From bb721ab258889674a668237049280571c5d217b5 Mon Sep 17 00:00:00 2001
From: boris <shuaibo.zhang@hotmail.com>
Date: Sat, 29 Aug 2026 20:16:53 +0800
Subject: [PATCH] =?UTF-8?q?=E5=85=B1=E4=BA=AB=E6=8C=89=E6=97=A5=E6=9C=9F?=
 =?UTF-8?q?=E5=B8=82=E5=80=BC=E6=8E=92=E5=BA=8F=E7=B4=A2=E5=BC=95?=
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---
 crates/fidc-core/src/data.rs                  | 31 ++++++++++++++++++
 .../fidc-core/src/platform_expr_strategy.rs   | 32 +++++++++++++++----
 2 files changed, 56 insertions(+), 7 deletions(-)

diff --git a/crates/fidc-core/src/data.rs b/crates/fidc-core/src/data.rs
index 153e97a..7588b66 100644
--- a/crates/fidc-core/src/data.rs
+++ b/crates/fidc-core/src/data.rs
@@ -1312,6 +1312,7 @@ pub struct DataSet {
     market_row_positions_by_date: Arc<Option<DenseRowPositionIndex>>,
     factor_by_date: Arc<BTreeMap<NaiveDate, Vec<DailyFactorSnapshot>>>,
     factor_symbol_ids_by_date: Arc<BTreeMap<NaiveDate, Vec<u32>>>,
+    factor_market_cap_order_by_date: Arc<OnceLock<BTreeMap<NaiveDate, Vec<usize>>>>,
     factor_row_positions_by_date: Arc<Option<DenseRowPositionIndex>>,
     factor_text_by_date: Arc<BTreeMap<NaiveDate, Vec<FactorTextValue>>>,
     factor_text_symbol_indices_by_date:
@@ -1794,6 +1795,7 @@ impl DataSet {
             market_row_positions_by_date: Arc::new(market_row_positions_by_date),
             factor_by_date: Arc::new(factor_by_date),
             factor_symbol_ids_by_date: Arc::new(factor_symbol_ids_by_date),
+            factor_market_cap_order_by_date: Arc::new(OnceLock::new()),
             factor_row_positions_by_date: Arc::new(factor_row_positions_by_date),
             factor_text_by_date: Arc::new(factor_text_by_date),
             factor_text_symbol_indices_by_date: Arc::new(factor_text_symbol_indices_by_date),
@@ -2899,6 +2901,15 @@ impl DataSet {
             .unwrap_or(&[])
     }
 
+    /// Returns the immutable factor-row order for ascending decision market cap.
+    /// The index is built once per DataSet and shared by all cloned run views.
+    pub fn factor_market_cap_order_on(&self, date: NaiveDate) -> Option<&[usize]> {
+        self.factor_market_cap_order_by_date
+            .get_or_init(|| build_factor_market_cap_order(&self.factor_by_date))
+            .get(&date)
+            .map(Vec::as_slice)
+    }
+
     pub fn factor_text_snapshots_on(&self, date: NaiveDate) -> Vec<&FactorTextValue> {
         self.factor_text_by_date
             .get(&date)
@@ -4037,6 +4048,26 @@ where
         .collect()
 }
 
+fn build_factor_market_cap_order(
+    factor_by_date: &BTreeMap<NaiveDate, Vec<DailyFactorSnapshot>>,
+) -> BTreeMap<NaiveDate, Vec<usize>> {
+    factor_by_date
+        .iter()
+        .map(|(date, rows)| {
+            let mut indices = (0..rows.len()).collect::<Vec<_>>();
+            indices.sort_unstable_by(|left, right| {
+                rows[*left]
+                    .market_cap_bn
+                    .partial_cmp(&rows[*right].market_cap_bn)
+                    .unwrap_or(std::cmp::Ordering::Equal)
+                    .then_with(|| rows[*left].symbol.cmp(&rows[*right].symbol))
+                    .then_with(|| left.cmp(right))
+            });
+            (*date, indices)
+        })
+        .collect()
+}
+
 fn build_dense_row_positions<T>(
     groups: &BTreeMap<NaiveDate, Vec<T>>,
     symbol_ids_by_date: &BTreeMap<NaiveDate, Vec<u32>>,
diff --git a/crates/fidc-core/src/platform_expr_strategy.rs b/crates/fidc-core/src/platform_expr_strategy.rs
index 21f6da6..7c9c4a6 100644
--- a/crates/fidc-core/src/platform_expr_strategy.rs
+++ b/crates/fidc-core/src/platform_expr_strategy.rs
@@ -8991,7 +8991,23 @@ impl PlatformExprStrategy {
         };
         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()) {
+        let market_cap_order = ctx.data.factor_market_cap_order_on(factor_date);
+        let mut fallback_factor_rows =
+            factor_rows.iter().zip(factor_symbol_ids.iter().copied());
+        let mut ordered_factor_row_index = 0usize;
+        let factor_rows = std::iter::from_fn(|| {
+            if let Some(indices) = market_cap_order {
+                let row_index = *indices.get(ordered_factor_row_index)?;
+                ordered_factor_row_index += 1;
+                Some((
+                    factor_rows.get(row_index)?,
+                    *factor_symbol_ids.get(row_index)?,
+                ))
+            } else {
+                fallback_factor_rows.next()
+            }
+        });
+        for (factor, symbol_id) in factor_rows {
             if ctx.has_dynamic_universe() && !ctx.dynamic_universe_contains(&factor.symbol) {
                 continue;
             }
@@ -9059,12 +9075,14 @@ impl PlatformExprStrategy {
                 free_float_cap_bn,
             });
         }
-        rows.sort_unstable_by(|left, right| {
-            left.market_cap_bn
-                .partial_cmp(&right.market_cap_bn)
-                .unwrap_or(std::cmp::Ordering::Equal)
-                .then_with(|| left.symbol.cmp(&right.symbol))
-        });
+        if market_cap_order.is_none() {
+            rows.sort_unstable_by(|left, right| {
+                left.market_cap_bn
+                    .partial_cmp(&right.market_cap_bn)
+                    .unwrap_or(std::cmp::Ordering::Equal)
+                    .then_with(|| left.symbol.cmp(&right.symbol))
+            });
+        }
         (rows, decisions)
     }