压缩类型化因子并减少运行分配

crates/fidc-core/src/data.rs

@@ -2888,6 +2888,11 @@ fn factor_numeric_value(snapshot: &DailyFactorSnapshot, field: &str) -> Option<f
         "free_float_cap" | "free_float_market_cap" | "free_float_cap_bn" => {
             Some(snapshot.free_float_cap_bn)
         }
+        "free_float_cap_or_market_cap" => Some(
+            (snapshot.free_float_cap_bn.is_finite() && snapshot.free_float_cap_bn > 0.0)
+                .then_some(snapshot.free_float_cap_bn)
+                .unwrap_or(snapshot.market_cap_bn),
+        ),
         "pe_ttm" => Some(snapshot.pe_ttm),
         "turnover_ratio" => snapshot.turnover_ratio,
         "effective_turnover_ratio" => snapshot.effective_turnover_ratio,

crates/fidc-core/src/platform_expr_strategy.rs

@@ -3837,12 +3837,10 @@ impl PlatformExprStrategy {
             allow_sell: candidate.allow_sell,
             touched_upper_limit,
             touched_lower_limit,
-            listed_days: factor
+            listed_days: instrument
-                .extra_factors
+                .and_then(|item| item.listed_at)
-                .get("listed_days")
+                .map(|listed_at| factor_date.signed_duration_since(listed_at).num_days())
-                .copied()
+                .filter(|days| *days >= 0)
-                .filter(|value| value.is_finite() && *value >= 0.0)
-                .map(|value| value.floor() as i64)
                 .unwrap_or(-1),
             stock_ma_short,
             stock_ma_mid,
@@ -4242,6 +4240,11 @@ impl PlatformExprStrategy {
             scope.push_required("day_factors", day_factors);
         }
         if let Some(stock) = stock {
+            let free_float_cap_or_market_cap = if stock.free_float_cap > 0.0 {
+                stock.free_float_cap
+            } else {
+                stock.market_cap
+            };
             let at_upper_limit = Self::price_is_at_or_above_upper_limit(
                 stock.last,
                 stock.upper_limit,
@@ -4258,6 +4261,7 @@ impl PlatformExprStrategy {
             scope.push("free_float_cap", stock.free_float_cap);
             scope.push("free_float_cap_bn", stock.free_float_cap_bn);
             scope.push("free_float_market_cap", stock.free_float_cap);
+            scope.push("free_float_cap_or_market_cap", free_float_cap_or_market_cap);
             scope.push("pe_ttm", stock.pe_ttm);
             scope.push("volume", stock.volume);
             scope.push("minute_volume", stock.minute_volume);
@@ -4362,6 +4366,10 @@ impl PlatformExprStrategy {
                     "free_float_market_cap".into(),
                     Dynamic::from(stock.free_float_cap),
                 );
+                factors.insert(
+                    "free_float_cap_or_market_cap".into(),
+                    Dynamic::from(free_float_cap_or_market_cap),
+                );
                 factors.insert("pe_ttm".into(), Dynamic::from(stock.pe_ttm));
                 factors.insert("volume".into(), Dynamic::from(stock.volume));
                 factors.insert("minute_volume".into(), Dynamic::from(stock.minute_volume));
@@ -7941,6 +7949,11 @@ impl PlatformExprStrategy {
             "market_cap_bn" => Some(stock.market_cap_bn),
             "free_float_cap" | "free_float_market_cap" => Some(stock.free_float_cap),
             "free_float_cap_bn" => Some(stock.free_float_cap_bn),
+            "free_float_cap_or_market_cap" => Some(if stock.free_float_cap > 0.0 {
+                stock.free_float_cap
+            } else {
+                stock.market_cap
+            }),
             "pe_ttm" => Some(stock.pe_ttm),
             "volume" => Some(stock.volume),
             "minute_volume" | "intraday_volume" => Some(stock.minute_volume as f64),
@@ -8584,6 +8597,7 @@ impl PlatformExprStrategy {
                 | "free_float_cap"
                 | "free_float_market_cap"
                 | "free_float_cap_bn"
+                | "free_float_cap_or_market_cap"
                 | "pe_ttm"
                 | "volume"
                 | "minute_volume"
@@ -16187,7 +16201,7 @@ mod tests {
                 name: symbol.to_string(),
                 board: "SZ".to_string(),
                 round_lot: 100,
-                listed_at: Some(d(2020, 1, 1)),
+                listed_at: Some(date - chrono::Duration::days(263)),
                 delisted_at: None,
                 status: "active".to_string(),
             }],
@@ -16222,10 +16236,7 @@ mod tests {
                 pe_ttm: 8.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
-                extra_factors: BTreeMap::from([
+                extra_factors: BTreeMap::from([("touched_upper_limit".to_string(), 1.0)]),
-                    ("listed_days".to_string(), 263.0),
-                    ("touched_upper_limit".to_string(), 1.0),
-                ]),
             }],
             vec![CandidateEligibility {
                 date,