perf(engine): share immutable daily factor schemas and numeric buffers

crates/fidc-core/src/data.rs

@@ -4389,13 +4389,7 @@ fn normalize_factor_snapshots(
                     value,
                 });
             }
-            let already_normalized = snapshot.extra_factors.iter().all(|(field, value)| {
+            let already_normalized = snapshot.extra_factors.has_normalized_finite_entries();
-                let trimmed = field.as_str().trim().trim_matches('"').trim_matches('\'');
-                !trimmed.is_empty()
-                    && trimmed == field.as_str()
-                    && trimmed.bytes().all(|byte| !byte.is_ascii_uppercase())
-                    && value.is_finite()
-            });
             if already_normalized {
                 return Ok(snapshot);
             }
@@ -4465,6 +4459,7 @@ fn normalize_daily_snapshot_bundle(
         |row| row.symbol.as_str(),
     )?;
     sort_rows_by_symbol_if_needed(&mut bundle.market, |row| row.symbol.as_str());
+    NumericFactorMap::share_rows(bundle.factors.iter_mut().map(|row| &mut row.extra_factors));
     bundle.factors = normalize_factor_snapshots(bundle.factors)?;
     sort_rows_by_symbol_if_needed(&mut bundle.factors, |row| row.symbol.as_str());
     sort_rows_by_symbol_if_needed(&mut bundle.candidates, |row| row.symbol.as_str());

crates/fidc-core/src/numeric_factors.rs

@@ -8,10 +8,36 @@ use serde::de::{MapAccess, Visitor};
 use serde::ser::SerializeMap;
 use serde::{Deserialize, Deserializer, Serialize, Serializer};
 
+mod shared_rows;
+use shared_rows::{SharedIter, SharedRow};
+
 /// Sorted numeric fields stored contiguously, without a tree node per snapshot.
-#[derive(Clone, Default, PartialEq)]
+#[derive(Clone)]
 pub struct NumericFactorMap {
-    entries: Vec<(CompactString, f64)>,
+    storage: Storage,
+}
+
+#[derive(Clone)]
+enum Storage {
+    Owned(Vec<(CompactString, f64)>),
+    Shared(SharedRow),
+}
+
+impl Default for NumericFactorMap {
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
+impl PartialEq for NumericFactorMap {
+    fn eq(&self, other: &Self) -> bool {
+        self.len() == other.len() && self.iter().eq(other.iter())
+    }
+}
+
+fn normalized_name(name: &str) -> bool {
+    let trimmed = name.trim().trim_matches('"').trim_matches('\'');
+    !trimmed.is_empty() && trimmed == name && !name.bytes().any(|byte| byte.is_ascii_uppercase())
 }
 
 fn compact_key(key: Cow<'static, str>) -> CompactString {
@@ -24,32 +50,70 @@ fn compact_key(key: Cow<'static, str>) -> CompactString {
 impl NumericFactorMap {
     pub const fn new() -> Self {
         Self {
-            entries: Vec::new(),
+            storage: Storage::Owned(Vec::new()),
         }
     }
 
     pub fn len(&self) -> usize {
-        self.entries.len()
+        match &self.storage {
+            Storage::Owned(entries) => entries.len(),
+            Storage::Shared(row) => row.len(),
+        }
     }
     pub fn is_empty(&self) -> bool {
-        self.entries.is_empty()
+        self.len() == 0
     }
     pub fn clear(&mut self) {
-        self.entries.clear();
+        match &mut self.storage {
+            Storage::Owned(entries) => entries.clear(),
+            Storage::Shared(_) => *self = Self::new(),
+        }
+    }
+
+    /// Shares only immutable values; a subsequent mutation owns a private row.
+    pub fn share_rows<'a>(rows: impl IntoIterator<Item = &'a mut Self>) -> usize {
+        shared_rows::share(rows)
+    }
+
+    pub(crate) fn has_normalized_finite_entries(&self) -> bool {
+        match &self.storage {
+            Storage::Owned(entries) => entries.iter().all(|(name, value)| {
+                normalized_name(name) && value.is_finite()
+            }),
+            Storage::Shared(row) => row.has_normalized_finite_entries(),
+        }
+    }
+
+    fn owned_entries(&mut self) -> &mut Vec<(CompactString, f64)> {
+        if matches!(self.storage, Storage::Shared(_)) {
+            let entries = self.iter().map(|(key, value)| (key.clone(), *value)).collect();
+            self.storage = Storage::Owned(entries);
+        }
+        match &mut self.storage {
+            Storage::Owned(entries) => entries,
+            Storage::Shared(_) => unreachable!("shared row was materialized"),
+        }
     }
 
