Add dynamic universe and subscription controls

crates/fidc-core/src/universe.rs

@@ -1,3 +1,5 @@
+use std::collections::BTreeSet;
+
 use chrono::NaiveDate;
 use serde::Serialize;
 
@@ -44,6 +46,21 @@ pub struct SelectionContext<'a> {
     pub benchmark: &'a BenchmarkSnapshot,
     pub reference_level: f64,
     pub data: &'a DataSet,
+    pub dynamic_universe: Option<&'a BTreeSet<String>>,
+}
+
+impl SelectionContext<'_> {
+    fn eligible_universe(&self) -> Vec<EligibleUniverseSnapshot> {
+        let eligible = self.data.eligible_universe_on(self.decision_date);
+        match self.dynamic_universe {
+            Some(symbols) if !symbols.is_empty() => eligible
+                .iter()
+                .filter(|row| symbols.contains(&row.symbol))
+                .cloned()
+                .collect(),
+            _ => eligible.to_vec(),
+        }
+    }
 }
 
 pub trait UniverseSelector {
@@ -132,12 +149,10 @@ impl UniverseSelector for DynamicMarketCapBandSelector {
         };
 
         diagnostics.factor_total = ctx.data.factor_snapshots_on(ctx.decision_date).len();
-        diagnostics.market_cap_missing_count = diagnostics
-            .factor_total
-            .saturating_sub(ctx.data.eligible_universe_on(ctx.decision_date).len());
-
-        let eligible = ctx.data.eligible_universe_on(ctx.decision_date);
-        let start_idx = lower_bound_by_market_cap(eligible, min_cap);
+        let eligible = ctx.eligible_universe();
+        diagnostics.market_cap_missing_count =
+            diagnostics.factor_total.saturating_sub(eligible.len());
+        let start_idx = lower_bound_by_market_cap(&eligible, min_cap);
         let mut selected = Vec::new();
 
         for factor in eligible.iter().skip(start_idx) {