避免共享行情释放触发整图复制
This commit is contained in:
@@ -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();
|
||||
|
||||
@@ -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(
|
||||
|
||||
Reference in New Issue
Block a user