⚡ Bolt: O(log N) time-series binary search optimization#48
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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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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>
💡 What
Implemented an O(log N) binary search utility
findLastBarIndexinsrc/data/sources/dnsePublic.ts. RefactoredclipBars,vnindexAt, andpriceOverrideto use this binary search instead of iterating through full arrays withArray.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 testto 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