优化回测数据集内存并修复rolling依赖识别

crates/fidc-core/src/data.rs

@@ -1,7 +1,7 @@
 use std::collections::{BTreeMap, HashMap, HashSet};
 use std::fs;
 use std::path::Path;
-use std::sync::Arc;
+use std::sync::{Arc, OnceLock};
 
 use chrono::{NaiveDate, NaiveDateTime};
 use serde::{Deserialize, Serialize};
@@ -997,7 +997,7 @@ pub struct DataSet {
     benchmark_by_date: BTreeMap<NaiveDate, BenchmarkSnapshot>,
     market_series_by_symbol: HashMap<String, SymbolPriceSeries>,
     benchmark_series_cache: BenchmarkPriceSeries,
-    eligible_universe_by_date: BTreeMap<NaiveDate, Vec<EligibleUniverseSnapshot>>,
+    eligible_universe_by_date: Arc<OnceLock<BTreeMap<NaiveDate, Vec<EligibleUniverseSnapshot>>>>,
     benchmark_code: String,
     futures_params_by_symbol: HashMap<String, Vec<FuturesTradingParameter>>,
 }
@@ -1303,12 +1303,6 @@ impl DataSet {
         let market_series_by_symbol = build_market_series(&market_by_date);
         let benchmark_series_cache =
             BenchmarkPriceSeries::new(&benchmark_by_date.values().cloned().collect::<Vec<_>>());
-        let eligible_universe_by_date = build_eligible_universe(
-            &factor_by_date,
-            &candidate_index,
-            &market_index,
-            &instruments,
-        );
         let futures_params_by_symbol = build_futures_params_index(futures_params);
 
         Ok(Self {
@@ -1328,7 +1322,7 @@ impl DataSet {
             benchmark_by_date,
             market_series_by_symbol,
             benchmark_series_cache,
-            eligible_universe_by_date,
+            eligible_universe_by_date: Arc::new(OnceLock::new()),
             benchmark_code,
             futures_params_by_symbol,
         })
@@ -2625,6 +2619,14 @@ impl DataSet {
 
     pub fn eligible_universe_on(&self, date: NaiveDate) -> &[EligibleUniverseSnapshot] {
         self.eligible_universe_by_date
+            .get_or_init(|| {
+                build_eligible_universe(
+                    &self.factor_by_date,
+                    &self.candidate_index,
+                    &self.market_index,
+                    &self.instruments,
+                )
+            })
             .get(&date)
             .map(Vec::as_slice)
             .unwrap_or(&[])
@@ -3595,7 +3597,10 @@ fn build_market_series(
     let mut grouped = HashMap::<String, Vec<&DailyMarketSnapshot>>::new();
     for rows in market_by_date.values() {
         for row in rows {
-            grouped.entry(row.symbol.clone()).or_default().push(row.as_ref());
+            grouped
+                .entry(row.symbol.clone())
+                .or_default()
+                .push(row.as_ref());
         }
     }