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💡 What: Replaced a heavy chain of `.map()`, array spreading, `new Set()`, `Array.from()`, and `.slice()` with bounded `for` loops in the backtest runner. 🎯 Why: High-frequency backtesting engines suffer when allocating large intermediate arrays inside hot loops, creating significant garbage collection (GC) overhead. 📊 Impact: Eliminates three intermediate array allocations and truncates iteration early if the max candidate count is reached, saving memory overhead in each step of the backtest loop. 🔬 Measurement: Verify via backtest run performance and `pnpm test`. Co-authored-by: toreleon <42534763+toreleon@users.noreply.github.com>
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Closed in favor of #173. |
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💡 What: Replaced a heavy functional pipeline (chain of
.map(), array spreading,new Set(),Array.from(), and.slice()) with boundedforloops and an early-exitSetduring candidate deduplication in the backtest runner.🎯 Why: High-frequency backtesting engines suffer when allocating large intermediate arrays inside hot loops. This process was needlessly spreading entire sets of positions and candidates into temporary arrays just to slice a tiny subset off the end.
📊 Impact: Eliminates three intermediate array allocations per iteration and stops looping once the required
maxCandidatesthreshold is met, reducing GC overhead and memory churn.🔬 Measurement: Verify by running the test suite (
pnpm test) and observing backtest speed.PR created automatically by Jules for task 11300147719612583135 started by @toreleon