⚡ Bolt: [performance improvement] O(log n) lookup for time-series data#69
⚡ Bolt: [performance improvement] O(log n) lookup for time-series data#69toreleon wants to merge 2 commits into
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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: Added
findLastBarIndexbinary search function and updatedbacktestRunner.tsandclipBarsto use it.🎯 Why: Replaces O(n) array
.filter()inside the backtest loop over time-series data with an O(log n) binary search lookup. Prevents an O(n²) performance bottleneck when running backtests over large datasets.📊 Impact: Exponential reduction in CPU cycles per backtest interval when querying historical bar data in sorted arrays.
🔬 Measurement: Verified with existing test suite via
pnpm testandpnpm typecheckto ensure no functional regressions. Checked backtest timing.PR created automatically by Jules for task 11273309582741556229 started by @toreleon