⚡ Bolt: Fix HFT bot detection crash and optimize with NumPy#82
⚡ Bolt: Fix HFT bot detection crash and optimize with NumPy#82Yog-Sotho wants to merge 1 commit into
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Identified a NameError in the high-frequency bot detection heuristic where variables were used before initialization. Optimized the entire function by: 1. Vectorizing statistical calculations using NumPy (np.diff, np.mean, np.std). 2. Pre-extracting trade attributes into NumPy arrays to eliminate SQLAlchemy ORM overhead. 3. Hoisting configuration threshold lookups outside the sender loop. 4. Cleaning up redundant imports in core/heuristics.py. Measurement: Verified with scripts/reproduce_hft_bug.py, identifying 1000 wash trades in ~0.01s. Co-authored-by: Yog-Sotho <263140117+Yog-Sotho@users.noreply.github.com>
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Identified a NameError in the high-frequency bot detection heuristic where variables were used before initialization. Optimized the entire function by vectorizing statistical calculations using NumPy (np.diff, np.mean, np.std) and pre-extracting trade attributes into NumPy arrays to eliminate SQLAlchemy ORM overhead. Also hoisted configuration threshold lookups outside the sender loop and cleaned up redundant imports. Verified with a reproduction script.
PR created automatically by Jules for task 5666329305103599659 started by @Yog-Sotho