From 914820cc072c1783a8285aba524d829613e44380 Mon Sep 17 00:00:00 2001
From: boris <shuaibo.zhang@hotmail.com>
Date: Fri, 4 Sep 2026 22:55:03 +0800
Subject: [PATCH] perf: skip unused standard rolling lookup

---
 crates/fidc-core/src/data.rs | 12 ++++++++++--
 1 file changed, 10 insertions(+), 2 deletions(-)

diff --git a/crates/fidc-core/src/data.rs b/crates/fidc-core/src/data.rs
index 33d3ec4..1dfd4e7 100644
--- a/crates/fidc-core/src/data.rs
+++ b/crates/fidc-core/src/data.rs
@@ -2061,10 +2061,18 @@ impl DataSet {
         volume_lookbacks: &[usize; 5],
         include_now: bool,
     ) -> StandardRollingMeans {
+        let close_required = close_lookbacks.iter().any(|lookback| *lookback > 0);
+        let volume_required = volume_lookbacks.iter().any(|lookback| *lookback > 0);
+        if !close_required && !volume_required {
+            return StandardRollingMeans {
+                close: [None; 7],
+                volume: [None; 5],
+            };
+        }
         // Both series are built from the same market-date sequence. Reuse the
         // indexed boundary lookup instead of repeating it for close and volume.
         let series_end = self.market_series_end_index_by_symbol_id(date, symbol_id, include_now);
-        let close = if close_lookbacks.iter().any(|lookback| *lookback > 0) {
+        let close = if close_required {
             self.adjusted_close_series_by_symbol_id(symbol_id)
                 .map(|series| {
                     series_end
@@ -2077,7 +2085,7 @@ impl DataSet {
         } else {
             [None; 7]
         };
-        let volume = if volume_lookbacks.iter().any(|lookback| *lookback > 0) {
+        let volume = if volume_required {
             self.market_series_by_symbol_id(symbol_id)
                 .map(|series| {
                     series_end