减少策略股票状态的字符串分配

This commit is contained in:
boris
2026-08-29 20:56:00 +08:00
parent 1b60c78141
commit ccac2a2399
2 changed files with 34 additions and 7 deletions
+14
View File
@@ -1332,6 +1332,9 @@ pub struct DataSet {
market_series_end_positions_by_symbol_id: Arc<Option<SymbolSeriesEndPositionIndex>>,
benchmark_series_cache: Arc<BenchmarkPriceSeries>,
symbol_id_by_code: Arc<AHashMap<String, u32>>,
/// Interned symbol text indexed by immutable symbol id so per-day
/// expression states can share the same allocation.
symbol_text_by_id: Arc<Vec<Arc<str>>>,
eligible_universe_by_date: Arc<OnceLock<BTreeMap<NaiveDate, Vec<EligibleUniverseSnapshot>>>>,
benchmark_code: String,
futures_params_by_symbol: Arc<HashMap<String, Vec<FuturesTradingParameter>>>,
@@ -1737,6 +1740,12 @@ impl DataSet {
&factor_by_date,
&candidate_by_date,
);
let mut symbol_text_by_id = vec![Arc::<str>::from(""); symbol_id_by_code.len()];
for (symbol, symbol_id) in &symbol_id_by_code {
if let Some(slot) = symbol_text_by_id.get_mut(*symbol_id as usize) {
*slot = Arc::<str>::from(symbol.as_str());
}
}
let market_symbol_ids_by_date =
build_group_symbol_ids(&market_by_date, &symbol_id_by_code, |item| {
item.symbol.as_str()
@@ -1815,6 +1824,7 @@ impl DataSet {
),
benchmark_series_cache: Arc::new(benchmark_series_cache),
symbol_id_by_code: Arc::new(symbol_id_by_code),
symbol_text_by_id: Arc::new(symbol_text_by_id),
eligible_universe_by_date: Arc::new(OnceLock::new()),
benchmark_code,
futures_params_by_symbol: Arc::new(futures_params_by_symbol),
@@ -1862,6 +1872,10 @@ impl DataSet {
self.symbol_id_by_code.get(symbol).copied()
}
pub(crate) fn symbol_text_by_id(&self, symbol_id: u32) -> Option<&Arc<str>> {
self.symbol_text_by_id.get(symbol_id as usize)
}
pub fn market(&self, date: NaiveDate, symbol: &str) -> Option<&DailyMarketSnapshot> {
let symbol_id = self.symbol_id(symbol)?;
self.market_by_symbol_id(date, symbol_id)
+20 -7
View File
@@ -656,7 +656,7 @@ struct DayExpressionState {
#[derive(Debug, Clone)]
struct StockExpressionState {
symbol: String,
symbol: Arc<str>,
symbol_id: u32,
market_cap: f64,
market_cap_bn: f64,
@@ -4169,7 +4169,17 @@ impl PlatformExprStrategy {
};
let state = Arc::new(StockExpressionState {
symbol: symbol.to_string(),
symbol: ctx
.data
.symbol_text_by_id(symbol_id)
.cloned()
.ok_or_else(|| {
BacktestError::Data(crate::data::DataSetError::MissingSnapshot {
kind: "symbol_text_index",
date,
symbol: symbol.to_string(),
})
})?,
symbol_id,
market_cap,
market_cap_bn,
@@ -4640,7 +4650,7 @@ impl PlatformExprStrategy {
stock.lower_limit,
stock.price_tick,
);
scope.push("symbol", stock.symbol.clone());
scope.push("symbol", stock.symbol.as_ref());
scope.push("market_cap", stock.market_cap);
scope.push("market_cap_bn", stock.market_cap_bn);
scope.push("free_float_cap", stock.free_float_cap);
@@ -4739,7 +4749,10 @@ impl PlatformExprStrategy {
scope.push("volume_ma100", stock.stock_volume_ma100);
if include_factors_map {
let mut factors = Map::new();
factors.insert("symbol".into(), Dynamic::from(stock.symbol.clone()));
factors.insert(
"symbol".into(),
Dynamic::from(stock.symbol.as_ref().to_string()),
);
factors.insert("market_cap".into(), Dynamic::from(stock.market_cap));
factors.insert("market_cap_bn".into(), Dynamic::from(stock.market_cap_bn));
factors.insert("free_float_cap".into(), Dynamic::from(stock.free_float_cap));
@@ -6586,7 +6599,7 @@ impl PlatformExprStrategy {
let matched = ctx
.get_margin_stocks(&margin_type)
.iter()
.any(|symbol| symbol == &stock.symbol);
.any(|symbol| symbol.as_str() == stock.symbol.as_ref());
Ok(RuntimeHelperResolution::Boolean(matched))
}
"dominant_future" | "get_dominant_future" => {
@@ -6656,14 +6669,14 @@ impl PlatformExprStrategy {
let stock = stock.ok_or_else(|| {
BacktestError::Execution(format!("{helper} requires stock context"))
})?;
return Ok((stock.symbol.clone(), default_lookback));
return Ok((stock.symbol.as_ref().to_string(), default_lookback));
}
if args.len() == 1 {
if let Ok(lookback) = Self::parse_positive_usize(&args[0]) {
let stock = stock.ok_or_else(|| {
BacktestError::Execution(format!("{helper} requires stock context"))
})?;
return Ok((stock.symbol.clone(), lookback));
return Ok((stock.symbol.as_ref().to_string(), lookback));
}
return Ok((
Self::parse_string_or_identifier(&args[0])?,