减少日频数据读取临时分配

2026-08-26 04:46:08 +08:00
parent d071a8a190
commit 6604afd24f
5 changed files with 23 additions and 9 deletions
@@ -2541,7 +2541,7 @@ impl OmniMicroCapStrategy {
        date: NaiveDate,
    ) -> Vec<FidcRiskDecisionAudit> {
        let mut decisions = Vec::new();
-        for factor in ctx.data.factor_snapshots_on(date) {
+        for factor in ctx.data.factor_snapshot_rows_on(date) {
            if ctx.has_dynamic_universe() && !ctx.dynamic_universe_contains(&factor.symbol) {
                continue;
            }