From 1f02e78b2400c73c5f05351b0beff16d6c724e2a Mon Sep 17 00:00:00 2001
From: boris <shuaibo.zhang@hotmail.com>
Date: Sat, 5 Sep 2026 00:48:12 +0800
Subject: [PATCH] perf: reuse duplicate rolling lookbacks

---
 crates/fidc-core/src/data.rs | 87 +++++++++++++++++++++++++++++++++++-
 1 file changed, 86 insertions(+), 1 deletion(-)

diff --git a/crates/fidc-core/src/data.rs b/crates/fidc-core/src/data.rs
index a699e37..f7bf966 100644
--- a/crates/fidc-core/src/data.rs
+++ b/crates/fidc-core/src/data.rs
@@ -688,7 +688,17 @@ impl AdjustedCloseSeries {
         end: usize,
         lookbacks: &[usize; N],
     ) -> [Option<f64>; N] {
-        std::array::from_fn(|index| self.moving_average_at_end(end, lookbacks[index]))
+        let mut values = [None; N];
+        for index in 0..N {
+            if let Some(previous) =
+                (0..index).find(|previous| lookbacks[*previous] == lookbacks[index])
+            {
+                values[index] = values[previous];
+            } else {
+                values[index] = self.moving_average_at_end(end, lookbacks[index]);
+            }
+        }
+        values
     }
 
     fn moving_average_at_end(&self, end: usize, lookback: usize) -> Option<f64> {
@@ -5399,6 +5409,81 @@ mod tests {
         );
     }
 
+    #[test]
+    #[ignore = "manual release-mode duplicate rolling lookback benchmark"]
+    fn benchmark_adjusted_close_reuses_duplicate_lookbacks() {
+        use std::hint::black_box;
+        use std::time::Instant;
+
+        let data = volume_contract_data(Some([1.0, 1.0, 1.0]));
+        let symbol_id = data.symbol_id("000001.SZ").expect("symbol id");
+        let series = data
+            .adjusted_close_series_by_symbol_id(symbol_id)
+            .expect("adjusted close series");
+        let lookbacks = [1usize, 2, 3, 1, 2, 3, 1];
+        let end = 3usize;
+        let iterations = 3_000_000usize;
+        let mut repeated_nanos = 0u128;
+        let mut reused_nanos = 0u128;
+        let mut repeated_checksum = 0.0;
+        let mut reused_checksum = 0.0;
+
+        for sample in 0..6 {
+            let measure_repeated = || {
+                let started = Instant::now();
+                let mut checksum = 0.0;
+                for _ in 0..iterations {
+                    let values = std::array::from_fn::<_, 7, _>(|index| {
+                        series.moving_average_at_end(black_box(end), black_box(lookbacks[index]))
+                    });
+                    checksum += black_box(values).into_iter().flatten().sum::<f64>();
+                }
+                (started.elapsed().as_nanos(), checksum)
+            };
+            let measure_reused = || {
+                let started = Instant::now();
+                let mut checksum = 0.0;
+                for _ in 0..iterations {
+                    checksum += black_box(
+                        series.moving_averages_at_end(black_box(end), black_box(&lookbacks)),
+                    )
+                    .into_iter()
+                    .flatten()
+                    .sum::<f64>();
+                }
+                (started.elapsed().as_nanos(), checksum)
+            };
+            let (baseline, candidate) = if sample % 2 == 0 {
+                (measure_repeated(), measure_reused())
+            } else {
+                let candidate = measure_reused();
+                let baseline = measure_repeated();
+                (baseline, candidate)
+            };
+            repeated_nanos += baseline.0;
+            repeated_checksum += baseline.1;
+            reused_nanos += candidate.0;
+            reused_checksum += candidate.1;
+        }
+
+        assert_eq!(repeated_checksum, reused_checksum);
+        let repeated_seconds = repeated_nanos as f64 / 1_000_000_000.0;
+        let reused_seconds = reused_nanos as f64 / 1_000_000_000.0;
+        eprintln!(
+            "{}",
+            serde_json::json!({
+                "schemaVersion": "fidc-adjusted-close-duplicate-lookback-benchmark/v1",
+                "samples": 6,
+                "iterationsPerSample": iterations,
+                "lookbacks": lookbacks,
+                "repeatedSeconds": repeated_seconds,
+                "reusedSeconds": reused_seconds,
+                "speedup": repeated_seconds / reused_seconds,
+                "checksum": repeated_checksum,
+            })
+        );
+    }
+
     #[test]
     #[ignore = "manual component benchmark"]
     fn benchmark_daily_snapshot_view_lookup() {