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perf: index factor lookups by symbol

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This commit is contained in:
boris
2026-08-31 14:27:30 +08:00
parent ce46e42ff7
commit dff791b51f
1 changed files with 4 additions and 2 deletions
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crates/fidc-core/src/data.rs
+4 -2
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@@ -2501,12 +2501,14 @@ impl DataSet {
if start > end { if start > end {
return Vec::new(); return Vec::new();
} }
let Some(symbol_id) = self.symbol_id(symbol) else {
return Vec::new();
};
let field = normalize_field(field); let field = normalize_field(field);
let mut rows = self let mut rows = self
.factor_by_date .factor_by_date
.range(start..=end) .range(start..=end)
.flat_map(|(_, snapshots)| snapshots.iter()) .filter_map(|(date, _)| self.factor_by_symbol_id(*date, symbol_id))
.filter(|snapshot| snapshot.symbol == symbol)
.filter_map(|snapshot| { .filter_map(|snapshot| {
factor_numeric_value(snapshot, &field).map(|value| FactorValue { factor_numeric_value(snapshot, &field).map(|value| FactorValue {
date: snapshot.date, date: snapshot.date,