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⚡ Bolt: optimize backtest array lookups using binary search#71

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bolt-find-last-bar-index-8481414832017527824
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⚡ Bolt: optimize backtest array lookups using binary search#71
toreleon wants to merge 2 commits into
masterfrom
bolt-find-last-bar-index-8481414832017527824

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@toreleon

@toreleon toreleon commented Jul 5, 2026

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💡 What: Introduced a new utility function findLastBarIndex that utilizes binary search to efficiently look up market bars by timestamp from sorted arrays, replacing O(n) array .filter() usage in clipBars and priceOverride during backtests.
🎯 Why: Chronologically sorted market data arrays were dynamically filtered using O(n) .filter() repeatedly to find the asOf price 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 priceOverride evaluations for backtest turning, minimizing memory footprint and accelerating backtest runtime, particularly when tracking large datasets.
🔬 Measurement: Verify tests complete successfully with pnpm test ensuring correctness without regressions.


PR created automatically by Jules for task 8481414832017527824 started by @toreleon

- 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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👋 Jules, reporting for duty! I'm here to lend a hand with this pull request.

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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>
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