Learning: O(n) operations like Array.filter inside hot loops for timeseries lookups (e.g., retrieving prices asOf a timestamp during thousands of backtest intervals) can create severe bottlenecks. The time-series data is naturally sorted by time, which allows for O(log n) lookups.
Action: When searching for the most recent data point up to a certain time in a sorted array, always use binary search instead of filter(). It provides a massive performance improvement.