     pub fn get(&self, key: &str) -> Option<&f64> {
-        self.entries
+        match &self.storage {
+            Storage::Owned(entries) => entries
                 .binary_search_by(|(name, _)| name.as_str().cmp(key))
                 .ok()
-            .map(|index| &self.entries[index].1)
+                .map(|index| &entries[index].1),
+            Storage::Shared(row) => row.get(key),
+        }
     }
 
     pub fn get_mut(&mut self, key: &str) -> Option<&mut f64> {
-        self.entries
+        if !self.contains_key(key) {
+            return None;
+        }
+        let entries = self.owned_entries();
+        entries
             .binary_search_by(|(name, _)| name.as_str().cmp(key))
             .ok()
-            .map(|index| &mut self.entries[index].1)
+            .map(|index| &mut entries[index].1)
     }
 
     pub fn contains_key(&self, key: &str) -> bool {
@@ -61,45 +125,51 @@ impl NumericFactorMap {
     }
 
     pub fn insert_compact(&mut self, key: CompactString, value: f64) -> Option<f64> {
-        if self
+        let entries = self.owned_entries();
-            .entries
+        if entries
             .last()
             .is_none_or(|(last, _)| last.as_str() < key.as_str())
         {
-            self.entries.push((key, value));
+            entries.push((key, value));
             return None;
         }
-        match self
+        match entries
-            .entries
             .binary_search_by(|(name, _)| name.as_str().cmp(key.as_str()))
         {
-            Ok(index) => Some(std::mem::replace(&mut self.entries[index].1, value)),
+            Ok(index) => Some(std::mem::replace(&mut entries[index].1, value)),
             Err(index) => {
-                self.entries.insert(index, (key, value));
+                entries.insert(index, (key, value));
                 None
             }
         }
     }
 
     pub fn remove(&mut self, key: &str) -> Option<f64> {
-        self.entries
+        if !self.contains_key(key) {
+            return None;
+        }
+        let entries = self.owned_entries();
+        entries
             .binary_search_by(|(name, _)| name.as_str().cmp(key))
             .ok()
-            .map(|index| self.entries.remove(index).1)
+            .map(|index| entries.remove(index).1)
     }
 
     pub fn retain(&mut self, mut keep: impl FnMut(&CompactString, &mut f64) -> bool) {
-        self.entries.retain_mut(|(key, value)| keep(key, value));
+        self.owned_entries().retain_mut(|(key, value)| keep(key, value));
     }
 
     pub fn iter(&self) -> Iter<'_> {
-        Iter(self.entries.iter())
+        match &self.storage {
+            Storage::Owned(entries) => Iter(IterStorage::Owned(entries.iter())),
+            Storage::Shared(row) => Iter(IterStorage::Shared(row.iter())),
+        }
     }
     pub fn keys(&self) -> impl DoubleEndedIterator<Item = &CompactString> + ExactSizeIterator {
-        self.entries.iter().map(|(key, _)| key)
+        self.iter().map(|(key, _)| key)
     }
     pub fn values(&self) -> impl DoubleEndedIterator<Item = &f64> + ExactSizeIterator {
-        self.entries.iter().map(|(_, value)| value)
+        self.iter().map(|(_, value)| value)
     }
 }
 
