113 lines
4.8 KiB
Bash
Executable File
113 lines
4.8 KiB
Bash
Executable File
#!/bin/bash
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# Benchmark Backtest Performance Script
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# This script runs backtest performance tests and records results in CSV
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set -e # Exit on any error
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echo "🚀 Running backtest performance benchmark..."
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# Colors for output
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RED='\033[0;31m'
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GREEN='\033[0;32m'
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YELLOW='\033[1;33m'
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BLUE='\033[0;34m'
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NC='\033[0m' # No Color
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# Function to extract value from test output using regex
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extract_value() {
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local pattern="$1"
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local text="$2"
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echo "$text" | grep -o "$pattern" | head -1 | sed 's/.*: //' | sed 's/[^0-9.]*$//' | tr -d ','
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}
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# Get current timestamp
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TIMESTAMP=$(date -u +"%Y-%m-%dT%H:%M:%SZ")
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# Get git information
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COMMIT_HASH=$(git rev-parse --short HEAD 2>/dev/null || echo "unknown")
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BRANCH_NAME=$(git branch --show-current 2>/dev/null || echo "unknown")
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ENVIRONMENT="development"
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# Run the performance test and capture output
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echo "📊 Running performance test..."
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TEST_OUTPUT=$(dotnet test src/Managing.Workers.Tests/Managing.Workers.Tests.csproj \
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--filter "ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry" \
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--verbosity minimal \
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--logger "console;verbosity=detailed" 2>&1)
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# Check if test passed
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if echo "$TEST_OUTPUT" | grep -q "Passed.*1"; then
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echo -e "${GREEN}✅ Test passed!${NC}"
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else
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echo -e "${RED}❌ Test failed!${NC}"
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echo "$TEST_OUTPUT"
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exit 1
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fi
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# Extract performance metrics from the output
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CANDLES_COUNT=$(echo "$TEST_OUTPUT" | grep "📈 Total Candles Processed:" | sed 's/.*: //' | sed 's/ / /' | tr -d ',' | xargs)
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EXECUTION_TIME=$(echo "$TEST_OUTPUT" | grep "⏱️ Total Execution Time:" | sed 's/.*: //' | sed 's/s//' | sed 's/,/./g' | xargs)
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PROCESSING_RATE=$(echo "$TEST_OUTPUT" | grep "🚀 Processing Rate:" | sed 's/.*: //' | sed 's/ candles\/sec//' | sed 's/,/./g' | xargs)
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# Extract memory metrics
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MEMORY_LINE=$(echo "$TEST_OUTPUT" | grep "💾 Memory Usage:")
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MEMORY_START=$(echo "$MEMORY_LINE" | sed 's/.*Start=//' | sed 's/MB.*//' | xargs)
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MEMORY_END=$(echo "$MEMORY_LINE" | sed 's/.*End=//' | sed 's/MB.*//' | xargs)
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MEMORY_PEAK=$(echo "$MEMORY_LINE" | sed 's/.*Peak=//' | sed 's/MB.*//' | xargs)
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# Extract signal update metrics
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SIGNAL_LINE=$(echo "$TEST_OUTPUT" | grep "• Signal Updates:")
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SIGNAL_UPDATES=$(echo "$SIGNAL_LINE" | sed 's/.*Signal Updates: //' | sed 's/ms.*//' | xargs)
