perf: sort transient states by arena index

This commit is contained in:
boris
2026-09-05 05:26:24 +08:00
parent 7f7fce1fc3
commit 1e8e738eda
+17 -9
View File
@@ -10166,7 +10166,8 @@ impl PlatformExprStrategy {
return Ok((selected, diagnostics, risk_decisions));
}
let mut candidates = Vec::new();
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;
let mut missing_rank_examples = Vec::new();
for symbol_id in universe_symbol_ids {
@@ -10240,12 +10241,14 @@ impl PlatformExprStrategy {
}
continue;
}
candidates.push((candidate, stock, rank_value));
let state_index = candidate_states.len();
candidate_states.push(stock);
candidates.push((candidate, rank_value, state_index));
}
if !self.rank_reuses_market_cap_order() {
candidates.sort_by(|lhs, rhs| {
let lhs_value = lhs.2;
let rhs_value = rhs.2;
let lhs_value = lhs.1;
let rhs_value = rhs.1;
let ordering = if self.config.rank_desc {
rhs_value
.partial_cmp(&lhs_value)
@@ -10264,13 +10267,14 @@ impl PlatformExprStrategy {
}
let mut selected = Vec::new();
for (candidate, stock, _) in candidates {
for (candidate, _, state_index) in candidates {
let stock = &candidate_states[state_index];
if !self.selection_candidate_passes_filters(
ctx,
date,
day,
&candidate.symbol,
&stock,
stock,
&mut diagnostics,
)? {
continue;
@@ -10884,7 +10888,6 @@ impl PlatformExprStrategy {
selection_limit: usize,
) -> Result<(Vec<String>, Vec<String>, usize, Vec<String>), BacktestError> {
let mut diagnostics = Vec::new();
let mut candidates = Vec::new();
let mut missing_rank_count = 0usize;
let mut missing_rank_examples = Vec::new();
let quote_usage = self.stock_filter_quote_usage();
@@ -10904,6 +10907,8 @@ impl PlatformExprStrategy {
selection_risk_deferral,
false,
);
let mut candidates = Vec::with_capacity(universe_symbol_ids.len());
let mut candidate_states = Vec::with_capacity(universe_symbol_ids.len());
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);
@@ -10959,7 +10964,9 @@ impl PlatformExprStrategy {
}
continue;
}
candidates.push((candidate.symbol.clone(), rank_value, stock));
let state_index = candidate_states.len();
candidate_states.push(stock);
candidates.push((candidate.symbol.clone(), rank_value, state_index));
}
candidates.sort_by(|lhs, rhs| {
let ordering = if self.config.rank_desc {
@@ -10981,7 +10988,8 @@ impl PlatformExprStrategy {
let mut quote_candidate_symbols = Vec::new();
let mut selected_symbols = Vec::new();
let mut processed_scope = 0usize;
for (symbol, _, stock) in &candidates {
for (symbol, _, state_index) in &candidates {
let stock = &candidate_states[*state_index];
processed_scope += 1;
if !self.stock_passes_quote_plan_filter(ctx, day, stock, quote_usage)? {
if diagnostics.len() < 12 {