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
+            // Maintain rolling window of last 600 candles to prevent exponential memory growth
-            fixedCandles.Add(candle);
+            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);
 

src/Managing.Workers.Tests/performance-benchmarks-two-scenarios.csv

@@ -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

src/Managing.Workers.Tests/performance-benchmarks.csv

@@ -63,3 +63,5 @@ DateTime,TestName,CandlesCount,ExecutionTimeSeconds,ProcessingRateCandlesPerSec,
 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
+2025-11-15T06:46:21Z,Telemetry_ETH_RSI,5760,4.83,1191.0,29.02,20.22,37.20,4105.51,0,0.0,499.39,0.00,0.09,-30689.97,24,-51.70,0.00,e814eb74,dev,development
+2025-11-15T06:50:04Z,Telemetry_ETH_RSI,5760,4.47,1286.2,28.81,20.58,34.89,3324.75,0,0.0,965.71,0.00,0.17,-30689.97,24,-51.70,0.00,e814eb74,dev,development