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perf(backtest): avoid quadratic SMA baseline recomputation - #59

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KageRyo merged 1 commit into
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feature/51-linear-sma
Sep 16, 2026
Merged

KageRyo merged 1 commit into
mainfrom
feature/51-linear-sma

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@KageRyo

@KageRyo KageRyo commented Sep 16, 2026

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Closes #51

  • replace per-step full-prefix construction with fixed-size rolling 10/20-candle deques
  • preserve the existing signal timing, execution model, fees, slippage, and output
  • add regression and allocation-shape tests

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KageRyo merged commit 153bbb6 into main Sep 16, 2026
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KageRyo deleted the feature/51-linear-sma branch September 16, 2026 12:30
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perf(backtest): avoid quadratic SMA baseline recomputation

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