拆分共享日线序列与日内字段

crates/fidc-core/src/data.rs

@@ -561,23 +561,29 @@ pub fn decision_free_float_cap_bn(factor: &DailyFactorSnapshot) -> f64 {
 
 #[derive(Debug, Clone)]
 struct SymbolPriceSeries {
+    base: Arc<SymbolDailySeriesBase>,
+    timestamps: Vec<Option<String>>,
+    last_prices: Vec<f64>,
+    bid1s: Vec<f64>,
+    ask1s: Vec<f64>,
+    minute_volumes: Vec<u64>,
+    bid1_volumes: Vec<u64>,
+    ask1_volumes: Vec<u64>,
+    trading_phases: Vec<Option<String>>,
+    last_prefix: Vec<f64>,
+}
+
+#[derive(Debug)]
+struct SymbolDailySeriesBase {
     symbol: String,
     dates: Vec<NaiveDate>,
-    timestamps: Vec<Option<String>>,
     day_opens: Vec<f64>,
     opens: Vec<f64>,
     highs: Vec<f64>,
     lows: Vec<f64>,
     closes: Vec<f64>,
     prev_closes: Vec<f64>,
-    last_prices: Vec<f64>,
-    bid1s: Vec<f64>,
-    ask1s: Vec<f64>,
     volumes: Vec<u64>,
-    minute_volumes: Vec<u64>,
-    bid1_volumes: Vec<u64>,
-    ask1_volumes: Vec<u64>,
-    trading_phases: Vec<Option<String>>,
     paused: Vec<bool>,
     upper_limits: Vec<f64>,
     lower_limits: Vec<f64>,
@@ -585,12 +591,19 @@ struct SymbolPriceSeries {
     open_prefix: Vec<f64>,
     close_prefix: Vec<f64>,
     prev_close_prefix: Vec<f64>,
-    last_prefix: Vec<f64>,
     valid_volume_sum_prefix: Vec<f64>,
     valid_volume_count_prefix: Vec<usize>,
     valid_volume_start_by_count: Vec<usize>,
 }
 
+impl std::ops::Deref for SymbolPriceSeries {
+    type Target = SymbolDailySeriesBase;
+
+    fn deref(&self) -> &Self::Target {
+        &self.base
+    }
+}
+
 type DenseRowPositionIndex = BTreeMap<NaiveDate, Vec<u32>>;
 
 const MISSING_ROW_POSITION: u32 = u32::MAX;
@@ -869,34 +882,36 @@ impl SymbolPriceSeries {
         }
 
         Self {
-            symbol,
-            dates,
+            base: Arc::new(SymbolDailySeriesBase {
+                symbol,
+                dates,
+                day_opens,
+                opens,
+                highs,
+                lows,
+                closes,
+                prev_closes,
+                volumes,
+                paused,
+                upper_limits,
+                lower_limits,
+                price_ticks,
+                open_prefix,
+                close_prefix,
+                prev_close_prefix,
+                valid_volume_sum_prefix,
+                valid_volume_count_prefix,
+                valid_volume_start_by_count,
+            }),
             timestamps,
-            day_opens,
-            opens,
-            highs,
-            lows,
-            closes,
-            prev_closes,
             last_prices,
             bid1s,
             ask1s,
-            volumes,
             minute_volumes,
             bid1_volumes,
             ask1_volumes,
             trading_phases,
-            paused,
-            upper_limits,
-            lower_limits,
-            price_ticks,
-            open_prefix,
-            close_prefix,
-            prev_close_prefix,
             last_prefix,
-            valid_volume_sum_prefix,
-            valid_volume_count_prefix,
-            valid_volume_start_by_count,
         }
     }
 
@@ -5085,6 +5100,7 @@ mod tests {
                 .as_ref()
                 .unwrap(),
         );
+        let daily_base_before = Arc::clone(&market_series_before.base);
 
         assert_eq!(
             data.apply_intraday_market_overlays(vec![IntradayMarketSnapshotOverlay {
@@ -5120,6 +5136,7 @@ mod tests {
             &market_series_before,
             market_series_after
         ));
+        assert!(Arc::ptr_eq(&daily_base_before, &market_series_after.base));
         assert_eq!(
             serde_json::to_value(market_series_after.snapshot_at(0)).unwrap(),
             serde_json::to_value(market).unwrap()