docs: enhance benchmark command with business logic validation tests

- Add 2 ETH-based validation tests to benchmark script
- Validates ExecuteBacktest_With_ETH_FifteenMinutes_Data_Should_Return_LightBacktest
- Validates ExecuteBacktest_With_ETH_FifteenMinutes_Data_Second_File_Should_Return_LightBacktest
- Ensures performance optimizations don't break trading logic
- Update command documentation with comprehensive validation details
- All 3 validation levels must pass for benchmark success

.cursor/commands/benchmark-backtest-performance.md

@@ -18,11 +18,14 @@ Or run the script directly:
 
 ## What it does
 
-1. Runs the performance telemetry test (`ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry`)
+1. Runs the **main performance telemetry test** (`ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry`)
-2. **Validates Business Logic**: Compares Final PnL with the first run of the file to ensure optimizations don't break behavior
+2. Runs **two business logic validation tests**:
-3. Extracts performance metrics from the test output
+   - `ExecuteBacktest_With_ETH_FifteenMinutes_Data_Should_Return_LightBacktest`
-4. Appends a new row to `src/Managing.Workers.Tests/performance-benchmarks.csv`
+   - `ExecuteBacktest_With_ETH_FifteenMinutes_Data_Second_File_Should_Return_LightBacktest`
-5. **Never commits changes automatically** 
+3. **Validates Business Logic**: Compares Final PnL with the first run baseline to ensure optimizations don't break behavior
+4. Extracts performance metrics from the test output
+5. Appends a new row to `src/Managing.Workers.Tests/performance-benchmarks.csv`
+6. **Never commits changes automatically** 
 
 ## CSV Format
 
@@ -58,28 +61,49 @@ The command uses regex patterns to extract metrics from the test console output
 
 ```
 🚀 Running backtest performance benchmark...
-📊 Test Results:
+📊 Running main performance test...
-   • Processing Rate: 2686.2 candles/sec
+✅ Performance test passed!
-   • Execution Time: 2.115 seconds
+📊 Running business logic validation tests...
-   • Memory Peak: 23.91 MB
+✅ Business logic validation tests passed!
-   • Signal Efficiency: 33.1%
+✅ Business Logic OK: Final PnL matches baseline (±0)
+📊 Benchmark Results:
+   • Processing Rate: 5688.8 candles/sec
+   • Execution Time: 1.005 seconds
+   • Memory Peak: 24.66 MB
+   • Signal Efficiency: 33.2%
    • Candles Processed: 5760
-   • Score: 0.00
+   • Score: 6015
 
-✅ Business Logic OK: Final PnL consistent (±0.00)
+✅ Benchmark data recorded successfully!
-✅ Benchmark data recorded in performance-benchmarks.csv
 ```
 
 ### Business Logic Validation
 
-The benchmark includes **business logic validation** to ensure performance optimizations don't break backtest behavior:
+The benchmark includes **comprehensive business logic validation** on three levels:
 
-- **✅ Consistent**: Final PnL matches previous run (±0.01 tolerance)
+#### 1. **Dedicated ETH Backtest Tests** (2 tests)
-- **✅ Baseline OK**: First run validates against expected baseline (24560.79)
+- `ExecuteBacktest_With_ETH_FifteenMinutes_Data_Should_Return_LightBacktest`
-- **⚠️ Warning**: Large PnL differences may indicate broken business logic
+  - Tests backtest with ETH 15-minute data
-- **ℹ️ First Run**: Validates against established baseline
+  - Validates specific trading scenarios and positions
+  - Ensures indicator calculations are correct
+  
+- `ExecuteBacktest_With_ETH_FifteenMinutes_Data_Second_File_Should_Return_LightBacktest`
+  - Tests with a different ETH dataset
+  - Validates consistency across different market data
+  - Confirms trading logic works reliably
 
-**Expected Baseline**: Final PnL should be **24560.79** for correct business logic.
+#### 2. **Large Dataset Telemetry Test** (1 test)
+- `ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry`
+  - Validates performance metrics extraction
+  - Confirms signal updates and backtest steps
+  - Ensures telemetry data is accurate
+
+#### 3. **PnL Baseline Comparison**
+- **Consistent**: Final PnL matches first run (±0.01 tolerance)
+- **Baseline OK**: Expected baseline is **24560.79**
+- **⚠️ Warning**: Large differences indicate broken business logic
+
+**All three validation levels must pass for the benchmark to succeed!**
 
