perf: compile date comparisons into numeric VM

crates/fidc-core/src/numeric_expr_vm.rs

@@ -314,13 +314,65 @@ fn eval_binary(operator: BinaryOp, lhs: Value, rhs: Value) -> Result<Value, Eval
         BinaryOp::Multiply => Ok(Value::Number(number(lhs)? * number(rhs)?)),
         BinaryOp::Divide => Ok(Value::Number(number(lhs)? / number(rhs)?)),
         BinaryOp::Remainder => Ok(Value::Number(number(lhs)? % number(rhs)?)),
-        BinaryOp::Equal => Ok(Value::Boolean(lhs == rhs)),
+        BinaryOp::Equal => Ok(Value::Boolean(match (lhs, rhs) {
-        BinaryOp::NotEqual => Ok(Value::Boolean(lhs != rhs)),
+            (Value::Number(lhs), Value::Number(rhs)) => float_equal(lhs, rhs),
-        BinaryOp::Less => Ok(Value::Boolean(number(lhs)? < number(rhs)?)),
+            (Value::Boolean(lhs), Value::Boolean(rhs)) => lhs == rhs,
-        BinaryOp::LessEqual => Ok(Value::Boolean(number(lhs)? <= number(rhs)?)),
+            _ => {
-        BinaryOp::Greater => Ok(Value::Boolean(number(lhs)? > number(rhs)?)),
+                return Err(EvalError::new(
-        BinaryOp::GreaterEqual => Ok(Value::Boolean(number(lhs)? >= number(rhs)?)),
+                    "comparison operands must have the same type",
+                ));
             }
+        })),
+        BinaryOp::NotEqual => Ok(Value::Boolean(match (lhs, rhs) {
+            (Value::Number(lhs), Value::Number(rhs)) => float_not_equal(lhs, rhs),
+            (Value::Boolean(lhs), Value::Boolean(rhs)) => lhs != rhs,
+            _ => {
+                return Err(EvalError::new(
+                    "comparison operands must have the same type",
+                ));
+            }
+        })),
+        BinaryOp::Less => {
+            let (lhs, rhs) = (number(lhs)?, number(rhs)?);
+            Ok(Value::Boolean(
+                (rhs - lhs) / float_comparison_scale(lhs, rhs) > f64::EPSILON,
+            ))
+        }
+        BinaryOp::LessEqual => {
+            let (lhs, rhs) = (number(lhs)?, number(rhs)?);
+            Ok(Value::Boolean(
+                (rhs - lhs) / float_comparison_scale(lhs, rhs) > -f64::EPSILON,
+            ))
+        }
+        BinaryOp::Greater => {
+            let (lhs, rhs) = (number(lhs)?, number(rhs)?);
+            Ok(Value::Boolean(
+                (lhs - rhs) / float_comparison_scale(lhs, rhs) > f64::EPSILON,
+            ))
+        }
+        BinaryOp::GreaterEqual => {
+            let (lhs, rhs) = (number(lhs)?, number(rhs)?);
+            Ok(Value::Boolean(
+                (lhs - rhs) / float_comparison_scale(lhs, rhs) > -f64::EPSILON,
+            ))
+        }
+    }
+}
+
+fn float_comparison_scale(lhs: f64, rhs: f64) -> f64 {
+    if lhs * rhs == 0.0 {
+        1.0
+    } else {
+        lhs.abs().max(rhs.abs())
+    }
+}
+
+fn float_equal(lhs: f64, rhs: f64) -> bool {
+    (lhs - rhs).abs() / float_comparison_scale(lhs, rhs) <= f64::EPSILON
+}
+
+fn float_not_equal(lhs: f64, rhs: f64) -> bool {
+    (lhs - rhs).abs() / float_comparison_scale(lhs, rhs) > f64::EPSILON
 }
 
 fn eval_builtin(builtin: Builtin, args: &[Value]) -> Result<Value, EvalError> {
@@ -1313,6 +1365,35 @@ mod tests {
         );
     }
 
+    #[test]
+    fn floating_comparisons_match_rhai_epsilon_semantics() {
+        let adjacent = 11.699999999999998_f64;
+        assert_eq!(
+            evaluate("value == 11.7", &[("value", Value::Number(adjacent))]),
+            Value::Boolean(true)
+        );
+        assert_eq!(
+            evaluate("value != 11.7", &[("value", Value::Number(adjacent))]),
+            Value::Boolean(false)
+        );
+        assert_eq!(
+            evaluate("value <= 11.7", &[("value", Value::Number(adjacent))]),
+            Value::Boolean(true)
+        );
+        assert_eq!(
+            evaluate("value >= 11.7", &[("value", Value::Number(adjacent))]),
+            Value::Boolean(true)
+        );
+        assert_eq!(
+            evaluate("value < 11.7", &[("value", Value::Number(adjacent))]),
+            Value::Boolean(false)
+        );
+        assert_eq!(
+            evaluate("value > 11.7", &[("value", Value::Number(adjacent))]),
+            Value::Boolean(false)
+        );
+    }
+
     #[test]
     fn short_circuit_does_not_resolve_unused_variable() {
         let program = compile("false && missing", |name| {

