优化日线候选和成交量窗口索引

crates/fidc-core/src/data.rs

@@ -487,6 +487,7 @@ struct SymbolPriceSeries {
     last_prefix: Vec<f64>,
     valid_volume_sum_prefix: Vec<f64>,
     valid_volume_count_prefix: Vec<usize>,
+    valid_volume_start_by_count: Vec<usize>,
 }
 
 #[derive(Debug, Clone)]
@@ -706,6 +707,14 @@ impl SymbolPriceSeries {
                     + usize::from(valid),
             );
         }
+        let valid_volume_count = valid_volume_count_prefix
+            .last()
+            .copied()
+            .unwrap_or_default();
+        let mut valid_volume_start_by_count = vec![0usize; valid_volume_count + 1];
+        for (index, count) in valid_volume_count_prefix.iter().copied().enumerate() {
+            valid_volume_start_by_count[count] = index;
+        }
 
         Self {
             symbol,
@@ -735,6 +744,7 @@ impl SymbolPriceSeries {
             last_prefix,
             valid_volume_sum_prefix,
             valid_volume_count_prefix,
+            valid_volume_start_by_count,
         }
     }
 
@@ -883,9 +893,8 @@ impl SymbolPriceSeries {
             return None;
         }
         let target_count = valid_count - lookback;
-        let start = self.valid_volume_count_prefix[..=end]
+        let start = *self.valid_volume_start_by_count.get(target_count)?;
-            .partition_point(|count| *count <= target_count)
+        debug_assert!(start <= end);
-            .saturating_sub(1);
         Some((start, end))
     }
 
@@ -2326,6 +2335,20 @@ impl DataSet {
             .unwrap_or_default()
     }
 
+    pub fn factor_snapshot_rows_on(&self, date: NaiveDate) -> &[Arc<DailyFactorSnapshot>] {
+        self.factor_by_date
+            .get(&date)
+            .map(Vec::as_slice)
+            .unwrap_or(&[])
+    }
+
+    pub fn factor_symbol_ids_on(&self, date: NaiveDate) -> &[u32] {
+        self.factor_symbol_ids_by_date
+            .get(&date)
+            .map(Vec::as_slice)
+            .unwrap_or(&[])
+    }
+
     pub fn factor_text_snapshots_on(&self, date: NaiveDate) -> Vec<&FactorTextValue> {
         self.factor_text_by_date
             .get(&date)

crates/fidc-core/src/platform_expr_strategy.rs

@@ -7951,7 +7951,10 @@ impl PlatformExprStrategy {
         selection_risk_deferral: SelectionRiskDeferral,
     ) -> Vec<EligibleUniverseSnapshot> {
         let mut rows = Vec::new();
-        for factor in ctx.data.factor_snapshots_on(factor_date) {
+        let factor_rows = ctx.data.factor_snapshot_rows_on(factor_date);
+        let factor_symbol_ids = ctx.data.factor_symbol_ids_on(factor_date);
+        debug_assert_eq!(factor_rows.len(), factor_symbol_ids.len());
+        for (factor, symbol_id) in factor_rows.iter().zip(factor_symbol_ids.iter().copied()) {
             if factor.market_cap_bn <= 0.0 || !factor.market_cap_bn.is_finite() {
                 continue;
             }
@@ -7959,14 +7962,15 @@ impl PlatformExprStrategy {
                 continue;
             }
             let synthetic_candidate;
-            let candidate = if let Some(candidate) = ctx.data.candidate(date, &factor.symbol) {
+            let candidate =
-                candidate
+                if let Some(candidate) = ctx.data.candidate_by_symbol_id(date, symbol_id) {
-            } else {
+                    candidate
-                synthetic_candidate =
+                } else {
-                    crate::data::missing_candidate_risk_state(date, &factor.symbol);
+                    synthetic_candidate =
-                &synthetic_candidate
+                        crate::data::missing_candidate_risk_state(date, &factor.symbol);
-            };
+                    &synthetic_candidate
-            let Some(market) = ctx.data.market(date, &factor.symbol) else {
+                };
+            let Some(market) = ctx.data.market_by_symbol_id(date, symbol_id) else {
                 continue;
             };
             if let Some(_reason) =
@@ -8021,19 +8025,23 @@ impl PlatformExprStrategy {
         selection_risk_deferral: SelectionRiskDeferral,
     ) -> Vec<FidcRiskDecisionAudit> {
         let mut decisions = Vec::new();
-        for factor in ctx.data.factor_snapshots_on(factor_date) {
+        let factor_rows = ctx.data.factor_snapshot_rows_on(factor_date);
+        let factor_symbol_ids = ctx.data.factor_symbol_ids_on(factor_date);
+        debug_assert_eq!(factor_rows.len(), factor_symbol_ids.len());
+        for (factor, symbol_id) in factor_rows.iter().zip(factor_symbol_ids.iter().copied()) {
             if ctx.has_dynamic_universe() && !ctx.dynamic_universe_contains(&factor.symbol) {
                 continue;
             }
             let synthetic_candidate;
-            let candidate = if let Some(candidate) = ctx.data.candidate(date, &factor.symbol) {
+            let candidate =
-                candidate
+                if let Some(candidate) = ctx.data.candidate_by_symbol_id(date, symbol_id) {
-            } else {
+                    candidate
-                synthetic_candidate =
+                } else {
-                    crate::data::missing_candidate_risk_state(date, &factor.symbol);
+                    synthetic_candidate =
-                &synthetic_candidate
+                        crate::data::missing_candidate_risk_state(date, &factor.symbol);
-            };
+                    &synthetic_candidate
-            let Some(market) = ctx.data.market(date, &factor.symbol) else {
+                };
+            let Some(market) = ctx.data.market_by_symbol_id(date, symbol_id) else {
                 continue;
             };
             if let Some(decision) = ChinaAShareRiskControl::selection_rejection_decision_with_config(