zsb/fidc-backtest-engine
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Revert "perf(engine): share immutable daily factor schemas and numeric buffers"

Browse Source 
This reverts commit 5d0823c060bfd2a42a3f86a381e874004ab7f6af.
This commit is contained in:
boris
2026-09-13 14:16:06 +08:00
committed by boris
parent be171683c9
commit 3e8cc63b9a
3 changed files with 45 additions and 388 deletions
Download Patch File Download Diff File Expand all files Collapse all files
crates/fidc-core/src/data.rs
+7 -2
View File
@@ -4389,7 +4389,13 @@ fn normalize_factor_snapshots(
value,
});
}
let already_normalized = snapshot.extra_factors.has_normalized_finite_entries();
let already_normalized = snapshot.extra_factors.iter().all(|(field, value)| {
let trimmed = field.as_str().trim().trim_matches('"').trim_matches('\'');
!trimmed.is_empty()
&& trimmed == field.as_str()
&& trimmed.bytes().all(|byte| !byte.is_ascii_uppercase())
&& value.is_finite()
});
if already_normalized {
return Ok(snapshot);
}
@@ -4459,7 +4465,6 @@ fn normalize_daily_snapshot_bundle(
|row| row.symbol.as_str(),
)?;
sort_rows_by_symbol_if_needed(&mut bundle.market, |row| row.symbol.as_str());
NumericFactorMap::share_rows(bundle.factors.iter_mut().map(|row| &mut row.extra_factors));
bundle.factors = normalize_factor_snapshots(bundle.factors)?;
sort_rows_by_symbol_if_needed(&mut bundle.factors, |row| row.symbol.as_str());
sort_rows_by_symbol_if_needed(&mut bundle.candidates, |row| row.symbol.as_str());