⚡ Bolt: optimize backtest array lookups using binary search#71
⚡ Bolt: optimize backtest array lookups using binary search#71toreleon wants to merge 2 commits into
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- Added `findLastBarIndex` in `src/data/sources/dnsePublic.ts` for fast O(log n) lookups. - Upgraded `clipBars` and `.filter` dynamic operations in `src/agent/backtestRunner.ts` avoiding O(N) penalties during playback. Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
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- Updated `undici` to 6.27.0 which resolves vulnerabilities reported. - Added `pnpm.overrides` for `ws: ">=8.21.0"` to ensure ink and internal subdependencies are not impacted by a high DoS vulnerability reported in GitHub CI audit. Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
💡 What: Introduced a new utility function
findLastBarIndexthat utilizes binary search to efficiently look up market bars by timestamp from sorted arrays, replacing O(n) array.filter()usage inclipBarsandpriceOverrideduring backtests.🎯 Why: Chronologically sorted market data arrays were dynamically filtered using O(n)
.filter()repeatedly to find theasOfprice for every interval tick. This created unnecessary processing and memory overhead during backtest replay execution.📊 Impact: Expected to reduce traversal operations from O(n) to O(log n) during
priceOverrideevaluations for backtest turning, minimizing memory footprint and accelerating backtest runtime, particularly when tracking large datasets.🔬 Measurement: Verify tests complete successfully with
pnpm testensuring correctness without regressions.PR created automatically by Jules for task 8481414832017527824 started by @toreleon