@@ -116,19 +186,33 @@ impl Index<&str> for NumericFactorMap {
     }
 }
 
-pub struct Iter<'a>(std::slice::Iter<'a, (CompactString, f64)>);
+pub struct Iter<'a>(IterStorage<'a>);
+
+enum IterStorage<'a> {
+    Owned(std::slice::Iter<'a, (CompactString, f64)>),
+    Shared(SharedIter<'a>),
+}
 impl<'a> Iterator for Iter<'a> {
     type Item = (&'a CompactString, &'a f64);
     fn next(&mut self) -> Option<Self::Item> {
-        self.0.next().map(|(k, v)| (k, v))
+        match &mut self.0 {
+            IterStorage::Owned(iter) => iter.next().map(|(key, value)| (key, value)),
+            IterStorage::Shared(iter) => iter.next(),
+        }
     }
     fn size_hint(&self) -> (usize, Option<usize>) {
-        self.0.size_hint()
+        match &self.0 {
+            IterStorage::Owned(iter) => iter.size_hint(),
+            IterStorage::Shared(iter) => iter.size_hint(),
+        }
     }
 }
 impl DoubleEndedIterator for Iter<'_> {
     fn next_back(&mut self) -> Option<Self::Item> {
-        self.0.next_back().map(|(k, v)| (k, v))
+        match &mut self.0 {
+            IterStorage::Owned(iter) => iter.next_back().map(|(key, value)| (key, value)),
+            IterStorage::Shared(iter) => iter.next_back(),
+        }
     }
 }
 impl ExactSizeIterator for Iter<'_> {}
@@ -143,7 +227,11 @@ impl IntoIterator for NumericFactorMap {
     type Item = (CompactString, f64);
     type IntoIter = std::vec::IntoIter<Self::Item>;
     fn into_iter(self) -> Self::IntoIter {
-        self.entries.into_iter()
+        match self.storage {
+            Storage::Owned(entries) => entries.into_iter(),
+            Storage::Shared(row) => row.iter().map(|(key, value)| (key.clone(), *value))
+                .collect::<Vec<_>>().into_iter(),
+        }
     }
 }
 
@@ -167,7 +255,7 @@ impl FromIterator<(CompactString, f64)> for NumericFactorMap {
                 false
             }
         });
-        Self { entries }
+        Self { storage: Storage::Owned(entries) }
     }
 }
 impl Extend<(Cow<'static, str>, f64)> for NumericFactorMap {
@@ -177,7 +265,7 @@ impl Extend<(Cow<'static, str>, f64)> for NumericFactorMap {
 }
 impl Extend<(CompactString, f64)> for NumericFactorMap {
     fn extend<T: IntoIterator<Item = (CompactString, f64)>>(&mut self, iter: T) {
-        let mut incoming: Self = iter.into_iter().collect();
+        let incoming: Self = iter.into_iter().collect();
         if incoming.is_empty() {
             return;
         }
@@ -185,15 +273,17 @@ impl Extend<(CompactString, f64)> for NumericFactorMap {
             *self = incoming;
             return;
         }
-        if self.entries.last().unwrap().0 < incoming.entries[0].0 {
+        let mut incoming = incoming.into_iter().collect::<Vec<_>>();
-            self.entries.append(&mut incoming.entries);
+        let entries = self.owned_entries();
+        if entries.last().unwrap().0 < incoming[0].0 {
+            entries.append(&mut incoming);
             return;
         }
         // Merge sorted sets in linear time; wide factor batches must not shift
         // the existing vector once per field. Existing keys keep their identity.
-        let mut merged = Vec::with_capacity(self.len() + incoming.len());
+        let mut merged = Vec::with_capacity(entries.len() + incoming.len());
-        let mut old = std::mem::take(&mut self.entries).into_iter().peekable();
+        let mut old = std::mem::take(entries).into_iter().peekable();
-        let mut new = incoming.entries.into_iter().peekable();
+        let mut new = incoming.into_iter().peekable();
         while let (Some(left), Some(right)) = (old.peek(), new.peek()) {
             match left.0.cmp(&right.0) {
                 std::cmp::Ordering::Less => merged.push(old.next().unwrap()),
@@ -206,7 +296,7 @@ impl Extend<(CompactString, f64)> for NumericFactorMap {
         }
         merged.extend(old);
         merged.extend(new);
-        self.entries = merged;
+        *entries = merged;
     }
 }
 impl<const N: usize> From<[(Cow<'static, str>, f64); N]> for NumericFactorMap {
@@ -253,6 +343,99 @@ impl<'de> Deserialize<'de> for NumericFactorMap {
 mod tests {
     use super::*;
 
