From 32e403044209d9f28e6315c23b0b1507fedcf0fd Mon Sep 17 00:00:00 2001
From: boris <shuaibo.zhang@hotmail.com>
Date: Sat, 5 Sep 2026 02:54:53 +0800
Subject: [PATCH] perf: freeze standard rolling lookbacks

---
 .../fidc-core/src/platform_expr_strategy.rs   | 64 ++++++++++---------
 1 file changed, 34 insertions(+), 30 deletions(-)

diff --git a/crates/fidc-core/src/platform_expr_strategy.rs b/crates/fidc-core/src/platform_expr_strategy.rs
index 6a41155..379cdd6 100644
--- a/crates/fidc-core/src/platform_expr_strategy.rs
+++ b/crates/fidc-core/src/platform_expr_strategy.rs
@@ -1055,7 +1055,8 @@ pub struct PlatformExprStrategy {
     stock_filter_quote_usage: StockFilterQuoteUsage,
     stock_filter_expr_present: bool,
     selection_quote_usage: StockFilterQuoteUsage,
-    stock_rolling_requirements: StockRollingRequirements,
+    stock_close_lookbacks: [usize; 7],
+    stock_volume_lookbacks: [usize; 5],
     stock_current_rolling_mean_required: bool,
     stock_snapshot_field_requirements: StockSnapshotFieldRequirements,
     stock_extra_factors_required: bool,
@@ -1335,6 +1336,28 @@ impl PlatformExprStrategy {
         let selection_quote_usage =
             Self::selection_quote_usage_for_config(&config, &normalized_stock_filter_expr);
         let stock_rolling_requirements = Self::stock_rolling_requirements_for_config(&config);
+        let required_rolling = |field: &'static str, lookback: usize| {
+            stock_rolling_requirements
+                .requires(field, lookback)
+                .then_some(lookback)
+                .unwrap_or(0)
+        };
+        let stock_close_lookbacks = [
+            required_rolling("close", config.stock_short_ma_days),
+            required_rolling("close", config.stock_mid_ma_days),
+            required_rolling("close", config.stock_long_ma_days),
+            required_rolling("close", 5),
+            required_rolling("close", 10),
+            required_rolling("close", 20),
+            required_rolling("close", 30),
+        ];
+        let stock_volume_lookbacks = [
+            required_rolling("volume", 5),
+            required_rolling("volume", 10),
+            required_rolling("volume", 20),
+            required_rolling("volume", 60),
+            required_rolling("volume", 100),
+        ];
         let stock_current_rolling_mean_required =
             Self::stock_current_rolling_mean_required_for_config(&config);
         let stock_snapshot_field_requirements =
@@ -1380,7 +1403,8 @@ impl PlatformExprStrategy {
             stock_filter_quote_usage,
             stock_filter_expr_present,
             selection_quote_usage,
-            stock_rolling_requirements,
+            stock_close_lookbacks,
+            stock_volume_lookbacks,
             stock_current_rolling_mean_required,
             stock_snapshot_field_requirements,
             stock_extra_factors_required,
@@ -4106,36 +4130,14 @@ impl PlatformExprStrategy {
                 })
             })
             .flatten();
-        let required_rolling = |field: &'static str, lookback: usize| {
-            self.stock_rolling_requirements
-                .requires(field, lookback)
-                .then_some(lookback)
-                .unwrap_or(0)
-        };
-        let close_lookbacks = [
-            required_rolling("close", self.config.stock_short_ma_days),
-            required_rolling("close", self.config.stock_mid_ma_days),
-            required_rolling("close", self.config.stock_long_ma_days),
-            required_rolling("close", 5),
-            required_rolling("close", 10),
-            required_rolling("close", 20),
-            required_rolling("close", 30),
-        ];
-        let volume_lookbacks = [
-            required_rolling("volume", 5),
-            required_rolling("volume", 10),
-            required_rolling("volume", 20),
-            required_rolling("volume", 60),
-            required_rolling("volume", 100),
-        ];
         let rolling_means = ctx
             .data
             .market_standard_rolling_means_by_symbol_id_with_calendar_index(
                 date,
                 calendar_index,
                 symbol_id,
-                &close_lookbacks,
-                &volume_lookbacks,
+                &self.stock_close_lookbacks,
+                &self.stock_volume_lookbacks,
                 false,
             );
         let close_rolling = |index: usize| rolling_means.close[index].unwrap_or(f64::NAN);
@@ -14541,6 +14543,10 @@ mod tests {
 
     #[test]
     fn current_rolling_helpers_do_not_load_factor_maps_or_decision_rollings() {
+        let direct = PlatformExprStrategy::new(PlatformExprStrategyConfig::microcap_rotation());
+        assert_eq!(direct.stock_close_lookbacks, [5, 10, 20, 5, 10, 20, 0]);
+        assert_eq!(direct.stock_volume_lookbacks, [0; 5]);
+
         let mut cfg = PlatformExprStrategyConfig::microcap_rotation();
         cfg.stock_filter_expr = concat!(
             "rolling_mean_current(\"close\", 5) > rolling_mean_current(\"close\", 10)",
@@ -14551,10 +14557,8 @@ mod tests {
         let strategy = PlatformExprStrategy::new(cfg);
 
         assert!(!strategy.stock_extra_factors_required);
-        assert!(!strategy.stock_rolling_requirements.requires("close", 5));
-        assert!(!strategy.stock_rolling_requirements.requires("close", 10));
-        assert!(!strategy.stock_rolling_requirements.requires("volume", 5));
-        assert!(!strategy.stock_rolling_requirements.requires("volume", 100));
+        assert_eq!(strategy.stock_close_lookbacks, [0; 7]);
+        assert_eq!(strategy.stock_volume_lookbacks, [0; 5]);
         assert!(strategy.stock_current_rolling_mean_required);
 
         let mut signal_only = PlatformExprStrategyConfig::microcap_rotation();