⚡ Bolt: Optimize time-series extraction with binary search - #96
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Replaces O(n) `.filter()` and O(n log n) `.sort()` operations on time-series arrays with O(log n) binary search bounds and `.slice()`. This improves performance for historical backtesting which does these lookups in a loop. Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
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💡 What: Replaced
Array.prototype.filter()and.sort()on chronologically sorted time-series market data arrays with binary search lower/upper bounds (findFirstBarIndex,findLastBarIndex) and.slice().🎯 Why: Backtesting runs in a tight loop and was frequently extracting time ranges using O(n) array filtering and O(n log n) sorting on arrays that are already chronologically sorted.
📊 Impact: Reduces time complexity of bar range lookups in tight loops from O(n) to O(log n), decreasing overall backtest execution time.
🔬 Measurement: Verify by running the backtest simulation over a long historical period, and observe reduction in CPU time for extracting the
vnindexturns and clamping bars ingetStockOhlcv.PR created automatically by Jules for task 4529289871957363913 started by @toreleon