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perf(data): compact immutable snapshots with current execution rules

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boris
2026-09-12 16:02:24 +08:00
parent ffd23b9920
commit 828690a51e
22 changed files with 1430 additions and 1058 deletions
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crates/fidc-core/src/portfolio.rs
+12 -12
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@@ -1641,7 +1641,7 @@ mod tests {
vec![
DailyMarketSnapshot {
date: prev_date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: None,
day_open: 10.0,
open: 10.0,
@@ -1664,7 +1664,7 @@ mod tests {
},
DailyMarketSnapshot {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: None,
day_open: 10.5,
open: 10.5,
@@ -1688,18 +1688,18 @@ mod tests {
],
vec![DailyFactorSnapshot {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 50.0,
free_float_cap_bn: 45.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
}],
vec![CandidateEligibility {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -1754,7 +1754,7 @@ mod tests {
}],
vec![DailyMarketSnapshot {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: None,
day_open: 10.5,
open: 10.5,
@@ -1777,18 +1777,18 @@ mod tests {
}],
vec![DailyFactorSnapshot {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 50.0,
free_float_cap_bn: 45.0,
pe_ttm: 10.0,
turnover_ratio: Some(1.0),
effective_turnover_ratio: Some(1.0),
adjustment_factor_backward1: None,
extra_factors: BTreeMap::new(),
extra_factors: Default::default(),
}],
vec![CandidateEligibility {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -1840,7 +1840,7 @@ mod tests {
}],
vec![DailyMarketSnapshot {
date: prev_date,
symbol: "601028.SH".to_string(),
symbol: "601028.SH".into(),
timestamp: None,
day_open: 10.2,
open: 10.2,
@@ -1923,7 +1923,7 @@ mod tests {
vec![
DailyMarketSnapshot {
date: buy_date,
symbol: symbol.to_string(),
symbol: symbol.into(),
timestamp: None,
day_open: 2.99,
open: 2.99,
@@ -1946,7 +1946,7 @@ mod tests {
},
DailyMarketSnapshot {
date: next_date,
symbol: symbol.to_string(),
symbol: symbol.into(),
timestamp: None,
day_open: 3.03,
open: 3.03,