Performance discussion

Hi, Karl @lppkarl After first research of library i started some more serious development 😃 And first and the biggest problem that I faced now is performance. i just run some code in release configuration

             var buyRule = Rule.Create(c => c.IsEmaBullishCross(3, 7));
            var sellRule = Rule.Create(c => c.IsEmaBearishCross(3, 7));

            var importer = new CsvImporter(setting.CsvPath);
            IReadOnlyList<IOhlcv> candles = await importer.ImportAsync(setting.Symbol);
            _logger.LogInformation($"Readed {candles.Count} of record, start backtest: ", setting);

            var runner = new Builder()
                .Add(candles)
                .Buy(buyRule )
                .Sell(sellRule )
                .Build();

            Result result = await runner.RunAsync(setting.Amount);

Where i have just 1 month of candles for each minute, it is 40 320 candles. And it is executed 15 minutes. Looks like all time was consumed by evaluating rules. Is that something that you expect? Did you plan to use the library for those volumes of data?

I also playing with https://enigmampc.github.io/catalyst/index.html but i don’t like Python 😃 Will comment if i will test the same calculation with Catalyst.

Do you have any thoughts or plans about speedup?

[irperez]

@lppkarl I just added a pull request (#62 ) with some benchmarks. Looks like Dymoi maybe another problem.

[karlwancl]

@irperez thank you very much for the benchmark, seems dymoi really takes too much time to compute when compared to the others, i’ll take a look of it first.