crates/fidc-core/src/platform_expr_strategy.rs

@@ -5474,6 +5474,9 @@ impl PlatformExprStrategy {
         let integer = |value: i64| Some(NumericVmValue::Number(value as f64));
         let boolean = |value: bool| Some(NumericVmValue::Boolean(value));
         match identifier {
+            "trade_date" | "current_date" | "date" => integer(Self::numeric_date_key(day.date)),
+            "decision_date" => integer(Self::numeric_date_key(ctx.decision_date)),
+            "execution_date" => integer(Self::numeric_date_key(ctx.execution_date)),
             "signal_open" => number(day.signal_open),
             "signal_close" => number(day.signal_close),
             "benchmark_open" => number(day.benchmark_open),
@@ -6381,11 +6384,19 @@ impl PlatformExprStrategy {
             script.push('\n');
         }
         script.push_str(&Self::numeric_vm_template_source(expression, &mut bindings).ok()?);
-        let program = numeric_expr_vm::compile(&script, |identifier| {
+        let (numeric_script, date_literals_rewritten) =
-            bindings
+            Self::rewrite_iso_date_literals_for_numeric_vm(&script);
+        let program = numeric_expr_vm::compile(&numeric_script, |identifier| {
+            if let Some(value_type) = bindings
                 .get(identifier)
                 .and_then(|binding| Self::numeric_vm_helper_type(&binding.name))
-                .or_else(|| Self::numeric_vm_identifier_type(identifier))
+            {
+                return Some(value_type);
+            }
+            if date_literals_rewritten && Self::is_numeric_date_identifier(identifier) {
+                return Some(NumericVmValueType::Number);
+            }
+            Self::numeric_vm_identifier_type(identifier)
         })
         .ok()?;
         let helper_bindings = program
@@ -6399,6 +6410,117 @@ impl PlatformExprStrategy {
         })
     }
 
