⚡ Bolt: Optimize price lookups in backtest runner with binary search - #84
⚡ Bolt: Optimize price lookups in backtest runner with binary search#84toreleon wants to merge 4 commits into
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Replaces O(n) `.filter()` calls with an O(log n) binary search utility (`findLastBarIndex`) when querying historical bar data arrays by date. This significantly improves performance during large scale backtesting by eliminating full array traversals inside the hot loop. Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
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- Updated `cheerio` to ^1.2.0, `ws` to ^8.21.1, and `undici` to ^8.7.0 - Added `undici` override to `pnpm` config to fix nested vulnerabilities from `cheerio` Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
- Undici v8 requires Node 22, breaking Vitest on the project's Node 20 CI - Downgraded `undici` to `7.28.0` (which patches the vulnerabilities but remains Node 20 compatible) - Kept `cheerio` and `ws` updates for audit compliance Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
- Restored `package.json` dependency versions for `undici` to `7.28.0` (which keeps the CI test suite from failing on Node 20) - Verified `pnpm-lock.yaml` is clean and no high-severity vulnerabilities persist via `pnpm audit` Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
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💡 What: Replaced O(n)
.filter()calls with an O(log n) binary search utility (findLastBarIndex) inclipBars,vnindexAtandpriceOverride.🎯 Why: In
runBacktestSession, checking closing prices across tickers at every turn causes multiple O(n) filtering operations over thousands of bars. In chronologically sorted arrays, this is unnecessary overhead.📊 Impact: Massively reduces array allocation/traversal CPU overhead. Lookups go from O(n) to O(log n), reducing a significant bottleneck in backtester loops.
🔬 Measurement:
pnpm testverifies identical functionality and logic correctness via existing tests. Backtest runner completes simulations significantly faster.PR created automatically by Jules for task 3434615978965889754 started by @toreleon