From 29550dead2f7cc15ad6bb277ae7d5faa66bfe1fc Mon Sep 17 00:00:00 2001
From: boris <shuaibo.zhang@hotmail.com>
Date: Sat, 29 Aug 2026 23:05:20 +0800
Subject: [PATCH] perf: reuse immutable fundamental universe

---
 .../fidc-core/src/platform_expr_strategy.rs   | 57 +++++++++++++++++++
 1 file changed, 57 insertions(+)

diff --git a/crates/fidc-core/src/platform_expr_strategy.rs b/crates/fidc-core/src/platform_expr_strategy.rs
index 21f6da6..d6e6b8c 100644
--- a/crates/fidc-core/src/platform_expr_strategy.rs
+++ b/crates/fidc-core/src/platform_expr_strategy.rs
@@ -8982,6 +8982,28 @@ impl PlatformExprStrategy {
         selection_risk_deferral: SelectionRiskDeferral,
         collect_risk_decisions: bool,
     ) -> (Vec<EligibleUniverseSnapshot>, Vec<FidcRiskDecisionAudit>) {
+        // The immutable DataSet already builds the same stable market-cap
+        // ordered fundamental universe. Reuse it when this strategy has no
+        // selection-stage risk or explicit universe exclusion. This preserves
+        // the full path for every strategy that enables a selection rule while
+        // avoiding a daily scan, candidate/market lookup, and stable sort for
+        // the common execution-risk-only contract.
+        if date == factor_date
+            && matches!(selection_risk_deferral, SelectionRiskDeferral::None)
+            && self.selection_risk_is_noop()
+            && self.normalized_universe_exclude.is_empty()
+        {
+            let base = ctx.data.eligible_universe_on(date);
+            let rows = if ctx.has_dynamic_universe() {
+                base.iter()
+                    .filter(|row| ctx.dynamic_universe_contains(&row.symbol))
+                    .cloned()
+                    .collect()
+            } else {
+                base.to_vec()
+            };
+            return (rows, Vec::new());
+        }
         let factor_rows = ctx.data.factor_snapshot_rows_on(factor_date);
         let mut rows = Vec::with_capacity(factor_rows.len());
         let mut decisions = if collect_risk_decisions {
@@ -9160,6 +9182,21 @@ impl PlatformExprStrategy {
         None
     }
 
+    fn selection_risk_is_noop(&self) -> bool {
+        let rules = &self.config.risk_config.static_rules;
+        !rules.reject_st_selection
+            && !rules.reject_star_st_selection
+            && !rules.reject_paused_selection
+            && !rules.reject_inactive_selection
+            && !rules.reject_new_listing_selection
+            && !rules.reject_kcb_selection
+            && !rules.reject_bjse_selection
+            && !rules.reject_one_yuan_selection
+            && !rules.reject_upper_limit_selection
+            && !rules.reject_lower_limit_selection
+            && (!rules.blacklist_enabled || rules.blacklisted_symbols.is_empty())
+    }
+
     fn stock_passes_universe_exclude(
         &self,
         _candidate: &crate::data::CandidateEligibility,
@@ -13414,6 +13451,26 @@ mod tests {
         );
     }
 
+    #[test]
+    fn selection_universe_cache_gate_only_accepts_pure_fundamental_contracts() {
+        let strategy =
+            PlatformExprStrategy::new(PlatformExprStrategyConfig::microcap_rotation());
+        assert!(strategy.selection_risk_is_noop());
+
+        let mut config = PlatformExprStrategyConfig::microcap_rotation();
+        config.risk_config.static_rules.reject_st_selection = true;
+        assert!(!PlatformExprStrategy::new(config).selection_risk_is_noop());
+
+        let mut config = PlatformExprStrategyConfig::microcap_rotation();
+        config.risk_config.static_rules.blacklisted_symbols.insert("000001.SZ".to_string());
+        assert!(!PlatformExprStrategy::new(config).selection_risk_is_noop());
+
+        let mut config = PlatformExprStrategyConfig::microcap_rotation();
+        config.risk_config.static_rules.blacklist_enabled = false;
+        config.risk_config.static_rules.blacklisted_symbols.insert("000001.SZ".to_string());
+        assert!(PlatformExprStrategy::new(config).selection_risk_is_noop());
+    }
+
     #[test]
     fn platform_selection_uses_complete_static_risk_policy_before_universe_output() {
         let date = d(2025, 1, 2);