perf(data): compact immutable snapshots with current execution rules

Cargo.lock

@@ -145,6 +145,15 @@ version = "1.12.1"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "fc652a48c352aef3ea3aed32080501cf3ef6ed5da78602a020c991775b0aff04"
 
+[[package]]
+name = "castaway"
+version = "0.2.4"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "dec551ab6e7578819132c713a93c022a05d60159dc86e7a7050223577484c55a"
+dependencies = [
+ "rustversion",
+]
+
 [[package]]
 name = "cc"
 version = "1.2.59"
@@ -192,6 +201,20 @@ dependencies = [
  "windows-link",
 ]
 
+[[package]]
+name = "compact_str"
+version = "0.10.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "79fcda08c33bb58b97008b2cdada6622500e949e060f5913361763121abd2416"
+dependencies = [
+ "castaway",
+ "cfg-if",
+ "itoa",
+ "serde",
+ "static_assertions",
+ "zmij",
+]
+
 [[package]]
 name = "const-random"
 version = "0.1.18"
@@ -316,6 +339,7 @@ version = "0.1.0"
 dependencies = [
  "ahash 0.8.12",
  "chrono",
+ "compact_str",
  "indexmap",
  "rayon",
  "rhai",
@@ -2044,3 +2068,9 @@ dependencies = [
  "quote",
  "syn 3.0.5",
 ]
+
+[[package]]
+name = "zmij"
+version = "1.0.23"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "29666d0abbfad1e3dc4dcf6144730dd3a3ab225bbbdac83319345b1b44ccfc1b"

crates/fidc-core/Cargo.toml

@@ -6,6 +6,7 @@ license.workspace = true
 authors.workspace = true
 
 [dependencies]
+compact_str = { version = "=0.10.0", features = ["serde"] }
 rust_decimal.workspace = true
 ahash.workspace = true
 chrono.workspace = true

