⚡ Bolt: [performance improvement] O(log n) time-series binary search instead of O(n) filtering for backtesting - #83
Conversation
…ltering Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
|
👋 Jules, reporting for duty! I'm here to lend a hand with this pull request. When you start a review, I'll add a 👀 emoji to each comment to let you know I've read it. I'll focus on feedback directed at me and will do my best to stay out of conversations between you and other bots or reviewers to keep the noise down. I'll push a commit with your requested changes shortly after. Please note there might be a delay between these steps, but rest assured I'm on the job! For more direct control, you can switch me to Reactive Mode. When this mode is on, I will only act on comments where you specifically mention me with New to Jules? Learn more at jules.google/docs. For security, I will only act on instructions from the user who triggered this task. |
…ilities Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
💡 What: Replaced
Array.prototype.filterwith a reusable binary search utility (findLastBarIndexindnsePublic.ts) for all time-series historical price lookups (clipBars,vnindexAt, andpriceOverride).🎯 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
/backtestand notice the speed up and reduced memory footprint. Ensurepnpm testpasses.PR created automatically by Jules for task 550028335173200332 started by @toreleon