⚡ Bolt: optimize backtester tick loop to use O(log N) data lookups#49
⚡ Bolt: optimize backtester tick loop to use O(log N) data lookups#49toreleon wants to merge 2 commits into
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Replaced O(n) array `.filter()` allocations with O(log n) binary search `findLastBarIndex` for timestamp lookups in backtester tick loop. Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
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- Replaced O(n) array `.filter()` allocations with O(log n) binary search `findLastBarIndex` for timestamp lookups in backtester tick loop. - Resolved CI failure: fixed dependency vulnerabilities flagged by `pnpm audit --prod --audit-level high` by bumping `undici` to `^6.27.0` and adding `ws@^8.21.0`. Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
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💡 What: Replaced linear array
.filter()operations with O(log n) binary search (findLastBarIndex) when looking up the latest available price up to a given timestamp inside the backtest engine's tick loop.🎯 Why: Backtests simulate many intervals and candidates. Using
.filter()on every tick for every candidate to find the most recent bar effectively creates an O(N^2) execution time bottleneck and allocates thousands of unnecessary array segments.📊 Impact: Expected to dramatically reduce execution time and garbage collection overhead during backtesting by avoiding array reallocation on the critical path.
🔬 Measurement: Verified with
pnpm testto ensure exact parity.PR created automatically by Jules for task 17595503048858696681 started by @toreleon