+    fn row_bits(row: &NumericFactorMap) -> Vec<(String, u64)> {
+        row.iter().map(|(key, value)| (key.to_string(), value.to_bits())).collect()
+    }
+
+    #[test]
+    fn shared_rows_keep_missing_entries_names_and_float_bits() {
+        let mut rows = (0..128).map(|row| {
+            (0..12).filter(|field| (field + row) % 7 != 0).map(|field| {
+                let value = match (row, field) {
+                    (1, 1) => -0.0,
+                    (2, 1) => f64::from_bits(0x7ff8_0000_0000_0012),
+                    (3, 1) => f64::INFINITY,
+                    _ => row as f64 / 7.0 + field as f64,
+                };
+                (Cow::Owned(format!("factor_{field:02}")), value)
+            }).collect::<NumericFactorMap>()
+        }).collect::<Vec<_>>();
+        rows[7].clear();
+        rows[8].insert(Cow::Borrowed(" 'Quoted' "), 1.0);
+        let before = rows.iter().map(row_bits).collect::<Vec<_>>();
+        let serialized = rows.iter().map(|row| serde_json::to_string(row).unwrap()).collect::<Vec<_>>();
+        let normalized = rows.iter().map(NumericFactorMap::has_normalized_finite_entries).collect::<Vec<_>>();
+        assert_eq!(NumericFactorMap::share_rows(rows.iter_mut()), rows.len());
+        for (index, row) in rows.iter().enumerate() {
+            assert!(matches!(row.storage, Storage::Shared(_)));
+            assert_eq!(row_bits(row), before[index]);
+            assert_eq!(serde_json::to_string(row).unwrap(), serialized[index]);
+            assert_eq!(row.has_normalized_finite_entries(), normalized[index]);
+            for field in 0..12 {
+                let name = format!("factor_{field:02}");
+                assert_eq!(row.get(&name).map(|value| value.to_bits()),
+                    before[index].iter().find(|(key, _)| key == &name).map(|(_, value)| *value));
+            }
+            let mut remaining = before[index].clone();
+            let mut iter = row.iter();
+            while !remaining.is_empty() {
+                assert_eq!(iter.len(), remaining.len());
+                let (expected, actual) = if remaining.len() % 2 == 0 {
+                    (remaining.remove(0), iter.next())
+                } else {
+                    (remaining.pop().unwrap(), iter.next_back())
+                };
+                let (key, value) = actual.unwrap();
+                assert_eq!((key.to_string(), value.to_bits()), expected);
+            }
+            assert_eq!(iter.len(), 0);
+            assert!(iter.next().is_none() && iter.next_back().is_none());
+            assert_eq!(row.clone().into_iter().map(|(key, value)| (key.to_string(), value.to_bits()))
+                .collect::<Vec<_>>(), before[index]);
+        }
+        assert_eq!(NumericFactorMap::share_rows(rows.iter_mut()), 0);
+    }
+
+    #[test]
+    fn shared_row_mutations_are_private_and_keep_map_semantics() {
+        let mut rows = (0..64).map(|row| {
+            (0..8).map(|field| (Cow::Owned(format!("f{field}")), (row * 8 + field) as f64))
+                .collect::<NumericFactorMap>()
+        }).collect::<Vec<_>>();
+        let originals = rows.clone();
+        assert_eq!(NumericFactorMap::share_rows(rows.iter_mut()), 64);
+        assert_eq!(rows, originals);
+        let surviving = rows[0].clone();
+        *rows[0].get_mut("f0").unwrap() = -99.0;
+        rows[1].insert(Cow::Borrowed("f1"), 101.0);
+        rows[2].remove("f2");
+        rows[3].retain(|key, value| { *value *= 2.0; key.as_str() != "f3" });
+        rows[4].extend([(Cow::Borrowed("f1"), 303.0), (Cow::Borrowed("new"), -0.0)]);
+        rows[5].clear();
+        assert_eq!(surviving, originals[0]);
+        assert_eq!(rows[0]["f0"], -99.0);
+        assert_eq!(rows[1]["f1"], 101.0);
+        assert!(!rows[2].contains_key("f2"));
+        assert!(!rows[3].contains_key("f3"));
+        assert_eq!(rows[3]["f0"], originals[3]["f0"] * 2.0);
+        assert_eq!(rows[4]["new"].to_bits(), (-0.0_f64).to_bits());
+        assert!(rows[5].is_empty());
+        assert_eq!(&rows[6..], &originals[6..]);
+        drop(rows);
+        assert_eq!(surviving, originals[0]);
+    }
+
+    #[test]
+    fn sparse_rows_do_not_expand_into_a_dense_matrix() {
+        let mut rows = (0..256).map(|row| NumericFactorMap::from([
+            (Cow::Owned(format!("only_{row}")), row as f64),
+        ])).collect::<Vec<_>>();
+        let before = rows.clone();
+        assert_eq!(NumericFactorMap::share_rows(rows.iter_mut()), 0);
+        assert_eq!(rows, before);
+        assert!(rows.iter().all(|row| matches!(row.storage, Storage::Owned(_))));
+    }
+
     #[test]
     fn compact_keys_inline_dynamic_names_and_keep_long_static_storage() {
         const LONG: &str = "a_long_static_factor_identifier_that_must_remain_borrowed";

