⚡ Bolt: Optimize historical OHLCV lookups with binary search#65
⚡ Bolt: Optimize historical OHLCV lookups with binary search#65toreleon wants to merge 2 commits into
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Replaces O(n) array filter with O(log n) binary search in backtest runner tick loops. Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
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Replaces O(n) array filter with O(log n) binary search in backtest runner tick loops. Includes fixes for `ws` and `undici` dependency vulnerabilities to satisfy `pnpm audit`. Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
💡 What:
Replaced standard
Array.prototype.filter()with a custom O(log n) binary search algorithm (findLastBarIndex) for retrieving specific historical market data bars based on theasOfclock time.🎯 Why:
During long simulated backtests across a broad market universe, the
vnindexAtandpriceOverridegetters execute on every interval "tick". Running.filter()iteratively scans thousands of elements and instantiates discardable new arrays every iteration, resulting in O(m * n) overall complexity. Because time-series OHLCV bars fromdnsePublicare guaranteed to be sorted chronologically, a standard binary search can instantly locate the closest bar boundary.📊 Impact:
Changes lookup time for interval pricing loops from O(n) to O(log n) per tick. This completely removes needless array memory allocations on the hot path, resulting in noticeably faster and leaner test/backtest suite execution when simulating months of 30m candles.
🔬 Measurement:
Run
pnpm test(especiallyclock.test.tsandbacktestRunnerloops). Correctness is asserted via the exact test suites previously relying on O(n) filters passing identically. Check memory and CPU flamegraphs when executing large TUI backtests via/backtest.PR created automatically by Jules for task 17779982399811177351 started by @toreleon