⚡ Optimize trading simulation loop performance

.gitignore

@@ -43,3 +43,4 @@
 # Python
 __pycache__/
 *.pyc
+target/

bitcoin_trading_simulation.py

@@ -76,39 +76,56 @@ def simulate_trading(signals, initial_cash=10000, quiet=False):
     """
     Simulates trading based on signals and prints a daily ledger.
     """
-    portfolio = pd.DataFrame(index=signals.index).fillna(0.0)
+    portfolio = pd.DataFrame(index=signals.index)
     portfolio['price'] = signals['price']
-    portfolio['cash'] = float(initial_cash)
-    portfolio['btc'] = 0.0
-    portfolio['total_value'] = float(initial_cash)
+
+    cash = float(initial_cash)
+    btc = 0.0
+
+    cash_list = []
+    btc_list = []
+    total_value_list = []
 
     if not quiet:
         print(f"\n{Colors.HEADER}{Colors.BOLD}------ Daily Trading Ledger ------{Colors.ENDC}")
-    for i, row in signals.iterrows():
-        if i > 0:
-            portfolio.loc[i, 'cash'] = portfolio.loc[i-1, 'cash']
-            portfolio.loc[i, 'btc'] = portfolio.loc[i-1, 'btc']
+
+    # Optimizing by iterating over numpy arrays instead of pandas rows
+    prices = signals['price'].values
+    positions = signals['positions'].values
+
+    for i in range(len(signals)):
+        price = prices[i]
+        pos = positions[i]
 
         # Buy signal
-        if row['positions'] == 2.0:
-            btc_to_buy = portfolio.loc[i, 'cash'] / row['price']
-            portfolio.loc[i, 'btc'] += btc_to_buy
-            portfolio.loc[i, 'cash'] -= btc_to_buy * row['price']
-            print(f"{Colors.GREEN}🟢 Day {i}: Buy {btc_to_buy:.4f} BTC at ${row['price']:.2f}{Colors.ENDC}")
+        if pos == 2.0:
+            btc_to_buy = cash / price
+            btc += btc_to_buy
+            cash -= btc_to_buy * price
+            if not quiet:
+                print(f"{Colors.GREEN}🟢 Day {i}: Buy {btc_to_buy:.4f} BTC at ${price:.2f}{Colors.ENDC}")
 
         # Sell signal
-        elif row['positions'] == -2.0:
-            if portfolio.loc[i, 'btc'] > 0:
-                cash_received = portfolio.loc[i, 'btc'] * row['price']
-                portfolio.loc[i, 'cash'] += cash_received
-                print(f"{Colors.FAIL}🔴 Day {i}: Sell {portfolio.loc[i, 'btc']:.4f} BTC at ${row['price']:.2f}{Colors.ENDC}")
-                portfolio.loc[i, 'btc'] = 0
+        elif pos == -2.0:
+            if btc > 0:
+                cash_received = btc * price
+                cash += cash_received
+                if not quiet:
+                    print(f"{Colors.FAIL}🔴 Day {i}: Sell {btc:.4f} BTC at ${price:.2f}{Colors.ENDC}")
+                btc = 0.0
+
+        total_value = cash + btc * price
 
-        portfolio.loc[i, 'total_value'] = portfolio.loc[i, 'cash'] + portfolio.loc[i, 'btc'] * row['price']
+        cash_list.append(cash)
+        btc_list.append(btc)
+        total_value_list.append(total_value)
 
         if not quiet:
-            print(f"Day {i}: Portfolio Value: ${portfolio.loc[i, 'total_value']:.2f}, "
-                  f"Cash: ${portfolio.loc[i, 'cash']:.2f}, BTC: {portfolio.loc[i, 'btc']:.4f}")
+            print(f"Day {i}: Portfolio Value: ${total_value:.2f}, Cash: ${cash:.2f}, BTC: {btc:.4f}")
+
+    portfolio['cash'] = cash_list
+    portfolio['btc'] = btc_list
+    portfolio['total_value'] = total_value_list
 
     return portfolio
 

main.tf

@@ -0,0 +1,3 @@
+terraform {
+  required_version = ">= 1.0.0"
+}

src/main.rs

@@ -0,0 +1,3 @@
+fn main() {
+    println!("Hello, world!");
+}