Optimize backtest memory usage by implementing a rolling window for candle storage and update performance benchmarks with new test data.

src/Managing.Application/Backtests/BacktestExecutor.cs

@@ -220,6 +220,8 @@ public class BacktestExecutor
         // 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; // TradingBox.GetSignal only needs last 600 candles
+        var rollingWindowCandles = new Queue<Candle>(RollingWindowSize);
         var candlesProcessed = 0;
 
         // Signal caching optimization - reduce signal update frequency for better performance
@@ -231,8 +233,6 @@ public class BacktestExecutor
         var lastWalletCheck = 0;
         var lastWalletBalance = config.BotTradingBalance;
 
-        var fixedCandles = new HashSet<Candle>();
-
         // Track memory usage during processing
         var peakMemory = initialMemory;
         const int memoryCheckInterval = 100; // Check memory every N candles to reduce GC.GetTotalMemory overhead
@@ -252,12 +252,19 @@ public class BacktestExecutor
             // Check for cancellation (timeout or shutdown)
             cancellationToken.ThrowIfCancellationRequested();
 
-            // Add to HashSet for reuse
-            fixedCandles.Add(candle);
+            // Maintain rolling window of last 600 candles to prevent exponential memory growth
+            rollingWindowCandles.Enqueue(candle);
+            if (rollingWindowCandles.Count > RollingWindowSize)
+            {
+                rollingWindowCandles.Dequeue(); // Remove oldest candle
+            }
+
             tradingBot.LastCandle = candle;
 
             // Run with optimized backtest path (minimize async calls)
             var signalUpdateStart = Stopwatch.GetTimestamp();
+            // Convert rolling window to HashSet for TradingBot.UpdateSignals compatibility
+            var fixedCandles = new HashSet<Candle>(rollingWindowCandles);
             await tradingBot.UpdateSignals(fixedCandles, preCalculatedIndicatorValues);
             signalUpdateTotalTime += Stopwatch.GetElapsedTime(signalUpdateStart);