共享回测只读数据索引

crates/fidc-core/src/data.rs

@@ -1123,29 +1123,29 @@ impl BenchmarkPriceSeries {
 
 #[derive(Debug, Clone)]
 pub struct DataSet {
-    instruments: HashMap<String, Instrument>,
-    calendar: TradingCalendar,
-    market_by_date: BTreeMap<NaiveDate, Vec<Arc<DailyMarketSnapshot>>>,
+    instruments: Arc<HashMap<String, Instrument>>,
+    calendar: Arc<TradingCalendar>,
+    market_by_date: Arc<BTreeMap<NaiveDate, Vec<Arc<DailyMarketSnapshot>>>>,
     market_symbol_ids_by_date: Arc<BTreeMap<NaiveDate, Vec<u32>>>,
-    factor_by_date: BTreeMap<NaiveDate, Vec<Arc<DailyFactorSnapshot>>>,
+    factor_by_date: Arc<BTreeMap<NaiveDate, Vec<Arc<DailyFactorSnapshot>>>>,
     factor_symbol_ids_by_date: Arc<BTreeMap<NaiveDate, Vec<u32>>>,
-    factor_text_by_date: BTreeMap<NaiveDate, Vec<FactorTextValue>>,
-    factor_text_index: HashMap<(NaiveDate, String, String), FactorTextValue>,
-    candidate_by_date: BTreeMap<NaiveDate, Vec<Arc<CandidateEligibility>>>,
+    factor_text_by_date: Arc<BTreeMap<NaiveDate, Vec<FactorTextValue>>>,
+    factor_text_index: Arc<HashMap<(NaiveDate, String, String), FactorTextValue>>,
+    candidate_by_date: Arc<BTreeMap<NaiveDate, Vec<Arc<CandidateEligibility>>>>,
     candidate_symbol_ids_by_date: Arc<BTreeMap<NaiveDate, Vec<u32>>>,
-    corporate_actions_by_date: BTreeMap<NaiveDate, Vec<CorporateAction>>,
+    corporate_actions_by_date: Arc<BTreeMap<NaiveDate, Vec<CorporateAction>>>,
     execution_quotes_by_date: HashMap<NaiveDate, HashMap<String, Vec<IntradayExecutionQuote>>>,
-    order_book_depth_index: HashMap<(NaiveDate, String), Vec<IntradayOrderBookDepthLevel>>,
-    benchmark_by_date: BTreeMap<NaiveDate, BenchmarkSnapshot>,
+    order_book_depth_index: Arc<HashMap<(NaiveDate, String), Vec<IntradayOrderBookDepthLevel>>>,
+    benchmark_by_date: Arc<BTreeMap<NaiveDate, BenchmarkSnapshot>>,
     market_series_by_symbol: Arc<AHashMap<String, Arc<SymbolPriceSeries>>>,
     adjusted_close_series_by_symbol: Arc<AHashMap<String, Arc<AdjustedCloseSeries>>>,
     market_series_by_symbol_id: Arc<Vec<Option<Arc<SymbolPriceSeries>>>>,
     adjusted_close_series_by_symbol_id: Arc<Vec<Option<Arc<AdjustedCloseSeries>>>>,
-    benchmark_series_cache: BenchmarkPriceSeries,
+    benchmark_series_cache: Arc<BenchmarkPriceSeries>,
     symbol_id_by_code: Arc<AHashMap<String, u32>>,
     eligible_universe_by_date: Arc<OnceLock<BTreeMap<NaiveDate, Vec<EligibleUniverseSnapshot>>>>,
     benchmark_code: String,
-    futures_params_by_symbol: HashMap<String, Vec<FuturesTradingParameter>>,
+    futures_params_by_symbol: Arc<HashMap<String, Vec<FuturesTradingParameter>>>,
 }
 
 impl DataSet {
@@ -1394,29 +1394,29 @@ impl DataSet {
         let futures_params_by_symbol = build_futures_params_index(futures_params);
 
