并行构建证券序列索引

Cargo.lock

@@ -99,12 +99,43 @@ version = "0.8.7"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "773648b94d0e5d620f64f280777445740e61fe701025087ec8b57f45c791888b"
 
+[[package]]
+name = "crossbeam-deque"
+version = "0.8.7"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "5181e0de7b61eb03a81e347d6dd8797bae9da5146707b51077e2d71a54ec0ceb"
+dependencies = [
+ "crossbeam-epoch",
+ "crossbeam-utils",
+]
+
+[[package]]
+name = "crossbeam-epoch"
+version = "0.9.20"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "2d6914041f254d6e9176c01941b21115dcfb7089e55135a35411081bd106ef3f"
+dependencies = [
+ "crossbeam-utils",
+]
+
+[[package]]
+name = "crossbeam-utils"
+version = "0.8.22"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "61803da095bee82a81bb1a452ecc25d3b2f1416d1897eb86430c6159ef717c17"
+
 [[package]]
 name = "crunchy"
 version = "0.2.4"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "460fbee9c2c2f33933d720630a6a0bac33ba7053db5344fac858d4b8952d77d5"
 
+[[package]]
+name = "either"
+version = "1.17.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "9e5e8f6c15a24b9a3ee5efec809ccd006d3b30e8b3bb63c39af737c7f87daa1d"
+
 [[package]]
 name = "equivalent"
 version = "1.0.2"
@@ -117,6 +148,7 @@ version = "0.1.0"
 dependencies = [
  "chrono",
  "indexmap",
+ "rayon",
  "rhai",
  "serde",
  "serde_json",
@@ -294,6 +326,26 @@ version = "5.3.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "69cdb34c158ceb288df11e18b4bd39de994f6657d83847bdffdbd7f346754b0f"
 
+[[package]]
+name = "rayon"
+version = "1.12.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "fb39b166781f92d482534ef4b4b1b2568f42613b53e5b6c160e24cfbfa30926d"
+dependencies = [
+ "either",
+ "rayon-core",
+]
+
+[[package]]
+name = "rayon-core"
+version = "1.13.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "22e18b0f0062d30d4230b2e85ff77fdfe4326feb054b9783a3460d8435c8ab91"
+dependencies = [
+ "crossbeam-deque",
+ "crossbeam-utils",
+]
+
 [[package]]
 name = "rhai"
 version = "1.23.6"

Cargo.toml

@@ -14,6 +14,7 @@ authors = ["OpenAI Codex"]
 chrono = { version = "=0.4.44", features = ["serde"] }
 indexmap = { version = "=2.11.4", features = ["serde"] }
 reqwest = { version = "=0.12.24", default-features = false, features = ["json", "rustls-tls"] }
+rayon = "=1.12.0"
 rhai = { version = "=1.23.6", features = ["sync"] }
 serde = { version = "=1.0.228", features = ["derive"] }
 serde_json = "=1.0.145"

crates/fidc-core/Cargo.toml

@@ -8,6 +8,7 @@ authors.workspace = true
 [dependencies]
 chrono.workspace = true
 indexmap.workspace = true
+rayon.workspace = true
 rhai.workspace = true
 serde.workspace = true
 serde_json.workspace = true

crates/fidc-core/src/data.rs

@@ -2,6 +2,7 @@ use std::collections::{BTreeMap, HashMap, HashSet};
 use std::sync::{Arc, OnceLock};
 
 use chrono::{NaiveDate, NaiveDateTime};
+use rayon::prelude::*;
 use serde::{Deserialize, Serialize};
 use thiserror::Error;
 
@@ -1250,14 +1251,14 @@ impl DataSet {
                 .push(row.as_ref());
         }
         let market_series_by_symbol = market_rows_by_symbol
-            .into_iter()
+            .into_par_iter()
             .map(|(symbol, rows)| {
                 let series = Arc::new(SymbolPriceSeries::new(symbol.clone(), rows));
                 (symbol, series)
             })
             .collect::<HashMap<_, _>>();
         let adjusted_close_series_by_symbol = market_series_by_symbol
-            .iter()
+            .par_iter()
             .filter_map(|(symbol, market)| {
                 AdjustedCloseSeries::new(market, &factor_by_date)
                     .map(|series| (symbol.clone(), Arc::new(series)))