+    fn is_numeric_date_identifier(identifier: &str) -> bool {
+        matches!(
+            identifier,
+            "trade_date" | "current_date" | "date" | "decision_date" | "execution_date"
+        )
+    }
+
+    fn numeric_date_key(value: NaiveDate) -> i64 {
+        i64::from(value.year()) * 10_000 + i64::from(value.month()) * 100 + i64::from(value.day())
+    }
+
+    fn iso_date_literal_has_date_comparison_neighbor(
+        source: &str,
+        literal_start: usize,
+        literal_end: usize,
+    ) -> bool {
+        fn trailing_identifier(value: &str) -> &str {
+            let bytes = value.as_bytes();
+            let mut start = bytes.len();
+            while start > 0
+                && (bytes[start - 1] == b'_' || bytes[start - 1].is_ascii_alphanumeric())
+            {
+                start -= 1;
+            }
+            &value[start..]
+        }
+
+        fn leading_identifier(value: &str) -> &str {
+            let bytes = value.as_bytes();
+            let mut end = 0usize;
+            while end < bytes.len() && (bytes[end] == b'_' || bytes[end].is_ascii_alphanumeric()) {
+                end += 1;
+            }
+            &value[..end]
+        }
+
+        const OPERATORS: [&str; 6] = ["==", "!=", ">=", "<=", ">", "<"];
+        let left = source[..literal_start].trim_end();
+        if OPERATORS.iter().any(|operator| {
+            left.strip_suffix(operator).is_some_and(|prefix| {
+                Self::is_numeric_date_identifier(trailing_identifier(prefix.trim_end()))
+            })
+        }) {
+            return true;
+        }
+        let right = source[literal_end..].trim_start();
+        OPERATORS.iter().any(|operator| {
+            right.strip_prefix(operator).is_some_and(|suffix| {
+                Self::is_numeric_date_identifier(leading_identifier(suffix.trim_start()))
+            })
+        })
+    }
+
+    fn rewrite_iso_date_literals_for_numeric_vm(source: &str) -> (String, bool) {
+        let bytes = source.as_bytes();
+        let mut output = String::with_capacity(source.len());
+        let mut copied_until = 0usize;
+        let mut cursor = 0usize;
+        let mut rewritten = false;
+        while cursor < bytes.len() {
+            let quote = bytes[cursor];
+            if quote != b'\'' && quote != b'"' {
+                cursor += 1;
+                continue;
+            }
+            let literal_start = cursor;
+            cursor += 1;
+            let content_start = cursor;
+            let mut escaped = false;
+            let mut literal_end = None;
+            while cursor < bytes.len() {
+                if bytes[cursor] == b'\\' {
+                    escaped = true;
+                    cursor = (cursor + 2).min(bytes.len());
+                    continue;
+                }
+                if bytes[cursor] == quote {
+                    literal_end = Some(cursor);
+                    cursor += 1;
+                    break;
+                }
+                cursor += 1;
+            }
+            let Some(content_end) = literal_end else {
+                break;
+            };
+            if escaped || content_end.saturating_sub(content_start) != 10 {
+                continue;
+            }
+            if !Self::iso_date_literal_has_date_comparison_neighbor(source, literal_start, cursor) {
+                continue;
+            }
+            let candidate = &source[content_start..content_end];
+            let Ok(date) = NaiveDate::parse_from_str(candidate, "%Y-%m-%d") else {
+                continue;
+            };
+            if date.to_string() != candidate {
+                continue;
+            }
+            output.push_str(&source[copied_until..literal_start]);
+            output.push_str(&Self::numeric_date_key(date).to_string());
+            copied_until = cursor;
+            rewritten = true;
+        }
+        if !rewritten {
+            return (source.to_string(), false);
+        }
+        output.push_str(&source[copied_until..]);
+        (output, true)
+    }
+
     fn numeric_vm_template_source(
         template: &Result<RuntimeExpressionTemplate, String>,
         bindings: &mut AHashMap<String, RuntimeHelperBinding>,
@@ -34061,7 +34183,8 @@ mod tests {
         cfg.explicit_actions = vec![PlatformTradeAction::Order {
             kind: PlatformExplicitOrderKind::Value,
             symbol: "000001.SZ".to_string(),
-            amount_expr: "cash * 0.1".to_string(),
+            amount_expr: "if decision_date == \"2025-02-03\" { cash * 0.1 } else { 0.0 }"
+                .to_string(),
             limit_price_expr: None,
             time_in_force: None,
             start_time_expr: None,
@@ -34070,8 +34193,23 @@ mod tests {
             reason: "ast_cache_reuse".to_string(),
         }];
         let mut strategy = PlatformExprStrategy::new(cfg);
+        let amount_expr = match &strategy.config.explicit_actions[0] {
+            PlatformTradeAction::Order { amount_expr, .. } => amount_expr,
+            _ => unreachable!("test action is an order"),
+        };
+        assert!(
+            strategy
+                .expression_eval_plan(amount_expr)
+                .numeric_vm
+                .is_some(),
+            "ISO date comparisons must compile to the numeric VM"
+        );
 
-        let _ = strategy.on_day(&ctx).expect("first decision");
+        let first = strategy.on_day(&ctx).expect("first decision");
+        assert!(first.order_intents.iter().any(|intent| matches!(
+            intent,
+            OrderIntent::Value { value, .. } if (*value - 100_000.0).abs() < 1e-8
+        )));
         let vm_hits_after_first = strategy.numeric_vm_hits();
         let vm_fallbacks_after_first = strategy.numeric_vm_fallbacks();
         assert!(
@@ -34091,6 +34229,37 @@ mod tests {
         );
     }
 
+    #[test]
+    fn numeric_vm_rewrites_only_valid_iso_date_literals() {
+        let (rewritten, changed) = PlatformExprStrategy::rewrite_iso_date_literals_for_numeric_vm(
+            "decision_date >= '2025-02-03' && execution_date < \"2025-02-05\"",
+        );
+        assert!(changed);
+        assert_eq!(
+            rewritten,
+            "decision_date >= 20250203 && execution_date < 20250205"
+        );
+
+        let invalid = "decision_date == \"2025-02-30\"";
+        assert_eq!(
+            PlatformExprStrategy::rewrite_iso_date_literals_for_numeric_vm(invalid),
+            (invalid.to_string(), false)
+        );
+        let unrelated = "symbol == \"000001.SZ\"";
+        assert_eq!(
+            PlatformExprStrategy::rewrite_iso_date_literals_for_numeric_vm(unrelated),
+            (unrelated.to_string(), false)
+        );
+        let mixed = "pit_financial(\"2025-02-03\") > 0 && \"2025-02-01\" <= decision_date";
+        assert_eq!(
+            PlatformExprStrategy::rewrite_iso_date_literals_for_numeric_vm(mixed),
+            (
+                "pit_financial(\"2025-02-03\") > 0 && 20250201 <= decision_date".to_string(),
+                true
+            )
+        );
+    }
+
     #[test]
     fn expression_plan_only_executes_prelude_when_expression_depends_on_it() {
         let mut cfg = PlatformExprStrategyConfig::microcap_rotation();