⚡ Bolt: Optimize historical timeseries lookup loops with O(log N) binary search#68
⚡ Bolt: Optimize historical timeseries lookup loops with O(log N) binary search#68toreleon wants to merge 2 commits into
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Replaces inefficient O(N) array `.filter()` allocations in the backtesting loop and DNSE bar clipping with a reusable O(log N) `findLastBarIndex` utility. Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
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Updates transient dependencies (undici, ws) to address multiple high severity CVEs causing the GitHub Actions `pnpm audit` job to fail. Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
💡 What: Added a
findLastBarIndexbinary search utility tosrc/data/sources/dnsePublic.tsand refactored hot loops insrc/agent/backtestRunner.tsto use it instead of Array.filter().🎯 Why: The backtest runner iterates over long historical OHLCV timeseries arrays repeatedly inside the simulation loops to find the relevant bar for the
asOftime constraint. Using.filter()causedO(N)performance overhead and unnecessary memory allocations on every iteration.📊 Impact: Reduces lookups from
O(N)toO(log N)complexity, substantially accelerating backtesting times while avoiding the pressure of allocating and garbage collecting newly filtered arrays inside the inner simulation loops.🔬 Measurement: Run
pnpm testto ensure existing timing assumptions and test outputs remain entirely identical. Backtesting sessions in production will demonstrate significantly less CPU and memory overhead per turn.PR created automatically by Jules for task 3920530696625252141 started by @toreleon