Merge branch 'dev'

Author: islero

Directory.Build.props

@@ -1,7 +1,7 @@
 <Project>
   <PropertyGroup>
     <!-- Common settings for all projects -->
-    <TargetFramework>net9.0</TargetFramework>
+    <TargetFramework>net10.0</TargetFramework>
     <LangVersion>latestmajor</LangVersion>
     <ImplicitUsings>enable</ImplicitUsings>
     <Nullable>enable</Nullable>

README.md

@@ -3,7 +3,7 @@
 [![NuGet](https://img.shields.io/nuget/v/Backtest.Net.svg)](https://www.nuget.org/packages/Backtest.Net/)
 [![NuGet Downloads](https://img.shields.io/nuget/dt/Backtest.Net.svg)](https://www.nuget.org/packages/Backtest.Net/)
 [![Build Status](https://github.com/islero/High-Performance-Backtest.Net/actions/workflows/ci.yml/badge.svg)](https://github.com/islero/High-Performance-Backtest.Net/actions/workflows/ci.yml)
-[![.NET](https://img.shields.io/badge/.NET-9.0-512BD4)](https://dotnet.microsoft.com/)
+[![.NET](https://img.shields.io/badge/.NET-10.0-512BD4)](https://dotnet.microsoft.com/)
 
 A high-performance backtesting engine for algorithmic trading strategies in .NET.
 
