为原生因子研究冻结计算内核身份

crates/fidc-core/examples/factor-event-kernel.rs

@@ -15,6 +15,13 @@ fn main() -> Result<(), Box<dyn std::error::Error>> {
     io::stdin().read_to_string(&mut input)?;
     let output = if input.trim().is_empty() {
         factor_events::catalog()
+    } else if serde_json::from_str::<Value>(&input)?.get("rank_history").is_some() {
+        #[derive(Deserialize)]
+        #[serde(deny_unknown_fields)]
+        struct Rank { dates:Vec<chrono::NaiveDate>, universe:Vec<String>, values:std::collections::BTreeMap<String,Vec<Option<f64>>> }
+        let value:Value=serde_json::from_str(&input)?;
+        let request:Rank=serde_json::from_value(value["rank_history"].clone())?;
+        json!({"result":fidc_core::factor_cross_section::rank_history(&request.dates,&request.universe,&request.values)?})
     } else {
         let request: Request = serde_json::from_str(&input)?;
         let results = request

crates/fidc-core/src/factor_events.rs

@@ -169,6 +169,12 @@ const OPERATORS: &[&str] = &[
 ];
 
 pub fn catalog() -> Value {
+    use sha2::{Digest, Sha256};
+    let mut implementation = Sha256::new();
+    for file in [include_bytes!("factor_events.rs").as_slice(), include_bytes!("factor_cross_section.rs").as_slice(),
+        include_bytes!("daily_patterns.rs").as_slice(),include_bytes!("market_event_context.rs").as_slice(),
+        include_bytes!("session_events.rs").as_slice(),include_bytes!("pattern_context.rs").as_slice(),TA_REV.as_bytes()] {implementation.update(file);}
+    let implementation_sha256=format!("{:x}",implementation.finalize());
     let indicators: Vec<Value> = abstract_api::funcs().map(|f| json!({
         "name":f.name, "group":format!("{:?}",f.group), "description":f.hint,
         "inputs":f.inputs.iter().map(|p|json!({"name":p.param_name,"kind":format!("{:?}",p.kind),"flags":p.flags.0})).collect::<Vec<_>>(),
@@ -176,7 +182,7 @@ pub fn catalog() -> Value {
         "outputs":f.outputs.iter().enumerate().map(|(i,p)|json!({"index":i,"name":p.param_name,"kind":format!("{:?}",p.kind)})).collect::<Vec<_>>(),
         "unstable_period":format!("{:?}",f.unst_id), "production_eligible":false,
     })).collect();
-    json!({"contract":CONTRACT,"library":{"name":"TA-Lib native Rust","revision":TA_REV,"license":"BSD-3-Clause"},
+    json!({"contract":CONTRACT,"expression_kernel_sha256":implementation_sha256,"library":{"name":"TA-Lib native Rust","revision":TA_REV,"license":"BSD-3-Clause"},
         "execution_context_contract":crate::pattern_context::CONTRACT,
         "execution_context_fields":crate::pattern_context::CONTEXT_FIELDS,
         "market_event_context_contract":crate::market_event_context::CONTRACT,