复用标准rolling的交易日边界索引

crates/fidc-core/src/data.rs

@@ -1964,10 +1964,13 @@ impl DataSet {
         volume_lookbacks: &[usize; 5],
         include_now: bool,
     ) -> StandardRollingMeans {
+        // Both series are built from the same market-date sequence. Reuse the
+        // indexed boundary lookup instead of repeating it for close and volume.
+        let series_end = self.market_series_end_index_by_symbol_id(date, symbol_id, include_now);
         let close = if close_lookbacks.iter().any(|lookback| *lookback > 0) {
             self.adjusted_close_series_by_symbol_id(symbol_id)
                 .map(|series| {
-                    self.market_series_end_index_by_symbol_id(date, symbol_id, include_now)
+                    series_end
                         .map(|end| series.moving_averages_at_end(end, close_lookbacks))
                         .unwrap_or_else(|| series.moving_averages(date, close_lookbacks, include_now))
                 })
@@ -1978,7 +1981,7 @@ impl DataSet {
         let volume = if volume_lookbacks.iter().any(|lookback| *lookback > 0) {
             self.market_series_by_symbol_id(symbol_id)
                 .map(|series| {
-                    self.market_series_end_index_by_symbol_id(date, symbol_id, include_now)
+                    series_end
                         .map(|end| series.volume_moving_averages_at_end(end, volume_lookbacks))
                         .unwrap_or_else(|| {
                             series.volume_moving_averages(date, volume_lookbacks, include_now)