perf: intern stock-state symbols

crates/fidc-core/src/data.rs

@@ -1327,6 +1327,7 @@ pub struct DataSet {
     market_series_end_positions_by_symbol_id: Arc<Option<SymbolSeriesEndPositionIndex>>,
     benchmark_series_cache: Arc<BenchmarkPriceSeries>,
     symbol_id_by_code: Arc<AHashMap<String, u32>>,
+    symbol_by_id: Arc<Vec<Arc<str>>>,
     eligible_universe_by_date: Arc<OnceLock<BTreeMap<NaiveDate, Vec<EligibleUniverseSnapshot>>>>,
     benchmark_code: String,
     futures_params_by_symbol: Arc<HashMap<String, Vec<FuturesTradingParameter>>>,
@@ -1771,6 +1772,10 @@ impl DataSet {
             &factor_by_date,
             &candidate_by_date,
         );
+        let mut symbol_by_id = vec![Arc::<str>::from(""); symbol_id_by_code.len()];
+        for (symbol, symbol_id) in &symbol_id_by_code {
+            symbol_by_id[*symbol_id as usize] = Arc::<str>::from(symbol.as_str());
+        }
         let mut instruments_by_symbol_id = vec![None; symbol_id_by_code.len()];
         for (symbol, instrument) in &instruments {
             if let Some(symbol_id) = symbol_id_by_code.get(symbol).copied() {
@@ -1859,6 +1864,7 @@ impl DataSet {
             ),
             benchmark_series_cache: Arc::new(benchmark_series_cache),
             symbol_id_by_code: Arc::new(symbol_id_by_code),
+            symbol_by_id: Arc::new(symbol_by_id),
             eligible_universe_by_date: Arc::new(OnceLock::new()),
             benchmark_code,
             futures_params_by_symbol: Arc::new(futures_params_by_symbol),
@@ -1912,6 +1918,11 @@ impl DataSet {
         self.symbol_id_by_code.get(symbol).copied()
     }
 
+    pub(crate) fn shared_symbol_by_id(&self, symbol_id: u32) -> Option<Arc<str>> {
+        let symbol = self.symbol_by_id.get(symbol_id as usize)?;
+        (!symbol.is_empty()).then(|| Arc::clone(symbol))
+    }
+
     pub(crate) fn symbol_count(&self) -> usize {
         self.symbol_id_by_code.len()
     }
@@ -5047,6 +5058,10 @@ mod tests {
                     .map(|row| row.symbol.as_str()),
                 Some(symbol)
             );
+            let first_shared = data.shared_symbol_by_id(symbol_id).expect("shared symbol");
+            let second_shared = data.shared_symbol_by_id(symbol_id).expect("shared symbol");
+            assert_eq!(first_shared.as_ref(), symbol);
+            assert!(Arc::ptr_eq(&first_shared, &second_shared));
             assert_eq!(
                 data.market_by_symbol_id(date, symbol_id)
                     .map(|row| row.symbol.as_str()),

crates/fidc-core/src/platform_expr_strategy.rs

@@ -668,7 +668,7 @@ struct DayExpressionState {
 
 #[derive(Debug, Clone)]
 struct StockExpressionState {
-    symbol: String,
+    symbol: Arc<str>,
     symbol_id: u32,
     market_cap: f64,
     market_cap_bn: f64,
@@ -4012,6 +4012,13 @@ impl PlatformExprStrategy {
                 symbol: symbol.to_string(),
             })
         })?;
+        let shared_symbol = ctx.data.shared_symbol_by_id(symbol_id).ok_or_else(|| {
+            BacktestError::Data(crate::data::DataSetError::MissingSnapshot {
+                kind: "symbol_reverse_index",
+                date,
+                symbol: symbol.to_string(),
+            })
+        })?;
         let calendar_index = {
             let mut cache_date = self.stock_state_cache_date.borrow_mut();
             if *cache_date != Some(date) {
@@ -4216,7 +4223,7 @@ impl PlatformExprStrategy {
         };
 
         let state = Arc::new(StockExpressionState {
-            symbol: symbol.to_string(),
+            symbol: shared_symbol,
             symbol_id,
             market_cap,
             market_cap_bn,
@@ -4685,7 +4692,7 @@ impl PlatformExprStrategy {
                 stock.lower_limit,
                 stock.price_tick,
             );
-            scope.push("symbol", stock.symbol.clone());
+            scope.push("symbol", stock.symbol.to_string());
             scope.push("market_cap", stock.market_cap);
             scope.push("market_cap_bn", stock.market_cap_bn);
             scope.push("free_float_cap", stock.free_float_cap);
@@ -4784,7 +4791,7 @@ impl PlatformExprStrategy {
             scope.push("volume_ma100", stock.stock_volume_ma100);
             if include_factors_map {
                 let mut factors = Map::new();
-                factors.insert("symbol".into(), Dynamic::from(stock.symbol.clone()));
+                factors.insert("symbol".into(), Dynamic::from(stock.symbol.to_string()));
                 factors.insert("market_cap".into(), Dynamic::from(stock.market_cap));
                 factors.insert("market_cap_bn".into(), Dynamic::from(stock.market_cap_bn));
                 factors.insert("free_float_cap".into(), Dynamic::from(stock.free_float_cap));
@@ -6841,7 +6848,7 @@ impl PlatformExprStrategy {
                 let matched = ctx
                     .get_margin_stocks(&margin_type)
                     .iter()
-                    .any(|symbol| symbol == &stock.symbol);
+                    .any(|symbol| symbol.as_str() == stock.symbol.as_ref());
                 Ok(RuntimeHelperResolution::Boolean(matched))
             }
             "dominant_future" | "get_dominant_future" => {
@@ -6911,14 +6918,14 @@ impl PlatformExprStrategy {
             let stock = stock.ok_or_else(|| {
                 BacktestError::Execution(format!("{helper} requires stock context"))
             })?;
-            return Ok((stock.symbol.clone(), default_lookback));
+            return Ok((stock.symbol.to_string(), default_lookback));
         }
         if args.len() == 1 {
             if let Ok(lookback) = Self::parse_positive_usize(&args[0]) {
                 let stock = stock.ok_or_else(|| {
                     BacktestError::Execution(format!("{helper} requires stock context"))
                 })?;
-                return Ok((stock.symbol.clone(), lookback));
+                return Ok((stock.symbol.to_string(), lookback));
             }
             return Ok((
                 Self::parse_string_or_identifier(&args[0])?,
@@ -12741,6 +12748,7 @@ mod tests {
             .stock_state(&second_context, dates[1], symbol)
             .expect("second state");
         assert!(!Arc::ptr_eq(&first, &second));
+        assert!(Arc::ptr_eq(&first.symbol, &second.symbol));
         assert_eq!(second.close, 11.0);
         assert_eq!(*strategy.stock_state_cache_date.borrow(), Some(dates[1]));
         assert_eq!(strategy.stock_state_cache.borrow().len(), 1);