Revert "perf: build price series by symbol id"

This reverts commit 96d0cc6fc4.

crates/fidc-core/src/data.rs

@@ -1709,81 +1709,44 @@ impl DataSet {
             .into_iter()
             .map(|instrument| (instrument.symbol.clone(), instrument))
             .collect::<HashMap<_, _>>();
-        let symbol_id_by_code = build_symbol_id_index(
+        let mut market_rows_by_symbol = AHashMap::<String, Vec<&DailyMarketSnapshot>>::new();
-            &instruments,
+        for row in market_by_date.values().flatten() {
-            &market_by_date,
+            if let Some(rows) = market_rows_by_symbol.get_mut(row.symbol.as_str()) {
-            &factor_by_date,
+                rows.push(row);
-            &candidate_by_date,
+                continue;
-        );
-        let symbol_count = symbol_id_by_code.len();
-        let mut symbol_by_id = vec![Arc::<str>::from(""); symbol_count];
-        for (symbol, symbol_id) in &symbol_id_by_code {
-            symbol_by_id[*symbol_id as usize] = Arc::<str>::from(symbol.as_str());
-        }
-        let market_symbol_ids_by_date =
-            build_group_symbol_ids(&market_by_date, &symbol_id_by_code, |item| {
-                item.symbol.as_str()
-            });
-        let factor_symbol_ids_by_date =
-            build_group_symbol_ids(&factor_by_date, &symbol_id_by_code, |item| {
-                item.symbol.as_str()
-            });
-        let candidate_symbol_ids_by_date =
-            build_group_symbol_ids(&candidate_by_date, &symbol_id_by_code, |item| {
-                item.symbol.as_str()
-            });
-
-        let mut market_rows_by_symbol_id = (0..symbol_count)
-            .map(|_| Vec::<&DailyMarketSnapshot>::new())
-            .collect::<Vec<_>>();
-        for (date, rows) in &market_by_date {
-            let symbol_ids = market_symbol_ids_by_date
-                .get(date)
-                .expect("market symbol ids missing while building price series");
-            for (row, symbol_id) in rows.iter().zip(symbol_ids) {
-                market_rows_by_symbol_id[*symbol_id as usize].push(row);
             }
+            market_rows_by_symbol.insert(row.symbol.clone(), vec![row]);
         }
-        let mut factor_rows_by_symbol_id = (0..symbol_count)
+        let market_rows_by_symbol = market_rows_by_symbol.into_iter().collect::<Vec<_>>();
-            .map(|_| Vec::<&DailyFactorSnapshot>::new())
+        let market_series_by_symbol = market_rows_by_symbol
-            .collect::<Vec<_>>();
-        for (date, rows) in &factor_by_date {
-            let symbol_ids = factor_symbol_ids_by_date
-                .get(date)
-                .expect("factor symbol ids missing while building adjusted series");
-            for (row, symbol_id) in rows.iter().zip(symbol_ids) {
-                factor_rows_by_symbol_id[*symbol_id as usize].push(row);
-            }
-        }
-        let series_by_symbol_id = market_rows_by_symbol_id
             .into_par_iter()
-            .zip(factor_rows_by_symbol_id.into_par_iter())
+            .map(|(symbol, rows)| {
-            .enumerate()
+                let series = Arc::new(SymbolPriceSeries::from_sorted_rows(symbol.clone(), rows));
-            .map(|(symbol_id, (market_rows, factor_rows))| {
+                (symbol, series)
-                if market_rows.is_empty() {
-                    return (None, None);
-                }
-                let symbol = symbol_by_id[symbol_id].to_string();
-                let market = Arc::new(SymbolPriceSeries::from_sorted_rows(symbol, market_rows));
-                let adjusted = AdjustedCloseSeries::new(&market, &factor_rows).map(Arc::new);
-                (Some(market), adjusted)
             })
-            .collect::<Vec<_>>();
+            .collect::<Vec<_>>()
-        let mut market_series_by_symbol = AHashMap::with_capacity(symbol_count);
+            .into_iter()
-        let mut adjusted_close_series_by_symbol = AHashMap::with_capacity(symbol_count);
+            .collect::<AHashMap<_, _>>();
-        let mut market_series_by_symbol_id = Vec::with_capacity(symbol_count);
+        let mut factor_rows_by_symbol = AHashMap::<&str, Vec<&DailyFactorSnapshot>>::new();
-        let mut adjusted_close_series_by_symbol_id = Vec::with_capacity(symbol_count);
+        for row in factor_by_date.values().flatten() {
-        for (symbol_id, (market, adjusted)) in series_by_symbol_id.into_iter().enumerate() {
+            factor_rows_by_symbol
-            let symbol = &symbol_by_id[symbol_id];
+                .entry(row.symbol.as_str())
-            if let Some(series) = market.as_ref() {
+                .or_default()
-                market_series_by_symbol.insert(symbol.to_string(), Arc::clone(series));
+                .push(row);
-            }
-            if let Some(series) = adjusted.as_ref() {
-                adjusted_close_series_by_symbol.insert(symbol.to_string(), Arc::clone(series));
-            }
-            market_series_by_symbol_id.push(market);
-            adjusted_close_series_by_symbol_id.push(adjusted);
         }
+        let adjusted_close_series_by_symbol = market_series_by_symbol
+            .par_iter()
+            .filter_map(|(symbol, market)| {
+                let factor_rows = factor_rows_by_symbol
+                    .get(symbol.as_str())
+                    .map(Vec::as_slice)
+                    .unwrap_or_default();
+                AdjustedCloseSeries::new(market, factor_rows)
+                    .map(|series| (symbol.clone(), Arc::new(series)))
+            })
+            .collect::<Vec<_>>()
+            .into_iter()
+            .collect::<AHashMap<_, _>>();
         let factor_texts = factor_texts
             .into_iter()
             .filter_map(|mut item| {
@@ -1801,14 +1764,36 @@ impl DataSet {
             .map(|item| ((item.date, item.symbol.clone(), item.field.clone()), item))
             .collect::<HashMap<_, _>>();
 
