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减少每日诊断文本临时分配

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This commit is contained in:
Boris
2026-08-26 06:43:59 +08:00
parent 5929fedf91
commit d3bacffd8b
1 changed files with 44 additions and 19 deletions
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crates/fidc-core/src/engine.rs
+44 -19
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@@ -1935,14 +1935,14 @@ where
.ok_or(BacktestError::MissingBenchmark {
date: execution_date,
})?;
let notes = corporate_action_notes.join(" | ");
let diagnostics = std::iter::once(format!(
"decision_lag_warmup lag_days={} execution_index={}",
self.config.decision_lag_trading_days, execution_idx
))
.chain(broker_diagnostics.into_iter())
.collect::<Vec<_>>()
.join(" | ");
let notes = join_text_parts(corporate_action_notes.into_iter());
let diagnostics = join_text_parts(
std::iter::once(format!(
"decision_lag_warmup lag_days={} execution_index={}",
self.config.decision_lag_trading_days, execution_idx
))
.chain(broker_diagnostics.into_iter()),
);
let holdings_for_day = portfolio.holdings_summary(execution_date);
let holding_start = result.daily_holdings.len();
let holding_count = holdings_for_day.len();
@@ -3012,17 +3012,17 @@ where
.ok_or(BacktestError::MissingBenchmark {
date: execution_date,
})?;
let notes = corporate_action_notes
.into_iter()
.chain(decision.notes.into_iter())
.collect::<Vec<_>>()
.join(" | ");
let diagnostics = decision
.diagnostics
.into_iter()
.chain(broker_diagnostics.into_iter())
.collect::<Vec<_>>()
.join(" | ");
let notes = join_text_parts(
corporate_action_notes
.into_iter()
.chain(decision.notes.into_iter()),
);
let diagnostics = join_text_parts(
decision
.diagnostics
.into_iter()
.chain(broker_diagnostics.into_iter()),
);
let holdings_for_day = portfolio.holdings_summary(execution_date);
let holding_start = result.daily_holdings.len();
let holding_count = holdings_for_day.len();
@@ -4303,6 +4303,22 @@ fn futures_limit_satisfied(side: OrderSide, price: f64, limit_price: Option<f64>
}
}
fn join_text_parts<I>(parts: I) -> String
where
I: IntoIterator<Item = String>,
{
let mut iterator = parts.into_iter();
let Some(first) = iterator.next() else {
return String::new();
};
let mut result = first;
for part in iterator {
result.push_str(" | ");
result.push_str(&part);
}
result
}
fn futures_cancel_report(
date: NaiveDate,
order: FuturesOpenOrder,
@@ -4392,6 +4408,15 @@ mod tests {
const SYMBOL: &str = "000001.SZ";
#[test]
fn join_text_parts_matches_vec_join_contract() {
assert_eq!(super::join_text_parts(Vec::<String>::new()), "");
assert_eq!(
super::join_text_parts(vec!["a".to_string(), "".to_string(), "c".to_string()]),
"a | | c"
);
}
#[derive(Debug)]
struct BuyWhenDecisionDateStrategy {
decision_date: NaiveDate,