@@ -61,7 +61,7 @@ dotnet add package Backtest.Net
 ```
 
 > [!NOTE]
-> Requires .NET 9.0 or later.
+> Requires .NET 10.0 or later.
 
 ---
 
@@ -165,28 +165,29 @@ await engine.RunAsync(splitData, cts.Token);
 
 ## Benchmarks
 
-Performance benchmarks run on Apple M3 Max with .NET 9.0, processing **4 million candlesticks** (1 symbol × 4 timeframes × 1,000,000 candles each):
+Performance benchmarks run on Apple M3 Max with .NET 10.0, processing **4 million candlesticks** (1 symbol × 4 timeframes × 1,000,000 candles each):
 
-| Method       | Mean     | Error   | StdDev  | Gen0   | Allocated |
-|------------- |---------:|--------:|--------:|-------:|----------:|
-| EngineV8Run  | 125.7 ns | 0.45 ns | 0.42 ns | 0.0620 |     520 B |
-| EngineV9Run  | 128.4 ns | 2.31 ns | 2.16 ns | 0.0629 |     528 B |
-| EngineV10Run | 102.0 ns | 2.00 ns | 1.96 ns | 0.0545 |     456 B |
+| Method       | Mean     | Error    | StdDev   | Gen0   | Allocated |
+|------------- |---------:|---------:|---------:|-------:|----------:|
+| EngineV8Run  | 99.78 ns | 1.564 ns | 1.463 ns | 0.0621 |     520 B |
+| EngineV9Run  | 96.69 ns | 1.933 ns | 2.148 ns | 0.0631 |     528 B |
+| EngineV10Run | 80.16 ns | 1.553 ns | 1.453 ns | 0.0545 |     456 B |
 
 **Key findings:**
-- **EngineV10** is ~19% faster than EngineV8 and ~21% faster than EngineV9
+- **EngineV10** is ~20% faster than EngineV8 and ~17% faster than EngineV9
 - **EngineV10** allocates 12% less memory than EngineV8
-- All engines maintain sub-microsecond per-tick latency
+- All engines maintain sub-100ns per-tick latency
+- **.NET 10 migration** improved all engines by ~20% compared to .NET 9
 
-> Benchmarks run with BenchmarkDotNet v0.15.8 on macOS Tahoe 26.2, Apple M3 Max, .NET 9.0.8
+> Benchmarks run with BenchmarkDotNet v0.15.8 on macOS Tahoe 26.2, Apple M3 Max, .NET 10.0
 
 ---
 
 ## Development
 
 ### Prerequisites
 
-- [.NET 9.0 SDK](https://dotnet.microsoft.com/download/dotnet/9.0) or later
+- [.NET 10.0 SDK](https://dotnet.microsoft.com/download/dotnet/10.0) or later
 - Git
 
 ### Build

benchmarks/Backtest.Net.Benchmarks/Backtest.Net.Benchmarks.csproj

@@ -7,7 +7,7 @@
 
   <ItemGroup>
     <PackageReference Include="BenchmarkDotNet" Version="0.15.8" />
-    <PackageReference Include="Newtonsoft.Json" Version="13.0.4" />
+    <PackageReference Update="Microsoft.SourceLink.GitHub" Version="10.0.102" />
   </ItemGroup>
 
   <ItemGroup>

src/Backtest.Net/Backtest.Net.csproj

@@ -24,6 +24,7 @@
 
   <ItemGroup>
     <PackageReference Include="SimdLinq" Version="1.3.2" />
+    <PackageReference Update="Microsoft.SourceLink.GitHub" Version="10.0.102" />
   </ItemGroup>
 
 </Project>

src/Backtest.Net/SymbolDataSplitters/SymbolDataSplitterV2.cs

@@ -29,15 +29,12 @@ public class SymbolDataSplitterV2(
     /// <returns></returns>
     public Task<List<List<SymbolDataV2>>> SplitAsyncV2(List<SymbolDataV2> symbolsData)
     {
-        // --- Enumerating Symbols Data
-        var symbolsDataList = symbolsData.ToList();
-
         // --- Quick Symbol Data validation
-        if (!QuickSymbolDataValidationV2(symbolsDataList))
+        if (!QuickSymbolDataValidationV2(symbolsData))
             throw new ArgumentException("symbolsData argument contains invalid or not properly sorted data");
 
         // --- Symbol or timeframe duplicates validation
-        if (IsThereSymbolTimeframeDuplicatesV2(symbolsDataList))
+        if (IsThereSymbolTimeframeDuplicatesV2(symbolsData))
             throw new ArgumentException("symbolsData contain duplicated symbols or timeframes");
 
         // --- Creating Result Split Symbols Data
@@ -65,19 +62,19 @@ public Task<List<List<SymbolDataV2>>> SplitAsyncV2(List<SymbolDataV2> symbolsDat
         }
 
         // --- Getting the correct warmup timeframe
-        WarmupTimeframe = GetWarmupTimeframeV2(symbolsDataList);
+        WarmupTimeframe = GetWarmupTimeframeV2(symbolsData);
 
         DateTime ongoingBacktestingTime = BacktestingStartDateTime;
-        while (!AreAllSymbolDataReachedHistoryEndV2(symbolsDataList))
+        while (!AreAllSymbolDataReachedHistoryEndV2(symbolsData))
         {
             var symbolsDataPart = new List<SymbolDataV2>();
-            foreach (SymbolDataV2 symbol in symbolsDataList)
+            foreach (SymbolDataV2 symbol in symbolsData)
             {
                 // --- Checking if there is any symbol with no more history
                 if (symbol.Timeframes.Any(x => x.NoMoreHistory))
                 {
