⚡ Bolt: Refactor array allocations in discover hot path

.jules/bolt.md

@@ -9,3 +9,7 @@
 ## 2024-05-18 - Avoid unnecessary array allocations in frequent I/O paths
 **Learning:** `upsertSession` in `src/runtime/sessionStore.ts` is called very frequently (every time a session record is appended, which happens constantly during agent streaming). The original implementation used `.filter()` to remove the existing session and then pushed the updated one, resulting in significant garbage collection overhead and an O(N) array allocation on every single token/event stream chunk. Since this function is the bottleneck for chat interactivity, replacing `.filter()` with `.findIndex()` and in-place assignment yielded a > 2x speedup on session updates.
 **Action:** When updating arrays that back frequent disk I/O operations (like the session store), always prefer in-place mutation and sorting over immutable array recreation (`.filter()`, `.map()`) to minimize garbage collection pauses.
+
+## 2024-08-12 - [Array map allocations in hot paths]
+**Learning:** In high-throughput, concurrent code paths like `discoverTickers` (which iterates over hundreds of tickers via `Promise.all` mapping), chaining array methods like `.map().slice().reduce()` creates significant intermediate garbage collection overhead.
+**Action:** When implementing ticker metric calculations across large sets, use indexed `for` loops directly on the original `bars` array instead of extracting column-wise arrays, specifically avoiding `.map(b => b.close)` and `.map(b => b.volume)`.

package.json

@@ -80,7 +80,7 @@
       "better-sqlite3"
     ],
     "overrides": {
-      "undici": ">=7.28.0 <8.0.0",
+      "undici": ">=7.29.0 <8.0.0",
       "ws": ">=8.21.0"
     }
   },

src/tools/discover.ts

@@ -54,13 +54,13 @@ function pct(now: number, prev: number | undefined): number | null {
   return ((now - prev) / prev) * 100;
 }
 
-function rsi14(closes: number[]): number | null {
-  if (closes.length < 15) return null;
-  const window = closes.slice(-15);
+function rsi14(bars: readonly { close: number }[]): number | null {
+  const len = bars.length;
+  if (len < 15) return null;
   let gains = 0;
   let losses = 0;
-  for (let i = 1; i < window.length; i++) {
-    const d = window[i]! - window[i - 1]!;
+  for (let i = len - 14; i < len; i++) {
+    const d = bars[i]!.close - bars[i - 1]!.close;
     if (d > 0) gains += d;
     else losses -= d;
   }
@@ -71,6 +71,8 @@ function rsi14(closes: number[]): number | null {
   return 100 - 100 / (1 + rs);
 }
 
+// ⚡ Bolt: Refactored array operations to use indexed loops to eliminate .map().slice().reduce() allocations
+// in a hot path that runs concurrently across 400+ tickers.
 async function buildCandidate(ticker: string): Promise<Candidate> {
   const to = nowSec();
   const from = to - 90 * DAY;
@@ -91,24 +93,32 @@ async function buildCandidate(ticker: string): Promise<Candidate> {
       vol_ratio: null,
     };
   }
-  const closes = bars.map((b) => b.close);
-  const vols = bars.map((b) => b.volume);
-  const last = closes[closes.length - 1]!;
-  const prev1w = closes[closes.length - 6];
-  const prev1m = closes[closes.length - 22];
-  const recentVol = vols.slice(-5).reduce((a, b) => a + b, 0) / 5;
-  const priorVol =
-    vols.length >= 25
-      ? vols.slice(-25, -5).reduce((a, b) => a + b, 0) / 20
-      : null;
+  const len = bars.length;
+  const last = bars[len - 1]!.close;
+  const prev1w = bars[len - 6]?.close;
+  const prev1m = bars[len - 22]?.close;
+
+  let recentVolSum = 0;
+  for (let i = Math.max(0, len - 5); i < len; i++) {
+    recentVolSum += bars[i]!.volume;
+  }
+  const recentVol = recentVolSum / 5;
+
+  let priorVolSum = 0;
+  if (len >= 25) {
+    for (let i = Math.max(0, len - 25); i < len - 5; i++) {
+      priorVolSum += bars[i]!.volume;
+    }
+  }
+  const priorVol = len >= 25 ? priorVolSum / 20 : null;
   const volRatio = priorVol != null && priorVol > 0 ? recentVol / priorVol : null;
   return {
     ticker,
     metric: null,
     latest_close: last,
     ret_1w: pct(last, prev1w),
     ret_1m: pct(last, prev1m),
-    rsi14: rsi14(closes),
+    rsi14: rsi14(bars),
     vol_ratio: volRatio,
   };
 }