⚡ Bolt: Optimize clipBars lookup with binary search - #93
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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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💡 What: Replaced the
O(n)arrayfilteroperation inclipBarswith anO(log n)binary search using the existingfindLastBarIndexfunction, followed by anO(1)slice.🎯 Why: The
clipBarsfunction is frequently called to simulate historical time constraints for bar queries (e.g., insidediscoverTickersduring 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 toO(log n)complexity, substantially accelerating tight loops like those executed during high-cadence backtesting sessions.🔬 Measurement: Verify tests run cleanly via
pnpm testand note increased execution speeds for backtests compared to mainline.PR created automatically by Jules for task 11993621523977362374 started by @toreleon