perf: project stock snapshot fields by strategy

crates/fidc-core/src/platform_expr_strategy.rs

@@ -742,6 +742,13 @@ struct StockRollingRequirements {
     fields: BTreeSet<(StockRollingField, usize)>,
 }
 
+#[derive(Debug, Clone, Copy, Default, PartialEq, Eq)]
+struct StockSnapshotFieldRequirements {
+    amount: bool,
+    touched_upper_limit: bool,
+    touched_lower_limit: bool,
+}
+
 impl StockRollingRequirements {
     fn require(&mut self, field: StockRollingField, lookback: usize) {
         if lookback > 0 {
@@ -1046,6 +1053,7 @@ pub struct PlatformExprStrategy {
     selection_quote_usage: StockFilterQuoteUsage,
     stock_rolling_requirements: StockRollingRequirements,
     stock_current_rolling_mean_required: bool,
+    stock_snapshot_field_requirements: StockSnapshotFieldRequirements,
     stock_extra_factors_required: bool,
     stock_extra_factor_identifiers: BTreeSet<String>,
     stock_extra_factor_map_required: bool,
@@ -1325,6 +1333,8 @@ impl PlatformExprStrategy {
         let stock_rolling_requirements = Self::stock_rolling_requirements_for_config(&config);
         let stock_current_rolling_mean_required =
             Self::stock_current_rolling_mean_required_for_config(&config);
+        let stock_snapshot_field_requirements =
+            Self::stock_snapshot_field_requirements_for_config(&config);
         let stock_extra_factors_required =
             Self::stock_extra_factors_required_for_config(&config, &prelude_declared_identifiers);
         let stock_extra_factor_identifiers =
@@ -1368,6 +1378,7 @@ impl PlatformExprStrategy {
             selection_quote_usage,
             stock_rolling_requirements,
             stock_current_rolling_mean_required,
+            stock_snapshot_field_requirements,
             stock_extra_factors_required,
             stock_extra_factor_identifiers,
             stock_extra_factor_map_required,
@@ -4137,7 +4148,9 @@ impl PlatformExprStrategy {
         let stock_volume_ma20 = volume_rolling(2);
         let stock_volume_ma60 = volume_rolling(3);
         let stock_volume_ma100 = volume_rolling(4);
-        let touched_upper_limit = if intraday_same_day_factor {
+        let touched_upper_limit = if !self.stock_snapshot_field_requirements.touched_upper_limit {
+            false
+        } else if intraday_same_day_factor {
             !market.paused
                 && (market.is_at_upper_limit_price(market.close)
                     || market.is_at_upper_limit_price(market.open)
@@ -4156,7 +4169,9 @@ impl PlatformExprStrategy {
                     || feature_market.is_at_upper_limit_price(feature_market.open)
                     || feature_market.is_at_upper_limit_price(feature_market.day_open))
         };
-        let touched_lower_limit = if intraday_same_day_factor {
+        let touched_lower_limit = if !self.stock_snapshot_field_requirements.touched_lower_limit {
+            false
+        } else if intraday_same_day_factor {
             !market.paused
                 && (market.is_at_lower_limit_price(market.close)
                     || market.is_at_lower_limit_price(market.open)
@@ -4175,7 +4190,9 @@ impl PlatformExprStrategy {
                     || feature_market.is_at_lower_limit_price(feature_market.open)
                     || feature_market.is_at_lower_limit_price(feature_market.day_open))
         };
-        let amount = if intraday_same_day_factor {
+        let amount = if !self.stock_snapshot_field_requirements.amount {
+            0.0
+        } else if intraday_same_day_factor {
             f64::NAN
         } else {
             factor.extra_factors.get("amount").copied().unwrap_or(0.0)
@@ -10052,6 +10069,43 @@ impl PlatformExprStrategy {
         false
     }
 
