缓存调度执行quote查询

crates/fidc-core/src/platform_expr_strategy.rs

@@ -558,6 +558,10 @@ pub struct PlatformExprStrategy {
     stock_state_cache_date: RefCell<Option<NaiveDate>>,
     stock_state_cache:
         RefCell<HashMap<(NaiveDate, NaiveDate, String, Option<NaiveTime>), StockExpressionState>>,
+    scheduled_quote_cache_date: RefCell<Option<NaiveDate>>,
+    scheduled_quote_cache: RefCell<
+        HashMap<(NaiveDate, String, NaiveDateTime), Option<crate::data::IntradayExecutionQuote>>,
+    >,
 }
 
 #[derive(Debug, Clone, PartialEq)]
@@ -672,6 +676,8 @@ impl PlatformExprStrategy {
             stock_extra_factors_required,
             stock_state_cache_date: RefCell::new(None),
             stock_state_cache: RefCell::new(HashMap::new()),
+            scheduled_quote_cache_date: RefCell::new(None),
+            scheduled_quote_cache: RefCell::new(HashMap::new()),
         }
     }
 
@@ -1192,22 +1198,22 @@ impl PlatformExprStrategy {
         )
     }
 
-    fn aiquant_scheduled_quote<'a>(
+    fn aiquant_scheduled_quote(
         &self,
-        ctx: &'a StrategyContext<'_>,
+        ctx: &StrategyContext<'_>,
         date: NaiveDate,
         symbol: &str,
-    ) -> Option<&'a crate::data::IntradayExecutionQuote> {
+    ) -> Option<crate::data::IntradayExecutionQuote> {
         self.aiquant_scheduled_quote_at_time(ctx, date, symbol, None)
     }
 
-    fn aiquant_scheduled_quote_at_time<'a>(
+    fn aiquant_scheduled_quote_at_time(
         &self,
-        ctx: &'a StrategyContext<'_>,
+        ctx: &StrategyContext<'_>,
         date: NaiveDate,
         symbol: &str,
         execution_time: Option<NaiveTime>,
-    ) -> Option<&'a crate::data::IntradayExecutionQuote> {
+    ) -> Option<crate::data::IntradayExecutionQuote> {
         if !self.config.aiquant_transaction_cost {
             return None;
         }
@@ -1218,11 +1224,28 @@ impl PlatformExprStrategy {
             &ProjectedExecutionState::default(),
             execution_time,
         );
-        ctx.data
+        {
+            let mut cache_date = self.scheduled_quote_cache_date.borrow_mut();
+            if *cache_date != Some(date) {
+                self.scheduled_quote_cache.borrow_mut().clear();
+                *cache_date = Some(date);
+            }
+        }
+        let cache_key = (date, symbol.to_string(), start_cursor);
+        if let Some(cached) = self.scheduled_quote_cache.borrow().get(&cache_key) {
+            return cached.clone();
+        }
+        let quote = ctx
+            .data
             .execution_quotes_on(date, symbol)
             .iter()
             .filter(|quote| quote.timestamp <= start_cursor)
             .max_by_key(|quote| quote.timestamp)
+            .cloned();
+        self.scheduled_quote_cache
+            .borrow_mut()
+            .insert(cache_key, quote.clone());
+        quote
     }
 
     fn aiquant_scheduled_buy_price(
@@ -1232,7 +1255,7 @@ impl PlatformExprStrategy {
         symbol: &str,
     ) -> Option<f64> {
         self.aiquant_scheduled_quote(ctx, date, symbol)
-            .and_then(|quote| self.projected_quote_raw_price(quote, OrderSide::Buy))
+            .and_then(|quote| self.projected_quote_raw_price(&quote, OrderSide::Buy))
     }
 
     fn aiquant_scheduled_sell_price_at_time(
@@ -1243,7 +1266,7 @@ impl PlatformExprStrategy {
         execution_time: Option<NaiveTime>,
     ) -> Option<f64> {
         self.aiquant_scheduled_quote_at_time(ctx, date, symbol, execution_time)
-            .and_then(|quote| self.projected_quote_raw_price(quote, OrderSide::Sell))
+            .and_then(|quote| self.projected_quote_raw_price(&quote, OrderSide::Sell))
     }
 
     fn aiquant_scheduled_last_price(
@@ -2428,11 +2451,12 @@ impl PlatformExprStrategy {
             low: expression_low,
             close: expression_close,
             last: decision_quote
+                .as_ref()
                 .and_then(|quote| {
                     (quote.last_price.is_finite() && quote.last_price > 0.0)
                         .then_some(quote.last_price)
                 })
-                .or_else(|| decision_quote.and_then(|quote| quote.buy_price()))
+                .or_else(|| decision_quote.as_ref().and_then(|quote| quote.buy_price()))
                 .unwrap_or(market.last_price),
             prev_close: feature_market.prev_close,
             amount,