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perf: add DB performance indexes and fix N+1 query in backtest listing

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Add 10 indexes across prices, etf_prices, financials, valuations,
holdings, transactions, signals, portfolio_snapshots, and etfs tables.
Fix N+1 query in list_backtests by eager-loading backtest results
with joinedload.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
머니페니 2026-03-18 22:20:29 +09:00
parent 4483f6e4ba
commit b80feb7176
2 changed files with 51 additions and 1 deletions
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49
backend/alembic/versions/add_performance_indexes.py Normal file
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@ -0,0 +1,49 @@
"""add performance indexes
Revision ID: b7c8d9e0f1a2
Revises: 606a5011f84f
Create Date: 2026-03-18 22:00:00.000000
"""
from typing import Sequence, Union
from alembic import op
import sqlalchemy as sa
# revision identifiers, used by Alembic.
revision: str = 'b7c8d9e0f1a2'
down_revision: Union[str, None] = '606a5011f84f'
branch_labels: Union[str, Sequence[str], None] = None
depends_on: Union[str, Sequence[str], None] = None
def upgrade() -> None:
# Tier 1: backtest/strategy performance
op.create_index('idx_prices_ticker_date', 'prices', ['ticker', sa.text('date DESC')])
op.create_index('idx_etf_prices_ticker_date', 'etf_prices', ['ticker', sa.text('date DESC')])
op.create_index('idx_financials_ticker_base_date', 'financials', ['ticker', sa.text('base_date DESC')])
op.create_index('idx_valuations_ticker_base_date', 'valuations', ['ticker', sa.text('base_date DESC')])
# Tier 2: portfolio queries
op.create_index('idx_holdings_portfolio_id', 'holdings', ['portfolio_id'])
op.create_index('idx_transactions_portfolio_id_executed_at', 'transactions', ['portfolio_id', sa.text('executed_at DESC')])
op.create_index('idx_signals_date_status', 'signals', [sa.text('date DESC'), 'status'])
op.create_index('idx_snapshots_portfolio_date', 'portfolio_snapshots', ['portfolio_id', sa.text('snapshot_date DESC')])
# Tier 3: ETF filters
op.create_index('idx_etf_asset_class', 'etfs', ['asset_class'])
op.create_index('idx_etf_price_date', 'etf_prices', [sa.text('date DESC')])
def downgrade() -> None:
op.drop_index('idx_etf_price_date', table_name='etf_prices')
op.drop_index('idx_etf_asset_class', table_name='etfs')
op.drop_index('idx_snapshots_portfolio_date', table_name='portfolio_snapshots')
op.drop_index('idx_signals_date_status', table_name='signals')
op.drop_index('idx_transactions_portfolio_id_executed_at', table_name='transactions')
op.drop_index('idx_holdings_portfolio_id', table_name='holdings')
op.drop_index('idx_valuations_ticker_base_date', table_name='valuations')
op.drop_index('idx_financials_ticker_base_date', table_name='financials')
op.drop_index('idx_etf_prices_ticker_date', table_name='etf_prices')
op.drop_index('idx_prices_ticker_date', table_name='prices')

3
backend/app/api/backtest.py
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@ -4,7 +4,7 @@ Backtest API endpoints.
from typing import List
from fastapi import APIRouter, Depends, HTTPException
from sqlalchemy.orm import Session
from sqlalchemy.orm import Session, joinedload
from app.core.database import get_db
from app.api.deps import CurrentUser
@ -62,6 +62,7 @@ async def list_backtests(
"""List all backtests for current user."""
backtests = (
db.query(Backtest)
.options(joinedload(Backtest.result))
.filter(Backtest.user_id == current_user.id)
.order_by(Backtest.created_at.desc())
.all()