+    fn stock_snapshot_field_requirements_for_config(
+        config: &PlatformExprStrategyConfig,
+    ) -> StockSnapshotFieldRequirements {
+        if Self::has_stock_explicit_actions(config)
+            || Self::stock_extra_factor_map_required_for_config(config)
+        {
+            return StockSnapshotFieldRequirements {
+                amount: true,
+                touched_upper_limit: true,
+                touched_lower_limit: true,
+            };
+        }
+
+        let mut identifiers = BTreeSet::new();
+        for expr in [
+            config.prelude.as_str(),
+            config.stock_filter_expr.as_str(),
+            config.buy_scale_expr.as_str(),
+            config.stop_loss_expr.as_str(),
+            config.take_profit_expr.as_str(),
+            config.rank_expr.as_str(),
+            config.market_cap_field.as_str(),
+            config.rank_by.as_str(),
+        ] {
+            identifiers.extend(Self::extract_identifier_candidates(&Self::normalize_expr(
+                expr,
+            )));
+        }
+        StockSnapshotFieldRequirements {
+            amount: identifiers.contains("amount"),
+            touched_upper_limit: identifiers.contains("touched_upper_limit")
+                || identifiers.contains("hit_upper_limit"),
+            touched_lower_limit: identifiers.contains("touched_lower_limit")
+                || identifiers.contains("hit_lower_limit"),
+        }
+    }
+
     fn stock_extra_factors_required_for_config(
         config: &PlatformExprStrategyConfig,
         prelude_declared_identifiers: &BTreeSet<String>,
@@ -12622,7 +12676,8 @@ mod tests {
         PlatformPortfolioDrawdownController, PlatformRebalanceSchedule, PlatformScheduleFrequency,
         PlatformStopTakeReferencePriceMode, PlatformTradeAction, PlatformUniverseActionKind,
         RuntimeHelperResolution, SelectionRiskDeferral, StockFilterQuoteUsage,
-        framework_stock_rolling_factor_requirement, scheduled_position_exposure,
+        StockSnapshotFieldRequirements, framework_stock_rolling_factor_requirement,
+        scheduled_position_exposure,
     };
     use crate::{
         AlgoOrderStyle, BenchmarkSnapshot, CandidateEligibility, CorporateAction,
@@ -14460,6 +14515,38 @@ mod tests {
         );
     }
 
+    #[test]
+    fn stock_snapshot_fields_are_loaded_only_when_the_strategy_uses_them() {
+        let base = PlatformExprStrategy::new(PlatformExprStrategyConfig::microcap_rotation());
+        assert_eq!(
+            base.stock_snapshot_field_requirements,
+            StockSnapshotFieldRequirements::default()
+        );
+
+        let mut direct = PlatformExprStrategyConfig::microcap_rotation();
+        direct.stock_filter_expr =
+            "amount > 0.0 && hit_upper_limit && !touched_lower_limit".to_string();
+        assert_eq!(
+            PlatformExprStrategy::new(direct).stock_snapshot_field_requirements,
+            StockSnapshotFieldRequirements {
+                amount: true,
+                touched_upper_limit: true,
+                touched_lower_limit: true,
+            }
+        );
+
+        let mut dynamic_map = PlatformExprStrategyConfig::microcap_rotation();
+        dynamic_map.stock_filter_expr = "factors[\"custom_alpha\"] > 0.0".to_string();
+        assert_eq!(
+            PlatformExprStrategy::new(dynamic_map).stock_snapshot_field_requirements,
+            StockSnapshotFieldRequirements {
+                amount: true,
+                touched_upper_limit: true,
+                touched_lower_limit: true,
+            }
+        );
+    }
+
     #[test]
     fn platform_expr_missing_requested_factor_does_not_default_to_zero() {
         let date = d(2025, 5, 19);
@@ -17918,7 +18005,9 @@ mod tests {
             order_events: &[],
             fills: &[],
         };
-        let strategy = PlatformExprStrategy::new(PlatformExprStrategyConfig::microcap_rotation());
+        let mut cfg = PlatformExprStrategyConfig::microcap_rotation();
+        cfg.stock_filter_expr = "touched_upper_limit || touched_lower_limit".to_string();
+        let strategy = PlatformExprStrategy::new(cfg);
 
         let stock = strategy
             .stock_state_with_factor_date(&ctx, date, date, symbol)
@@ -18054,7 +18143,9 @@ mod tests {
             order_events: &[],
             fills: &[],
         };
-        let strategy = PlatformExprStrategy::new(PlatformExprStrategyConfig::microcap_rotation());
+        let mut cfg = PlatformExprStrategyConfig::microcap_rotation();
+        cfg.stock_filter_expr = "touched_upper_limit".to_string();
+        let strategy = PlatformExprStrategy::new(cfg);
 
         let stock = strategy
             .stock_state_with_factor_date(&ctx, date, factor_date, symbol)
@@ -18159,7 +18250,7 @@ mod tests {
         };
         let mut cfg = PlatformExprStrategyConfig::microcap_rotation();
         cfg.signal_symbol = symbol.to_string();
-        cfg.stock_filter_expr = "true".to_string();
+        cfg.stock_filter_expr = "touched_upper_limit".to_string();
         cfg.benchmark_short_ma_days = 1;
         cfg.benchmark_long_ma_days = 1;
         let strategy = PlatformExprStrategy::new(cfg);
@@ -21829,7 +21920,7 @@ mod tests {
         cfg.market_cap_upper_expr = "100".to_string();
         cfg.selection_limit_expr = "1".to_string();
         cfg.stock_filter_expr =
-            "last_price <= 0 || (!at_upper_limit && !at_lower_limit)".to_string();
+            "amount >= 0 && (last_price <= 0 || (!at_upper_limit && !at_lower_limit))".to_string();
         cfg.exposure_expr = "1.0".to_string();
         let mut strategy = PlatformExprStrategy::new(cfg);