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Refactor BacktestExecutor and TradingBotBase for performance optimizations; remove unused SignalCache and pre-calculation logic; implement caching for open position state and streamline signal access with TryGetValue; enhance logging for detailed timing breakdown during backtest execution.

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cryptooda
2025-12-20 10:05:07 +07:00
parent 415845ed5a
commit e9b4878ffa
5 changed files with 91 additions and 120 deletions
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2
src/Managing.Workers.Tests/performance-benchmarks-two-scenarios.csv
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@@ -20,3 +20,5 @@ DateTime,TestName,CandlesCount,ExecutionTimeSeconds,ProcessingRateCandlesPerSec,
2025-12-01T10:50:46Z,Telemetry_ETH_RSI_EMACROSS,5760,2.30,2508.3,28.92,37.35,39.50,0.0,0,0.0,0.0,0.0,0.0,-30567.20,20,-45.32,0.00,93dc3e37,refactor-trading-bot,development
2025-12-19T10:11:32Z,Telemetry_ETH_RSI_EMACROSS,5760,18.57,310.2,28.99,14.21,35.78,0.0,0,0.0,0.0,0.0,0.0,-30567.20,20,-45.32,0.00,b52f00a4,dev,development
2025-12-19T10:54:33Z,Telemetry_ETH_RSI_EMACROSS,5760,4.93,1167.2,29.23,13.62,38.13,0.0,0,0.0,0.0,0.0,0.0,-30567.20,20,-45.32,0.00,b52f00a4,dev,development
2025-12-20T03:01:11Z,Telemetry_ETH_RSI_EMACROSS,5760,2.22,2599.7,29.25,21.79,35.44,0.0,0,0.0,0.0,0.0,0.0,-30567.20,20,-45.32,0.00,415845ed,dev,development
2025-12-20T03:03:51Z,Telemetry_ETH_RSI_EMACROSS,5760,3.98,1447.6,29.22,12.80,38.66,0.0,0,0.0,0.0,0.0,0.0,-30567.20,20,-45.32,0.00,415845ed,dev,development
1 DateTime TestName CandlesCount ExecutionTimeSeconds ProcessingRateCandlesPerSec MemoryStartMB MemoryEndMB MemoryPeakMB SignalUpdatesCount SignalUpdatesSkipped SignalUpdateEfficiencyPercent BacktestStepsCount AverageSignalUpdateMs AverageBacktestStepMs FinalPnL WinRatePercent GrowthPercentage Score CommitHash GitBranch Environment
20 2025-12-01T10:50:46Z Telemetry_ETH_RSI_EMACROSS 5760 2.30 2508.3 28.92 37.35 39.50 0.0 0 0.0 0.0 0.0 0.0 -30567.20 20 -45.32 0.00 93dc3e37 refactor-trading-bot development
21 2025-12-19T10:11:32Z Telemetry_ETH_RSI_EMACROSS 5760 18.57 310.2 28.99 14.21 35.78 0.0 0 0.0 0.0 0.0 0.0 -30567.20 20 -45.32 0.00 b52f00a4 dev development
22 2025-12-19T10:54:33Z Telemetry_ETH_RSI_EMACROSS 5760 4.93 1167.2 29.23 13.62 38.13 0.0 0 0.0 0.0 0.0 0.0 -30567.20 20 -45.32 0.00 b52f00a4 dev development
23 2025-12-20T03:01:11Z Telemetry_ETH_RSI_EMACROSS 5760 2.22 2599.7 29.25 21.79 35.44 0.0 0 0.0 0.0 0.0 0.0 -30567.20 20 -45.32 0.00 415845ed dev development
