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perf: sort transient states by arena index

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This commit is contained in:
boris
2026-09-05 05:26:24 +08:00
parent 7f7fce1fc3
commit 1e8e738eda
1 changed files with 17 additions and 9 deletions
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crates/fidc-core/src/platform_expr_strategy.rs
+17 -9
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@@ -10166,7 +10166,8 @@ impl PlatformExprStrategy {
return Ok((selected, diagnostics, risk_decisions)); 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_count = 0usize;
let mut missing_rank_examples = Vec::new(); let mut missing_rank_examples = Vec::new();
for symbol_id in universe_symbol_ids { for symbol_id in universe_symbol_ids {
@@ -10240,12 +10241,14 @@ impl PlatformExprStrategy {
} }
continue; 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() { if !self.rank_reuses_market_cap_order() {
candidates.sort_by(|lhs, rhs| { candidates.sort_by(|lhs, rhs| {
let lhs_value = lhs.2; let lhs_value = lhs.1;
let rhs_value = rhs.2; let rhs_value = rhs.1;
let ordering = if self.config.rank_desc { let ordering = if self.config.rank_desc {
rhs_value rhs_value
.partial_cmp(&lhs_value) .partial_cmp(&lhs_value)
@@ -10264,13 +10267,14 @@ impl PlatformExprStrategy {
} }
let mut selected = Vec::new(); 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( if !self.selection_candidate_passes_filters(
ctx, ctx,
date, date,
day, day,
&candidate.symbol, &candidate.symbol,
&stock, stock,
&mut diagnostics, &mut diagnostics,
)? { )? {
continue; continue;
@@ -10884,7 +10888,6 @@ impl PlatformExprStrategy {
selection_limit: usize, selection_limit: usize,
) -> Result<(Vec<String>, Vec<String>, usize, Vec<String>), BacktestError> { ) -> Result<(Vec<String>, Vec<String>, usize, Vec<String>), BacktestError> {
let mut diagnostics = Vec::new(); let mut diagnostics = Vec::new();
let mut candidates = Vec::new();
let mut missing_rank_count = 0usize; let mut missing_rank_count = 0usize;
let mut missing_rank_examples = Vec::new(); let mut missing_rank_examples = Vec::new();
let quote_usage = self.stock_filter_quote_usage(); let quote_usage = self.stock_filter_quote_usage();
@@ -10904,6 +10907,8 @@ impl PlatformExprStrategy {
selection_risk_deferral, selection_risk_deferral,
false, 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 execution_day = ctx.data.daily_snapshot_view(date);
let universe_factor_day = ctx.data.daily_snapshot_view(universe_factor_date); let universe_factor_day = ctx.data.daily_snapshot_view(universe_factor_date);
let factor_day = ctx.data.daily_snapshot_view(stock_factor_date); let factor_day = ctx.data.daily_snapshot_view(stock_factor_date);
@@ -10959,7 +10964,9 @@ impl PlatformExprStrategy {
} }
continue; 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| { candidates.sort_by(|lhs, rhs| {
let ordering = if self.config.rank_desc { let ordering = if self.config.rank_desc {
@@ -10981,7 +10988,8 @@ impl PlatformExprStrategy {
let mut quote_candidate_symbols = Vec::new(); let mut quote_candidate_symbols = Vec::new();
let mut selected_symbols = Vec::new(); let mut selected_symbols = Vec::new();
let mut processed_scope = 0usize; 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; processed_scope += 1;
if !self.stock_passes_quote_plan_filter(ctx, day, stock, quote_usage)? { if !self.stock_passes_quote_plan_filter(ctx, day, stock, quote_usage)? {
if diagnostics.len() < 12 { if diagnostics.len() < 12 {