Revert "分层共享执行行情索引"

This reverts commit f2de8b281a.

crates/fidc-core/src/data.rs

@@ -340,12 +340,9 @@ pub struct ExecutionQuoteIterator<'a> {
     heap: BinaryHeap<Reverse<(NaiveDateTime, usize, usize)>>,
 }
 
-type ExecutionQuotesBySymbol = HashMap<String, Arc<Vec<IntradayExecutionQuote>>>;
-type ExecutionQuotesByDate = HashMap<NaiveDate, Arc<ExecutionQuotesBySymbol>>;
-
 impl<'a> ExecutionQuoteIterator<'a> {
     fn new(
-        rows_by_symbol: Option<&'a ExecutionQuotesBySymbol>,
+        rows_by_symbol: Option<&'a HashMap<String, Vec<IntradayExecutionQuote>>>,
         symbols: Option<&BTreeSet<String>>,
     ) -> Self {
         let mut streams = rows_by_symbol
@@ -1317,7 +1314,7 @@ pub struct DataSet {
     candidate_symbol_ids_by_date: Arc<BTreeMap<NaiveDate, Vec<u32>>>,
     candidate_row_positions_by_date: Arc<Option<DenseRowPositionIndex>>,
     corporate_actions_by_date: Arc<BTreeMap<NaiveDate, Vec<CorporateAction>>>,
-    execution_quotes_by_date: Arc<ExecutionQuotesByDate>,
+    execution_quotes_by_date: Arc<HashMap<NaiveDate, HashMap<String, Vec<IntradayExecutionQuote>>>>,
     execution_quote_dates: Arc<Vec<NaiveDate>>,
     order_book_depth_index: Arc<HashMap<(NaiveDate, String), Vec<IntradayOrderBookDepthLevel>>>,
     benchmark_by_date: Arc<BTreeMap<NaiveDate, BenchmarkSnapshot>>,
@@ -2186,7 +2183,7 @@ impl DataSet {
         self.execution_quotes_by_date
             .get(&date)
             .and_then(|rows_by_symbol| rows_by_symbol.get(symbol))
-            .map(|rows| rows.as_slice())
+            .map(Vec::as_slice)
             .unwrap_or(&[])
     }
 
@@ -2212,7 +2209,7 @@ impl DataSet {
         self.execution_quotes_by_date
             .values()
             .flat_map(|rows_by_symbol| rows_by_symbol.values())
-            .map(|rows| rows.len())
+            .map(Vec::len)
             .sum()
     }
 
@@ -2231,22 +2228,14 @@ impl DataSet {
         let execution_quotes_by_date = Arc::make_mut(&mut self.execution_quotes_by_date);
         for (date, rows_by_symbol) in grouped {
             let date_is_new = !execution_quotes_by_date.contains_key(&date);
-            let target_by_symbol = Arc::make_mut(
+            let target_by_symbol = execution_quotes_by_date.entry(date).or_default();
-                execution_quotes_by_date
-                    .entry(date)
-                    .or_insert_with(|| Arc::new(HashMap::new())),
-            );
             if date_is_new {
                 new_dates.push(date);
             }
             for (symbol, mut incoming) in rows_by_symbol {
                 incoming.sort_by_key(|quote| quote.timestamp);
                 incoming.dedup_by(|left, right| left.timestamp == right.timestamp);
-                let target = Arc::make_mut(
+                let target = target_by_symbol.entry(symbol).or_default();
-                    target_by_symbol
-                        .entry(symbol)
-                        .or_insert_with(|| Arc::new(Vec::new())),
-                );
                 if target.is_empty() {
                     added = added.saturating_add(incoming.len());
                     *target = incoming;
@@ -2311,10 +2300,7 @@ impl DataSet {
         date: NaiveDate,
         symbols: Option<&BTreeSet<String>>,
     ) -> ExecutionQuoteIterator<'_> {
-        ExecutionQuoteIterator::new(
+        ExecutionQuoteIterator::new(self.execution_quotes_by_date.get(&date), symbols)
-            self.execution_quotes_by_date.get(&date).map(Arc::as_ref),
-            symbols,
-        )
     }
 
     pub fn execution_quotes_on_date_for_symbols(
@@ -2336,14 +2322,14 @@ impl DataSet {
         if let Ok(index) = dates.binary_search(&date) {
             dates.remove(index);
         }
-        rows_by_symbol.values().map(|rows| rows.len()).sum()
+        rows_by_symbol.into_values().map(|rows| rows.len()).sum()
     }
 
