跳过零管理费无效集合复制

crates/fidc-core/src/engine.rs

@@ -2952,9 +2952,15 @@ 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 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();
-            let management_fee_report = self.apply_management_fee(
+                self.apply_management_fee(
                     execution_date,
                     decision_date,
                     decision_index,
@@ -2965,7 +2971,8 @@ where
                     &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,