From cd3479d8914a0a14a29ab518fea4d8c7f06ad850 Mon Sep 17 00:00:00 2001
From: "google-labs-jules[bot]"
 <161369871+google-labs-jules[bot]@users.noreply.github.com>
Date: Mon, 15 Jun 2026 15:39:31 +0000
Subject: [PATCH] perf: replace O(n) array lookups with O(log n) binary search
 in backtest lookups

Replaces expensive `Array.prototype.filter` iterations with a fast binary search utility (`findLastBarIndex`) for locating the correct historical price bars by timestamp in `clipBars` and the core `backtestRunner.ts` loop.

This drastically improves lookup performance and significantly reduces memory allocation overhead in extended backtests involving numerous tickers.

Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
---
 .jules/bolt.md                 |  3 +++
 src/agent/backtestRunner.ts    | 12 +++++++-----
 src/data/sources/dnsePublic.ts | 30 +++++++++++++++++++++++++++++-
 3 files changed, 39 insertions(+), 6 deletions(-)
 create mode 100644 .jules/bolt.md

diff --git a/.jules/bolt.md b/.jules/bolt.md
new file mode 100644
index 0000000..32dead0
--- /dev/null
+++ b/.jules/bolt.md
@@ -0,0 +1,3 @@
+## 2026-06-15 - Optimize Array Lookups with Binary Search
+**Learning:** Backtests in this codebase loop over thousands of intervals across dozens of tickers. Using O(n) `Array.prototype.filter()` for chronologically sorted time-series lookups (like finding the latest price before `asOf`) is a major performance bottleneck due to CPU cycles and garbage collection from new array allocations.
+**Action:** Replace `array.filter(b => b.time <= asOf)` with an O(log n) binary search utility `findLastBarIndex` when searching sorted chronological series like OHLCV data.
diff --git a/src/agent/backtestRunner.ts b/src/agent/backtestRunner.ts
index e91de2c..968e123 100644
--- a/src/agent/backtestRunner.ts
+++ b/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, type Bar } from "../data/sources/dnsePublic.js";
+import { getStockOhlcv, getIndexOhlcv, findLastBarIndex, 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";
@@ -298,8 +298,8 @@ export async function runBacktestSession(
   );
 
   const vnindexAt = (asOf: number): number | null => {
-    const series = vnindex.filter((b) => b.time <= asOf);
-    return series.length ? series[series.length - 1]!.close : null;
+    const idx = findLastBarIndex(vnindex, asOf);
+    return idx !== -1 ? vnindex[idx]!.close : null;
   };
   const vnindexBaseline = vnindexAt(intervalTurns[0]!);
   if (vnindexBaseline == null) throw new Error(`no VNINDEX data at first ${interval.label} turn`);
@@ -312,8 +312,10 @@ export async function runBacktestSession(
       throwIfAborted(cb.signal);
       const dateIso = ictLabel(asOf);
       const priceOverride = (sym: string): number | null => {
-        const series = bars[sym]?.filter((b) => b.time <= asOf) ?? [];
-        return series.length ? series[series.length - 1]!.close : null;
+        const symBars = bars[sym];
+        if (!symBars || symBars.length === 0) return null;
+        const idx = findLastBarIndex(symBars, asOf);
+        return idx !== -1 ? symBars[idx]!.close : null;
       };
       broker.setPriceOverride(priceOverride);
       cb.onTurnStart?.({ asOf, dateIso });
diff --git a/src/data/sources/dnsePublic.ts b/src/data/sources/dnsePublic.ts
index 151733c..b73b679 100644
--- a/src/data/sources/dnsePublic.ts
+++ b/src/data/sources/dnsePublic.ts
@@ -24,6 +24,31 @@ export interface Bar {
   volume: number;
 }
 
+/**
+ * Finds the index of the latest bar whose time is <= timeSec.
+ * Returns -1 if no such bar exists.
+ * Assumes `bars` is sorted chronologically by time.
+ */
+export function findLastBarIndex(bars: Bar[], timeSec: number): number {
+  let left = 0;
+  let right = bars.length - 1;
+  let ans = -1;
+
+  while (left <= right) {
+    const mid = Math.floor((left + right) / 2);
+    const midTime = bars[mid]!.time;
+
+    if (midTime <= timeSec) {
+      ans = mid;
+      left = mid + 1; // Try to find a later bar that is still <= timeSec
+    } else {
+      right = mid - 1;
+    }
+  }
+
+  return ans;
+}
+
 async function fetchOhlcs(
   kind: "stock" | "index",
   symbol: string,
@@ -68,7 +93,10 @@ function clipBars(bars: Bar[]): Bar[] {
     asOfClock.getStore()?.asOfSec != null || isAsOfOverridden();
   if (!hasOverride) return bars;
   const asOf = nowSec();
-  return bars.filter((b) => b.time <= asOf);
+
+  const idx = findLastBarIndex(bars, asOf);
+  if (idx === -1) return [];
+  return bars.slice(0, idx + 1);
 }
 
 export async function getStockOhlcv(