⚡ Bolt: Optimize backtest candidate deduplication loop

.jules/bolt.md

@@ -23,3 +23,4 @@
 ## 2026-09-19 - Avoid chained array methods before Set initialization
 **Learning:** Chaining `.map().filter()` inside a `new Set()` constructor creates multiple intermediate arrays, causing unnecessary memory allocation and garbage collection overhead in hot paths (like ticker normalization during discovery).
 **Action:** Replace chained array methods with a direct indexed `for` loop that transforms, validates, and `.add()`s directly to a freshly initialized `Set`.
+## 2025-09-29 - [Avoid chained array allocations in backtests]\n**Learning:** High-frequency backtests suffer when allocating intermediate arrays in hot loops (e.g., using chained `.map()`, array spreads, and `.slice()`). These create significant GC overhead.\n**Action:** Replace functional array pipelines with bounded `for` loops and `Set`s with early-exit conditions when extracting deduplicated bounded subsets.

src/agent/backtestRunner.ts

@@ -347,10 +347,18 @@ export async function runBacktestSession(
           universe: BACKTEST_DISCOVERY_UNIVERSE,
           limit: maxCandidates,
         });
-        const held = (await broker.snapshot()).positions.map((p) => p.ticker);
-        const tickers = Array.from(
-          new Set([...held, ...discovery.candidates.map((c) => c.ticker)]),
-        ).slice(0, maxCandidates);
+        const snap = await broker.snapshot();
+        // ⚡ Bolt: Removed .map(), spread, and .slice() chain to avoid allocating large intermediate arrays in backtests
+        const tickersSet = new Set<string>();
+        const positions = snap.positions;
+        for (let i = 0; i < positions.length && tickersSet.size < maxCandidates; i++) {
+          tickersSet.add(positions[i]!.ticker);
+        }
+        const candidates = discovery.candidates;
+        for (let i = 0; i < candidates.length && tickersSet.size < maxCandidates; i++) {
+          tickersSet.add(candidates[i]!.ticker);
+        }
+        const tickers = Array.from(tickersSet);
 
         const decisions: FinalDecision[] = [];
         for (const ticker of tickers) {