保留已有行情和策略代码格式整理

crates/fidc-core/src/data.rs

@@ -1850,9 +1850,9 @@ impl DataSet {
             .iter()
             .enumerate()
             .filter_map(|(symbol_id, series)| {
-                series.as_ref().map(|series| {
+                series
-                    (symbol_by_id[symbol_id].to_string(), Arc::clone(series))
+                    .as_ref()
-                })
+                    .map(|series| (symbol_by_id[symbol_id].to_string(), Arc::clone(series)))
             })
             .collect::<AHashMap<_, _>>();
 
@@ -1876,9 +1876,9 @@ impl DataSet {
             .iter()
             .enumerate()
             .filter_map(|(symbol_id, series)| {
-                series.as_ref().map(|series| {
+                series
-                    (symbol_by_id[symbol_id].to_string(), Arc::clone(series))
+                    .as_ref()
-                })
+                    .map(|series| (symbol_by_id[symbol_id].to_string(), Arc::clone(series)))
             })
             .collect::<AHashMap<_, _>>();
         let factor_texts = factor_texts
@@ -1900,16 +1900,10 @@ impl DataSet {
 
         let factor_market_cap_order_by_date =
             build_factor_market_cap_order(&factor_by_date, &factor_symbol_ids_by_date);
-        let market_row_positions_by_date = build_dense_row_positions(
+        let market_row_positions_by_date =
-            &market_by_date,
+            build_dense_row_positions(&market_by_date, &market_symbol_ids_by_date, symbol_count);
-            &market_symbol_ids_by_date,
+        let factor_row_positions_by_date =
-            symbol_count,
+            build_dense_row_positions(&factor_by_date, &factor_symbol_ids_by_date, symbol_count);
-        );
-        let factor_row_positions_by_date = build_dense_row_positions(
-            &factor_by_date,
-            &factor_symbol_ids_by_date,
-            symbol_count,
-        );
         let candidate_row_positions_by_date = build_dense_row_positions(
             &candidate_by_date,
             &candidate_symbol_ids_by_date,
@@ -2321,7 +2315,10 @@ impl DataSet {
         }
 
         for (component, strong_count) in [
-            ("daily market panel", Arc::strong_count(&self.market_by_date)),
+            (
+                "daily market panel",
+                Arc::strong_count(&self.market_by_date),
+            ),
             (
                 "market series by symbol",
                 Arc::strong_count(&self.market_series_by_symbol),
@@ -2456,7 +2453,8 @@ impl DataSet {
             .flat_map(|rows_by_symbol| rows_by_symbol.values())
             .map(Vec::len)
             .sum();
-        let mut execution_quote_dates = execution_quotes_by_date.keys().copied().collect::<Vec<_>>();
+        let mut execution_quote_dates =
+            execution_quotes_by_date.keys().copied().collect::<Vec<_>>();
         execution_quote_dates.sort_unstable();
         self.execution_quotes_by_date = Arc::new(execution_quotes_by_date);
         self.execution_quote_dates = Arc::new(execution_quote_dates);
@@ -5221,10 +5219,7 @@ mod tests {
             [data.symbol_id("000001.SZ").unwrap() as usize]
             .as_ref()
             .unwrap();
-        assert!(!Arc::ptr_eq(
+        assert!(!Arc::ptr_eq(&market_series_before, market_series_after));
-            &market_series_before,
-            market_series_after
-        ));
         assert!(Arc::ptr_eq(&daily_base_before, &market_series_after.base));
         assert_eq!(
             serde_json::to_value(market_series_after.snapshot_at(0)).unwrap(),
@@ -6178,10 +6173,7 @@ mod tests {
         let date = NaiveDate::parse_from_str("2025-01-02", "%Y-%m-%d").unwrap();
         let quote = IntradayExecutionQuote {
             date,
-            timestamp: NaiveDateTime::parse_from_str(
+            timestamp: NaiveDateTime::parse_from_str("2025-01-02 10:18:00", "%Y-%m-%d %H:%M:%S")
-                "2025-01-02 10:18:00",
-                "%Y-%m-%d %H:%M:%S",
-            )
                 .unwrap(),
             symbol: "000001.SZ".to_string(),
             last_price: 10.0,
@@ -6365,13 +6357,16 @@ mod tests {
             "'adjustment_factor_backward1'",
         ] {
             for typed_value in [None, Some(1.0)] {
-                assert!(matches!(
+                assert!(
+                    matches!(
                         normalize_factor_snapshots(vec![snapshot(
                             typed_value,
                             BTreeMap::from([(Cow::Borrowed(field), 2.0)]),
                         )]),
                         Err(DataSetError::ReservedTypedFactorInExtraMap { .. })
-                ), "reserved alias accepted: {field}");
+                    ),
+                    "reserved alias accepted: {field}"
+                );
             }
         }
     }

