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perf: freeze rank expression presence

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boris
2026-09-05 06:26:49 +08:00
parent 15c8f1f403
commit c225d8484f
1 changed files with 5 additions and 2 deletions
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crates/fidc-core/src/platform_expr_strategy.rs
+5 -2
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@@ -1121,6 +1121,7 @@ pub struct PlatformExprStrategy {
prelude_declared_identifiers: BTreeSet<String>, prelude_declared_identifiers: BTreeSet<String>,
stock_filter_quote_usage: StockFilterQuoteUsage, stock_filter_quote_usage: StockFilterQuoteUsage,
stock_filter_expr_present: bool, stock_filter_expr_present: bool,
rank_expr_present: bool,
selection_quote_usage: StockFilterQuoteUsage, selection_quote_usage: StockFilterQuoteUsage,
stock_rolling_requirements: StockRollingRequirements, stock_rolling_requirements: StockRollingRequirements,
stock_current_rolling_mean_required: bool, stock_current_rolling_mean_required: bool,
@@ -1397,6 +1398,7 @@ impl PlatformExprStrategy {
let prelude_declared_identifiers = Self::declared_prelude_identifiers(&config.prelude); let prelude_declared_identifiers = Self::declared_prelude_identifiers(&config.prelude);
let normalized_stock_filter_expr = Self::normalize_expr(&config.stock_filter_expr); let normalized_stock_filter_expr = Self::normalize_expr(&config.stock_filter_expr);
let stock_filter_expr_present = !normalized_stock_filter_expr.is_empty(); let stock_filter_expr_present = !normalized_stock_filter_expr.is_empty();
let rank_expr_present = !config.rank_expr.trim().is_empty();
let stock_filter_quote_usage = let stock_filter_quote_usage =
Self::stock_filter_quote_usage_for_expr(&normalized_stock_filter_expr); Self::stock_filter_quote_usage_for_expr(&normalized_stock_filter_expr);
let selection_quote_usage = let selection_quote_usage =
@@ -1446,6 +1448,7 @@ impl PlatformExprStrategy {
prelude_declared_identifiers, prelude_declared_identifiers,
stock_filter_quote_usage, stock_filter_quote_usage,
stock_filter_expr_present, stock_filter_expr_present,
rank_expr_present,
selection_quote_usage, selection_quote_usage,
stock_rolling_requirements, stock_rolling_requirements,
stock_current_rolling_mean_required, stock_current_rolling_mean_required,
@@ -9883,7 +9886,7 @@ impl PlatformExprStrategy {
free_float_cap_bn: f64, free_float_cap_bn: f64,
stock: &StockExpressionState, stock: &StockExpressionState,
) -> Result<f64, BacktestError> { ) -> Result<f64, BacktestError> {
if !self.config.rank_expr.trim().is_empty() { if self.rank_expr_present {
return match self.eval_float(ctx, &self.config.rank_expr, day, Some(stock), None) { return match self.eval_float(ctx, &self.config.rank_expr, day, Some(stock), None) {
Ok(value) => Ok(value), Ok(value) => Ok(value),
Err(error) if Self::is_missing_rolling_mean_error(&error) => Ok(f64::NAN), Err(error) if Self::is_missing_rolling_mean_error(&error) => Ok(f64::NAN),
@@ -9909,7 +9912,7 @@ impl PlatformExprStrategy {
} }
fn rank_reuses_market_cap_order(&self) -> bool { fn rank_reuses_market_cap_order(&self) -> bool {
self.config.rank_expr.trim().is_empty() !self.rank_expr_present
&& !self.config.rank_desc && !self.config.rank_desc
&& matches!(self.config.rank_by.trim(), "market_cap" | "market_cap_bn") && matches!(self.config.rank_by.trim(), "market_cap" | "market_cap_bn")
} }