优化策略选股的索引查找路径

crates/fidc-core/src/data.rs

@@ -1335,13 +1335,6 @@ pub struct DataSet {
     futures_params_by_symbol: Arc<HashMap<String, Vec<FuturesTradingParameter>>>,
 }
 
-#[derive(Debug, Clone, Copy)]
-pub(crate) struct SymbolSnapshotRefs<'a> {
-    pub market: Option<&'a DailyMarketSnapshot>,
-    pub factor: Option<&'a DailyFactorSnapshot>,
-    pub candidate: Option<&'a CandidateEligibility>,
-}
-
 #[derive(Debug, Clone, Copy)]
 pub(crate) struct StandardRollingMeans {
     pub close: [Option<f64>; 7],
@@ -1963,68 +1956,6 @@ impl DataSet {
         )
     }
 
-    pub(crate) fn symbol_snapshots_by_id(
-        &self,
-        date: NaiveDate,
-        symbol_id: u32,
-    ) -> SymbolSnapshotRefs<'_> {
-        let market_rows = self.market_by_date.get(&date).map(Vec::as_slice);
-        let market_symbol_ids = self
-            .market_symbol_ids_by_date
-            .get(&date)
-            .map(Vec::as_slice);
-        let market_index = dense_row_position(
-            &self.market_row_positions_by_date,
-            date,
-            symbol_id,
-        )
-        .or_else(|| {
-            market_rows
-                .zip(market_symbol_ids)
-                .and_then(|(rows, symbol_ids)| symbol_id_index(rows.len(), symbol_ids, symbol_id))
-        });
-        let market = market_index.and_then(|index| market_rows?.get(index));
-
-        let factor = self.factor_by_date.get(&date).and_then(|rows| {
-            dense_row_position(&self.factor_row_positions_by_date, date, symbol_id)
-                .and_then(|index| rows.get(index))
-                .or_else(|| {
-                    self.factor_symbol_ids_by_date
-                        .get(&date)
-                        .and_then(|symbol_ids| {
-                            find_by_symbol_id_with_preferred_index(
-                                rows,
-                                symbol_ids,
-                                symbol_id,
-                                market_index,
-                            )
-                        })
-                })
-        });
-        let candidate = self.candidate_by_date.get(&date).and_then(|rows| {
-            dense_row_position(&self.candidate_row_positions_by_date, date, symbol_id)
-                .and_then(|index| rows.get(index))
-                .or_else(|| {
-                    self.candidate_symbol_ids_by_date
-                        .get(&date)
-                        .and_then(|symbol_ids| {
-                            find_by_symbol_id_with_preferred_index(
-                                rows,
-                                symbol_ids,
-                                symbol_id,
-                                market_index,
-                            )
-                        })
-                })
-        });
-
-        SymbolSnapshotRefs {
-            market,
-            factor,
-            candidate,
-        }
-    }
-
     pub(crate) fn market_standard_rolling_means_by_symbol_id(
         &self,
         date: NaiveDate,
@@ -4155,13 +4086,6 @@ fn find_by_symbol_id<'a, T>(rows: &'a [T], symbol_ids: &[u32], symbol_id: u32) -
     find_by_symbol_id_with_preferred_index(rows, symbol_ids, symbol_id, None)
 }
 
-fn symbol_id_index(rows_len: usize, symbol_ids: &[u32], symbol_id: u32) -> Option<usize> {
-    if rows_len != symbol_ids.len() {
-        return None;
-    }
-    symbol_ids.binary_search(&symbol_id).ok()
-}
-
 fn find_by_symbol_id_with_preferred_index<'a, T>(
     rows: &'a [T],
     symbol_ids: &[u32],
@@ -4786,7 +4710,7 @@ mod tests {
     }
 
     #[test]
-    fn combined_symbol_snapshot_lookup_uses_alignment_and_falls_back_for_sparse_rows() {
+    fn direct_symbol_id_snapshot_lookups_preserve_alignment_for_sparse_rows() {
         let date = NaiveDate::parse_from_str("2025-01-02", "%Y-%m-%d").unwrap();
         let instrument = |symbol: &str| Instrument {
             symbol: symbol.to_string(),
@@ -4848,29 +4772,30 @@ mod tests {
 
         for symbol in ["000001.SZ", "600000.SH"] {
             let symbol_id = data.symbol_id(symbol).unwrap();
-            let combined = data.symbol_snapshots_by_id(date, symbol_id);
             assert_eq!(
-                combined.market.map(|row| row.symbol.as_str()),
                 data.market_by_symbol_id(date, symbol_id)
-                    .map(|row| row.symbol.as_str())
+                    .map(|row| row.symbol.as_str()),
+                Some(symbol)
             );
             assert_eq!(
-                combined.factor.map(|row| row.symbol.as_str()),
                 data.factor_by_symbol_id(date, symbol_id)
-                    .map(|row| row.symbol.as_str())
+                    .map(|row| row.symbol.as_str()),
+                Some(symbol)
             );
             assert_eq!(
-                combined.candidate.map(|row| row.symbol.as_str()),
                 data.candidate_by_symbol_id(date, symbol_id)
-                    .map(|row| row.symbol.as_str())
+                    .map(|row| row.symbol.as_str()),
+                Some(symbol)
             );
         }
 
         let signal_id = data.symbol_id("000300.SH").unwrap();
-        let signal = data.symbol_snapshots_by_id(date, signal_id);
+        assert_eq!(
-        assert_eq!(signal.market.map(|row| row.symbol.as_str()), Some("000300.SH"));
+            data.market_by_symbol_id(date, signal_id).map(|row| row.symbol.as_str()),
-        assert!(signal.factor.is_none());
+            Some("000300.SH")
-        assert!(signal.candidate.is_none());
+        );
+        assert!(data.factor_by_symbol_id(date, signal_id).is_none());
+        assert!(data.candidate_by_symbol_id(date, signal_id).is_none());
     }
 
     #[test]

crates/fidc-core/src/platform_expr_strategy.rs

@@ -3900,28 +3900,28 @@ impl PlatformExprStrategy {
             return Ok(Arc::clone(state));
         }
 
-        let execution_snapshots = ctx.data.symbol_snapshots_by_id(date, symbol_id);
+        let market = ctx.data.market_by_symbol_id(date, symbol_id).ok_or_else(|| {
-        let market = execution_snapshots.market.ok_or_else(|| {
             BacktestError::Data(crate::data::DataSetError::MissingSnapshot {
                 kind: "market",
                 date,
                 symbol: symbol.to_string(),
             })
         })?;
-        let candidate = execution_snapshots.candidate.ok_or_else(|| {
+        let candidate = ctx.data.candidate_by_symbol_id(date, symbol_id).ok_or_else(|| {
             BacktestError::Data(crate::data::DataSetError::MissingSnapshot {
                 kind: "candidate",
                 date,
                 symbol: symbol.to_string(),
             })
         })?;
-        let factor_snapshots = if factor_date == date {
+        let feature_market = if factor_date == date {
-            execution_snapshots
+            market
         } else {
-            ctx.data.symbol_snapshots_by_id(factor_date, symbol_id)
+            ctx.data
+                .market_by_symbol_id(factor_date, symbol_id)
+                .unwrap_or(market)
         };
-        let feature_market = factor_snapshots.market.unwrap_or(market);
+        let factor = ctx.data.factor_by_symbol_id(factor_date, symbol_id).ok_or_else(|| {
-        let factor = factor_snapshots.factor.ok_or_else(|| {
             BacktestError::Data(crate::data::DataSetError::MissingSnapshot {
                 kind: "factor",
                 date: factor_date,