⚡ Bolt: Optimize time-series array filtering in backtester#56
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Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
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…ulnerabilities Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
💡 What: Replaced O(n) array
.filter()calls with O(log n) binary searches for time-series lookups in backtesting.🎯 Why: Market data OHLCV bars are chronologically sorted. Iterating over the entire array for every single turn during backtesting using
.filter()was an unnecessary O(n) performance bottleneck.📊 Impact: Exponential reduction in computation complexity for historic time lookups (
O(n) -> O(log n)). Significantly improves backtest loop execution speed.🔬 Measurement: Verify tests still pass using
pnpm test. The implementation uses a robust binary search utilityfindLastBarIndexwhich handles duplicate timestamps cleanly and falls back safely to empty returns when target time isn't found.PR created automatically by Jules for task 16818634885458068228 started by @toreleon