按需保留股票额外因子状态

crates/fidc-core/src/platform_expr_strategy.rs

@@ -554,6 +554,7 @@ pub struct PlatformExprStrategy {
     compact_stock_filter_expr: String,
     stock_filter_quote_usage: StockFilterQuoteUsage,
     stock_rolling_requirements: StockRollingRequirements,
+    stock_extra_factors_required: bool,
     stock_state_cache_date: RefCell<Option<NaiveDate>>,
     stock_state_cache:
         RefCell<HashMap<(NaiveDate, NaiveDate, String, Option<NaiveTime>), StockExpressionState>>,
@@ -646,6 +647,11 @@ impl PlatformExprStrategy {
             Self::stock_filter_quote_usage_for_expr(&normalized_stock_filter_expr);
         let stock_rolling_requirements =
             Self::stock_rolling_requirements_for_config(&config, &normalized_stock_filter_expr);
+        let stock_extra_factors_required = Self::stock_extra_factors_required_for_config(
+            &config,
+            &normalized_stock_filter_expr,
+            &prelude_declared_identifiers,
+        );
         Self {
             config,
             engine,
@@ -663,6 +669,7 @@ impl PlatformExprStrategy {
             compact_stock_filter_expr,
             stock_filter_quote_usage,
             stock_rolling_requirements,
+            stock_extra_factors_required,
             stock_state_cache_date: RefCell::new(None),
             stock_state_cache: RefCell::new(HashMap::new()),
         }
@@ -2461,7 +2468,11 @@ impl PlatformExprStrategy {
             stock_volume_ma20,
             stock_volume_ma60,
             stock_volume_ma100,
-            extra_factors: factor.extra_factors.clone(),
+            extra_factors: if self.stock_extra_factors_required {
+                factor.extra_factors.clone()
+            } else {
+                BTreeMap::new()
+            },
             extra_text_factors: ctx
                 .data
                 .factor_text_snapshots_on(date)
@@ -6291,6 +6302,152 @@ impl PlatformExprStrategy {
         requirements
     }
 
