Commit Graph

22 Commits

Author SHA1 Message Date
49a693b44a Remove orderBy to improve perfs 2025-11-15 14:17:21 +07:00
bed25e7222 Optimize backtest memory usage by implementing a rolling window for candle storage and update performance benchmarks with new test data. 2025-11-15 13:54:39 +07:00
ac1707c439 Add test for RSI Divergence 2025-11-14 20:02:51 +07:00
460a7bd559 Fix realized pnl on backtest save + add tests (not all passing) 2025-11-14 02:38:15 +07:00
d8f7a73605 Update test 2025-11-13 00:55:14 +07:00
ac711ac420 Update perf files 2025-11-12 22:34:31 +07:00
d94896915c Fix benchmark tests 2025-11-12 21:04:39 +07:00
583b35d209 Update perf 2025-11-11 14:19:41 +07:00
903413692c Add precalculated signals list + multi scenario test 2025-11-11 14:05:09 +07:00
e810ab60ce Improve backtest run 2025-11-11 13:05:48 +07:00
c66f6279a7 perf: benchmark run - 6015.5 candles/sec with full validation passing 2025-11-11 12:42:12 +07:00
fc036bb7de 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
2025-11-11 12:32:56 +07:00
578709d9b7 perf: benchmark run - 5688.8 candles/sec (+31.6% from baseline) 2025-11-11 12:27:53 +07:00
61fdcec902 perf: remove debug logging and optimize rolling window maintenance (+5.0%) 2025-11-11 12:26:44 +07:00
46966cc5d8 perf: optimize TradingBotBase and TradingBox - reduce LINQ overhead and allocations (+31.1%) 2025-11-11 12:21:50 +07:00
1792cd2371 Fix backtest consistency 2025-11-11 12:15:12 +07:00
2a0fbf9bc0 fix: clean up performance CSV with proper numeric telemetry values 2025-11-11 11:37:34 +07:00
567de2e5ee Add benchmark + fix bundle that should be completed 2025-11-11 11:35:48 +07:00
47911c28f1 perf: update backtest benchmark - 4782.4 candles/sec - major optimization gains 2025-11-11 11:27:09 +07:00
2ca77bc2f9 perf: update backtest benchmark - 3061.1 candles/sec 2025-11-11 11:17:38 +07:00
e5caf1cd0f perf: update backtest benchmark - 2091.2 candles/sec 2025-11-11 11:16:02 +07:00
b0b757b185 perf: update backtest benchmark - 2244.2 candles/sec 2025-11-11 11:14:24 +07:00