perf: avoid caching transient selection states

crates/fidc-core/src/platform_expr_strategy.rs

@@ -4008,7 +4008,7 @@ impl PlatformExprStrategy {
     }
 
     #[allow(clippy::too_many_arguments)]
-    fn selection_stock_state_with_factor_date_from_views_by_symbol_id<'a>(
+    fn uncached_selection_stock_state_from_views_by_symbol_id<'a>(
         &self,
         ctx: &StrategyContext<'a>,
         date: NaiveDate,
@@ -4017,14 +4017,15 @@ impl PlatformExprStrategy {
         symbol: &str,
         execution_day: &DailySnapshotView<'a>,
         factor_day: &DailySnapshotView<'a>,
-    ) -> Result<Arc<StockExpressionState>, BacktestError> {
+    ) -> Result<StockExpressionState, BacktestError> {
         let source = ViewStockStateSnapshotSource {
             execution: execution_day,
             factor: factor_day,
             same_date: factor_date == date,
         };
         let use_intraday_quote = self.selection_quote_usage != StockFilterQuoteUsage::DailyOnly;
-        self.stock_state_with_factor_date_and_time_from_source_by_symbol_id(
+        let calendar_index = self.prepare_stock_state_cache_date(ctx, date);
+        self.build_stock_state_with_factor_date_and_time_from_source_by_symbol_id(
             ctx,
             date,
             factor_date,
@@ -4032,6 +4033,7 @@ impl PlatformExprStrategy {
             symbol,
             None,
             use_intraday_quote,
+            calendar_index,
             &source,
         )
     }
@@ -4202,6 +4204,61 @@ impl PlatformExprStrategy {
         use_intraday_quote: bool,
         source: &S,
     ) -> Result<Arc<StockExpressionState>, BacktestError>
+    where
+        S: StockStateSnapshotSource<'a>,
+    {
+        let calendar_index = self.prepare_stock_state_cache_date(ctx, date);
+        let cache_key = (factor_date, symbol_id, execution_time, use_intraday_quote);
+        if let Some(state) = self.stock_state_cache.borrow().get(&cache_key) {
+            return Ok(Arc::clone(state));
+        }
+
+        let state = Arc::new(
+            self.build_stock_state_with_factor_date_and_time_from_source_by_symbol_id(
+                ctx,
+                date,
+                factor_date,
+                symbol_id,
+                symbol,
+                execution_time,
+                use_intraday_quote,
+                calendar_index,
+                source,
+            )?,
+        );
+        self.stock_state_cache
+            .borrow_mut()
+            .insert(cache_key, Arc::clone(&state));
+        Ok(state)
+    }
+
+    fn prepare_stock_state_cache_date(
+        &self,
+        ctx: &StrategyContext<'_>,
+        date: NaiveDate,
+    ) -> Option<usize> {
+        let mut cache_date = self.stock_state_cache_date.borrow_mut();
+        if *cache_date != Some(date) {
+            self.stock_state_cache.borrow_mut().clear();
+            *cache_date = Some(date);
+            *self.stock_state_cache_calendar_index.borrow_mut() = ctx.data.calendar_index(date);
+        }
+        *self.stock_state_cache_calendar_index.borrow()
+    }
+
+    #[allow(clippy::too_many_arguments)]
+    fn build_stock_state_with_factor_date_and_time_from_source_by_symbol_id<'a, S>(
+        &self,
+        ctx: &StrategyContext<'a>,
+        date: NaiveDate,
+        factor_date: NaiveDate,
+        symbol_id: u32,
+        symbol: &str,
+        execution_time: Option<NaiveTime>,
+        use_intraday_quote: bool,
+        calendar_index: Option<usize>,
+        source: &S,
+    ) -> Result<StockExpressionState, BacktestError>
     where
         S: StockStateSnapshotSource<'a>,
     {
@@ -4212,19 +4269,6 @@ impl PlatformExprStrategy {
                 symbol: symbol.to_string(),
             })
         })?;
-        let calendar_index = {
-            let mut cache_date = self.stock_state_cache_date.borrow_mut();
-            if *cache_date != Some(date) {
-                self.stock_state_cache.borrow_mut().clear();
-                *cache_date = Some(date);
-                *self.stock_state_cache_calendar_index.borrow_mut() = ctx.data.calendar_index(date);
-            }
-            *self.stock_state_cache_calendar_index.borrow()
-        };
-        let cache_key = (factor_date, symbol_id, execution_time, use_intraday_quote);
-        if let Some(state) = self.stock_state_cache.borrow().get(&cache_key) {
-            return Ok(Arc::clone(state));
-        }
 
         let market = source.execution_market(symbol_id).ok_or_else(|| {
             BacktestError::Data(crate::data::DataSetError::MissingSnapshot {
@@ -4406,7 +4450,7 @@ impl PlatformExprStrategy {
             BTreeMap::new()
         };
 
-        let state = Arc::new(StockExpressionState {
+        let state = StockExpressionState {
             symbol: shared_symbol,
             symbol_id,
             market_cap,
@@ -4483,10 +4527,7 @@ impl PlatformExprStrategy {
             } else {
                 BTreeMap::new()
             },
-        });
+        };
-        self.stock_state_cache
-            .borrow_mut()
-            .insert(cache_key, Arc::clone(&state));
         Ok(state)
     }
 
@@ -10115,7 +10156,7 @@ impl PlatformExprStrategy {
                     .factor(symbol_id)
                     .expect("market-cap order references missing factor row");
                 let symbol = factor.symbol.as_str();
-                let stock = self.selection_stock_state_with_factor_date_from_views_by_symbol_id(
+                let stock = self.uncached_selection_stock_state_from_views_by_symbol_id(
                     ctx,
                     date,
                     stock_factor_date,
@@ -13101,6 +13142,20 @@ mod tests {
         };
         let strategy = PlatformExprStrategy::new(PlatformExprStrategyConfig::microcap_rotation());
         let first_context = context(dates[0], 0);
+        let first_day = data.daily_snapshot_view(dates[0]);
+        let uncached = strategy
+            .uncached_selection_stock_state_from_views_by_symbol_id(
+                &first_context,
+                dates[0],
+                dates[0],
+                data.symbol_id(symbol).unwrap(),
+                symbol,
+                &first_day,
+                &first_day,
+            )
+            .expect("uncached first state");
+        assert_eq!(uncached.close, 10.0);
+        assert!(strategy.stock_state_cache.borrow().is_empty());
         let first = strategy
             .stock_state(&first_context, dates[0], symbol)
             .expect("first state");