chore: 更新 fidc-backtest-engine - 2026-05-07

crates/fidc-core/src/platform_expr_strategy.rs

@@ -508,16 +508,24 @@ impl PlatformExprStrategy {
         scope: &mut Scope<'_>,
         script: &str,
     ) -> Result<Dynamic, BacktestError> {
-        // 注意：HashMap key 借用即可命中，避免重复克隆 String。
+        // 命中分支：先借用 cache 拿到 AST，做完 eval 再 drop borrow，避免与
-        if let Some(ast) = self.compiled_cache.borrow().get(script) {
+        // cache_hits 的 borrow_mut 冲突（虽然是不同 RefCell，但显式作用域更清晰）。
-            *self.cache_hits.borrow_mut() += 1;
+        {
-            return self
+            let cache = self.compiled_cache.borrow();
-                .engine
+            if let Some(ast) = cache.get(script) {
-                .eval_ast_with_scope::<Dynamic>(scope, ast)
+                *self.cache_hits.borrow_mut() += 1;
-                .map_err(|error| {
+                return self
-                    BacktestError::Execution(format!("platform expr eval failed: {}", error))
+                    .engine
-                });
+                    .eval_ast_with_scope::<Dynamic>(scope, ast)
+                    .map_err(|error| {
+                        BacktestError::Execution(format!(
+                            "platform expr eval failed: {}",
+                            error
+                        ))
+                    });
+            }
         }
+        // 未命中：先编译再插入缓存。
         *self.cache_misses.borrow_mut() += 1;
         let ast = self.engine.compile(script).map_err(|error| {
             BacktestError::Execution(format!("platform expr compile failed: {}", error))
@@ -7509,4 +7517,133 @@ mod tests {
         let decision = strategy.on_day(&ctx).expect("platform decision");
         assert_eq!(decision.order_intents.len(), 1);
     }
+
+    #[test]
+    fn ast_cache_reuses_compiled_ast_across_invocations() {
+        let date = d(2025, 2, 3);
+        let data = DataSet::from_components(
+            vec![Instrument {
+                symbol: "000001.SZ".to_string(),
+                name: "Ping An Bank".to_string(),
+                board: "SZSE".to_string(),
+                round_lot: 100,
+                listed_at: Some(d(2010, 1, 1)),
+                delisted_at: None,
+                status: "active".to_string(),
+            }],
+            vec![DailyMarketSnapshot {
+                date,
+                symbol: "000001.SZ".to_string(),
+                timestamp: Some("10:18:00".to_string()),
+                day_open: 10.0,
+                open: 10.0,
+                high: 10.2,
+                low: 9.9,
+                close: 10.1,
+                last_price: 10.05,
+                bid1: 10.04,
+                ask1: 10.05,
+                prev_close: 9.95,
+                volume: 1_000_000,
+                tick_volume: 5_000,
+                bid1_volume: 1_000,
+                ask1_volume: 1_000,
+                trading_phase: Some("continuous".to_string()),
+                paused: false,
+                upper_limit: 10.94,
+                lower_limit: 8.96,
+                price_tick: 0.01,
+            }],
+            vec![DailyFactorSnapshot {
+                date,
+                symbol: "000001.SZ".to_string(),
+                market_cap_bn: 12.0,
+                free_float_cap_bn: 10.0,
+                pe_ttm: 8.0,
+                turnover_ratio: Some(22.0),
+                effective_turnover_ratio: Some(18.0),
+                extra_factors: BTreeMap::new(),
+            }],
+            vec![CandidateEligibility {
+                date,
+                symbol: "000001.SZ".to_string(),
+                is_st: false,
+                is_new_listing: false,
+                is_paused: false,
+                allow_buy: true,
+                allow_sell: true,
+                is_kcb: false,
+                is_one_yuan: false,
+            }],
+            vec![BenchmarkSnapshot {
+                date,
+                benchmark: "000852.SH".to_string(),
+                open: 1000.0,
+                close: 1002.0,
+                prev_close: 998.0,
+                volume: 1_000_000,
+            }],
+        )
+        .expect("dataset");
+        let portfolio = PortfolioState::new(1_000_000.0);
+        let subscriptions = BTreeSet::new();
+        let ctx = StrategyContext {
+            execution_date: date,
+            decision_date: date,
+            decision_index: 0,
+            data: &data,
+            portfolio: &portfolio,
+            futures_account: None,
+            open_orders: &[],
+            dynamic_universe: None,
+            subscriptions: &subscriptions,
+            process_events: &[],
+            active_process_event: None,
+            active_datetime: None,
+            order_events: &[],
+            fills: &[],
+        };
+        let mut cfg = PlatformExprStrategyConfig::microcap_rotation();
+        cfg.signal_symbol = "000001.SZ".to_string();
+        cfg.rotation_enabled = false;
+        cfg.benchmark_short_ma_days = 1;
+        cfg.benchmark_long_ma_days = 1;
+        cfg.explicit_actions = vec![PlatformTradeAction::Order {
+            kind: PlatformExplicitOrderKind::Value,
+            symbol: "000001.SZ".to_string(),
+            amount_expr: "cash * 0.1".to_string(),
+            limit_price_expr: None,
+            start_time_expr: None,
+            end_time_expr: None,
+            when_expr: Some("allow_buy".to_string()),
+            reason: "ast_cache_reuse".to_string(),
+        }];
+        let mut strategy = PlatformExprStrategy::new(cfg);
+
+        // 第一次调用：所有表达式 cache miss。
+        let _ = strategy.on_day(&ctx).expect("first decision");
+        let misses_after_first = strategy.ast_cache_misses();
+        let hits_after_first = strategy.ast_cache_hits();
+        assert!(
+            misses_after_first > 0,
+            "first run should populate cache, misses={}",
+            misses_after_first
+        );
+
+        // 第二次调用：相同表达式，cache hit 数应当 > 第一次。
+        let _ = strategy.on_day(&ctx).expect("second decision");
+        let misses_after_second = strategy.ast_cache_misses();
+        let hits_after_second = strategy.ast_cache_hits();
+        assert!(
+            hits_after_second > hits_after_first,
+            "second run should reuse cached AST, hits {} -> {}",
+            hits_after_first,
+            hits_after_second
+        );
+        // 缓存条目数不应该再增长（相同 script）：misses 不再增加。
+        assert_eq!(
+            misses_after_second, misses_after_first,
+            "second run should not introduce new misses for same scripts"
+        );
+    }
 }