crates/fidc-core/src/engine.rs

@@ -454,8 +454,7 @@ pub struct BacktestEngine<S, C, R> {
     futures_cost_model: FuturesTransactionCostModel,
     futures_validation_config: FuturesValidationConfig,
     execution_quote_loader: Option<ExecutionQuoteLoader>,
-    preplanned_decision_quote_symbols_by_date:
+    preplanned_decision_quote_symbols_by_date: Option<Arc<BTreeMap<NaiveDate, BTreeSet<String>>>>,
-        Option<Arc<BTreeMap<NaiveDate, BTreeSet<String>>>>,
     execution_quote_request_cache:
         BTreeSet<(NaiveDate, String, Option<NaiveTime>, Option<NaiveTime>)>,
     risk_free_rate_contract: Option<RiskFreeRateContract>,
@@ -2538,9 +2537,8 @@ where
                     .map(Arc::clone)
                 {
                     let empty_symbols = BTreeSet::new();
-                    let decision_quote_symbols = preplanned
+                    let decision_quote_symbols =
-                        .get(&execution_date)
+                        preplanned.get(&execution_date).unwrap_or(&empty_symbols);
-                        .unwrap_or(&empty_symbols);
                     self.ensure_execution_quotes_for_symbols_at_times(
                         execution_date,
                         decision_quote_symbols,

crates/fidc-core/src/platform_expr_strategy.rs

@@ -4191,10 +4191,7 @@ impl PlatformExprStrategy {
                     .factor_snapshot_rows_on(date)
                     .iter()
                     .flat_map(|row| {
-                        row.extra_factors
+                        row.extra_factors.keys().map(|key| key.to_string()).chain(
-                            .keys()
-                            .map(|key| key.to_string())
-                            .chain(
                             row.adjustment_factor_backward1
                                 .map(|_| BACKWARD_ADJUSTMENT_FACTOR_FIELD.to_string()),
                         )
@@ -10397,10 +10394,7 @@ impl PlatformExprStrategy {
     ) -> std::ops::Range<usize> {
         if !matches!(
             self.config.market_cap_field.as_str(),
-            "market_cap"
+            "market_cap" | "market_cap_bn" | "candidate_market_cap" | "candidate_market_cap_bn"
-                | "market_cap_bn"
-                | "candidate_market_cap"
-                | "candidate_market_cap_bn"
         ) || !band_low.is_finite()
             || !band_high.is_finite()
         {
@@ -10418,8 +10412,7 @@ impl PlatformExprStrategy {
         };
         let start = symbol_ids.partition_point(|symbol_id| market_cap(*symbol_id) < band_low);
         let end = start
-            + symbol_ids[start..]
+            + symbol_ids[start..].partition_point(|symbol_id| market_cap(*symbol_id) <= band_high);
-                .partition_point(|symbol_id| market_cap(*symbol_id) <= band_high);
         start..end
     }
 
@@ -11553,11 +11546,8 @@ impl PlatformExprStrategy {
                     &execution_day,
                     &factor_day,
                 )?;
-                let field_value = self.selection_field_value_from_caps(
+                let field_value =
-                    market_cap_bn,
+                    self.selection_field_value_from_caps(market_cap_bn, free_float_cap_bn, &stock);
-                    free_float_cap_bn,
-                    &stock,
-                );
                 if !field_value.is_finite() {
                     if diagnostics.len() < 12 {
                         diagnostics.push(format!(
@@ -16128,15 +16118,16 @@ mod tests {
         cfg.market_cap_field = "market_cap".to_string();
         let strategy = PlatformExprStrategy::new(cfg.clone());
 
-        let range = strategy.market_cap_ordered_selection_range(
+        let range =
-            &factor_day,
+            strategy.market_cap_ordered_selection_range(&factor_day, symbol_ids, 10.0, 20.0);
-            symbol_ids,
-            10.0,
-            20.0,
-        );
         let selected_caps = symbol_ids[range]
             .iter()
-            .map(|symbol_id| factor_day.factor(*symbol_id).expect("factor row").market_cap_bn)
+            .map(|symbol_id| {
+                factor_day
+                    .factor(*symbol_id)
+                    .expect("factor row")
+                    .market_cap_bn
+            })
             .collect::<Vec<_>>();
         assert_eq!(selected_caps, vec![10.0, 20.0]);
 
@@ -16147,8 +16138,12 @@ mod tests {
         );
         cfg.market_cap_field = "free_float_cap".to_string();
         assert_eq!(
-            PlatformExprStrategy::new(cfg)
+            PlatformExprStrategy::new(cfg).market_cap_ordered_selection_range(
-                .market_cap_ordered_selection_range(&factor_day, symbol_ids, 10.0, 20.0),
+                &factor_day,
+                symbol_ids,
+                10.0,
+                20.0
+            ),
             0..symbol_ids.len()
         );
     }