⚡ Bolt: Optimize sub-interval extraction to O(log n)

.jules/bolt.md

@@ -1,3 +1,3 @@
-## 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.
+## 2024-05-24 - O(log n) over O(n) array operations for Time-Series
+**Learning:** Backtest intervals involve frequent repeated lookups on chronologically sorted time-series market data arrays. Existing implementations using `.filter()` and `.sort()` on large `Bar` arrays have an $O(N \log N)$ complexity and unnecessarily reiterate arrays that are already inherently sorted.
+**Action:** Replace full-array filters and sorts on `Bar` data with a combination of `findLastBarIndex()` (for $O(\log n)$ boundary lookups) followed by `.slice()`. This pattern is dramatically more CPU-efficient on large historical datasets.

src/agent/backtestRunner.ts

@@ -101,10 +101,16 @@ 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);
+  // ⚡ Bolt: Optimize sub-interval extraction from O(n log n) filter+sort to O(log n) binary search
+  const startIdx = findLastBarIndex(vnindexBars, startSec - 1) + 1;
+  const endIdx = findLastBarIndex(vnindexBars, endSec);
+
+  if (startIdx > endIdx || startIdx >= vnindexBars.length || endIdx < 0) {
+    return [];
+  }
+
+  const base = vnindexBars.slice(startIdx, endIdx + 1).map((b) => b.time);
+
   const step = Math.max(1, Math.round(intervalMinutes / 30));
   if (step === 1) return base;