下推分钟报价订阅过滤

2026-08-26 07:57:23 +08:00
parent 670686681d
commit 283bf56e9f
2 changed files with 31 additions and 10 deletions
@@ -2529,15 +2529,10 @@ where
                        &mut minute_symbols,
                    )?;
                }
-                let filter_by_subscription = !self.subscriptions.is_empty();
-                let minute_quotes = self
-                    .data
-                    .execution_quotes_on_date(execution_date)
-                    .into_iter()
-                    .filter(|quote| {
-                        !filter_by_subscription || self.subscriptions.contains(&quote.symbol)
-                    })
-                    .collect::<Vec<_>>();
+                let minute_quotes = self.data.execution_quotes_on_date_for_symbols(
+                    execution_date,
+                    (!self.subscriptions.is_empty()).then_some(&self.subscriptions),
+                );
                let requires_minute_callbacks = self.strategy.requires_minute_callbacks();
                let has_minute_process_listeners = self.process_event_bus.has_listeners_for(&[
                    ProcessEventKind::PreMinute,