⚡ Bolt: Replace O(n) array filtering with O(log n) binary search in backtest loop and data clipping#45
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…acktest loop and data clipping 💡 What: Replaced the `Array.prototype.filter()` operations with an `O(log n)` binary search (`findLastBarIndex`) inside the backtest data loops (`priceOverride`, `vnindexAt`) and historical data clipping (`clipBars`). 🎯 Why: The time-series arrays for `bars` and `vnindex` are inherently sorted chronologically. Running an `O(n)` scan via `.filter()` per interval per ticker during a backtest causes an unnecessary `O(t * i * n)` iteration bottleneck. 📊 Impact: Massive reduction in time complexity (`O(n)` to `O(log n)`) per lookup within the critical path of the backtest runner loop. 🔬 Measurement: Run the Vitest suite or execute a `/backtest` in the CLI to observe equivalent behavior with a theoretically more performant data resolution. Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
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⚡ Bolt: Replace O(n) array filtering with O(log n) binary search in backtest loop and data clipping
💡 What:
Replaced the
Array.prototype.filter()operations with anO(log n)binary search (findLastBarIndex) inside the backtest data loops (priceOverride,vnindexAt) and historical data clipping (clipBars).🎯 Why:
The time-series arrays for
barsandvnindexare inherently sorted chronologically. Running anO(n)scan via.filter()per interval per ticker during a backtest causes an unnecessaryO(t * i * n)iteration bottleneck.📊 Impact:
Massive reduction in time complexity (
O(n)toO(log n)) per lookup within the critical path of the backtest runner loop.🔬 Measurement:
Run the Vitest suite or execute a
/backtestin the CLI to observe equivalent behavior with a theoretically more performant data resolution.PR created automatically by Jules for task 7586609244798221536 started by @toreleon