From f73513e2d46133e8600af04e533121d8bd947ba9 Mon Sep 17 00:00:00 2001
From: boris <boris@boriss-MacBook-Pro.local>
Date: Sun, 13 Sep 2026 07:33:05 +0800
Subject: [PATCH] Revert "perf(data): sort compact market-cap keys without
 revisiting wide snapshots"

This reverts commit 4e953b6e9874ed24d1fbdf6bb6c68fdfbac5e082.
---
 crates/fidc-core/src/data.rs | 97 +++++-------------------------------
 1 file changed, 13 insertions(+), 84 deletions(-)

diff --git a/crates/fidc-core/src/data.rs b/crates/fidc-core/src/data.rs
index 0081a18..8f6f838 100644
--- a/crates/fidc-core/src/data.rs
+++ b/crates/fidc-core/src/data.rs
@@ -4644,23 +4644,25 @@ fn build_factor_market_cap_order(
                 symbol_ids.len(),
                 "factor rows and symbol ids diverged for {date}"
             );
-            let mut keys = rows
+            let mut row_indices = rows
                 .iter()
-                .zip(symbol_ids)
-                .filter_map(|(row, symbol_id)| {
+                .enumerate()
+                .filter_map(|(index, row)| {
                     let market_cap_bn = decision_market_cap_bn(row);
-                    (market_cap_bn.is_finite() && market_cap_bn > 0.0)
-                        .then_some((market_cap_bn, *symbol_id))
+                    (market_cap_bn.is_finite() && market_cap_bn > 0.0).then_some(index)
                 })
                 .collect::<Vec<_>>();
-            // Symbol IDs follow the complete lexical symbol order. Equal keys
-            // emit identical IDs, so stability does not affect the output.
-            keys.sort_unstable_by(|left, right| {
-                left.0.total_cmp(&right.0).then_with(|| left.1.cmp(&right.1))
+            row_indices.sort_by(|left, right| {
+                let left = &rows[*left];
+                let right = &rows[*right];
+                decision_market_cap_bn(left)
+                    .partial_cmp(&decision_market_cap_bn(right))
+                    .unwrap_or(std::cmp::Ordering::Equal)
+                    .then_with(|| left.symbol.cmp(&right.symbol))
             });
-            let ordered = keys
+            let ordered = row_indices
                 .into_iter()
-                .map(|(_, symbol_id)| symbol_id)
+                .map(|index| symbol_ids[index])
                 .collect::<Vec<_>>();
             (*date, ordered)
         })
@@ -5097,79 +5099,6 @@ fn instrument_passes_baseline_selection(instrument: Option<&Instrument>, date: N
 mod tests {
     use super::*;
 
-    fn reference_market_cap_order(
-        rows: &[DailyFactorSnapshot],
-        symbol_ids: &[u32],
-    ) -> Vec<u32> {
-        let mut indices = (0..rows.len())
-            .filter(|index| {
-                let cap = decision_market_cap_bn(&rows[*index]);
-                cap.is_finite() && cap > 0.0
-            })
-            .collect::<Vec<_>>();
-        indices.sort_by(|left, right| {
-            decision_market_cap_bn(&rows[*left])
-                .partial_cmp(&decision_market_cap_bn(&rows[*right]))
-                .unwrap_or(std::cmp::Ordering::Equal)
-                .then_with(|| rows[*left].symbol.cmp(&rows[*right].symbol))
-        });
-        indices.into_iter().map(|index| symbol_ids[index]).collect()
-    }
-
-    #[test]
-    fn compact_market_cap_keys_preserve_reference_order_and_source_values() {
-        let start = NaiveDate::from_ymd_opt(2024, 1, 2).unwrap();
-        let caps = [
-            f64::NAN, -0.0, 0.0, f64::NEG_INFINITY, f64::INFINITY, -1.0,
-            f64::from_bits(1), f64::MIN_POSITIVE, 1.0, 1.0000000000000002,
-            1.0, f64::MAX,
-        ];
-        let groups = (0..5).map(|day| {
-            let date = start + chrono::Duration::days(day);
-            let mut rows = (0..4096).map(|index| DailyFactorSnapshot {
-                date,
-                symbol: format!("instrument_{index:05}_long_non_equity_identity").into(),
-                market_cap_bn: caps[(index * 17 + day as usize) % caps.len()],
-                free_float_cap_bn: 1.0, pe_ttm: 1.0,
-                turnover_ratio: Some(-0.0), effective_turnover_ratio: None,
-                adjustment_factor_backward1: Some(1.0),
-                extra_factors: NumericFactorMap::new(),
-            }).collect::<Vec<_>>();
-            rows.reverse();
-            rows.push(rows[19].clone());
-            (date, rows)
-        }).chain([(start + chrono::Duration::days(5), Vec::new())])
-            .collect::<BTreeMap<_, _>>();
-        let symbol_index = build_symbol_id_index(
-            &HashMap::new(), &BTreeMap::new(), &groups, &BTreeMap::new(),
-        );
-        let ids = groups.iter().map(|(date, rows)| (*date, rows.iter()
-            .map(|row| symbol_index[row.symbol.as_str()]).collect::<Vec<_>>()))
-            .collect::<BTreeMap<_, _>>();
-        let expected = groups.iter().map(|(date, rows)|
-            (*date, reference_market_cap_order(rows, &ids[date])))
-            .collect::<BTreeMap<_, _>>();
-        let bits = || groups.values().flatten().map(|row|
-            (row.market_cap_bn.to_bits(), row.turnover_ratio.unwrap().to_bits()))
-            .collect::<Vec<_>>();
-        let before = bits();
-        for threads in [1, 2, 8] {
-            let pool = rayon::ThreadPoolBuilder::new().num_threads(threads).build().unwrap();
-            assert_eq!(pool.install(|| build_factor_market_cap_order(&groups, &ids)), expected);
-            assert_eq!(bits(), before);
-        }
-    }
-
-    #[test]
-    #[should_panic(expected = "factor rows and symbol ids diverged")]
-    fn compact_market_cap_keys_reject_misaligned_symbol_ids() {
-        let date = NaiveDate::from_ymd_opt(2024, 1, 2).unwrap();
-        build_factor_market_cap_order(
-            &BTreeMap::from([(date, Vec::new())]),
-            &BTreeMap::from([(date, vec![1])]),
-        );
-    }
-
     fn market_row(date: &str, prev_close: f64, volume: u64) -> DailyMarketSnapshot {
         DailyMarketSnapshot {
             date: NaiveDate::parse_from_str(date, "%Y-%m-%d").unwrap(),