crates/fidc-core/src/broker.rs

@@ -8299,7 +8299,7 @@ mod tests {
         let date = chrono::NaiveDate::from_ymd_opt(2025, 1, 2).expect("valid date");
         DailyMarketSnapshot {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             timestamp: Some("2025-01-02 09:33:00".to_string()),
             day_open: 10.0,
             open: 10.0,
@@ -8425,7 +8425,7 @@ mod tests {
         let date = chrono::NaiveDate::from_ymd_opt(2025, 1, 2).expect("valid date");
         CandidateEligibility {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             is_st: false,
             is_star_st: false,
             is_new_listing: false,
@@ -8505,7 +8505,7 @@ mod tests {
             .iter()
             .map(|symbol| {
                 let mut snapshot = limit_test_snapshot();
-                snapshot.symbol = (*symbol).to_string();
+                snapshot.symbol = (*symbol).into();
                 if block_exit && *symbol == "000001.SZ" {
                     snapshot.day_open = snapshot.lower_limit;
                     snapshot.open = snapshot.lower_limit;
@@ -8520,7 +8520,7 @@ mod tests {
             .iter()
             .map(|symbol| {
                 let mut candidate = limit_test_candidate(true, true);
-                candidate.symbol = (*symbol).to_string();
+                candidate.symbol = (*symbol).into();
                 candidate
             })
             .collect::<Vec<_>>();
@@ -10479,7 +10479,7 @@ mod tests {
             .iter()
             .map(|symbol| {
                 let mut snapshot = limit_test_snapshot();
-                snapshot.symbol = (*symbol).to_string();
+                snapshot.symbol = (*symbol).into();
                 if *symbol == "000001.SZ" {
                     snapshot.day_open = 9.0;
                     snapshot.open = 9.0;
@@ -10497,7 +10497,7 @@ mod tests {
             .iter()
             .map(|symbol| {
                 let mut candidate = limit_test_candidate(true, true);
-                candidate.symbol = (*symbol).to_string();
+                candidate.symbol = (*symbol).into();
                 candidate
             })
             .collect::<Vec<_>>();
@@ -10631,7 +10631,7 @@ mod tests {
             .iter()
             .map(|symbol| {
                 let mut snapshot = limit_test_snapshot();
-                snapshot.symbol = (*symbol).to_string();
+                snapshot.symbol = (*symbol).into();
                 snapshot
             })
             .collect::<Vec<_>>();
@@ -10639,7 +10639,7 @@ mod tests {
             .iter()
             .map(|symbol| {
                 let mut candidate = limit_test_candidate(true, true);
-                candidate.symbol = (*symbol).to_string();
+                candidate.symbol = (*symbol).into();
                 candidate
             })
             .collect::<Vec<_>>();
@@ -10696,7 +10696,7 @@ mod tests {
             .iter()
             .map(|symbol| {
                 let mut snapshot = limit_test_snapshot();
-                snapshot.symbol = (*symbol).to_string();
+                snapshot.symbol = (*symbol).into();
                 snapshot
             })
             .collect::<Vec<_>>();
@@ -10704,7 +10704,7 @@ mod tests {
             .iter()
             .map(|symbol| {
                 let mut candidate = limit_test_candidate(true, true);
-                candidate.symbol = (*symbol).to_string();
+                candidate.symbol = (*symbol).into();
                 candidate
             })
             .collect::<Vec<_>>();
@@ -10834,7 +10834,7 @@ mod tests {
             .iter()
             .map(|symbol| {
                 let mut snapshot = limit_test_snapshot();
-                snapshot.symbol = (*symbol).to_string();
+                snapshot.symbol = (*symbol).into();
                 snapshot
             })
             .collect::<Vec<_>>();
@@ -10842,7 +10842,7 @@ mod tests {
             .iter()
             .map(|symbol| {
                 let mut candidate = limit_test_candidate(true, true);
-                candidate.symbol = (*symbol).to_string();
+                candidate.symbol = (*symbol).into();
                 candidate
             })
             .collect::<Vec<_>>();
@@ -11623,7 +11623,7 @@ mod tests {
         .with_volume_limit(false)
         .with_liquidity_limit(false);
         let mut snapshot = limit_test_snapshot();
-        snapshot.symbol = symbol.to_string();
+        snapshot.symbol = symbol.into();
         snapshot.last_price = 4.21;
         snapshot.close = 4.21;
         snapshot.bid1 = 4.20;
@@ -11708,7 +11708,7 @@ mod tests {
         .with_inactive_limit(false);
         let snapshot = DailyMarketSnapshot {
             date,
-            symbol: symbol.to_string(),
+            symbol: symbol.into(),
             timestamp: Some("2023-05-08 15:00:00".to_string()),
             day_open: 5.86,
             open: 5.86,
@@ -11756,7 +11756,7 @@ mod tests {
             Vec::new(),
             vec![CandidateEligibility {
                 date,
-                symbol: symbol.to_string(),
+                symbol: symbol.into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,

crates/fidc-core/src/data.rs

@@ -5,6 +5,7 @@ use std::sync::{Arc, OnceLock};
 
 use ahash::AHashMap;
 use chrono::{NaiveDate, NaiveDateTime};
+use compact_str::CompactString;
 use rayon::prelude::*;
 use serde::{Deserialize, Serialize};
 use thiserror::Error;
@@ -122,7 +123,7 @@ pub enum PriceField {
 pub struct DailyMarketSnapshot {
     #[serde(with = "date_format")]
     pub date: NaiveDate,
-    pub symbol: String,
+    pub symbol: CompactString,
     pub timestamp: Option<String>,
     pub day_open: f64,
     pub open: f64,
@@ -199,13 +200,13 @@ impl DailyMarketSnapshot {
     }
 }
 
-pub type NumericFactorMap = BTreeMap<Cow<'static, str>, f64>;
+pub use crate::numeric_factors::NumericFactorMap;
 
