按有序市值流提前停止选股

crates/fidc-core/src/platform_expr_strategy.rs

@@ -9228,6 +9228,47 @@ impl PlatformExprStrategy {
             )
     }
 
+    fn selection_candidate_passes_filters(
+        &self,
+        ctx: &StrategyContext<'_>,
+        date: NaiveDate,
+        day: &DayExpressionState,
+        candidate: &EligibleUniverseSnapshot,
+        stock: &StockExpressionState,
+        diagnostics: &mut Vec<String>,
+    ) -> Result<bool, BacktestError> {
+        if !ctx.is_lagged_execution()
+            && let Some(reason) = self.stock_selection_limit_rejection_reason(stock)
+        {
+            if diagnostics.len() < 12 {
+                diagnostics.push(format!("{} rejected by {}", candidate.symbol, reason));
+            }
+            return Ok(false);
+        }
+        if !self.stock_passes_expr(ctx, day, stock)? {
+            if diagnostics.len() < 12 {
+                diagnostics.push(format!("{} rejected by stock_expr", candidate.symbol));
+            }
+            return Ok(false);
+        }
+        if self.config.stop_take_reference_price_mode
+            == PlatformStopTakeReferencePriceMode::SignalDayPostAdjustedClose
+            && ctx
+                .data
+                .market_latest_back_adjusted_close(date, &candidate.symbol)
+                .is_none()
+        {
+            if diagnostics.len() < 12 {
+                diagnostics.push(format!(
+                    "{} rejected by missing signal-day post-adjusted close",
+                    candidate.symbol
+                ));
+            }
+            return Ok(false);
+        }
+        Ok(true)
+    }
+
     fn can_sell_position(&self, ctx: &StrategyContext<'_>, date: NaiveDate, symbol: &str) -> bool {
         self.can_sell_position_at_time(ctx, date, symbol, None)
     }
@@ -9373,6 +9414,41 @@ impl PlatformExprStrategy {
             universe_factor_date,
             5,
         );
+
+        // The universe is already stably ordered by market cap.  When the
+        // strategy asks for that exact ascending order and does not need a
+        // complete ranking for replacement limiting, select directly from the
+        // ordered stream instead of materializing a second candidate vector.
+        if self.rank_reuses_market_cap_order() && self.config.daily_replacement_limit == 0 {
+            let mut selected = Vec::with_capacity(limit.min(universe.len()));
+            for candidate in universe {
+                let stock = self.selection_stock_state_with_factor_date(
+                    ctx,
+                    date,
+                    stock_factor_date,
+                    &candidate.symbol,
+                )?;
+                let field_value = self.selection_field_value(&candidate, &stock);
+                if !field_value.is_finite() || field_value < band_low || field_value > band_high {
+                    continue;
+                }
+                if self.selection_candidate_passes_filters(
+                    ctx,
+                    date,
+                    day,
+                    &candidate,
+                    &stock,
+                    &mut diagnostics,
+                )? {
+                    selected.push(candidate.symbol);
+                    if selected.len() >= limit {
+                        break;
+                    }
+                }
+            }
+            return Ok((selected, diagnostics, risk_decisions));
+        }
+
         let mut candidates = Vec::new();
         let mut missing_rank_count = 0usize;
         let mut missing_rank_examples = Vec::new();
@@ -9461,33 +9537,14 @@ impl PlatformExprStrategy {
 
         let mut selected = Vec::new();
         for (candidate, stock, _) in candidates {
-            if !ctx.is_lagged_execution()
+            if !self.selection_candidate_passes_filters(
-                && let Some(reason) = self.stock_selection_limit_rejection_reason(&stock)
+                ctx,
-            {
+                date,
-                if diagnostics.len() < 12 {
+                day,
-                    diagnostics.push(format!("{} rejected by {}", candidate.symbol, reason));
+                &candidate,
-                }
+                &stock,
-                continue;
+                &mut diagnostics,
-            }
+            )? {
-            if !self.stock_passes_expr(ctx, day, &stock)? {
-                if diagnostics.len() < 12 {
-                    diagnostics.push(format!("{} rejected by stock_expr", candidate.symbol));
-                }
-                continue;
-            }
-            if self.config.stop_take_reference_price_mode
-                == PlatformStopTakeReferencePriceMode::SignalDayPostAdjustedClose
-                && ctx
-                    .data
-                    .market_latest_back_adjusted_close(date, &candidate.symbol)
-                    .is_none()
-            {
-                if diagnostics.len() < 12 {
-                    diagnostics.push(format!(
-                        "{} rejected by missing signal-day post-adjusted close",
-                        candidate.symbol
-                    ));
-                }
                 continue;
             }
             selected.push(candidate.symbol.clone());