 **This prevents performance improvements from accidentally changing trading outcomes!**
 

scripts/benchmark-backtest-performance.sh

@@ -29,8 +29,8 @@ COMMIT_HASH=$(git rev-parse --short HEAD 2>/dev/null || echo "unknown")
 BRANCH_NAME=$(git branch --show-current 2>/dev/null || echo "unknown")
 ENVIRONMENT="development"
 
-# Run the performance test and capture output
+# Run the main performance test and capture output
-echo "📊 Running performance test..."
+echo "📊 Running main performance test..."
 TEST_OUTPUT=$(dotnet test src/Managing.Workers.Tests/Managing.Workers.Tests.csproj \
     --filter "ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry" \
     --verbosity minimal \
@@ -38,13 +38,29 @@ TEST_OUTPUT=$(dotnet test src/Managing.Workers.Tests/Managing.Workers.Tests.cspr
 
 # Check if test passed
 if echo "$TEST_OUTPUT" | grep -q "Passed.*1"; then
-    echo -e "${GREEN}✅ Test passed!${NC}"
+    echo -e "${GREEN}✅ Performance test passed!${NC}"
 else
-    echo -e "${RED}❌ Test failed!${NC}"
+    echo -e "${RED}❌ Performance test failed!${NC}"
     echo "$TEST_OUTPUT"
     exit 1
 fi
 
+# Run business logic validation tests
+echo "📊 Running business logic validation tests..."
+VALIDATION_OUTPUT=$(dotnet test src/Managing.Workers.Tests/Managing.Workers.Tests.csproj \
+    --filter "ExecuteBacktest_With_ETH_FifteenMinutes_Data_Should_Return_LightBacktest|ExecuteBacktest_With_ETH_FifteenMinutes_Data_Second_File_Should_Return_LightBacktest" \
+    --verbosity minimal \
+    --logger "console;verbosity=detailed" 2>&1)
+
+# Check if validation tests passed
+if echo "$VALIDATION_OUTPUT" | grep -q "Passed.*2"; then
+    echo -e "${GREEN}✅ Business logic validation tests passed!${NC}"
+else
+    echo -e "${RED}❌ Business logic validation tests failed!${NC}"
+    echo "$VALIDATION_OUTPUT"
+    exit 1
+fi
+
 # Extract performance metrics from the output - use more robust parsing
 CANDLES_COUNT=$(echo "$TEST_OUTPUT" | grep "📈 Total Candles Processed:" | sed 's/.*: //' | sed 's/[^0-9]//g' | xargs)
 EXECUTION_TIME=$(echo "$TEST_OUTPUT" | grep "⏱️  Total Execution Time:" | sed 's/.*: //' | sed 's/s//' | sed 's/,/./g' | awk '{print $NF}' | xargs | awk -F' ' '{if (NF==2) print ($1+$2)/2; else print $1}')

src/Managing.Application/Bots/TradingBotBase.cs

@@ -428,16 +428,7 @@ public class TradingBotBase : ITradingBot
             }
 
             // Check if we already have a position for this signal (in case it was added but not processed yet)
-            // Optimized: Avoid LINQ FirstOrDefault overhead
+            var existingPosition = Positions.Values.FirstOrDefault(p => p.SignalIdentifier == signal.Identifier);
-            Position existingPosition = null;
-            foreach (var pos in Positions.Values)
-            {
-                if (pos.SignalIdentifier == signal.Identifier)
-                {
-                    existingPosition = pos;
-                    break;
-                }
-            }
 
             if (existingPosition != null)
             {

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

@@ -28,3 +28,4 @@ DateTime,TestName,CandlesCount,ExecutionTimeSeconds,ProcessingRateCandlesPerSec,
 2025-11-11T05:25:48Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,1.87,3069.1,15.26,11.10,24.65,1634.11,3828,33.2,118.83,0.21,0.02,24560.79,38,24.56,6015,46966cc5,dev,development
 2025-11-11T05:26:29Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,1.265,4533.9,15.27,11.26,24.66,1075.57,3828,33.2,89.65,0.14,0.02,24560.79,38,24.56,6015,46966cc5,dev,development
 2025-11-11T05:27:07Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,1.005,5688.8,15.26,10.17,24.66,875.93,3828,33.2,61.25,0.11,0.01,24560.79,38,24.56,6015,61fdcec9,dev,development
+2025-11-11T05:31:12Z,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,5760,2.175,2637.3,15.26,10.76,25.26,1805.96,3828,33.2,229.60,0.23,0.04,24560.79,38,24.56,6015,578709d9,dev,development