 #[derive(Debug, Clone, Serialize, Deserialize)]
 pub struct DailyFactorSnapshot {
     #[serde(with = "date_format")]
     pub date: NaiveDate,
-    pub symbol: String,
+    pub symbol: CompactString,
     pub market_cap_bn: f64,
     pub free_float_cap_bn: f64,
     pub pe_ttm: f64,
@@ -232,7 +233,7 @@ pub struct BenchmarkSnapshot {
 pub struct CandidateEligibility {
     #[serde(with = "date_format")]
     pub date: NaiveDate,
-    pub symbol: String,
+    pub symbol: CompactString,
     pub is_st: bool,
     #[serde(default)]
     pub is_star_st: bool,
@@ -1204,7 +1205,7 @@ impl SymbolPriceSeries {
     fn snapshot_at(&self, index: usize) -> DailyMarketSnapshot {
         DailyMarketSnapshot {
             date: self.dates[index],
-            symbol: self.symbol.clone(),
+            symbol: self.symbol.as_str().into(),
             timestamp: self.timestamps[index].clone(),
             day_open: self.day_opens[index],
             open: self.opens[index],
@@ -2865,7 +2866,7 @@ impl DataSet {
             .filter_map(|snapshot| {
                 factor_numeric_value(snapshot, &field).map(|value| FactorValue {
                     date: snapshot.date,
-                    symbol: snapshot.symbol.clone(),
+                    symbol: snapshot.symbol.to_string(),
                     field: field.clone(),
                     value,
                 })
@@ -2959,7 +2960,7 @@ impl DataSet {
                             .or_else(|| row.extra_factors.get("margin_all"))
                             .is_some_and(|value| *value > 0.0)
                     })
-                    .map(|row| row.symbol.clone())
+                    .map(|row| row.symbol.to_string())
                     .collect::<Vec<_>>()
             })
             .unwrap_or_default();
@@ -3051,7 +3052,7 @@ impl DataSet {
                 if snapshot.prev_close.is_finite() && snapshot.prev_close > 0.0 {
                     Some(FactorValue {
                         date: snapshot.date,
-                        symbol: snapshot.symbol.clone(),
+                        symbol: snapshot.symbol.to_string(),
                         field: "price_change_rate".to_string(),
                         value: snapshot.close / snapshot.prev_close - 1.0,
                     })
@@ -3173,7 +3174,7 @@ impl DataSet {
                 if let Some(value) = factor_numeric_value(snapshot, field) {
                     return Some(FactorValue {
                         date: *factor_date,
-                        symbol: snapshot.symbol.clone(),
+                        symbol: snapshot.symbol.to_string(),
                         field: field.clone(),
                         value,
                     });
@@ -3524,7 +3525,7 @@ impl DataSet {
                 if let Some(value) = factor_numeric_value(snapshot, field) {
                     rows.push(FactorValue {
                         date: snapshot.date,
-                        symbol: snapshot.symbol.clone(),
+                        symbol: snapshot.symbol.to_string(),
                         field: output_field.clone(),
                         value,
                     });
@@ -4322,7 +4323,7 @@ fn daily_market_price_bar(snapshot: &DailyMarketSnapshot) -> PriceBar {
     PriceBar {
         date: snapshot.date,
         timestamp: snapshot.timestamp.clone(),
-        symbol: snapshot.symbol.clone(),
+        symbol: snapshot.symbol.to_string(),
         frequency: "1d".to_string(),
         open: snapshot.open,
         high: snapshot.high,
@@ -4383,7 +4384,7 @@ fn normalize_factor_snapshots(
             {
                 return Err(DataSetError::ReservedTypedFactorInExtraMap {
                     date: snapshot.date,
-                    symbol: snapshot.symbol,
