From 1b60c78141f93b0688a23e96d9e496c0962f7966 Mon Sep 17 00:00:00 2001
From: boris <shuaibo.zhang@hotmail.com>
Date: Sat, 29 Aug 2026 20:33:04 +0800
Subject: [PATCH] =?UTF-8?q?=E9=A2=84=E8=AE=A1=E7=AE=97=E7=AD=96=E7=95=A5?=
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---
 .../fidc-core/src/platform_expr_strategy.rs   | 60 +++++++++----------
 1 file changed, 30 insertions(+), 30 deletions(-)

diff --git a/crates/fidc-core/src/platform_expr_strategy.rs b/crates/fidc-core/src/platform_expr_strategy.rs
index 21f6da6..c266eeb 100644
--- a/crates/fidc-core/src/platform_expr_strategy.rs
+++ b/crates/fidc-core/src/platform_expr_strategy.rs
@@ -987,7 +987,8 @@ pub struct PlatformExprStrategy {
     prelude_declared_identifiers: BTreeSet<String>,
     stock_filter_quote_usage: StockFilterQuoteUsage,
     selection_quote_usage: StockFilterQuoteUsage,
-    stock_rolling_requirements: StockRollingRequirements,
+    stock_close_lookbacks: [usize; 7],
+    stock_volume_lookbacks: [usize; 5],
     stock_extra_factors_required: bool,
     stock_extra_factor_identifiers: BTreeSet<String>,
     stock_extra_factor_map_required: bool,
@@ -1265,6 +1266,28 @@ impl PlatformExprStrategy {
         let selection_quote_usage =
             Self::selection_quote_usage_for_config(&config, &normalized_stock_filter_expr);
         let stock_rolling_requirements = Self::stock_rolling_requirements_for_config(&config);
+        let required_rolling = |field: &'static str, lookback: usize| {
+            stock_rolling_requirements
+                .requires(field, lookback)
+                .then_some(lookback)
+                .unwrap_or(0)
+        };
+        let stock_close_lookbacks = [
+            required_rolling("close", config.stock_short_ma_days),
+            required_rolling("close", config.stock_mid_ma_days),
+            required_rolling("close", config.stock_long_ma_days),
+            required_rolling("close", 5),
+            required_rolling("close", 10),
+            required_rolling("close", 20),
+            required_rolling("close", 30),
+        ];
+        let stock_volume_lookbacks = [
+            required_rolling("volume", 5),
+            required_rolling("volume", 10),
+            required_rolling("volume", 20),
+            required_rolling("volume", 60),
+            required_rolling("volume", 100),
+        ];
         let stock_extra_factors_required =
             Self::stock_extra_factors_required_for_config(&config, &prelude_declared_identifiers);
         let stock_extra_factor_identifiers =
@@ -1310,7 +1333,8 @@ impl PlatformExprStrategy {
             prelude_declared_identifiers,
             stock_filter_quote_usage,
             selection_quote_usage,
-            stock_rolling_requirements,
+            stock_close_lookbacks,
+            stock_volume_lookbacks,
             stock_extra_factors_required,
             stock_extra_factor_identifiers,
             stock_extra_factor_map_required,
@@ -4038,33 +4062,11 @@ impl PlatformExprStrategy {
             None
         };
         let instrument = ctx.data.instrument(symbol);
-        let required_rolling = |field: &'static str, lookback: usize| {
-            self.stock_rolling_requirements
-                .requires(field, lookback)
-                .then_some(lookback)
-                .unwrap_or(0)
-        };
-        let close_lookbacks = [
-            required_rolling("close", self.config.stock_short_ma_days),
-            required_rolling("close", self.config.stock_mid_ma_days),
-            required_rolling("close", self.config.stock_long_ma_days),
-            required_rolling("close", 5),
-            required_rolling("close", 10),
-            required_rolling("close", 20),
-            required_rolling("close", 30),
-        ];
-        let volume_lookbacks = [
-            required_rolling("volume", 5),
-            required_rolling("volume", 10),
-            required_rolling("volume", 20),
-            required_rolling("volume", 60),
-            required_rolling("volume", 100),
-        ];
         let rolling_means = ctx.data.market_standard_rolling_means_by_symbol_id(
             date,
             symbol_id,
-            &close_lookbacks,
-            &volume_lookbacks,
+            &self.stock_close_lookbacks,
+            &self.stock_volume_lookbacks,
             false,
         );
         let close_rolling = |index: usize| rolling_means.close[index].unwrap_or(f64::NAN);
@@ -14005,10 +14007,8 @@ mod tests {
         let strategy = PlatformExprStrategy::new(cfg);
 
         assert!(!strategy.stock_extra_factors_required);
-        assert!(!strategy.stock_rolling_requirements.requires("close", 5));
-        assert!(!strategy.stock_rolling_requirements.requires("close", 10));
-        assert!(!strategy.stock_rolling_requirements.requires("volume", 5));
-        assert!(!strategy.stock_rolling_requirements.requires("volume", 100));
+        assert_eq!(strategy.stock_close_lookbacks, [0; 7]);
+        assert_eq!(strategy.stock_volume_lookbacks, [0; 5]);
     }
 
     #[test]