+        let symbol_id_by_code = build_symbol_id_index(
+            &instruments,
+            &market_by_date,
+            &factor_by_date,
+            &candidate_by_date,
+        );
+        let mut symbol_by_id = vec![Arc::<str>::from(""); symbol_id_by_code.len()];
+        for (symbol, symbol_id) in &symbol_id_by_code {
+            symbol_by_id[*symbol_id as usize] = Arc::<str>::from(symbol.as_str());
+        }
         let mut instruments_by_symbol_id = vec![None; symbol_id_by_code.len()];
         for (symbol, instrument) in &instruments {
             if let Some(symbol_id) = symbol_id_by_code.get(symbol).copied() {
                 instruments_by_symbol_id[symbol_id as usize] = Some(instrument.clone());
             }
         }
+        let market_symbol_ids_by_date =
+            build_group_symbol_ids(&market_by_date, &symbol_id_by_code, |item| {
+                item.symbol.as_str()
+            });
+        let factor_symbol_ids_by_date =
+            build_group_symbol_ids(&factor_by_date, &symbol_id_by_code, |item| {
+                item.symbol.as_str()
+            });
         let factor_market_cap_order_by_date =
             build_factor_market_cap_order(&factor_by_date, &factor_symbol_ids_by_date);
+        let candidate_symbol_ids_by_date =
+            build_group_symbol_ids(&candidate_by_date, &symbol_id_by_code, |item| {
+                item.symbol.as_str()
+            });
         let market_row_positions_by_date = build_dense_row_positions(
             &market_by_date,
             &market_symbol_ids_by_date,
@@ -1824,6 +1809,18 @@ impl DataSet {
             &candidate_symbol_ids_by_date,
             symbol_id_by_code.len(),
         );
+        let mut market_series_by_symbol_id = vec![None; symbol_id_by_code.len()];
+        for (symbol, series) in &market_series_by_symbol {
+            if let Some(symbol_id) = symbol_id_by_code.get(symbol).copied() {
+                market_series_by_symbol_id[symbol_id as usize] = Some(Arc::clone(series));
+            }
+        }
+        let mut adjusted_close_series_by_symbol_id = vec![None; symbol_id_by_code.len()];
+        for (symbol, series) in &adjusted_close_series_by_symbol {
+            if let Some(symbol_id) = symbol_id_by_code.get(symbol).copied() {
+                adjusted_close_series_by_symbol_id[symbol_id as usize] = Some(Arc::clone(series));
+            }
+        }
         let market_series_end_positions_by_calendar_index =
             build_calendar_series_end_positions(&market_series_by_symbol_id, &calendar);
         let execution_quotes_by_date = build_execution_quote_index(execution_quotes);