perf: sort transient states by arena index
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@@ -10166,7 +10166,8 @@ impl PlatformExprStrategy {
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return Ok((selected, diagnostics, risk_decisions));
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}
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let mut candidates = Vec::new();
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let mut candidates = Vec::with_capacity(universe_symbol_ids.len());
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let mut candidate_states = Vec::with_capacity(universe_symbol_ids.len());
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let mut missing_rank_count = 0usize;
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let mut missing_rank_examples = Vec::new();
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for symbol_id in universe_symbol_ids {
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@@ -10240,12 +10241,14 @@ impl PlatformExprStrategy {
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}
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continue;
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}
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candidates.push((candidate, stock, rank_value));
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let state_index = candidate_states.len();
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candidate_states.push(stock);
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candidates.push((candidate, rank_value, state_index));
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}
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if !self.rank_reuses_market_cap_order() {
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candidates.sort_by(|lhs, rhs| {
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let lhs_value = lhs.2;
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let rhs_value = rhs.2;
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let lhs_value = lhs.1;
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let rhs_value = rhs.1;
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let ordering = if self.config.rank_desc {
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rhs_value
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.partial_cmp(&lhs_value)
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@@ -10264,13 +10267,14 @@ impl PlatformExprStrategy {
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}
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let mut selected = Vec::new();
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for (candidate, stock, _) in candidates {
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for (candidate, _, state_index) in candidates {
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let stock = &candidate_states[state_index];
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if !self.selection_candidate_passes_filters(
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ctx,
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date,
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day,
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&candidate.symbol,
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&stock,
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stock,
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&mut diagnostics,
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)? {
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continue;
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@@ -10884,7 +10888,6 @@ impl PlatformExprStrategy {
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selection_limit: usize,
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) -> Result<(Vec<String>, Vec<String>, usize, Vec<String>), BacktestError> {
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let mut diagnostics = Vec::new();
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let mut candidates = Vec::new();
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let mut missing_rank_count = 0usize;
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let mut missing_rank_examples = Vec::new();
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let quote_usage = self.stock_filter_quote_usage();
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@@ -10904,6 +10907,8 @@ impl PlatformExprStrategy {
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selection_risk_deferral,
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false,
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);
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let mut candidates = Vec::with_capacity(universe_symbol_ids.len());
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let mut candidate_states = Vec::with_capacity(universe_symbol_ids.len());
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let execution_day = ctx.data.daily_snapshot_view(date);
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let universe_factor_day = ctx.data.daily_snapshot_view(universe_factor_date);
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let factor_day = ctx.data.daily_snapshot_view(stock_factor_date);
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@@ -10959,7 +10964,9 @@ impl PlatformExprStrategy {
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}
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continue;
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}
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candidates.push((candidate.symbol.clone(), rank_value, stock));
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let state_index = candidate_states.len();
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candidate_states.push(stock);
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candidates.push((candidate.symbol.clone(), rank_value, state_index));
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}
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candidates.sort_by(|lhs, rhs| {
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let ordering = if self.config.rank_desc {
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@@ -10981,7 +10988,8 @@ impl PlatformExprStrategy {
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let mut quote_candidate_symbols = Vec::new();
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let mut selected_symbols = Vec::new();
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let mut processed_scope = 0usize;
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for (symbol, _, stock) in &candidates {
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for (symbol, _, state_index) in &candidates {
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let stock = &candidate_states[*state_index];
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processed_scope += 1;
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if !self.stock_passes_quote_plan_filter(ctx, day, stock, quote_usage)? {
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if diagnostics.len() < 12 {
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