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⚡ Bolt: O(log N) time-series binary search optimization#48

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bolt/optimize-timeseries-lookups-14310598544197174157
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⚡ Bolt: O(log N) time-series binary search optimization#48
toreleon wants to merge 4 commits into
masterfrom
bolt/optimize-timeseries-lookups-14310598544197174157

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@toreleon

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💡 What

Implemented an O(log N) binary search utility findLastBarIndex in src/data/sources/dnsePublic.ts. Refactored clipBars, vnindexAt, and priceOverride to use this binary search instead of iterating through full arrays with Array.prototype.filter().

🎯 Why

In hot paths (like the main backtesting iteration loops), slicing up to a target "as-of" time using .filter(...) resulted in O(N) complexity per lookup. Because market data bars are chronologically sorted, binary search resolves this in O(log N) time with zero array allocations, dramatically speeding up the simulation engine.

📊 Impact

Reduces loop time-complexity from O(T * N) to O(T * log N), severely cutting down latency during backtest executions.

🔬 Measurement

Run pnpm test to ensure precision is maintained. Tests for clock overrides (which rely heavily on time slicing) pass cleanly.


PR created automatically by Jules for task 14310598544197174157 started by @toreleon

Replaces O(N) Array.prototype.filter calls on chronologically sorted time-series data with an O(log N) binary search (`findLastBarIndex`). This significantly improves performance in backtesting hot loops (`agent/backtestRunner.ts`) and data processing (`data/sources/dnsePublic.ts`).

Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
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google-labs-jules Bot and others added 3 commits June 17, 2026 15:23
Replaces O(N) Array.prototype.filter calls on chronologically sorted time-series data with an O(log N) binary search (`findLastBarIndex`). This significantly improves performance in backtesting hot loops (`agent/backtestRunner.ts`) and data processing (`data/sources/dnsePublic.ts`).

Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
Replaces O(N) Array.prototype.filter calls on chronologically sorted time-series data with an O(log N) binary search (`findLastBarIndex`). This significantly improves performance in backtesting hot loops (`agent/backtestRunner.ts`) and data processing (`data/sources/dnsePublic.ts`).

Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
Replaces O(N) Array.prototype.filter calls on chronologically sorted time-series data with an O(log N) binary search (`findLastBarIndex`). This significantly improves performance in backtesting hot loops (`agent/backtestRunner.ts`) and data processing (`data/sources/dnsePublic.ts`).

Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
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