⚡ Bolt: Replace O(n) array filtering with O(log n) binary search in time-series lookups#47
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…e-series lookups Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
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…e-series lookups Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
💡 What: Replaced O(n) array
.filter()calls on chronologically sorted time-series market data (Bar[]) with an O(log n) binary search function (findLastBarIndex) and.slice()or direct array indexing.🎯 Why: Time-series market data arrays are chronologically sorted. Array filtering inside backtesting intervals (and standard historical lookups) is O(n), creating a massive performance bottleneck when traversing over long intervals or running backtests with many turns and symbols.
📊 Impact: Reduces algorithmic lookup complexity from O(n) to O(log n) for all backtesting turns and historical bar lookups. Expected to drastically speed up backtest execution times.
🔬 Measurement: Run the test suite using
pnpm testand note execution speeds, and runpnpm typecheckto ensure no functionality is broken. Check the test suite passes on the modified functionality.Included critical learnings journal in
.jules/bolt.md.PR created automatically by Jules for task 8428595261062791023 started by @toreleon