perf(core): specialize market candidate snapshot lookup

crates/fidc-core/src/data.rs

@@ -1246,6 +1246,12 @@ pub(crate) struct SymbolSnapshotRefs<'a> {
     pub candidate: Option<&'a CandidateEligibility>,
 }
 
+#[derive(Debug, Clone, Copy)]
+pub(crate) struct MarketCandidateSnapshotRefs<'a> {
+    pub market: Option<&'a DailyMarketSnapshot>,
+    pub candidate: Option<&'a CandidateEligibility>,
+}
+
 impl DataSet {
     pub fn with_additional_trading_dates(
         mut self,
@@ -1711,6 +1717,40 @@ impl DataSet {
         }
     }
 
+    pub(crate) fn market_candidate_snapshots_by_id(
+        &self,
+        date: NaiveDate,
+        symbol_id: u32,
+    ) -> MarketCandidateSnapshotRefs<'_> {
+        let market_rows = self.market_by_date.get(&date).map(Vec::as_slice);
+        let market_symbol_ids = self
+            .market_symbol_ids_by_date
+            .get(&date)
+            .map(Vec::as_slice);
+        let market_index = market_rows
+            .zip(market_symbol_ids)
+            .and_then(|(rows, symbol_ids)| symbol_id_index(rows.len(), symbol_ids, symbol_id));
+        let market = market_index.and_then(|index| market_rows?.get(index));
+        let candidate = self
+            .candidate_by_date
+            .get(&date)
+            .map(Vec::as_slice)
+            .zip(
+                self.candidate_symbol_ids_by_date
+                    .get(&date)
+                    .map(Vec::as_slice),
+            )
+            .and_then(|(rows, symbol_ids)| {
+                find_by_symbol_id_with_preferred_index(
+                    rows,
+                    symbol_ids,
+                    symbol_id,
+                    market_index,
+                )
+            });
+        MarketCandidateSnapshotRefs { market, candidate }
+    }
+
     pub fn benchmark(&self, date: NaiveDate) -> Option<&BenchmarkSnapshot> {
         self.benchmark_by_date.get(&date)
     }
@@ -4108,11 +4148,16 @@ mod tests {
         for symbol in ["000001.SZ", "600000.SH"] {
             let symbol_id = data.symbol_id(symbol).unwrap();
             let combined = data.symbol_snapshots_by_id(date, symbol_id);
+            let market_candidate = data.market_candidate_snapshots_by_id(date, symbol_id);
             assert_eq!(
                 combined.market.map(|row| row.symbol.as_str()),
                 data.market_by_symbol_id(date, symbol_id)
                     .map(|row| row.symbol.as_str())
             );
+            assert_eq!(
+                market_candidate.market.map(|row| row.symbol.as_str()),
+                combined.market.map(|row| row.symbol.as_str())
+            );
             assert_eq!(
                 combined.factor.map(|row| row.symbol.as_str()),
                 data.factor_by_symbol_id(date, symbol_id)
@@ -4123,6 +4168,10 @@ mod tests {
                 data.candidate_by_symbol_id(date, symbol_id)
                     .map(|row| row.symbol.as_str())
             );
+            assert_eq!(
+                market_candidate.candidate.map(|row| row.symbol.as_str()),
+                combined.candidate.map(|row| row.symbol.as_str())
+            );
         }
 
         let signal_id = data.symbol_id("000300.SH").unwrap();
@@ -4130,6 +4179,12 @@ mod tests {
         assert_eq!(signal.market.map(|row| row.symbol.as_str()), Some("000300.SH"));
         assert!(signal.factor.is_none());
         assert!(signal.candidate.is_none());
+        let signal_market_candidate = data.market_candidate_snapshots_by_id(date, signal_id);
+        assert_eq!(
+            signal_market_candidate.market.map(|row| row.symbol.as_str()),
+            Some("000300.SH")
+        );
+        assert!(signal_market_candidate.candidate.is_none());
     }
 
     #[test]

crates/fidc-core/src/platform_expr_strategy.rs

@@ -8889,7 +8889,9 @@ impl PlatformExprStrategy {
             if ctx.has_dynamic_universe() && !ctx.dynamic_universe_contains(&factor.symbol) {
                 continue;
             }
-            let snapshots = ctx.data.symbol_snapshots_by_id(date, symbol_id);
+            let snapshots = ctx
+                .data
+                .market_candidate_snapshots_by_id(date, symbol_id);
             let synthetic_candidate;
             let candidate = if let Some(candidate) = snapshots.candidate {
                 candidate