24 2025-12-20T03:03:51Z Telemetry_ETH_RSI_EMACROSS 5760 3.98 1447.6 29.22 12.80 38.66 0.0 0 0.0 0.0 0.0 0.0 -30567.20 20 -45.32 0.00 415845ed dev development

3
src/Managing.Workers.Tests/performance-benchmarks.csv
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@@ -23,3 +23,6 @@ DateTime,TestName,CandlesCount,ExecutionTimeSeconds,ProcessingRateCandlesPerSec,
2025-12-01T10:50:46Z,Telemetry_ETH_RSI,5760,1.67,3442.1,28.90,23.95,41.13,1548.30,0,0.0,78.60,0.00,0.01,-9933.44,26,-36.30,0.00,93dc3e37,refactor-trading-bot,development
2025-12-19T10:11:32Z,Telemetry_ETH_RSI,5760,8.885,647.5,29.01,23.79,40.69,7622.36,0,0.0,879.40,0.00,0.15,-9933.44,26,-36.30,0.00,b52f00a4,dev,development
2025-12-19T10:54:33Z,Telemetry_ETH_RSI,5760,8.05,713.6,29.03,15.69,33.22,6980.81,0,0.0,802.29,0.00,0.14,-9933.44,26,-36.30,0.00,b52f00a4,dev,development
2025-12-19T14:33:20Z,Telemetry_ETH_RSI,5760,6.385,896.9,29.01,15.55,33.20,5470.73,0,0.0,617.39,0.00,0.11,-9933.44,26,-36.30,0.00,415845ed,dev,development
2025-12-20T03:01:11Z,Telemetry_ETH_RSI,5760,1.595,3602.9,29.24,13.93,41.99,1475.81 1475.81,0,0.0,74.04,0.00,0.01,-9933.44,26,-36.30,0.00,415845ed,dev,development
2025-12-20T03:03:51Z,Telemetry_ETH_RSI,5760,1.885,3052.6,29.22,22.05,43.48,1695.19 1695.19,0,0.0,114.09,0.00,0.02,-9933.44,26,-36.30,0.00,415845ed,dev,development
1 DateTime TestName CandlesCount ExecutionTimeSeconds ProcessingRateCandlesPerSec MemoryStartMB MemoryEndMB MemoryPeakMB SignalUpdatesCount SignalUpdatesSkipped SignalUpdateEfficiencyPercent BacktestStepsCount AverageSignalUpdateMs AverageBacktestStepMs FinalPnL WinRatePercent GrowthPercentage Score CommitHash GitBranch Environment
23 2025-12-01T10:50:46Z Telemetry_ETH_RSI 5760 1.67 3442.1 28.90 23.95 41.13 1548.30 0 0.0 78.60 0.00 0.01 -9933.44 26 -36.30 0.00 93dc3e37 refactor-trading-bot development
24 2025-12-19T10:11:32Z Telemetry_ETH_RSI 5760 8.885 647.5 29.01 23.79 40.69 7622.36 0 0.0 879.40 0.00 0.15 -9933.44 26 -36.30 0.00 b52f00a4 dev development
25 2025-12-19T10:54:33Z Telemetry_ETH_RSI 5760 8.05 713.6 29.03 15.69 33.22 6980.81 0 0.0 802.29 0.00 0.14 -9933.44 26 -36.30 0.00 b52f00a4 dev development
26 2025-12-19T14:33:20Z Telemetry_ETH_RSI 5760 6.385 896.9 29.01 15.55 33.20 5470.73 0 0.0 617.39 0.00 0.11 -9933.44 26 -36.30 0.00 415845ed dev development
27 2025-12-20T03:01:11Z Telemetry_ETH_RSI 5760 1.595 3602.9 29.24 13.93 41.99 1475.81 1475.81 0 0.0 74.04 0.00 0.01 -9933.44 26 -36.30 0.00 415845ed dev development
28 2025-12-20T03:03:51Z Telemetry_ETH_RSI 5760 1.885 3052.6 29.22 22.05 43.48 1695.19 1695.19 0 0.0 114.09 0.00 0.02 -9933.44 26 -36.30 0.00 415845ed dev development