+                    symbol: snapshot.symbol.to_string(),
                     field: BACKWARD_ADJUSTMENT_FACTOR_FIELD,
                 });
             }
@@ -4392,7 +4393,7 @@ fn normalize_factor_snapshots(
             {
                 return Err(DataSetError::InvalidBackwardAdjustmentFactor {
                     date: snapshot.date,
-                    symbol: snapshot.symbol,
+                    symbol: snapshot.symbol.to_string(),
                     value,
                 });
             }
@@ -4428,7 +4429,7 @@ fn normalize_factor_snapshots(
             {
                 return Err(DataSetError::ReservedTypedFactorInExtraMap {
                     date: snapshot.date,
-                    symbol: snapshot.symbol,
+                    symbol: snapshot.symbol.to_string(),
                     field: BACKWARD_ADJUSTMENT_FACTOR_FIELD,
                 });
             }
@@ -4510,21 +4511,21 @@ fn build_symbol_id_index(
     for rows in market_by_date.values() {
         for row in rows {
             if !symbols.contains(row.symbol.as_str()) {
-                symbols.insert(row.symbol.clone());
+                symbols.insert(row.symbol.to_string());
             }
         }
     }
     for rows in factor_by_date.values() {
         for row in rows {
             if !symbols.contains(row.symbol.as_str()) {
-                symbols.insert(row.symbol.clone());
+                symbols.insert(row.symbol.to_string());
             }
         }
     }
     for rows in candidate_by_date.values() {
         for row in rows {
             if !symbols.contains(row.symbol.as_str()) {
-                symbols.insert(row.symbol.clone());
+                symbols.insert(row.symbol.to_string());
             }
         }
     }
@@ -4942,7 +4943,7 @@ fn build_fundamental_universe_for_date(
             continue;
         }
         rows.push(EligibleUniverseSnapshot {
-            symbol: factor.symbol.clone(),
+            symbol: factor.symbol.to_string(),
             market_cap_bn,
             free_float_cap_bn: decision_free_float_cap_bn(factor),
         });
@@ -5012,7 +5013,7 @@ fn build_eligible_universe_for_date_from_factors(
             date,
             candidate,
             market,
-            instruments.get(&factor.symbol),
+            instruments.get(factor.symbol.as_str()),
             risk_config,
         )
         .is_some()
@@ -5025,7 +5026,7 @@ fn build_eligible_universe_for_date_from_factors(
         }
         let free_float_cap_bn = decision_free_float_cap_bn(factor);
         rows.push(EligibleUniverseSnapshot {
-            symbol: factor.symbol.clone(),
+            symbol: factor.symbol.to_string(),
             market_cap_bn,
             free_float_cap_bn,
         });
@@ -5042,7 +5043,7 @@ fn build_eligible_universe_for_date_from_factors(
 pub(crate) fn missing_candidate_risk_state(date: NaiveDate, symbol: &str) -> CandidateEligibility {
     CandidateEligibility {
         date,
-        symbol: symbol.to_string(),
+        symbol: symbol.into(),
         is_st: false,
         is_star_st: false,
         is_new_listing: false,
@@ -5070,7 +5071,7 @@ mod tests {
     fn market_row(date: &str, prev_close: f64, volume: u64) -> DailyMarketSnapshot {
         DailyMarketSnapshot {
             date: NaiveDate::parse_from_str(date, "%Y-%m-%d").unwrap(),
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             timestamp: None,
             day_open: prev_close,
             open: prev_close,
@@ -5352,10 +5353,10 @@ mod tests {
             for (symbol_index, symbol) in symbols.into_iter().enumerate().rev() {
                 let close = 10.0 + date_index as f64 + symbol_index as f64;
