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