⚡ Bolt: Optimize time-series extraction with binary search

src/agent/backtestRunner.ts

@@ -2,7 +2,7 @@ import { randomUUID } from "node:crypto";
 import { loadConfig } from "../config/loader.js";
 import { getDb } from "../storage/db.js";
 import { getBacktestBroker } from "../broker/index.js";
-import { getStockOhlcv, getIndexOhlcv, findLastBarIndex, type Bar } from "../data/sources/dnsePublic.js";
+import { getStockOhlcv, getIndexOhlcv, findLastBarIndex, findFirstBarIndex, type Bar } from "../data/sources/dnsePublic.js";
 import { DISCOVERY_UNIVERSE, discoverTickers } from "../tools/discover.js";
 import { setActiveAsOf } from "./clock.js";
 import { runTeamAnalysis } from "./team/index.js";
@@ -101,10 +101,11 @@ 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);
+  const firstIdx = findFirstBarIndex(vnindexBars, startSec);
+  const lastIdx = findLastBarIndex(vnindexBars, endSec);
+  if (firstIdx === -1 || lastIdx === -1 || firstIdx > lastIdx) return [];
+
+  const base = vnindexBars.slice(firstIdx, lastIdx + 1).map((b) => b.time);
   const step = Math.max(1, Math.round(intervalMinutes / 30));
   if (step === 1) return base;
 

src/data/sources/dnsePublic.ts

@@ -61,6 +61,26 @@ export function seriesToBars(s: OhlcvSeries): Bar[] {
   return out;
 }
 
+/**
+ * O(log n) binary search to find the first bar index with time >= timeSec.
+ * Returns -1 if no such bar exists.
+ */
+export function findFirstBarIndex(bars: Bar[], timeSec: number): number {
+  let low = 0;
+  let high = bars.length - 1;
+  let ans = -1;
+  while (low <= high) {
+    const mid = (low + high) >>> 1;
+    if (bars[mid]!.time >= timeSec) {
+      ans = mid;
+      high = mid - 1;
+    } else {
+      low = mid + 1;
+    }
+  }
+  return ans;
+}
+
 /**
  * O(log n) binary search to find the last bar index with time <= timeSec.
  * Returns -1 if no such bar exists.
@@ -88,7 +108,9 @@ function clipBars(bars: Bar[]): Bar[] {
     asOfClock.getStore()?.asOfSec != null || isAsOfOverridden();
   if (!hasOverride) return bars;
   const asOf = nowSec();
-  return bars.filter((b) => b.time <= asOf);
+  const lastIdx = findLastBarIndex(bars, asOf);
+  if (lastIdx === -1) return [];
+  return bars.slice(0, lastIdx + 1);
 }
 
 export async function getStockOhlcv(