                 let mut market_row = market_row(&date_text, close, 1_000_000);
-                market_row.symbol = symbol.to_string();
+                market_row.symbol = symbol.into();
                 let factor_row = DailyFactorSnapshot {
                     date,
-                    symbol: symbol.to_string(),
+                    symbol: symbol.into(),
                     market_cap_bn: 100.0 + close,
                     free_float_cap_bn: 80.0 + close,
                     pe_ttm: 0.0,
@@ -5366,7 +5367,7 @@ mod tests {
                 };
                 let candidate_row = CandidateEligibility {
                     date,
-                    symbol: symbol.to_string(),
+                    symbol: symbol.into(),
                     is_st: false,
                     is_star_st: false,
                     is_new_listing: false,
@@ -5534,12 +5535,12 @@ mod tests {
         };
         let market = |symbol: &str, close: f64| {
             let mut row = market_row("2025-01-02", close, 1_000_000);
-            row.symbol = symbol.to_string();
+            row.symbol = symbol.into();
             row
         };
         let factor = |symbol: &str, market_cap_bn: f64| DailyFactorSnapshot {
             date,
-            symbol: symbol.to_string(),
+            symbol: symbol.into(),
             market_cap_bn,
             free_float_cap_bn: market_cap_bn,
             pe_ttm: 0.0,
@@ -5550,7 +5551,7 @@ mod tests {
         };
         let candidate = |symbol: &str| CandidateEligibility {
             date,
-            symbol: symbol.to_string(),
+            symbol: symbol.into(),
             is_st: false,
             is_star_st: false,
             is_new_listing: false,
@@ -5773,7 +5774,7 @@ mod tests {
                 .iter()
                 .map(|date| DailyFactorSnapshot {
                     date: *date,
-                    symbol: "000001.SZ".to_string(),
+                    symbol: "000001.SZ".into(),
                     market_cap_bn: 10.0,
                     free_float_cap_bn: 8.0,
                     pe_ttm: 10.0,
@@ -5977,7 +5978,7 @@ mod tests {
             .enumerate()
             .map(|(index, symbol)| {
                 let mut row = market_row("2025-01-02", 10.0 + index as f64 / 1000.0, 1_000_000);
-                row.symbol = symbol.clone();
+                row.symbol = symbol.clone().into();
                 row
             })
             .collect::<Vec<_>>();
@@ -5986,7 +5987,7 @@ mod tests {
             .enumerate()
             .map(|(index, symbol)| DailyFactorSnapshot {
                 date,
-                symbol: symbol.clone(),
+                symbol: symbol.clone().into(),
                 market_cap_bn: 10.0 + index as f64 / 1000.0,
                 free_float_cap_bn: 8.0,
                 pe_ttm: 10.0,
@@ -6000,7 +6001,7 @@ mod tests {
             .iter()
             .map(|symbol| CandidateEligibility {
                 date,
-                symbol: symbol.clone(),
+                symbol: symbol.clone().into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -6289,14 +6290,14 @@ mod tests {
     fn factor_numeric_value_normalizes_fields_without_changing_aliases() {
         let snapshot = DailyFactorSnapshot {
             date: NaiveDate::parse_from_str("2025-01-02", "%Y-%m-%d").unwrap(),
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             market_cap_bn: 12.5,
             free_float_cap_bn: 8.0,
             pe_ttm: 10.0,
             turnover_ratio: None,
             effective_turnover_ratio: None,
             adjustment_factor_backward1: Some(1.25),
-            extra_factors: BTreeMap::from([("custom_factor".into(), 3.5)]),
+            extra_factors: From::from([("custom_factor".into(), 3.5)]),
         };
 
