跳过零管理费无效集合复制

crates/fidc-core/src/engine.rs

@@ -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 management_fee_report = if portfolio.management_fee_rate() <= 0.0 {
-            let subscriptions_snapshot = self.subscriptions.clone();
+                BrokerExecutionReport::default()
-            let management_fee_report = self.apply_management_fee(
+            } else {
-                execution_date,
+                // The strategy context needs an immutable view while the
-                decision_date,
+                // engine mutably invokes the strategy. Avoid cloning these
-                decision_index,
+                // potentially large sets unless management fees are enabled.
-                &mut portfolio,
+                let dynamic_universe_snapshot = self.dynamic_universe.clone();
-                &post_close_open_orders,
+                let subscriptions_snapshot = self.subscriptions.clone();
-                dynamic_universe_snapshot.as_ref(),
+                self.apply_management_fee(
-                &subscriptions_snapshot,
+                    execution_date,
-                &mut process_events,
+                    decision_date,
-                result.order_events.as_slice(),
+                    decision_index,
-                result.fills.as_slice(),
+                    &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,