From d89dd24f0a3993ed10b00957f947b65d91b00ffc Mon Sep 17 00:00:00 2001
From: boris <shuaibo.zhang@hotmail.com>
Date: Sat, 5 Sep 2026 05:47:11 +0800
Subject: [PATCH] perf: isolate ordered selection hot path

---
 .../fidc-core/src/platform_expr_strategy.rs   | 110 +++++++++++-------
 1 file changed, 70 insertions(+), 40 deletions(-)

diff --git a/crates/fidc-core/src/platform_expr_strategy.rs b/crates/fidc-core/src/platform_expr_strategy.rs
index 25f3a87..dccdd90 100644
--- a/crates/fidc-core/src/platform_expr_strategy.rs
+++ b/crates/fidc-core/src/platform_expr_strategy.rs
@@ -10122,46 +10122,18 @@ impl PlatformExprStrategy {
         // complete ranking for replacement limiting, select directly from the
         // ordered stream instead of materializing a second candidate vector.
         if self.rank_reuses_market_cap_order() && self.config.daily_replacement_limit == 0 {
-            let execution_day = ctx.data.daily_snapshot_view(date);
-            let universe_factor_day = ctx.data.daily_snapshot_view(universe_factor_date);
-            let factor_day = ctx.data.daily_snapshot_view(stock_factor_date);
-            let mut selected = Vec::with_capacity(limit.min(universe_symbol_ids.len()));
-            for symbol_id in universe_symbol_ids {
-                let factor = universe_factor_day
-                    .factor(symbol_id)
-                    .expect("market-cap order references missing factor row");
-                let symbol = factor.symbol.as_str();
-                let stock = self.uncached_selection_stock_state_from_views_by_symbol_id(
-                    ctx,
-                    date,
-                    stock_factor_date,
-                    symbol_id,
-                    symbol,
-                    &execution_day,
-                    &factor_day,
-                )?;
-                let field_value = self.selection_field_value_from_caps(
-                    decision_market_cap_bn(factor),
-                    decision_free_float_cap_bn(factor),
-                    &stock,
-                );
-                if !field_value.is_finite() || field_value < band_low || field_value > band_high {
-                    continue;
-                }
-                if self.selection_candidate_passes_filters(
-                    ctx,
-                    date,
-                    day,
-                    symbol,
-                    &stock,
-                    &mut diagnostics,
-                )? {
-                    selected.push(factor.symbol.clone());
-                    if selected.len() >= limit {
-                        break;
-                    }
-                }
-            }
+            let selected = self.select_market_cap_ordered_symbols(
+                ctx,
+                date,
+                universe_factor_date,
+                stock_factor_date,
+                day,
+                band_low,
+                band_high,
+                limit,
+                universe_symbol_ids,
+                &mut diagnostics,
+            )?;
             return Ok((selected, diagnostics, risk_decisions));
         }
 
@@ -10180,6 +10152,64 @@ impl PlatformExprStrategy {
         Ok((selected, diagnostics, risk_decisions))
     }
 
+    #[inline(never)]
+    #[allow(clippy::too_many_arguments)]
+    fn select_market_cap_ordered_symbols(
+        &self,
+        ctx: &StrategyContext<'_>,
+        date: NaiveDate,
+        universe_factor_date: NaiveDate,
+        stock_factor_date: NaiveDate,
+        day: &DayExpressionState,
+        band_low: f64,
+        band_high: f64,
+        limit: usize,
+        universe_symbol_ids: Vec<u32>,
+        diagnostics: &mut Vec<String>,
+    ) -> Result<Vec<String>, BacktestError> {
+        let execution_day = ctx.data.daily_snapshot_view(date);
+        let universe_factor_day = ctx.data.daily_snapshot_view(universe_factor_date);
+        let factor_day = ctx.data.daily_snapshot_view(stock_factor_date);
+        let mut selected = Vec::with_capacity(limit.min(universe_symbol_ids.len()));
+        for symbol_id in universe_symbol_ids {
+            let factor = universe_factor_day
+                .factor(symbol_id)
+                .expect("market-cap order references missing factor row");
+            let symbol = factor.symbol.as_str();
+            let stock = self.uncached_selection_stock_state_from_views_by_symbol_id(
+                ctx,
+                date,
+                stock_factor_date,
+                symbol_id,
+                symbol,
+                &execution_day,
+                &factor_day,
+            )?;
+            let field_value = self.selection_field_value_from_caps(
+                decision_market_cap_bn(factor),
+                decision_free_float_cap_bn(factor),
+                &stock,
+            );
+            if !field_value.is_finite() || field_value < band_low || field_value > band_high {
+                continue;
+            }
+            if self.selection_candidate_passes_filters(
+                ctx,
+                date,
+                day,
+                symbol,
+                &stock,
+                diagnostics,
+            )? {
+                selected.push(factor.symbol.clone());
+                if selected.len() >= limit {
+                    break;
+                }
+            }
+        }
+        Ok(selected)
+    }
+
     #[inline(never)]
     #[allow(clippy::too_many_arguments)]
     fn select_ranked_symbols(