         assert_eq!(factor_numeric_value(&snapshot, " MARKET_CAP "), Some(12.5));
@@ -6312,14 +6313,14 @@ mod tests {
         let date = NaiveDate::parse_from_str("2025-01-02", "%Y-%m-%d").unwrap();
         let clean = normalize_factor_snapshots(vec![DailyFactorSnapshot {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             market_cap_bn: 1.0,
             free_float_cap_bn: 1.0,
             pe_ttm: 1.0,
             turnover_ratio: None,
             effective_turnover_ratio: None,
             adjustment_factor_backward1: None,
-            extra_factors: BTreeMap::from([(Cow::Borrowed("amount"), 10.0)]),
+            extra_factors: From::from([(Cow::Borrowed("amount"), 10.0)]),
         }])
         .expect("normalize clean factor snapshot");
         assert!(matches!(
@@ -6329,14 +6330,14 @@ mod tests {
 
         let dirty = normalize_factor_snapshots(vec![DailyFactorSnapshot {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             market_cap_bn: 1.0,
             free_float_cap_bn: 1.0,
             pe_ttm: 1.0,
             turnover_ratio: None,
             effective_turnover_ratio: None,
             adjustment_factor_backward1: None,
-            extra_factors: BTreeMap::from([
+            extra_factors: From::from([
                 (Cow::Owned(" CUSTOM_FACTOR ".to_string()), 2.0),
                 (Cow::Borrowed("bad_nan"), f64::NAN),
             ]),
@@ -6351,7 +6352,7 @@ mod tests {
         let date = NaiveDate::parse_from_str("2025-01-02", "%Y-%m-%d").unwrap();
         let snapshot = |adjustment_factor_backward1, extra_factors| DailyFactorSnapshot {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             market_cap_bn: 1.0,
             free_float_cap_bn: 1.0,
             pe_ttm: 1.0,
@@ -6364,12 +6365,12 @@ mod tests {
         assert!(matches!(
             normalize_factor_snapshots(vec![snapshot(
                 Some(1.0),
-                BTreeMap::from([(Cow::Borrowed(BACKWARD_ADJUSTMENT_FACTOR_FIELD), 1.0)]),
+                BTreeMap::from([(Cow::Borrowed(BACKWARD_ADJUSTMENT_FACTOR_FIELD), 1.0)]).into(),
             )]),
             Err(DataSetError::ReservedTypedFactorInExtraMap { .. })
         ));
         assert!(matches!(
-            normalize_factor_snapshots(vec![snapshot(Some(0.0), BTreeMap::new())]),
+            normalize_factor_snapshots(vec![snapshot(Some(0.0), BTreeMap::new().into())]),
             Err(DataSetError::InvalidBackwardAdjustmentFactor { .. })
         ));
         for field in [
@@ -6382,7 +6383,7 @@ mod tests {
                     matches!(
                         normalize_factor_snapshots(vec![snapshot(
                             typed_value,
-                            BTreeMap::from([(Cow::Borrowed(field), 2.0)]),
+                            BTreeMap::from([(Cow::Borrowed(field), 2.0)]).into(),
                         )]),
                         Err(DataSetError::ReservedTypedFactorInExtraMap { .. })
                     ),
@@ -6478,14 +6479,14 @@ mod tests {
                     }
                     DailyFactorSnapshot {
                         date: *date,
-                        symbol: "000001.SZ".to_string(),
+                        symbol: "000001.SZ".into(),
                         market_cap_bn: 10.0,
                         free_float_cap_bn: 8.0,
                         pe_ttm: 10.0,
                         turnover_ratio: None,
                         effective_turnover_ratio: None,
                         adjustment_factor_backward1: None,
-                        extra_factors,
+                        extra_factors: extra_factors.into(),
                     }
                 })
                 .collect(),
@@ -6537,14 +6538,14 @@ mod tests {
                 .iter()
                 .map(|date| DailyFactorSnapshot {
                     date: *date,
-                    symbol: "000001.SZ".to_string(),
+                    symbol: "000001.SZ".into(),
                     market_cap_bn: 10.0,
                     free_float_cap_bn: 8.0,
                     pe_ttm: 10.0,
                     turnover_ratio: None,
                     effective_turnover_ratio: None,
                     adjustment_factor_backward1: Some(1.0),
-                    extra_factors: BTreeMap::new(),
+                    extra_factors: Default::default(),
                 })
                 .collect(),
             Vec::new(),
@@ -6831,14 +6832,14 @@ mod tests {
                 .zip(factors)
                 .map(|(date, factor)| DailyFactorSnapshot {
