From 0714d1f77b51b11c7645280b1ff7be0c892e8eca Mon Sep 17 00:00:00 2001
From: boris <shuaibo.zhang@hotmail.com>
Date: Sun, 21 Jun 2026 01:06:05 +0800
Subject: [PATCH] =?UTF-8?q?=E7=A7=BB=E9=99=A4=E8=82=A1=E7=A5=A8rolling?=
 =?UTF-8?q?=E4=B8=B4=E6=97=B6=E5=93=88=E5=B8=8C=E5=BC=80=E9=94=80?=
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---
 .../fidc-core/src/platform_expr_strategy.rs   | 63 ++++++++++++++-----
 1 file changed, 46 insertions(+), 17 deletions(-)

diff --git a/crates/fidc-core/src/platform_expr_strategy.rs b/crates/fidc-core/src/platform_expr_strategy.rs
index 203d737..8033e8b 100644
--- a/crates/fidc-core/src/platform_expr_strategy.rs
+++ b/crates/fidc-core/src/platform_expr_strategy.rs
@@ -2304,30 +2304,59 @@ impl PlatformExprStrategy {
         let factor = ctx.data.require_factor(factor_date, symbol)?;
         let candidate = ctx.data.require_candidate(date, symbol)?;
         let instrument = ctx.data.instrument(symbol);
-        let mut rolling_values = HashMap::<(&'static str, usize), f64>::new();
-        let mut rolling = |field: &'static str, lookback: usize| -> f64 {
+        let rolling = |field: &'static str, lookback: usize| -> f64 {
             if !self.stock_rolling_requirements.requires(field, lookback) {
                 return f64::NAN;
             }
-            *rolling_values.entry((field, lookback)).or_insert_with(|| {
-                self.stock_decision_rolling_mean(
-                    ctx,
-                    date,
-                    symbol,
-                    &factor.extra_factors,
-                    field,
-                    lookback,
-                )
-                .unwrap_or(f64::NAN)
-            })
+            self.stock_decision_rolling_mean(
+                ctx,
+                date,
+                symbol,
+                &factor.extra_factors,
+                field,
+                lookback,
+            )
+            .unwrap_or(f64::NAN)
         };
         let stock_ma_short = rolling("close", self.config.stock_short_ma_days);
         let stock_ma_mid = rolling("close", self.config.stock_mid_ma_days);
         let stock_ma_long = rolling("close", self.config.stock_long_ma_days);
-        let stock_ma5 = rolling("close", 5);
-        let stock_ma10 = rolling("close", 10);
-        let stock_ma20 = rolling("close", 20);
-        let stock_ma30 = rolling("close", 30);
+        let stock_ma5 = if self.config.stock_short_ma_days == 5 {
+            stock_ma_short
+        } else if self.config.stock_mid_ma_days == 5 {
+            stock_ma_mid
+        } else if self.config.stock_long_ma_days == 5 {
+            stock_ma_long
+        } else {
+            rolling("close", 5)
+        };
+        let stock_ma10 = if self.config.stock_short_ma_days == 10 {
+            stock_ma_short
+        } else if self.config.stock_mid_ma_days == 10 {
+            stock_ma_mid
+        } else if self.config.stock_long_ma_days == 10 {
+            stock_ma_long
+        } else {
+            rolling("close", 10)
+        };
+        let stock_ma20 = if self.config.stock_short_ma_days == 20 {
+            stock_ma_short
+        } else if self.config.stock_mid_ma_days == 20 {
+            stock_ma_mid
+        } else if self.config.stock_long_ma_days == 20 {
+            stock_ma_long
+        } else {
+            rolling("close", 20)
+        };
+        let stock_ma30 = if self.config.stock_short_ma_days == 30 {
+            stock_ma_short
+        } else if self.config.stock_mid_ma_days == 30 {
+            stock_ma_mid
+        } else if self.config.stock_long_ma_days == 30 {
+            stock_ma_long
+        } else {
+            rolling("close", 30)
+        };
         let stock_volume_ma5 = rolling("volume", 5);
         let stock_volume_ma10 = rolling("volume", 10);
         let stock_volume_ma20 = rolling("volume", 20);