⚡ Bolt: Optimize OHLCV bar lookups with binary search#75
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Replaces O(n) array filtering with O(log n) binary search in the hot paths of the backtest runner (vnindexAt and priceOverride) and in clipBars, significantly improving performance for interval turn evaluations. Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
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Replaces O(n) array filtering with O(log n) binary search in the hot paths of the backtest runner (vnindexAt and priceOverride) and in clipBars, significantly improving performance for interval turn evaluations. Also updates undici to resolve high severity vulnerabilities. Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
Replaces O(n) array filtering with O(log n) binary search in the hot paths of the backtest runner (vnindexAt and priceOverride) and in clipBars, significantly improving performance for interval turn evaluations. Also updates undici to 6.27.0 and applies overrides for cheerio>undici and ws to resolve high severity vulnerabilities, fixing the tests failure with Node 20 by using undici v6. Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
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💡 What: Replaced O(n)
Array.prototype.filtercalls with an O(log n) binary search (findLastBarIndex) for chronologically sorted OHLCV bars.🎯 Why: In
backtestRunner.ts, the inner loop was repeatedly filtering the entire historical bar array for every interval turn (asOf) across multiple symbols. This caused significant O(n) bottleneck during long backtests.📊 Impact: Lookup time per turn reduces from O(n) to O(log n). For a backtest spanning thousands of interval turns and many symbols, this eliminates a major computational bottleneck, significantly speeding up the evaluation cycle without altering behavior.
🔬 Measurement: Run
pnpm testto verify correctness andpnpm typecheckto ensure type safety. Performance can be tested locally by running a long multi-month/backtest.PR created automatically by Jules for task 16595811057546754217 started by @toreleon