fix: fail closed on missing factor values

2026-08-31 14:30:33 +08:00
parent dff791b51f
commit d014bb2fbd
2 changed files with 59 additions and 2 deletions
@@ -4907,6 +4907,25 @@ mod tests {
        assert!(data.factor_by_symbol_id(date, signal_id).is_none());
        assert!(data.candidate_by_symbol_id(date, signal_id).is_none());
        assert!(day.candidate(signal_id).is_none());
+
+        // `get_factor` must use the same symbol-id index as direct snapshot
+        // lookups.  Sparse factor rows must not accidentally select another
+        // symbol's row or disappear when the date group contains gaps.
+        let market_cap = data.get_factor("000001.SZ", date, date, "MARKET_CAP");
+        assert_eq!(
+            market_cap
+                .iter()
+                .map(|row| (row.date, row.symbol.as_str(), row.value))
+                .collect::<Vec<_>>(),
+            vec![(date, "000001.SZ", 100.0)]
+        );
+        assert!(
+            data.get_factor("000300.SH", date, date, "market_cap")
+                .is_empty()
+        );
+        assert!(data
+            .get_factor("999999.SZ", date, date, "market_cap")
+            .is_empty());
    }

    #[test]