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⚡ Bolt: [performance improvement] O(log n) time-series binary search instead of O(n) filtering for backtesting - #83

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⚡ Bolt: [performance improvement] O(log n) time-series binary search instead of O(n) filtering for backtesting#83
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💡 What: Replaced Array.prototype.filter with a reusable binary search utility (findLastBarIndex in dnsePublic.ts) for all time-series historical price lookups (clipBars, vnindexAt, and priceOverride).

🎯 Why: During backtesting, arrays of chronologically sorted market data were being repeatedly filtered using bars.filter(b => b.time <= asOf) to resolve prices at a specific point in time. Filtering an array of thousands of bars for every symbol on every simulation interval is an O(n) operation per lookup, generating a severe CPU and memory allocation bottleneck on the hot path.

📊 Impact: Reduces time complexity from O(n) to O(log n) per lookup and eliminates massive array allocation overhead during backtesting execution.

🔬 Measurement: Run a backtest using /backtest and notice the speed up and reduced memory footprint. Ensure pnpm test passes.


PR created automatically by Jules for task 550028335173200332 started by @toreleon

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