避免共享行情释放触发整图复制

This commit is contained in:
boris
2026-09-07 10:27:39 +08:00
parent 1aa7c28616
commit f45b3a71fa
2 changed files with 63 additions and 1 deletions
+62
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@@ -2325,6 +2325,20 @@ impl DataSet {
rows_by_symbol.into_values().map(|rows| rows.len()).sum()
}
pub fn release_execution_quotes_on_date(&mut self, date: NaiveDate) -> usize {
let row_count = self
.execution_quotes_by_date
.get(&date)
.map(|rows_by_symbol| rows_by_symbol.values().map(Vec::len).sum())
.unwrap_or(0);
// Run data shares this immutable map with the prepared-data cache. Arc::make_mut here
// would clone every date just to remove one entry and would not release the cached base.
if row_count == 0 || Arc::strong_count(&self.execution_quotes_by_date) > 1 {
return row_count;
}
self.remove_execution_quotes_on_date(date)
}
pub fn snapshot_components(&self) -> DataSetSnapshotComponents {
let mut instruments = self.instruments.values().cloned().collect::<Vec<_>>();
instruments.sort_by(|left, right| left.symbol.cmp(&right.symbol));
@@ -5705,6 +5719,54 @@ mod tests {
assert_eq!(run_data.execution_quote_count(), 0);
}
#[test]
fn shared_execution_quote_release_does_not_clone_the_base_map() {
let date = NaiveDate::parse_from_str("2025-01-02", "%Y-%m-%d").unwrap();
let quote = IntradayExecutionQuote {
date,
timestamp: NaiveDateTime::parse_from_str(
"2025-01-02 10:18:00",
"%Y-%m-%d %H:%M:%S",
)
.unwrap(),
symbol: "000001.SZ".to_string(),
last_price: 10.0,
bid1: 10.0,
ask1: 10.0,
bid1_volume: 10_000,
ask1_volume: 10_000,
volume_delta: 10_000,
amount_delta: 100_000.0,
trading_phase: Some("continuous".to_string()),
};
let data = DataSet::from_components_with_actions_and_quotes(
Vec::new(),
vec![market_row("2025-01-02", 10.0, 1_000_000)],
Vec::new(),
Vec::new(),
vec![benchmark_row("2025-01-02", 12.0)],
Vec::new(),
vec![quote],
)
.unwrap();
let mut run_data = data.clone();
assert!(Arc::ptr_eq(
&data.execution_quotes_by_date,
&run_data.execution_quotes_by_date
));
assert_eq!(run_data.release_execution_quotes_on_date(date), 1);
assert!(Arc::ptr_eq(
&data.execution_quotes_by_date,
&run_data.execution_quotes_by_date
));
assert_eq!(run_data.execution_quote_count(), 1);
drop(data);
assert_eq!(run_data.release_execution_quotes_on_date(date), 1);
assert_eq!(run_data.execution_quote_count(), 0);
}
#[test]
fn baseline_selection_uses_structured_instrument_dates_and_status_only() {
let date = NaiveDate::parse_from_str("2025-01-02", "%Y-%m-%d").unwrap();
+1 -1
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@@ -3053,7 +3053,7 @@ where
drop(minute_group);
drop(minute_quotes);
drop(quote_data);
self.data.remove_execution_quotes_on_date(execution_date);
self.data.release_execution_quotes_on_date(execution_date);
}
portfolio.update_prices_with_options(