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⚡ Bolt: [performance improvement] Optimize time-series clipping with O(log n) binary search - #89

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⚡ Bolt: [performance improvement] Optimize time-series clipping with O(log n) binary search#89
toreleon wants to merge 3 commits into
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💡 What: Replaced the O(n) Array.prototype.filter operation in clipBars with a custom O(log n) binary search function (findLastBarIndex) and Array.prototype.slice.
🎯 Why: When retrieving historical OHLCV data, the clipBars function filters out any bars that occur after a simulated "as-of" time. The original implementation used .filter(), which linearly scans the entire array. Because time-series data is already chronologically sorted, this is an unnecessary O(n) operation. By replacing it with binary search, we reduce this to O(log n), which is significantly faster for long historical arrays.
📊 Impact: Reduces time complexity for backtesting and historical data retrieval clipping from O(n) to O(log n).
🔬 Measurement: Verify by running pnpm test (specifically tests/clock.test.ts which tests the lookahead clamp logic) to ensure the logic still strictly drops bars after asOfSec.


PR created automatically by Jules for task 593433308332015089 started by @toreleon

Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
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google-labs-jules Bot and others added 2 commits July 21, 2026 15:44
Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
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