⚡ Bolt: O(log n) market data lookups#53
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Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
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Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
💡 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 insidebacktestRunner.tsandclipBars.🎯 Why:
During historical backtesting,
runBacktestSessionfrequently performs lookups against arrays containing thousands of bars across various securities and indexes to establish values for standard calculations likevnindexAtorpriceOverride. Previously, the engine usedarray.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:
🔬 Measurement:
Run any extensive historical backtest execution containing numerous intervals using
pnpm testor 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