,CandlesCount,ExecutionTimeSeconds,ProcessingRateCandlesPerSec,
2025-11-12T14:04:57Z,Telemetry_ETH_RSI_EMACROSS,5760,6.45,893.2,15.27,16.06,23.13,0.0,0,0.0,0.0,0.0,0.0,-53491.95,20,-53.49,0.00,d9489691,dev,development
2025-11-12T17:31:53Z,Telemetry_ETH_RSI_EMACROSS,5760,5.10,1128.5,15.26,15.61,23.10,0.0,0,0.0,0.0,0.0,0.0,-34137.42,20,-34.14,0.00,6d6f70ae,dev,development
2025-11-13T19:34:27Z,Telemetry_ETH_RSI_EMACROSS,5760,3.68,1566.4,15.26,15.45,23.08,0.0,0,0.0,0.0,0.0,0.0,-35450.45,20,-49.76,0.00,1f7d9146,dev,development
2025-11-14T12:43:33Z,Telemetry_ETH_RSI_EMACROSS,5760,6.43,896.2,29.02,22.13,36.21,0.0,0,0.0,0.0,0.0,0.0,-35450.45,20,-49.76,0.00,b60295fc,dev,development
2025-11-14T12:45:51Z,Telemetry_ETH_RSI_EMACROSS,5760,4.12,1398.2,29.05,21.88,36.24,0.0,0,0.0,0.0,0.0,0.0,-35450.45,20,-49.76,0.00,b60295fc,dev,development
2025-11-14T12:46:43Z,Telemetry_ETH_RSI_EMACROSS,5760,3.86,1491.9,29.05,20.88,36.27,0.0,0,0.0,0.0,0.0,0.0,-35450.45,20,-49.76,0.00,b60295fc,dev,development
1 DateTime TestName CandlesCount ExecutionTimeSeconds ProcessingRateCandlesPerSec MemoryStartMB MemoryEndMB MemoryPeakMB SignalUpdatesCount SignalUpdatesSkipped SignalUpdateEfficiencyPercent BacktestStepsCount AverageSignalUpdateMs AverageBacktestStepMs FinalPnL WinRatePercent GrowthPercentage Score CommitHash GitBranch Environment
15 2025-11-12T14:04:57Z Telemetry_ETH_RSI_EMACROSS 5760 6.45 893.2 15.27 16.06 23.13 0.0 0 0.0 0.0 0.0 0.0 -53491.95 20 -53.49 0.00 d9489691 dev development
16 2025-11-12T17:31:53Z Telemetry_ETH_RSI_EMACROSS 5760 5.10 1128.5 15.26 15.61 23.10 0.0 0 0.0 0.0 0.0 0.0 -34137.42 20 -34.14 0.00 6d6f70ae dev development
17 2025-11-13T19:34:27Z Telemetry_ETH_RSI_EMACROSS 5760 3.68 1566.4 15.26 15.45 23.08 0.0 0 0.0 0.0 0.0 0.0 -35450.45 20 -49.76 0.00 1f7d9146 dev development
18 2025-11-14T12:43:33Z Telemetry_ETH_RSI_EMACROSS 5760 6.43 896.2 29.02 22.13 36.21 0.0 0 0.0 0.0 0.0 0.0 -35450.45 20 -49.76 0.00 b60295fc dev development
19 2025-11-14T12:45:51Z Telemetry_ETH_RSI_EMACROSS 5760 4.12 1398.2 29.05 21.88 36.24 0.0 0 0.0 0.0 0.0 0.0 -35450.45 20 -49.76 0.00 b60295fc dev development
20 2025-11-14T12:46:43Z Telemetry_ETH_RSI_EMACROSS 5760 3.86 1491.9 29.05 20.88 36.27 0.0 0 0.0 0.0 0.0 0.0 -35450.45 20 -49.76 0.00 b60295fc dev development

3
src/Managing.Workers.Tests/performance-benchmarks.csv
View File

@@ -60,3 +60,6 @@ DateTime,TestName,CandlesCount,ExecutionTimeSeconds,ProcessingRateCandlesPerSec,
2025-11-12T17:31:53Z,Telemetry_ETH_RSI,5760,3.145,1826.0,15.26,16.99,24.08,0.00,0,0.0,2982.49,0.00,0.52,-29063.40,24,-29.06,0.00,6d6f70ae,dev,development
2025-11-13T19:31:55Z,Telemetry_ETH_RSI,5760,3.27,1755.7,15.26,17.03,24.09,0.00,0,0.0,3141.00,0.00,0.55,-30689.97,24,-51.70,0.00,1f7d9146,dev,development
2025-11-13T19:34:27Z,Telemetry_ETH_RSI,5760,1.655,3461.5,15.26,17.10,23.48,0.00,0,0.0,1595.88,0.00,0.28,-30689.97,24,-51.70,0.00,1f7d9146,dev,development
2025-11-14T12:43:33Z,Telemetry_ETH_RSI,5760,4.345,1324.3,21.03,20.35,28.95,0.00,0,0.0,4210.13,0.00,0.73,-30689.97,24,-51.70,0.00,b60295fc,dev,development
2025-11-14T12:45:51Z,Telemetry_ETH_RSI,5760,2.235,2576.6,29.03,20.37,36.11,0.00,0,0.0,2103.00,0.00,0.37,-30689.97,24,-51.70,0.00,b60295fc,dev,development
2025-11-14T12:46:43Z,Telemetry_ETH_RSI,5760,3.44,1669.8,28.85,20.34,35.90,0.00,0,0.0,3304.34,0.00,0.57,-30689.97,24,-51.70,0.00,b60295fc,dev,development
1 DateTime TestName CandlesCount ExecutionTimeSeconds ProcessingRateCandlesPerSec MemoryStartMB MemoryEndMB MemoryPeakMB SignalUpdatesCount SignalUpdatesSkipped SignalUpdateEfficiencyPercent BacktestStepsCount AverageSignalUpdateMs AverageBacktestStepMs FinalPnL WinRatePercent GrowthPercentage Score CommitHash GitBranch Environment
60 2025-11-12T17:31:53Z Telemetry_ETH_RSI 5760 3.145 1826.0 15.26 16.99 24.08 0.00 0 0.0 2982.49 0.00 0.52 -29063.40 24 -29.06 0.00 6d6f70ae dev development
61 2025-11-13T19:31:55Z Telemetry_ETH_RSI 5760 3.27 1755.7 15.26 17.03 24.09 0.00 0 0.0 3141.00 0.00 0.55 -30689.97 24 -51.70 0.00 1f7d9146 dev development
62 2025-11-13T19:34:27Z Telemetry_ETH_RSI 5760 1.655 3461.5 15.26 17.10 23.48 0.00 0 0.0 1595.88 0.00 0.28 -30689.97 24 -51.70 0.00 1f7d9146 dev development
63 2025-11-14T12:43:33Z Telemetry_ETH_RSI 5760 4.345 1324.3 21.03 20.35 28.95 0.00 0 0.0 4210.13 0.00 0.73 -30689.97 24 -51.70 0.00 b60295fc dev development
64 2025-11-14T12:45:51Z Telemetry_ETH_RSI 5760 2.235 2576.6 29.03 20.37 36.11 0.00 0 0.0 2103.00 0.00 0.37 -30689.97 24 -51.70 0.00 b60295fc dev development
65 2025-11-14T12:46:43Z Telemetry_ETH_RSI 5760 3.44 1669.8 28.85 20.34 35.90 0.00 0 0.0 3304.34 0.00 0.57 -30689.97 24 -51.70 0.00 b60295fc dev development