⚡ Bolt: Binary search optimizations for time-series extraction

.jules/bolt.md

@@ -1,3 +1,7 @@
 ## 2024-05-14 - Time-Series O(log n) Search Pattern
 **Learning:** `src/agent/backtestRunner.ts` makes heavy use of `.filter((b) => b.time <= asOf)` to get the latest close price inside loop bounds, changing potentially O(1) loop lookups or O(log n) lookups into repetitive O(n) filtering over large arrays.
 **Action:** Expose `findLastBarIndex` in `src/data/sources/dnsePublic.ts` and use binary search or track indices explicitly in tight loops.
+
+## 2024-05-14 - Time-Series Date Boundaries
+**Learning:** Extracting dates with `.filter((b) => b.time >= start && b.time <= end)` from chronologically sorted OHLCV bars is a common but expensive O(n) anti-pattern.
+**Action:** When determining intervals inside backtests, use binary search (`findLastBarIndex` and lower-bound equivalent) followed by `.slice()` to extract elements in O(log n + k) time. Avoid `.sort()` since bars are inherently chronologically sorted.

src/agent/backtestRunner.ts

@@ -101,10 +101,24 @@ function parseBacktestInterval(value: string | undefined): { label: string; minu
 }
 
 function intervalCloses(vnindexBars: Bar[], startSec: number, endSec: number, intervalMinutes: number): number[] {
-  const base = vnindexBars
-    .filter((b) => b.time >= startSec && b.time <= endSec)
-    .map((b) => b.time)
-    .sort((a, b) => a - b);
+  // Optimization: Use binary search instead of O(n) filtering to find interval bounds
+  let startIdx = vnindexBars.length;
+  let low = 0, high = vnindexBars.length - 1;
+  while (low <= high) {
+    const mid = (low + high) >>> 1;
+    if (vnindexBars[mid]!.time >= startSec) {
+      startIdx = mid;
+      high = mid - 1;
+    } else {
+      low = mid + 1;
+    }
+  }
+
+  const endIdx = findLastBarIndex(vnindexBars, endSec);
+  const base = (endIdx < startIdx || startIdx >= vnindexBars.length || endIdx < 0)
+    ? []
+    : vnindexBars.slice(startIdx, endIdx + 1).map((b) => b.time);
+
   const step = Math.max(1, Math.round(intervalMinutes / 30));
   if (step === 1) return base;
 

src/data/sources/dnsePublic.ts

@@ -88,7 +88,10 @@ function clipBars(bars: Bar[]): Bar[] {
     asOfClock.getStore()?.asOfSec != null || isAsOfOverridden();
   if (!hasOverride) return bars;
   const asOf = nowSec();
-  return bars.filter((b) => b.time <= asOf);
+  // Optimization: use O(log n) binary search to slice array instead of O(n) filter
+  const idx = findLastBarIndex(bars, asOf);
+  if (idx === -1) return [];
+  return bars.slice(0, idx + 1);
 }
 
 export async function getStockOhlcv(