⚡ Bolt: replace O(n) array lookups with O(log n) binary search#46
⚡ Bolt: replace O(n) array lookups with O(log n) binary search#46toreleon wants to merge 1 commit into
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…est lookups Replaces expensive `Array.prototype.filter` iterations with a fast binary search utility (`findLastBarIndex`) for locating the correct historical price bars by timestamp in `clipBars` and the core `backtestRunner.ts` loop. This drastically improves lookup performance and significantly reduces memory allocation overhead in extended backtests involving numerous tickers. Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
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⚡ Bolt: Optimize backtest execution lookups
💡 What: Replaced O(n)
array.filter(b => b.time <= asOf)calls with a new O(log n) binary search utilityfindLastBarIndexinsrc/agent/backtestRunner.tsandsrc/data/sources/dnsePublic.ts.🎯 Why: In backtests spanning thousands of intervals over many tickers, scanning the entire chronological time-series array on every tick caused significant CPU overhead and generated excess garbage collection pressure from allocating new filtered arrays.
📊 Impact: Reduces backtest step lookup overhead from O(N) to O(log N) and effectively eliminates intermediate array allocations per lookup, tangibly speeding up long-running backtests and easing memory pressure.
🔬 Measurement: Confirmed functionality via
pnpm test(0 regressions). You can observe the impact by running a multi-week backtest over numerous tickers and measuring the overall elapsed time and CPU usage.PR created automatically by Jules for task 4087835659968391463 started by @toreleon