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移除股票rolling临时哈希开销

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boris
2026-06-21 01:06:05 +08:00
parent 78af8c3219
commit 0714d1f77b
1 changed files with 46 additions and 17 deletions
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crates/fidc-core/src/platform_expr_strategy.rs
+46 -17
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@@ -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);