                     // --- Adding days per split to ongoing backtesting time
-                    ongoingBacktestingTime = AddDaysToOngoingBacktestingTime(ongoingBacktestingTime, symbol == symbolsDataList.Last());
+                    ongoingBacktestingTime = AddDaysToOngoingBacktestingTime(ongoingBacktestingTime, symbol == symbolsData.Last());
 
                     continue;
                 }
@@ -127,8 +124,8 @@ public Task<List<List<SymbolDataV2>>> SplitAsyncV2(List<SymbolDataV2> symbolsDat
                     // --- Deleting source candles and readjusting indexes
                     if (timeframe.StartIndex > 0)
                     {
-                        // --- Note that candles readjusting is corrupting source candles perform readjusting
-                        timeframe.Candlesticks = timeframe.Candlesticks.Skip(timeframe.StartIndex).ToList();
+                        // --- Remove source candles in-place (more efficient than Skip().ToList())
+                        timeframe.Candlesticks.RemoveRange(0, timeframe.StartIndex);
 
                         // --- Perform reindexing
                         timeframe.Index -= timeframe.StartIndex;
@@ -159,7 +156,7 @@ public Task<List<List<SymbolDataV2>>> SplitAsyncV2(List<SymbolDataV2> symbolsDat
                     symbolsDataPart.Add(symbolDataPart);
 
                 // --- Adding days per split to ongoing backtesting time
-                ongoingBacktestingTime = AddDaysToOngoingBacktestingTime(ongoingBacktestingTime, symbol == symbolsDataList.Last());
+                ongoingBacktestingTime = AddDaysToOngoingBacktestingTime(ongoingBacktestingTime, symbol == symbolsData.Last());
             }
 
             // --- Append symbolsDataPart if it contains any record
@@ -218,10 +215,9 @@ private static bool QuickSymbolDataValidationV2(List<SymbolDataV2> symbolsData)
     /// <returns></returns>
     private static bool IsThereSymbolTimeframeDuplicatesV2(List<SymbolDataV2> symbolsData)
     {
-        var symbolDataList = symbolsData.ToList();
-        bool symbolDuplicatesExist = symbolDataList.GroupBy(x => x.Symbol).Any(symbol => symbol.Count() > 1);
+        bool symbolDuplicatesExist = symbolsData.GroupBy(x => x.Symbol).Any(symbol => symbol.Count() > 1);
         bool timeframeDuplicatesExist = false;
-        foreach (SymbolDataV2 symbol in symbolDataList)
+        foreach (SymbolDataV2 symbol in symbolsData)
         {
             // Validating
             if (timeframeDuplicatesExist) continue;
@@ -242,8 +238,7 @@ private static bool IsThereSymbolTimeframeDuplicatesV2(List<SymbolDataV2> symbol
     /// <returns></returns>
     private static int GetCandlesticksIndexByOpenTimeV2(List<CandlestickV2> candlesticks, DateTime targetDateTime)
     {
-        var candlesticksList = candlesticks.ToList();
-        int index = candlesticksList.FindIndex(candle => candle.OpenTime >= targetDateTime);
+        int index = candlesticks.FindIndex(candle => candle.OpenTime >= targetDateTime);
 
         if (index < 0) index = 0;
 
@@ -263,10 +258,9 @@ private CandlestickInterval GetWarmupTimeframeV2(List<SymbolDataV2> symbolsData)
             return WarmupTimeframe.Value;
 
         // --- Setting the lowest symbolsData timeframe
-        var symbolDataList = symbolsData.ToList();
-        CandlestickInterval potentialWarmupTimeframe = symbolDataList.Min(x => x.Timeframes.Min(y => y.Timeframe));
+        CandlestickInterval potentialWarmupTimeframe = symbolsData.Min(x => x.Timeframes.Min(y => y.Timeframe));
 
-        foreach (SymbolDataV2 symbol in symbolDataList)
+        foreach (SymbolDataV2 symbol in symbolsData)
         {
             foreach (TimeframeV2 timeframe in symbol.Timeframes)
             {
@@ -305,7 +299,6 @@ private static bool AreAllSymbolDataReachedHistoryEndV2(List<SymbolDataV2> symbo
     /// <returns></returns>
     private static int GetCandlesticksIndexByCloseTimeV2(List<CandlestickV2> candlesticks, DateTime targetDateTime)
     {
-        var candlesticksList = candlesticks.ToList();
-        return candlesticksList.FindIndex(candle => candle.CloseTime >= targetDateTime);
+        return candlesticks.FindIndex(candle => candle.CloseTime >= targetDateTime);
     }
 }

tests/Backtest.Net.Tests/Backtest.Net.Tests.csproj

@@ -16,6 +16,7 @@
       <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
       <PrivateAssets>all</PrivateAssets>
     </PackageReference>
+    <PackageReference Update="Microsoft.SourceLink.GitHub" Version="10.0.102" />
   </ItemGroup>
 
   <ItemGroup>