         Ok(Self {
-            instruments,
-            calendar,
-            market_by_date,
+            instruments: Arc::new(instruments),
+            calendar: Arc::new(calendar),
+            market_by_date: Arc::new(market_by_date),
             market_symbol_ids_by_date: Arc::new(market_symbol_ids_by_date),
-            factor_by_date,
+            factor_by_date: Arc::new(factor_by_date),
             factor_symbol_ids_by_date: Arc::new(factor_symbol_ids_by_date),
-            factor_text_by_date,
-            factor_text_index,
-            candidate_by_date,
+            factor_text_by_date: Arc::new(factor_text_by_date),
+            factor_text_index: Arc::new(factor_text_index),
+            candidate_by_date: Arc::new(candidate_by_date),
             candidate_symbol_ids_by_date: Arc::new(candidate_symbol_ids_by_date),
-            corporate_actions_by_date,
+            corporate_actions_by_date: Arc::new(corporate_actions_by_date),
             execution_quotes_by_date,
-            order_book_depth_index,
-            benchmark_by_date,
+            order_book_depth_index: Arc::new(order_book_depth_index),
+            benchmark_by_date: Arc::new(benchmark_by_date),
             market_series_by_symbol: Arc::new(market_series_by_symbol),
             adjusted_close_series_by_symbol: Arc::new(adjusted_close_series_by_symbol),
             market_series_by_symbol_id: Arc::new(market_series_by_symbol_id),
             adjusted_close_series_by_symbol_id: Arc::new(adjusted_close_series_by_symbol_id),
-            benchmark_series_cache,
+            benchmark_series_cache: Arc::new(benchmark_series_cache),
             symbol_id_by_code: Arc::new(symbol_id_by_code),
             eligible_universe_by_date: Arc::new(OnceLock::new()),
             benchmark_code,
-            futures_params_by_symbol,
+            futures_params_by_symbol: Arc::new(futures_params_by_symbol),
         })
     }
 
@@ -3709,6 +3709,58 @@ mod tests {
         }
     }
 
+    #[test]
+    fn dataset_clone_shares_immutable_base_and_isolates_execution_quotes() {
+        let date = NaiveDate::parse_from_str("2025-01-02", "%Y-%m-%d").unwrap();
+        let data = DataSet::from_components(
+            vec![Instrument {
+                symbol: "000001.SZ".to_string(),
+                name: "平安银行".to_string(),
+                board: "SZ".to_string(),
+                round_lot: 100,
+                listed_at: None,
+                delisted_at: None,
+                status: "active".to_string(),
+            }],
+            vec![market_row("2025-01-02", 10.0, 1_000_000)],
+            Vec::new(),
+            Vec::new(),
+            vec![benchmark_row("2025-01-02", 12.0)],
+        )
+        .unwrap();
+        let mut run_data = data.clone();
+
+        assert!(Arc::ptr_eq(&data.instruments, &run_data.instruments));
+        assert!(Arc::ptr_eq(&data.market_by_date, &run_data.market_by_date));
+        assert!(Arc::ptr_eq(&data.factor_by_date, &run_data.factor_by_date));
+        assert!(Arc::ptr_eq(
+            &data.candidate_by_date,
+            &run_data.candidate_by_date
+        ));
+        assert!(Arc::ptr_eq(
+            &data.benchmark_by_date,
+            &run_data.benchmark_by_date
+        ));
+
+        run_data.add_execution_quotes(vec![IntradayExecutionQuote {
+            date,
+            timestamp: NaiveDateTime::parse_from_str("2025-01-02 10:18:00", "%Y-%m-%d %H:%M:%S")
+                .unwrap(),
+            symbol: "000001.SZ".to_string(),
+            last_price: 10.01,
+            bid1: 10.0,
+            ask1: 10.01,
+            bid1_volume: 10_000,
+            ask1_volume: 10_000,
+            volume_delta: 10_000,
+            amount_delta: 100_100.0,
+            trading_phase: Some("continuous".to_string()),
+        }]);
+
+        assert_eq!(data.execution_quote_count(), 0);
+        assert_eq!(run_data.execution_quote_count(), 1);
+    }
+
     #[test]
     fn baseline_selection_uses_structured_instrument_dates_and_status_only() {
         let date = NaiveDate::parse_from_str("2025-01-02", "%Y-%m-%d").unwrap();