perf: keep ranked candidate states transient

crates/fidc-core/src/platform_expr_strategy.rs

@@ -3981,32 +3981,6 @@ impl PlatformExprStrategy {
         )
     }
 
-    fn selection_stock_state_with_factor_date_from_views<'a>(
-        &self,
-        ctx: &StrategyContext<'a>,
-        date: NaiveDate,
-        factor_date: NaiveDate,
-        symbol: &str,
-        execution_day: &DailySnapshotView<'a>,
-        factor_day: &DailySnapshotView<'a>,
-    ) -> Result<Arc<StockExpressionState>, BacktestError> {
-        let source = ViewStockStateSnapshotSource {
-            execution: execution_day,
-            factor: factor_day,
-            same_date: factor_date == date,
-        };
-        let use_intraday_quote = self.selection_quote_usage != StockFilterQuoteUsage::DailyOnly;
-        self.stock_state_with_factor_date_and_time_from_source(
-            ctx,
-            date,
-            factor_date,
-            symbol,
-            None,
-            use_intraday_quote,
-            &source,
-        )
-    }
-
     #[allow(clippy::too_many_arguments)]
     fn uncached_selection_stock_state_from_views_by_symbol_id<'a>(
         &self,
@@ -9497,6 +9471,7 @@ impl PlatformExprStrategy {
         )
     }
 
+    #[cfg(test)]
     fn selectable_universe_on_with_options(
         &self,
         ctx: &StrategyContext<'_>,
@@ -9514,6 +9489,7 @@ impl PlatformExprStrategy {
         .0
     }
 
+    #[cfg(test)]
     fn selection_universe_and_risk_decisions_with_options(
         &self,
         ctx: &StrategyContext<'_>,
@@ -10190,28 +10166,23 @@ impl PlatformExprStrategy {
             return Ok((selected, diagnostics, risk_decisions));
         }
 
-        let universe = universe_symbol_ids
-            .into_iter()
-            .map(|symbol_id| {
-                let factor = universe_factor_day
-                    .factor(symbol_id)
-                    .expect("market-cap order references missing factor row");
-                EligibleUniverseSnapshot {
-                    symbol: factor.symbol.clone(),
-                    market_cap_bn: decision_market_cap_bn(factor),
-                    free_float_cap_bn: decision_free_float_cap_bn(factor),
-                }
-            })
-            .collect::<Vec<_>>();
-
         let mut candidates = Vec::new();
         let mut missing_rank_count = 0usize;
         let mut missing_rank_examples = Vec::new();
-        for candidate in universe {
-            let stock = self.selection_stock_state_with_factor_date_from_views(
+        for symbol_id in universe_symbol_ids {
+            let factor = universe_factor_day
+                .factor(symbol_id)
+                .expect("market-cap order references missing factor row");
+            let candidate = EligibleUniverseSnapshot {
+                symbol: factor.symbol.clone(),
+                market_cap_bn: decision_market_cap_bn(factor),
+                free_float_cap_bn: decision_free_float_cap_bn(factor),
+            };
+            let stock = self.uncached_selection_stock_state_from_views_by_symbol_id(
                 ctx,
                 date,
                 stock_factor_date,
+                symbol_id,
                 &candidate.symbol,
                 &execution_day,
                 &factor_day,
@@ -10926,20 +10897,31 @@ impl PlatformExprStrategy {
         } else {
             SelectionRiskDeferral::None
         };
-        let universe = self.selectable_universe_on_with_options(
+        let (universe_symbol_ids, _) = self.selection_symbol_ids_and_risk_decisions_with_options(
             ctx,
             date,
             universe_factor_date,
             selection_risk_deferral,
+            false,
         );
         let execution_day = ctx.data.daily_snapshot_view(date);
+        let universe_factor_day = ctx.data.daily_snapshot_view(universe_factor_date);
         let factor_day = ctx.data.daily_snapshot_view(stock_factor_date);
         let quote_candidate_limit = self.quote_plan_candidate_limit(selection_limit);
-        for candidate in universe {
-            let stock = self.selection_stock_state_with_factor_date_from_views(
+        for symbol_id in universe_symbol_ids {
+            let factor = universe_factor_day
+                .factor(symbol_id)
+                .expect("market-cap order references missing factor row");
+            let candidate = EligibleUniverseSnapshot {
+                symbol: factor.symbol.clone(),
+                market_cap_bn: decision_market_cap_bn(factor),
+                free_float_cap_bn: decision_free_float_cap_bn(factor),
+            };
+            let stock = self.uncached_selection_stock_state_from_views_by_symbol_id(
                 ctx,
                 date,
                 stock_factor_date,
+                symbol_id,
                 &candidate.symbol,
                 &execution_day,
                 &factor_day,
@@ -11001,7 +10983,7 @@ impl PlatformExprStrategy {
         let mut processed_scope = 0usize;
         for (symbol, _, stock) in &candidates {
             processed_scope += 1;
-            if !self.stock_passes_quote_plan_filter(ctx, day, &stock, quote_usage)? {
+            if !self.stock_passes_quote_plan_filter(ctx, day, stock, quote_usage)? {
                 if diagnostics.len() < 12 {
                     diagnostics.push(format!("{symbol} quote_plan rejected by stock_expr"));
                 }
@@ -11019,7 +11001,7 @@ impl PlatformExprStrategy {
                 continue;
             }
             if quote_usage == StockFilterQuoteUsage::IntradayQuote
-                && !self.stock_passes_expr(ctx, day, &stock)?
+                && !self.stock_passes_expr(ctx, day, stock)?
             {
                 if diagnostics.len() < 12 {
                     diagnostics.push(format!("{symbol} quote_plan rejected by stock_expr"));