⚡ Bolt: Binary search optimizations for time-series extraction - #94
⚡ Bolt: Binary search optimizations for time-series extraction#94toreleon wants to merge 1 commit into
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Replaced O(n) array `.filter()` and redundant `.sort()` operations with O(log n) binary searches and `.slice()` for determining date intervals in backtesting and historical data retrieval. Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
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💡 What: Replaced$O(n)$ $O(\log n)$ binary searches followed by $O(n)$ to $O(\log n + k)$ . Improves backtest start times and interval clipping for large sets of bar data.
.filter()and.sort()operations with.slice()for time-series array lookups.🎯 Why: Chronologically sorted timeseries arrays were being fully scanned via
.filter()multiple times per turn inside the backtest runner and during OHLCV data retrieval.📊 Impact: Reduces time complexity of date-bounded array lookups from
🔬 Measurement: Verify via
pnpm testthat backtest bounds logic (tests/clock.test.ts,tests/team.test.ts) behaves exactly as before but with reduced CPU overhead per interval lookup.PR created automatically by Jules for task 8251011949286860423 started by @toreleon