crates/fidc-core/src/numeric_factors/shared_rows.rs

@@ -0,0 +1,165 @@
+use std::collections::BTreeSet;
+use std::sync::Arc;
+
+use compact_str::CompactString;
+
+use super::{NumericFactorMap, Storage, normalized_name};
+
+const MAX_SHARED_ROWS_BYTES: usize = 64 * 1024 * 1024;
+
+struct SharedRows {
+    fields: Vec<CompactString>,
+    values: Box<[f64]>,
+    present: Box<[u64]>,
+    lengths: Box<[usize]>,
+    normalized_finite: Box<[bool]>,
+}
+
+#[derive(Clone)]
+pub(super) struct SharedRow {
+    data: Arc<SharedRows>,
+    index: usize,
+}
+
+impl SharedRow {
+    pub(super) fn len(&self) -> usize {
+        self.data.lengths[self.index]
+    }
+
+    pub(super) fn has_normalized_finite_entries(&self) -> bool {
+        self.data.normalized_finite[self.index]
+    }
+
+    fn value_at(&self, field: usize) -> Option<&f64> {
+        let offset = self.index * self.data.fields.len() + field;
+        (self.data.present[offset / 64] & (1_u64 << (offset % 64)) != 0)
+            .then(|| &self.data.values[offset])
+    }
+
+    pub(super) fn get(&self, name: &str) -> Option<&f64> {
+        self.data.fields.binary_search_by(|field| field.as_str().cmp(name))
+            .ok().and_then(|field| self.value_at(field))
+    }
+
+    pub(super) fn iter(&self) -> SharedIter<'_> {
+        SharedIter { row: self, front: 0, back: self.data.fields.len(), remaining: self.len() }
+    }
+}
+
+pub(super) struct SharedIter<'a> {
+    row: &'a SharedRow,
+    front: usize,
+    back: usize,
+    remaining: usize,
+}
+
+impl<'a> Iterator for SharedIter<'a> {
+    type Item = (&'a CompactString, &'a f64);
+
+    fn next(&mut self) -> Option<Self::Item> {
+        if self.remaining == 0 {
+            return None;
+        }
+        while self.front < self.back {
+            let field = self.front;
+            self.front += 1;
+            if let Some(value) = self.row.value_at(field) {
+                self.remaining -= 1;
+                return Some((&self.row.data.fields[field], value));
+            }
+        }
+        None
+    }
+
+    fn size_hint(&self) -> (usize, Option<usize>) {
+        (self.remaining, Some(self.remaining))
+    }
+}
+
+impl DoubleEndedIterator for SharedIter<'_> {
+    fn next_back(&mut self) -> Option<Self::Item> {
+        if self.remaining == 0 {
+            return None;
+        }
+        while self.front < self.back {
+            self.back -= 1;
+            if let Some(value) = self.row.value_at(self.back) {
+                self.remaining -= 1;
+                return Some((&self.row.data.fields[self.back], value));
+            }
+        }
+        None
+    }
+}
+
+impl ExactSizeIterator for SharedIter<'_> {}
+
+pub(super) fn share<'a>(rows: impl IntoIterator<Item = &'a mut NumericFactorMap>) -> usize {
+    let rows = rows.into_iter().collect::<Vec<_>>();
+    if rows.len() < 2 || rows.iter().any(|row| matches!(row.storage, Storage::Shared(_))) {
