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⚡ Bolt: [performance improvement] Optimize portfolio totals accumulation #180

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⚡ Bolt: [performance improvement] Optimize portfolio totals accumulation #180

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4 changes: 4 additions & 0 deletions .jules/bolt.md
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Original file line number Diff line number Diff line change
Expand Up @@ -41,3 +41,7 @@
## 2024-05-15 - Fast cache keys using integer math
**Learning:** Calling `new Date().toISOString().slice()` in hot paths (like `cached()` key generation during a backtest loop) adds up significantly (~1ms per thousand calls).
**Action:** When grouping cache keys by day, use fast integer math `Math.floor(unixSecs / 86400)` instead of string-based date allocations to maintain identical semantics while avoiding object instantiation.

## 2026-10-12 - Replace .reduce() with for-loops to prevent object accumulation overhead
**Learning:** Using `.reduce()` to accumulate state across an array of objects (like calculating portfolio totals in `src/tools/portfolio.ts`) often involves destructuring or object mutations inside the reducer, which causes unnecessary garbage collection and performance degradation in hot paths.
**Action:** Replace `.reduce()` operations over arrays with a standard `for` loop and accumulate directly into scalar variables (`let total_a = 0`, etc.), then construct the final object once at the end.
21 changes: 12 additions & 9 deletions src/tools/portfolio.ts
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Expand Up @@ -46,15 +46,18 @@ export async function shapeBrokerPortfolio(
}),
);

const totals = positions.reduce(
(a, p) => {
a.cost_basis_vnd += p.cost_basis_vnd;
if (p.market_value_vnd != null) a.market_value_vnd += p.market_value_vnd;
if (p.unrealized_pnl_vnd != null) a.unrealized_pnl_vnd += p.unrealized_pnl_vnd;
return a;
},
{ cost_basis_vnd: 0, market_value_vnd: 0, unrealized_pnl_vnd: 0 },
);
let cost_basis_vnd = 0;
let market_value_vnd = 0;
let unrealized_pnl_vnd = 0;

for (let i = 0; i < positions.length; i++) {
const p = positions[i]!;
cost_basis_vnd += p.cost_basis_vnd;
if (p.market_value_vnd != null) market_value_vnd += p.market_value_vnd;
if (p.unrealized_pnl_vnd != null) unrealized_pnl_vnd += p.unrealized_pnl_vnd;
}

const totals = { cost_basis_vnd, market_value_vnd, unrealized_pnl_vnd };
const total_equity_vnd = snap.cashVnd + totals.market_value_vnd;

return {
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