     pub fn release_execution_quotes_on_date(&mut self, date: NaiveDate) -> usize {
         let row_count = self
             .execution_quotes_by_date
             .get(&date)
-            .map(|rows_by_symbol| rows_by_symbol.values().map(|rows| rows.len()).sum())
+            .map(|rows_by_symbol| rows_by_symbol.values().map(Vec::len).sum())
             .unwrap_or(0);
         // Run data shares this immutable map with the prepared-data cache. Arc::make_mut here
         // would clone every date just to remove one entry and would not release the cached base.
@@ -4543,7 +4529,7 @@ fn build_futures_params_index(
 
 fn build_execution_quote_index(
     execution_quotes: Vec<IntradayExecutionQuote>,
-) -> ExecutionQuotesByDate {
+) -> HashMap<NaiveDate, HashMap<String, Vec<IntradayExecutionQuote>>> {
     let mut grouped = HashMap::<NaiveDate, HashMap<String, Vec<IntradayExecutionQuote>>>::new();
     for quote in execution_quotes {
         grouped
@@ -4561,15 +4547,6 @@ fn build_execution_quote_index(
     }
 
     grouped
-        .into_iter()
-        .map(|(date, rows_by_symbol)| {
-            let rows_by_symbol = rows_by_symbol
-                .into_iter()
-                .map(|(symbol, rows)| (symbol, Arc::new(rows)))
-                .collect();
-            (date, Arc::new(rows_by_symbol))
-        })
-        .collect()
 }
 
 fn build_order_book_depth_index(
@@ -4872,68 +4849,6 @@ mod tests {
         ));
     }
 
-    #[test]
-    fn execution_quote_updates_copy_only_the_modified_date_and_symbol_path() {
-        let first_date = NaiveDate::parse_from_str("2025-01-02", "%Y-%m-%d").unwrap();
-        let second_date = NaiveDate::parse_from_str("2025-01-03", "%Y-%m-%d").unwrap();
-        let quote = |date: NaiveDate, symbol: &str, time: &str| IntradayExecutionQuote {
-            date,
-            timestamp: NaiveDateTime::parse_from_str(
-                &format!("{date} {time}"),
-                "%Y-%m-%d %H:%M:%S",
-            )
-            .unwrap(),
-            symbol: symbol.to_string(),
-            last_price: 10.0,
-            bid1: 9.99,
-            ask1: 10.01,
-            bid1_volume: 10_000,
-            ask1_volume: 10_000,
-            volume_delta: 10_000,
-            amount_delta: 100_000.0,
-            trading_phase: Some("continuous".to_string()),
-        };
-        let data = DataSet::from_components_with_actions_and_quotes(
-            Vec::new(),
-            Vec::new(),
-            Vec::new(),
-            Vec::new(),
-            vec![benchmark_row("2025-01-02", 12.0), benchmark_row("2025-01-03", 12.1)],
-            Vec::new(),
-            vec![
-                quote(first_date, "000001.SZ", "10:18:00"),
-                quote(first_date, "000002.SZ", "10:18:00"),
-                quote(second_date, "000001.SZ", "10:18:00"),
-            ],
-        )
-        .unwrap();
-        let mut run_data = data.clone();
-
-        run_data.add_execution_quotes(vec![quote(first_date, "000001.SZ", "10:19:00")]);
-
-        assert!(!Arc::ptr_eq(
-            &data.execution_quotes_by_date,
-            &run_data.execution_quotes_by_date
-        ));
-        let base_first = data.execution_quotes_by_date.get(&first_date).unwrap();
-        let run_first = run_data.execution_quotes_by_date.get(&first_date).unwrap();
-        assert!(!Arc::ptr_eq(base_first, run_first));
-        assert!(!Arc::ptr_eq(
-            base_first.get("000001.SZ").unwrap(),
-            run_first.get("000001.SZ").unwrap()
-        ));
-        assert!(Arc::ptr_eq(
-            base_first.get("000002.SZ").unwrap(),
-            run_first.get("000002.SZ").unwrap()
-        ));
-        assert!(Arc::ptr_eq(
-            data.execution_quotes_by_date.get(&second_date).unwrap(),
-            run_data.execution_quotes_by_date.get(&second_date).unwrap()
-        ));
-        assert_eq!(data.execution_quotes_on(first_date, "000001.SZ").len(), 1);
-        assert_eq!(run_data.execution_quotes_on(first_date, "000001.SZ").len(), 2);
-    }
-
     #[test]
     fn daily_bundle_constructor_matches_flat_component_constructor() {
         let dates = [