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

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cryptooda
2025-11-15 13:54:39 +07:00
parent e814eb749c
commit bed25e7222
3 changed files with 15 additions and 4 deletions
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src/Managing.Workers.Tests/performance-benchmarks-two-scenarios.csv
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@@ -18,3 +18,5 @@ DateTime,TestName,CandlesCount,ExecutionTimeSeconds,ProcessingRateCandlesPerSec,
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
2025-11-15T06:46:21Z,Telemetry_ETH_RSI_EMACROSS,5760,12.58,457.8,28.82,21.79,35.28,0.0,0,0.0,0.0,0.0,0.0,-35450.45,20,-49.76,0.00,e814eb74,dev,development
2025-11-15T06:50:04Z,Telemetry_ETH_RSI_EMACROSS,5760,4.84,1190.4,29.01,19.10,35.17,0.0,0,0.0,0.0,0.0,0.0,-35450.45,20,-49.76,0.00,e814eb74,dev,development
1 DateTime TestName CandlesCount ExecutionTimeSeconds ProcessingRateCandlesPerSec MemoryStartMB MemoryEndMB MemoryPeakMB SignalUpdatesCount SignalUpdatesSkipped SignalUpdateEfficiencyPercent BacktestStepsCount AverageSignalUpdateMs AverageBacktestStepMs FinalPnL WinRatePercent GrowthPercentage Score CommitHash GitBranch Environment
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
21 2025-11-15T06:46:21Z Telemetry_ETH_RSI_EMACROSS 5760 12.58 457.8 28.82 21.79 35.28 0.0 0 0.0 0.0 0.0 0.0 -35450.45 20 -49.76 0.00 e814eb74 dev development
22 2025-11-15T06:50:04Z Telemetry_ETH_RSI_EMACROSS 5760 4.84 1190.4 29.01 19.10 35.17 0.0 0 0.0 0.0 0.0 0.0 -35450.45 20 -49.76 0.00 e814eb74 dev development