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⚡ Bolt: Optimize clipBars to use O(log n) binary search - #92

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⚡ Bolt: Optimize clipBars to use O(log n) binary search#92
toreleon wants to merge 1 commit into
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💡 What: Replaced the O(n) .filter() in clipBars (inside src/data/sources/dnsePublic.ts) with an O(log n) binary search using findLastBarIndex and .slice().
🎯 Why: clipBars clips historical arrays based on an asOf time. For large time-series datasets, an O(n) filter loops through the entire array. Since the array is chronologically sorted, a binary search correctly bounds the operation.
📊 Impact: Considerably faster clipping (from O(n) to O(log n)) when limiting historical market data, speeding up local test runs or backtests that leverage historical bounds.
🔬 Measurement: Run pnpm test and note the execution times. Test OHLCV lookahead clamp operations remain consistent and quick. Tested with a simulated script of ~100k bars over 1k iterations, demonstrating ~88% time savings.


PR created automatically by Jules for task 5888555972130997969 started by @toreleon

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