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⚡ Bolt: Optimize clipBars lookup with binary search - #93

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bolt-optimize-clipbars-11993621523977362374
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⚡ Bolt: Optimize clipBars lookup with binary search#93
toreleon wants to merge 1 commit into
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bolt-optimize-clipbars-11993621523977362374

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@toreleon

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💡 What: Replaced the O(n) array filter operation in clipBars with an O(log n) binary search using the existing findLastBarIndex function, followed by an O(1) slice.
🎯 Why: The clipBars function is frequently called to simulate historical time constraints for bar queries (e.g., inside discoverTickers during backtesting loops). In tight loops dealing with large chronologically sorted arrays, O(n) filtering creates significant, repetitive computational overhead.
📊 Impact: Reduces lookups of valid historic bars from O(n) complexity to O(log n) complexity, substantially accelerating tight loops like those executed during high-cadence backtesting sessions.
🔬 Measurement: Verify tests run cleanly via pnpm test and note increased execution speeds for backtests compared to mainline.


PR created automatically by Jules for task 11993621523977362374 started by @toreleon

In tight loops during backtesting, calling clipBars which executes an O(n) array filter over large OHLCV bars array creates massive overhead. This optimizes clipBars by replacing array filter with the existing findLastBarIndex for O(log n) binary search on the chronologically sorted bars array.

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