+        return 0;
+    }
+    let Some(owned_bytes) = rows.iter().try_fold(0usize, |sum, row| {
+        let Storage::Owned(entries) = &row.storage else { return None };
+        sum.checked_add(entries.capacity().checked_mul(std::mem::size_of::<(CompactString, f64)>())?)
+    }) else { return 0 };
+    let fields = rows.iter().flat_map(|row| row.keys()).collect::<BTreeSet<_>>()
+        .into_iter().cloned().collect::<Vec<_>>();
+    let Some(cells) = rows.len().checked_mul(fields.len()) else { return 0 };
+    if cells == 0 {
+        return 0;
+    }
+    let words = cells.div_ceil(64);
+    let Some(field_bytes) = fields.iter().try_fold(0usize, |size, field| {
+        size.checked_add(std::mem::size_of::<CompactString>())?.checked_add(field.len())
+    }) else { return 0 };
+    let Some(bytes) = cells.checked_mul(std::mem::size_of::<f64>())
+        .and_then(|size| size.checked_add(words.checked_mul(std::mem::size_of::<u64>())?))
+        .and_then(|size| size.checked_add(rows.len().checked_mul(std::mem::size_of::<usize>() + 1)?))
+        .and_then(|size| size.checked_add(field_bytes))
+        .and_then(|size| size.checked_add(std::mem::size_of::<SharedRows>()))
+    else { return 0 };
+    if bytes >= owned_bytes || bytes > MAX_SHARED_ROWS_BYTES {
+        return 0;
+    }
+
+    let mut values = Vec::new();
+    if values.try_reserve_exact(cells).is_err() {
+        return 0;
+    }
+    values.resize(cells, 0.0);
+    let mut present = vec![0_u64; words];
+    let mut lengths = Vec::with_capacity(rows.len());
+    let mut normalized_finite = Vec::with_capacity(rows.len());
+    let canonical_fields = fields.iter().map(|name| normalized_name(name)).collect::<Vec<_>>();
+    for (index, row) in rows.iter().enumerate() {
+        lengths.push(row.len());
+        let mut canonical_row = true;
+        let mut field = 0usize;
+        for (name, value) in row.iter() {
+            while &fields[field] < name {
+                field += 1;
+            }
+            debug_assert_eq!(&fields[field], name);
+            let offset = index * fields.len() + field;
+            values[offset] = *value;
+            present[offset / 64] |= 1_u64 << (offset % 64);
+            canonical_row &= canonical_fields[field] && value.is_finite();
+            field += 1;
+        }
+        normalized_finite.push(canonical_row);
+    }
+    // Publish only after every input row has been copied without arithmetic.
+    let data = Arc::new(SharedRows {
+        fields,
+        values: values.into_boxed_slice(),
+        present: present.into_boxed_slice(),
+        lengths: lengths.into_boxed_slice(),
+        normalized_finite: normalized_finite.into_boxed_slice(),
+    });
+    let count = rows.len();
+    for (index, row) in rows.into_iter().enumerate() {
+        row.storage = Storage::Shared(SharedRow { data: Arc::clone(&data), index });
+    }
+    count
+}