perf: isolate generic selection ranking

crates/fidc-core/src/platform_expr_strategy.rs

@@ -10117,15 +10117,14 @@ impl PlatformExprStrategy {
             universe_factor_date,
             5,
         );
-        let execution_day = ctx.data.daily_snapshot_view(date);
-        let universe_factor_day = ctx.data.daily_snapshot_view(universe_factor_date);
-        let factor_day = ctx.data.daily_snapshot_view(stock_factor_date);
-
         // The universe is already stably ordered by market cap.  When the
         // strategy asks for that exact ascending order and does not need a
         // complete ranking for replacement limiting, select directly from the
         // ordered stream instead of materializing a second candidate vector.
         if self.rank_reuses_market_cap_order() && self.config.daily_replacement_limit == 0 {
+            let execution_day = ctx.data.daily_snapshot_view(date);
+            let universe_factor_day = ctx.data.daily_snapshot_view(universe_factor_date);
+            let factor_day = ctx.data.daily_snapshot_view(stock_factor_date);
             let mut selected = Vec::with_capacity(limit.min(universe_symbol_ids.len()));
             for symbol_id in universe_symbol_ids {
                 let factor = universe_factor_day
@@ -10166,6 +10165,39 @@ impl PlatformExprStrategy {
             return Ok((selected, diagnostics, risk_decisions));
         }
 
+        let selected = self.select_ranked_symbols(
+            ctx,
+            date,
+            universe_factor_date,
+            stock_factor_date,
+            day,
+            band_low,
+            band_high,
+            limit,
+            universe_symbol_ids,
+            &mut diagnostics,
+        )?;
+        Ok((selected, diagnostics, risk_decisions))
+    }
+
+    #[inline(never)]
+    #[allow(clippy::too_many_arguments)]
+    fn select_ranked_symbols(
+        &self,
+        ctx: &StrategyContext<'_>,
+        date: NaiveDate,
+        universe_factor_date: NaiveDate,
+        stock_factor_date: NaiveDate,
+        day: &DayExpressionState,
+        band_low: f64,
+        band_high: f64,
+        limit: usize,
+        universe_symbol_ids: Vec<u32>,
+        diagnostics: &mut Vec<String>,
+    ) -> Result<Vec<String>, BacktestError> {
+        let execution_day = ctx.data.daily_snapshot_view(date);
+        let universe_factor_day = ctx.data.daily_snapshot_view(universe_factor_date);
+        let factor_day = ctx.data.daily_snapshot_view(stock_factor_date);
         let mut candidates = Vec::with_capacity(universe_symbol_ids.len());
         let mut candidate_states = Vec::with_capacity(universe_symbol_ids.len());
         let mut missing_rank_count = 0usize;
@@ -10275,7 +10307,7 @@ impl PlatformExprStrategy {
                 day,
                 &candidate.symbol,
                 stock,
-                &mut diagnostics,
+                diagnostics,
             )? {
                 continue;
             }
@@ -10292,7 +10324,7 @@ impl PlatformExprStrategy {
             ));
         }
 
-        Ok((selected, diagnostics, risk_decisions))
+        Ok(selected)
     }
 
     fn stock_filter_quote_usage(&self) -> StockFilterQuoteUsage {