+    fn stock_extra_factors_required_for_config(
+        config: &PlatformExprStrategyConfig,
+        normalized_stock_filter_expr: &str,
+        prelude_declared_identifiers: &BTreeSet<String>,
+    ) -> bool {
+        if !config.explicit_actions.is_empty() {
+            return true;
+        }
+        if Self::stock_field_may_use_extra_factors(&config.market_cap_field)
+            || Self::stock_field_may_use_extra_factors(&config.rank_by)
+        {
+            return true;
+        }
+        let stock_filter_has_fast_path =
+            Self::stock_filter_fast_path_supported(normalized_stock_filter_expr);
+        if !stock_filter_has_fast_path
+            && Self::expr_requires_stock_extra_factors(
+                &config.stock_filter_expr,
+                prelude_declared_identifiers,
+                true,
+            )
+        {
+            return true;
+        }
+        [
+            config.buy_scale_expr.as_str(),
+            config.stop_loss_expr.as_str(),
+            config.take_profit_expr.as_str(),
+            config.rank_expr.as_str(),
+        ]
+        .into_iter()
+        .any(|expr| {
+            Self::expr_requires_stock_extra_factors(expr, prelude_declared_identifiers, true)
+        })
+    }
+
+    fn expr_requires_stock_extra_factors(
+        expr: &str,
+        prelude_declared_identifiers: &BTreeSet<String>,
+        stock_rolling_helpers_require_extra: bool,
+    ) -> bool {
+        let normalized = Self::normalize_expr(expr);
+        let identifiers = Self::extract_identifier_candidates(&normalized);
+        if identifiers.contains("factors") || identifiers.contains("factor") {
+            return true;
+        }
+        if stock_rolling_helpers_require_extra
+            && identifiers
+                .iter()
+                .any(|name| matches!(name.as_str(), "rolling_mean" | "sma" | "ma" | "vma"))
+        {
+            return true;
+        }
+        identifiers.into_iter().any(|name| {
+            !Self::is_expression_keyword(&name)
+                && !Self::is_runtime_helper(&name)
+                && !Self::is_reserved_scope_name(&name)
+                && !prelude_declared_identifiers.contains(&name)
+        })
+    }
+
+    fn is_expression_keyword(name: &str) -> bool {
+        matches!(
+            name,
+            "true" | "false" | "let" | "if" | "else" | "return" | "and" | "or" | "not"
+        )
+    }
+
+    fn stock_field_may_use_extra_factors(field: &str) -> bool {
+        let field = field.trim();
+        if field.is_empty() {
+            return false;
+        }
+        !Self::stock_field_is_builtin(field)
+    }
+
+    fn stock_field_is_builtin(field: &str) -> bool {
+        matches!(
+            field.trim(),
+            "market_cap"
+                | "market_cap_bn"
+                | "free_float_cap"
+                | "free_float_market_cap"
+                | "free_float_cap_bn"
+                | "pe_ttm"
+                | "volume"
+                | "tick_volume"
+                | "bid1_volume"
+                | "ask1_volume"
+                | "turnover"
+                | "turnover_ratio"
+                | "effective_turnover_ratio"
+                | "open"
+                | "high"
+                | "low"
+                | "close"
+                | "last"
+                | "last_price"
+                | "prev_close"
+                | "amount"
+                | "upper_limit"
+                | "lower_limit"
+                | "price_tick"
+                | "round_lot"
+                | "minimum_order_quantity"
+                | "order_step_size"
+                | "listed_days"
+                | "stock_ma_short"
+                | "stock_ma_mid"
+                | "stock_ma_long"
+                | "stock_ma5"
+                | "stock_ma10"
+                | "stock_ma20"
+                | "stock_ma30"
+                | "ma5"
+                | "ma10"
+                | "ma20"
+                | "ma30"
+                | "stock_volume_ma5"
+                | "stock_volume_ma10"
+                | "stock_volume_ma20"
+                | "stock_volume_ma60"
+                | "stock_volume_ma100"
+                | "volume_ma5"
+                | "volume_ma10"
+                | "volume_ma20"
+                | "volume_ma60"
+                | "volume_ma100"
+                | "allow_buy"
+                | "allow_sell"
+                | "touched_upper_limit"
+                | "hit_upper_limit"
+                | "touched_lower_limit"
+                | "hit_lower_limit"
+                | "paused"
+                | "is_st"
+                | "is_kcb"
+                | "is_one_yuan"
+                | "is_new_listing"
+                | "candidate_market_cap"
+                | "candidate_market_cap_bn"
+                | "candidate_free_float_cap"
+                | "candidate_free_float_cap_bn"
+        )
+    }
+
     fn require_stock_rollings_for_identifiers(
         requirements: &mut StockRollingRequirements,
         config: &PlatformExprStrategyConfig,
@@ -6368,6 +6525,28 @@ impl PlatformExprStrategy {
         }
     }
 
+    fn stock_filter_fast_path_supported(normalized_stock_filter_expr: &str) -> bool {
+        let compact = Self::compact_expr(normalized_stock_filter_expr);
+        if compact == "stock_ma_short>stock_ma_mid*ma_ratio&&stock_ma_mid>stock_ma_long" {
+            return true;
+        }
+        let mut filter_body = compact.as_str();
+        if let Some(rest) = filter_body.strip_prefix("listed_days>=min_listed_days&&") {
+            filter_body = rest;
+        }
+        let base_microcap_filter = "rolling_mean(\"close\",5)>rolling_mean(\"close\",10)*ma_ratio&&rolling_mean(\"close\",10)>rolling_mean(\"close\",30)*ma_ratio&&rolling_mean(\"volume\",5)<rolling_mean(\"volume\",100)*max_volume_ratio";
+        filter_body == base_microcap_filter
+            || filter_body
+                .strip_prefix(base_microcap_filter)
+                .is_some_and(|tail| {
+                    matches!(
+                        tail,
+                        "&&rolling_mean(\"volume\",5)>0&&rolling_mean(\"volume\",100)>0"
+                            | "&&rolling_mean(\"volume\",5)>0.0&&rolling_mean(\"volume\",100)>0.0"
+                    )
+                })
+    }
+
     fn stock_filter_uses_intraday_quote_fields(&self) -> bool {
         self.stock_filter_quote_usage() != StockFilterQuoteUsage::DailyOnly
     }