FB-011: fill-forward walk is O(tick_index) per lookup [minor, performance]
Nobody has claimed this yet.
Assessment
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Newbie friendliness
- 52/100
- Issue type
- Bug
- Clarity
- Mostly clear
- Activity status
- Active
- Tech stack
- python
- Domain
- backend, performance
Research direction
Start by reading context.py around lines 248 and 367, where get_spot and _get_bar_with_lag walk backward through ticks. Compare the per-instrument sorted-index and cached-pointer approaches described in the issue, then check for relevant tests in the repository. Done means missing-bar lookups avoid scanning every prior tick while returning the correct prior bar.
Written by the indexing model from the issue text.
Description
Severity: minor (performance) · Source: BUGS_FASTBT.md (2026-10-09)
For an instrument with no bar at the current tick, _get_bar_with_lag and get_spot walk back tick by tick (context.py:367, :248). In a monthly period (~9,000 ticks), every lookup on a missing strike walks back across the whole period.
Fix: a per-instrument sorted index with bisect, or a cached last-seen pointer.
- Dominant language
- Python
- Stars
- 28
- Forks
- 17
- PR merge metrics
- No merged PRs in 30d
Getting set up
- No Dockerfile or Docker Compose file
- No pull request template
- Read the contributing guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
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