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SIGNAL_SKIPPED=$(echo "$SIGNAL_LINE" | grep -o "[0-9,]* skipped" | sed 's/ skipped//' | tr -d ',' | xargs)
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SIGNAL_EFFICIENCY=$(echo "$SIGNAL_LINE" | grep -o "[0-9.]*% efficiency" | sed 's/% efficiency//' | xargs)
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# Extract backtest steps
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BACKTEST_LINE=$(echo "$TEST_OUTPUT" | grep "• Backtest Steps:")
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BACKTEST_STEPS=$(echo "$BACKTEST_LINE" | sed 's/.*Backtest Steps: //' | sed 's/ms.*//' | xargs)
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# Extract timing metrics
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AVG_SIGNAL_UPDATE=$(echo "$TEST_OUTPUT" | grep "• Average Signal Update:" | sed 's/.*Average Signal Update: //' | sed 's/ms.*//' | xargs)
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AVG_BACKTEST_STEP=$(echo "$TEST_OUTPUT" | grep "• Average Backtest Step:" | sed 's/.*Average Backtest Step: //' | sed 's/ms.*//' | xargs)
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# Extract trading results
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FINAL_PNL=$(echo "$TEST_OUTPUT" | grep "• Final PnL:" | sed 's/.*Final PnL: //' | xargs)
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WIN_RATE=$(echo "$TEST_OUTPUT" | grep "• Win Rate:" | sed 's/.*Win Rate: //' | sed 's/%//' | xargs)
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GROWTH_PERCENTAGE=$(echo "$TEST_OUTPUT" | grep "• Growth:" | sed 's/.*Growth: //' | sed 's/%//' | xargs)
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SCORE=$(echo "$TEST_OUTPUT" | grep "• Score:" | sed 's/.*Score: //' | xargs)
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# Set defaults for missing values
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CANDLES_COUNT=${CANDLES_COUNT:-0}
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EXECUTION_TIME=${EXECUTION_TIME:-0}
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PROCESSING_RATE=${PROCESSING_RATE:-0}
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MEMORY_START=${MEMORY_START:-0}
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MEMORY_END=${MEMORY_END:-0}
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MEMORY_PEAK=${MEMORY_PEAK:-0}
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SIGNAL_UPDATES=${SIGNAL_UPDATES:-0}
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SIGNAL_SKIPPED=${SIGNAL_SKIPPED:-0}
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SIGNAL_EFFICIENCY=${SIGNAL_EFFICIENCY:-0}
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BACKTEST_STEPS=${BACKTEST_STEPS:-0}
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AVG_SIGNAL_UPDATE=${AVG_SIGNAL_UPDATE:-0}
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AVG_BACKTEST_STEP=${AVG_BACKTEST_STEP:-0}
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FINAL_PNL=${FINAL_PNL:-0}
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WIN_RATE=${WIN_RATE:-0}
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GROWTH_PERCENTAGE=${GROWTH_PERCENTAGE:-0}
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SCORE=${SCORE:-0}
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# Create CSV row
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CSV_ROW="$TIMESTAMP,ExecuteBacktest_With_Large_Dataset_Should_Show_Performance_Telemetry,$CANDLES_COUNT,$EXECUTION_TIME,$PROCESSING_RATE,$MEMORY_START,$MEMORY_END,$MEMORY_PEAK,$SIGNAL_UPDATES,$SIGNAL_SKIPPED,$SIGNAL_EFFICIENCY,$BACKTEST_STEPS,$AVG_SIGNAL_UPDATE,$AVG_BACKTEST_STEP,$FINAL_PNL,$WIN_RATE,$GROWTH_PERCENTAGE,$SCORE,$COMMIT_HASH,$BRANCH_NAME,$ENVIRONMENT"
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# Append to CSV file
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echo "$CSV_ROW" >> "src/Managing.Workers.Tests/performance-benchmarks.csv"
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# Display results
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echo -e "${BLUE}📊 Benchmark Results:${NC}"
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echo " • Processing Rate: $PROCESSING_RATE candles/sec"
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echo " • Execution Time: $EXECUTION_TIME seconds"
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echo " • Memory Peak: $MEMORY_PEAK MB"
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echo " • Signal Efficiency: $SIGNAL_EFFICIENCY%"
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echo " • Candles Processed: $CANDLES_COUNT"
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echo " • Score: $SCORE"
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echo -e "${GREEN}✅ Benchmark data recorded successfully!${NC}"
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