跳过零管理费无效集合复制

2026-08-26 06:38:19 +08:00
parent 782bc640ff
commit 8b246a63f0
1 changed files with 21 additions and 14 deletions
@@ -2952,20 +2952,27 @@ where
            merge_broker_report(&mut directive_report, futures_daily_settlement_report);
            let futures_expiration_report = self.settle_futures_expirations(execution_date);
            merge_broker_report(&mut directive_report, futures_expiration_report);
-            let dynamic_universe_snapshot = self.dynamic_universe.clone();
-            let subscriptions_snapshot = self.subscriptions.clone();
-            let management_fee_report = self.apply_management_fee(
-                execution_date,
-                decision_date,
-                decision_index,
-                &mut portfolio,
-                &post_close_open_orders,
-                dynamic_universe_snapshot.as_ref(),
-                &subscriptions_snapshot,
-                &mut process_events,
-                result.order_events.as_slice(),
-                result.fills.as_slice(),
-            )?;
+            let management_fee_report = if portfolio.management_fee_rate() <= 0.0 {
+                BrokerExecutionReport::default()
+            } else {
+                // The strategy context needs an immutable view while the
+                // engine mutably invokes the strategy. Avoid cloning these
+                // potentially large sets unless management fees are enabled.
+                let dynamic_universe_snapshot = self.dynamic_universe.clone();
+                let subscriptions_snapshot = self.subscriptions.clone();
+                self.apply_management_fee(
+                    execution_date,
+                    decision_date,
+                    decision_index,
+                    &mut portfolio,
+                    &post_close_open_orders,
+                    dynamic_universe_snapshot.as_ref(),
+                    &subscriptions_snapshot,
+                    &mut process_events,
+                    result.order_events.as_slice(),
+                    result.fills.as_slice(),
+                )?
+            };
            merge_broker_report(&mut directive_report, management_fee_report);
            publish_phase_event(
                &mut self.strategy,