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perf: reuse expression scope identifiers and dates

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boris
2026-09-06 17:37:12 +08:00
parent 630a7a16c9
commit 840473362d
1 changed files with 14 additions and 11 deletions
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crates/fidc-core/src/platform_expr_strategy.rs
+14 -11
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@@ -4,7 +4,7 @@ use std::sync::Arc;
use ahash::{AHashMap, AHashSet};
use chrono::{Datelike, Duration, NaiveDate, NaiveDateTime, NaiveTime, Timelike};
use rhai::{AST, Dynamic, Engine, Map, Scope};
use rhai::{AST, Dynamic, Engine, ImmutableString, Map, Scope};
use crate::broker::{MatchingType, RebalanceCashMode, SlippageModel};
use crate::cost::ChinaAShareCostModel;
@@ -626,6 +626,9 @@ impl ProjectedOrderValueResult {
#[derive(Debug, Clone)]
struct DayExpressionState {
date: NaiveDate,
trade_date_text: ImmutableString,
decision_date_text: ImmutableString,
execution_date_text: ImmutableString,
signal_open: f64,
signal_close: f64,
benchmark_open: f64,
@@ -925,13 +928,13 @@ impl<'a> SelectiveExpressionScope<'a> {
fn push<T: Into<Dynamic>>(&mut self, name: &str, value: T) -> &mut Self {
if self.requires(name) {
self.inner.push_dynamic(name.to_string(), value.into());
self.inner.push_dynamic(name, value.into());
}
self
}
fn push_required<T: Into<Dynamic>>(&mut self, name: &str, value: T) -> &mut Self {
self.inner.push_dynamic(name.to_string(), value.into());
self.inner.push_dynamic(name, value.into());
self
}
@@ -3895,6 +3898,9 @@ impl PlatformExprStrategy {
Ok(DayExpressionState {
date,
trade_date_text: date.to_string().into(),
decision_date_text: ctx.decision_date.to_string().into(),
execution_date_text: ctx.execution_date.to_string().into(),
signal_open,
signal_close,
benchmark_open,
@@ -4541,14 +4547,11 @@ impl PlatformExprStrategy {
include_process_event_counts: bool,
) -> Scope<'static> {
let mut scope = SelectiveExpressionScope::new(scope_identifiers);
let trade_date = day.date.format("%Y-%m-%d").to_string();
let decision_date = ctx.decision_date.format("%Y-%m-%d").to_string();
let execution_date = ctx.execution_date.format("%Y-%m-%d").to_string();
scope.push("trade_date", trade_date.clone());
scope.push("current_date", trade_date.clone());
scope.push("date", trade_date);
scope.push("decision_date", decision_date);
scope.push("execution_date", execution_date);
scope.push("trade_date", day.trade_date_text.clone());
scope.push("current_date", day.trade_date_text.clone());
scope.push("date", day.trade_date_text.clone());
scope.push("decision_date", day.decision_date_text.clone());
scope.push("execution_date", day.execution_date_text.clone());
scope.push("signal_open", day.signal_open);
scope.push("signal_close", day.signal_close);
scope.push("benchmark_open", day.benchmark_open);