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revert: remove unproven duplicate rolling reuse

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boris
2026-09-05 01:00:33 +08:00
parent e469b0ddf4
commit 5b2a03d416
1 changed files with 1 additions and 139 deletions
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crates/fidc-core/src/data.rs
+1 -139
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@@ -688,17 +688,7 @@ impl AdjustedCloseSeries {
end: usize,
lookbacks: &[usize; N],
) -> [Option<f64>; N] {
let mut values = [None; N];
for index in 0..N {
if let Some(previous) =
(0..index).find(|previous| lookbacks[*previous] == lookbacks[index])
{
values[index] = values[previous];
} else {
values[index] = self.moving_average_at_end(end, lookbacks[index]);
}
}
values
std::array::from_fn(|index| self.moving_average_at_end(end, lookbacks[index]))
}
fn moving_average_at_end(&self, end: usize, lookback: usize) -> Option<f64> {
@@ -5409,82 +5399,6 @@ mod tests {
);
}
#[test]
#[ignore = "manual release-mode duplicate rolling lookback benchmark"]
fn benchmark_adjusted_close_reuses_duplicate_lookbacks() {
use std::hint::black_box;
use std::time::Instant;
let data = adjusted_close_benchmark_data();
let symbol_id = data.symbol_id("000001.SZ").expect("symbol id");
let series = data
.adjusted_close_series_by_symbol_id(symbol_id)
.expect("adjusted close series");
let lookbacks = [1usize, 2, 3, 1, 2, 3, 1];
let end = 3usize;
let iterations = 3_000_000usize;
let mut repeated_nanos = 0u128;
let mut reused_nanos = 0u128;
let mut repeated_checksum = 0.0;
let mut reused_checksum = 0.0;
for sample in 0..6 {
let measure_repeated = || {
let started = Instant::now();
let mut checksum = 0.0;
for _ in 0..iterations {
let values = std::array::from_fn::<_, 7, _>(|index| {
series.moving_average_at_end(black_box(end), black_box(lookbacks[index]))
});
checksum += black_box(values).into_iter().flatten().sum::<f64>();
}
(started.elapsed().as_nanos(), checksum)
};
let measure_reused = || {
let started = Instant::now();
let mut checksum = 0.0;
for _ in 0..iterations {
checksum += black_box(
series.moving_averages_at_end(black_box(end), black_box(&lookbacks)),
)
.into_iter()
.flatten()
.sum::<f64>();
}
(started.elapsed().as_nanos(), checksum)
};
let (baseline, candidate) = if sample % 2 == 0 {
(measure_repeated(), measure_reused())
} else {
let candidate = measure_reused();
let baseline = measure_repeated();
(baseline, candidate)
};
repeated_nanos += baseline.0;
repeated_checksum += baseline.1;
reused_nanos += candidate.0;
reused_checksum += candidate.1;
}
assert_eq!(repeated_checksum, reused_checksum);
assert!(repeated_checksum > 0.0);
let repeated_seconds = repeated_nanos as f64 / 1_000_000_000.0;
let reused_seconds = reused_nanos as f64 / 1_000_000_000.0;
eprintln!(
"{}",
serde_json::json!({
"schemaVersion": "fidc-adjusted-close-duplicate-lookback-benchmark/v1",
"samples": 6,
"iterationsPerSample": iterations,
"lookbacks": lookbacks,
"repeatedSeconds": repeated_seconds,
"reusedSeconds": reused_seconds,
"speedup": repeated_seconds / reused_seconds,
"checksum": repeated_checksum,
})
);
}
#[test]
#[ignore = "manual component benchmark"]
fn benchmark_daily_snapshot_view_lookup() {
@@ -5876,58 +5790,6 @@ mod tests {
);
}
fn adjusted_close_benchmark_data() -> DataSet {
let dates = [
NaiveDate::from_ymd_opt(2025, 1, 2).unwrap(),
NaiveDate::from_ymd_opt(2025, 1, 3).unwrap(),
NaiveDate::from_ymd_opt(2025, 1, 6).unwrap(),
];
DataSet::from_components(
vec![Instrument {
symbol: "000001.SZ".to_string(),
name: "000001.SZ".to_string(),
board: "SZ".to_string(),
round_lot: 100,
listed_at: None,
delisted_at: None,
status: "active".to_string(),
}],
dates
.iter()
.enumerate()
.map(|(index, date)| {
market_row(
&date.format("%Y-%m-%d").to_string(),
10.0 + index as f64,
100_000,
)
})
.collect(),
dates
.iter()
.map(|date| DailyFactorSnapshot {
date: *date,
symbol: "000001.SZ".to_string(),
market_cap_bn: 10.0,
free_float_cap_bn: 8.0,
pe_ttm: 10.0,
turnover_ratio: None,
effective_turnover_ratio: None,
extra_factors: NumericFactorMap::from([(
Cow::Borrowed(BACKWARD_ADJUSTMENT_FACTOR_FIELD),
1.0,
)]),
})
.collect(),
Vec::new(),
dates
.iter()
.map(|date| benchmark_row(&date.format("%Y-%m-%d").to_string(), 1_000.0))
.collect(),
)
.expect("adjusted close benchmark dataset")
}
fn volume_contract_data(availability: Option<[f64; 3]>) -> DataSet {
let dates = [
NaiveDate::parse_from_str("2025-01-02", "%Y-%m-%d").unwrap(),