⚡ Bolt: [performance improvement] Optimize time-series clipping with O(log n) binary search - #89
⚡ Bolt: [performance improvement] Optimize time-series clipping with O(log n) binary search#89toreleon wants to merge 3 commits into
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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>
Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
💡 What: Replaced the O(n)
Array.prototype.filteroperation inclipBarswith a custom O(log n) binary search function (findLastBarIndex) andArray.prototype.slice.🎯 Why: When retrieving historical OHLCV data, the
clipBarsfunction 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(specificallytests/clock.test.tswhich tests the lookahead clamp logic) to ensure the logic still strictly drops bars afterasOfSec.PR created automatically by Jules for task 593433308332015089 started by @toreleon