perf: reject selection bands before state construction

crates/fidc-core/src/platform_expr_strategy.rs

@@ -9878,6 +9878,31 @@ impl PlatformExprStrategy {
         .unwrap_or_else(|| self.field_value_from_caps(market_cap_bn, free_float_cap_bn))
     }
 
+    fn selection_factor_field_value(
+        &self,
+        market_cap_bn: f64,
+        free_float_cap_bn: f64,
+    ) -> Option<f64> {
+        match self.config.market_cap_field.as_str() {
+            "market_cap" | "candidate_market_cap" => {
+                Some(Self::market_cap_storage_to_strategy_unit(market_cap_bn))
+            }
+            "market_cap_bn" | "candidate_market_cap_bn" => Some(market_cap_bn),
+            "free_float_cap" | "free_float_market_cap" | "candidate_free_float_cap" => {
+                Some(Self::market_cap_storage_to_strategy_unit(free_float_cap_bn))
+            }
+            "free_float_cap_bn" | "candidate_free_float_cap_bn" => Some(free_float_cap_bn),
+            "free_float_cap_or_market_cap" => Some(Self::market_cap_storage_to_strategy_unit(
+                if free_float_cap_bn.is_finite() && free_float_cap_bn > 0.0 {
+                    free_float_cap_bn
+                } else {
+                    market_cap_bn
+                },
+            )),
+            _ => None,
+        }
+    }
+
     fn rank_value_from_caps(
         &self,
         ctx: &StrategyContext<'_>,
@@ -10226,6 +10251,16 @@ impl PlatformExprStrategy {
             let symbol = factor.symbol.as_str();
             let market_cap_bn = decision_market_cap_bn(factor);
             let free_float_cap_bn = decision_free_float_cap_bn(factor);
+            let factor_field_value =
+                self.selection_factor_field_value(market_cap_bn, free_float_cap_bn);
+            if let Some(field_value) = factor_field_value
+                && (!field_value.is_finite() || field_value < band_low || field_value > band_high)
+            {
+                if !field_value.is_finite() && diagnostics.len() < 12 {
+                    diagnostics.push(format!("{symbol} rejected by missing selection field"));
+                }
+                continue;
+            }
             let stock = self.uncached_selection_stock_state_from_views_by_symbol_id(
                 ctx,
                 date,
@@ -10235,8 +10270,9 @@ impl PlatformExprStrategy {
                 &execution_day,
                 &factor_day,
             )?;
-            let field_value =
+            let field_value = factor_field_value.unwrap_or_else(|| {
-                self.selection_field_value_from_caps(market_cap_bn, free_float_cap_bn, &stock);
+                self.selection_field_value_from_caps(market_cap_bn, free_float_cap_bn, &stock)
+            });
             if !field_value.is_finite() {
                 if diagnostics.len() < 12 {
                     diagnostics.push(format!("{symbol} rejected by missing selection field"));
@@ -10968,6 +11004,18 @@ impl PlatformExprStrategy {
             let symbol = factor.symbol.as_str();
             let market_cap_bn = decision_market_cap_bn(factor);
             let free_float_cap_bn = decision_free_float_cap_bn(factor);
+            let factor_field_value =
+                self.selection_factor_field_value(market_cap_bn, free_float_cap_bn);
+            if let Some(field_value) = factor_field_value
+                && (!field_value.is_finite() || field_value < band_low || field_value > band_high)
+            {
+                if !field_value.is_finite() && diagnostics.len() < 12 {
+                    diagnostics.push(format!(
+                        "{symbol} quote_plan rejected by missing selection field"
+                    ));
+                }
+                continue;
+            }
             let stock = self.uncached_selection_stock_state_from_views_by_symbol_id(
                 ctx,
                 date,
@@ -10977,8 +11025,9 @@ impl PlatformExprStrategy {
                 &execution_day,
                 &factor_day,
             )?;
-            let field_value =
+            let field_value = factor_field_value.unwrap_or_else(|| {
-                self.selection_field_value_from_caps(market_cap_bn, free_float_cap_bn, &stock);
+                self.selection_field_value_from_caps(market_cap_bn, free_float_cap_bn, &stock)
+            });
             if !field_value.is_finite() {
                 if diagnostics.len() < 12 {
                     diagnostics.push(format!(