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⚡ Bolt: O(log n) market data lookups#53

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bolt-binary-search-optimization-518257244276759100
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⚡ Bolt: O(log n) market data lookups#53
toreleon wants to merge 2 commits into
masterfrom
bolt-binary-search-optimization-518257244276759100

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@toreleon

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💡 What:
Replaced Array.prototype.filter() with a custom binary search function (findLastBarIndex) for locating specific timestamps in strictly chronologically sorted array data structures, primarily impacting OHLVC lookups inside backtestRunner.ts and clipBars.

🎯 Why:
During historical backtesting, runBacktestSession frequently performs lookups against arrays containing thousands of bars across various securities and indexes to establish values for standard calculations like vnindexAt or priceOverride. Previously, the engine used array.filter(b => b.time <= asOf), which scans the entire array on every request resulting in O(N) operations and heavy continuous array allocations resulting in measurable slowdowns.

📊 Impact:

  • Search execution time drops from O(N) linear time scanning down to O(log N).
  • Array allocation and copying (O(N)) are completely eliminated from the inner loop, bypassing the garbage collector and freeing up significant processing overhead.
  • Backtesting performance execution experiences a quantifiable boost.

🔬 Measurement:
Run any extensive historical backtest execution containing numerous intervals using pnpm test or via standard client execution paths. The speed enhancement should be noticeable in comparison to prior builds.


PR created automatically by Jules for task 518257244276759100 started by @toreleon

Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
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Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
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