test: use valid adjusted series in rolling benchmark

crates/fidc-core/src/data.rs

@@ -5415,7 +5415,7 @@ mod tests {
         use std::hint::black_box;
         use std::time::Instant;
 
-        let data = volume_contract_data(Some([1.0, 1.0, 1.0]));
+        let data = adjusted_close_benchmark_data();
         let symbol_id = data.symbol_id("000001.SZ").expect("symbol id");
         let series = data
             .adjusted_close_series_by_symbol_id(symbol_id)
@@ -5467,6 +5467,7 @@ mod tests {
         }
 
         assert_eq!(repeated_checksum, reused_checksum);
+        assert!(repeated_checksum > 0.0);
         let repeated_seconds = repeated_nanos as f64 / 1_000_000_000.0;
         let reused_seconds = reused_nanos as f64 / 1_000_000_000.0;
         eprintln!(
@@ -5875,6 +5876,58 @@ mod tests {
         );
     }
 
+    fn adjusted_close_benchmark_data() -> DataSet {
+        let dates = [
+            NaiveDate::from_ymd_opt(2025, 1, 2).unwrap(),
+            NaiveDate::from_ymd_opt(2025, 1, 3).unwrap(),
+            NaiveDate::from_ymd_opt(2025, 1, 6).unwrap(),
+        ];
+        DataSet::from_components(
+            vec![Instrument {
+                symbol: "000001.SZ".to_string(),
+                name: "000001.SZ".to_string(),
+                board: "SZ".to_string(),
+                round_lot: 100,
+                listed_at: None,
+                delisted_at: None,
+                status: "active".to_string(),
+            }],
+            dates
+                .iter()
+                .enumerate()
+                .map(|(index, date)| {
+                    market_row(
+                        &date.format("%Y-%m-%d").to_string(),
+                        10.0 + index as f64,
+                        100_000,
+                    )
+                })
+                .collect(),
+            dates
+                .iter()
+                .map(|date| DailyFactorSnapshot {
+                    date: *date,
+                    symbol: "000001.SZ".to_string(),
+                    market_cap_bn: 10.0,
+                    free_float_cap_bn: 8.0,
+                    pe_ttm: 10.0,
+                    turnover_ratio: None,
+                    effective_turnover_ratio: None,
+                    extra_factors: NumericFactorMap::from([(
+                        Cow::Borrowed(BACKWARD_ADJUSTMENT_FACTOR_FIELD),
+                        1.0,
+                    )]),
+                })
+                .collect(),
+            Vec::new(),
+            dates
+                .iter()
+                .map(|date| benchmark_row(&date.format("%Y-%m-%d").to_string(), 1_000.0))
+                .collect(),
+        )
+        .expect("adjusted close benchmark dataset")
+    }
+
     fn volume_contract_data(availability: Option<[f64; 3]>) -> DataSet {
         let dates = [
             NaiveDate::parse_from_str("2025-01-02", "%Y-%m-%d").unwrap(),