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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/tests/decision_quote_preload.rs
+21 -21
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@@ -105,7 +105,7 @@ fn single_day_quote_plan_data(date: NaiveDate) -> DataSet {
fixture_instruments(),
vec![DailyMarketSnapshot {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some(format!("{date} 15:00:00")),
day_open: 10.0,
open: 10.0,
@@ -128,7 +128,7 @@ fn single_day_quote_plan_data(date: NaiveDate) -> DataSet {
}],
vec![DailyFactorSnapshot {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 10.0,
free_float_cap_bn: 10.0,
pe_ttm: 10.0,
@@ -139,7 +139,7 @@ fn single_day_quote_plan_data(date: NaiveDate) -> DataSet {
}],
vec![CandidateEligibility {
date,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -269,7 +269,7 @@ fn engine_preloads_declared_decision_quotes_for_current_positions() {
vec![
DailyMarketSnapshot {
date: first,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2026-01-05 15:00:00".to_string()),
day_open: 10.0,
open: 10.0,
@@ -292,7 +292,7 @@ fn engine_preloads_declared_decision_quotes_for_current_positions() {
},
DailyMarketSnapshot {
date: second,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2026-01-06 15:00:00".to_string()),
day_open: 10.5,
open: 10.5,
@@ -317,7 +317,7 @@ fn engine_preloads_declared_decision_quotes_for_current_positions() {
vec![
DailyFactorSnapshot {
date: first,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 10.0,
free_float_cap_bn: 10.0,
pe_ttm: 10.0,
@@ -328,7 +328,7 @@ fn engine_preloads_declared_decision_quotes_for_current_positions() {
},
DailyFactorSnapshot {
date: second,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 10.0,
free_float_cap_bn: 10.0,
pe_ttm: 10.0,
@@ -341,7 +341,7 @@ fn engine_preloads_declared_decision_quotes_for_current_positions() {
vec![
CandidateEligibility {
date: first,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -354,7 +354,7 @@ fn engine_preloads_declared_decision_quotes_for_current_positions() {
},
CandidateEligibility {
date: second,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -439,7 +439,7 @@ fn engine_reuses_preloaded_decision_quotes_without_loader_call() {
vec![
DailyMarketSnapshot {
date: first,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2026-01-05 15:00:00".to_string()),
day_open: 10.0,
open: 10.0,
@@ -462,7 +462,7 @@ fn engine_reuses_preloaded_decision_quotes_without_loader_call() {
},
DailyMarketSnapshot {
date: second,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2026-01-06 15:00:00".to_string()),
day_open: 10.5,
open: 10.5,
@@ -487,7 +487,7 @@ fn engine_reuses_preloaded_decision_quotes_without_loader_call() {
vec![
DailyFactorSnapshot {
date: first,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 10.0,
free_float_cap_bn: 10.0,
pe_ttm: 10.0,
@@ -498,7 +498,7 @@ fn engine_reuses_preloaded_decision_quotes_without_loader_call() {
},
DailyFactorSnapshot {
date: second,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 10.0,
free_float_cap_bn: 10.0,
pe_ttm: 10.0,
@@ -511,7 +511,7 @@ fn engine_reuses_preloaded_decision_quotes_without_loader_call() {
vec![
CandidateEligibility {
date: first,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -524,7 +524,7 @@ fn engine_reuses_preloaded_decision_quotes_without_loader_call() {
},
CandidateEligibility {
date: second,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -674,7 +674,7 @@ fn engine_loads_distinct_decision_quote_times_on_same_day() {
vec![
DailyMarketSnapshot {
date: first,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2026-01-05 15:00:00".to_string()),
day_open: 10.0,
open: 10.0,
@@ -697,7 +697,7 @@ fn engine_loads_distinct_decision_quote_times_on_same_day() {
},
DailyMarketSnapshot {
date: second,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
timestamp: Some("2026-01-06 15:00:00".to_string()),
day_open: 10.5,
open: 10.5,
@@ -722,7 +722,7 @@ fn engine_loads_distinct_decision_quote_times_on_same_day() {
vec![
DailyFactorSnapshot {
date: first,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 10.0,
free_float_cap_bn: 10.0,
pe_ttm: 10.0,
@@ -733,7 +733,7 @@ fn engine_loads_distinct_decision_quote_times_on_same_day() {
},
DailyFactorSnapshot {
date: second,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
market_cap_bn: 10.0,
free_float_cap_bn: 10.0,
pe_ttm: 10.0,
@@ -746,7 +746,7 @@ fn engine_loads_distinct_decision_quote_times_on_same_day() {
vec![
CandidateEligibility {
date: first,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,
@@ -759,7 +759,7 @@ fn engine_loads_distinct_decision_quote_times_on_same_day() {
},
CandidateEligibility {
date: second,
symbol: "000001.SZ".to_string(),
symbol: "000001.SZ".into(),
is_st: false,
is_star_st: false,
is_new_listing: false,