                     date: *date,
-                    symbol: "000001.SZ".to_string(),
+                    symbol: "000001.SZ".into(),
                     market_cap_bn: 10.0,
                     free_float_cap_bn: 8.0,
                     pe_ttm: 10.0,
                     turnover_ratio: None,
                     effective_turnover_ratio: None,
                     adjustment_factor_backward1: Some(factor),
-                    extra_factors: BTreeMap::new(),
+                    extra_factors: Default::default(),
                 })
                 .collect(),
             Vec::new(),
@@ -6929,14 +6930,14 @@ mod tests {
                 .iter()
                 .map(|date| DailyFactorSnapshot {
                     date: *date,
-                    symbol: "000001.SZ".to_string(),
+                    symbol: "000001.SZ".into(),
                     market_cap_bn: 10.0,
                     free_float_cap_bn: 8.0,
                     pe_ttm: 10.0,
                     turnover_ratio: None,
                     effective_turnover_ratio: None,
                     adjustment_factor_backward1: (*date != dates[3]).then_some(1.0),
-                    extra_factors: BTreeMap::new(),
+                    extra_factors: Default::default(),
                 })
                 .collect(),
             Vec::new(),
@@ -7008,7 +7009,7 @@ mod tests {
         };
         let market = |symbol: &str, prev_close: f64, close: f64| DailyMarketSnapshot {
             date,
-            symbol: symbol.to_string(),
+            symbol: symbol.into(),
             timestamp: Some("2025-01-06 10:18:00".to_string()),
             day_open: prev_close,
             open: prev_close,
@@ -7032,18 +7033,18 @@ mod tests {
         let factor =
             |symbol: &str, market_cap_bn: f64, free_float_cap_bn: f64| DailyFactorSnapshot {
                 date,
-                symbol: symbol.to_string(),
+                symbol: symbol.into(),
                 market_cap_bn,
                 free_float_cap_bn,
                 pe_ttm: 10.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
                 adjustment_factor_backward1: None,
-                extra_factors: BTreeMap::new(),
+                extra_factors: Default::default(),
             };
         let candidate = |symbol: &str| CandidateEligibility {
             date,
-            symbol: symbol.to_string(),
+            symbol: symbol.into(),
             is_st: false,
             is_star_st: false,
             is_new_listing: false,
@@ -7108,7 +7109,7 @@ mod tests {
             }],
             vec![DailyMarketSnapshot {
                 date,
-                symbol: symbol.to_string(),
+                symbol: symbol.into(),
                 timestamp: Some("2025-01-06 10:18:00".to_string()),
                 day_open: 10.0,
                 open: 10.0,
@@ -7131,14 +7132,14 @@ mod tests {
             }],
             vec![DailyFactorSnapshot {
                 date,
-                symbol: symbol.to_string(),
+                symbol: symbol.into(),
                 market_cap_bn: 10.0,
                 free_float_cap_bn: 9.0,
                 pe_ttm: 10.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
                 adjustment_factor_backward1: None,
-                extra_factors: BTreeMap::new(),
+                extra_factors: Default::default(),
             }],
             Vec::new(),
             vec![BenchmarkSnapshot {
@@ -7193,7 +7194,7 @@ mod tests {
             }],
             vec![DailyMarketSnapshot {
                 date,
-                symbol: symbol.to_string(),
+                symbol: symbol.into(),
                 timestamp: Some("2025-01-06 10:18:00".to_string()),
                 day_open: 10.0,
                 open: 10.0,
@@ -7216,18 +7217,18 @@ mod tests {
             }],
             vec![DailyFactorSnapshot {
                 date,
-                symbol: symbol.to_string(),
+                symbol: symbol.into(),
                 market_cap_bn: 10.0,
                 free_float_cap_bn: 9.0,
                 pe_ttm: 10.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
                 adjustment_factor_backward1: None,
-                extra_factors: BTreeMap::new(),
+                extra_factors: Default::default(),
             }],
             vec![CandidateEligibility {
                 date,
-                symbol: symbol.to_string(),
+                symbol: symbol.into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -7268,14 +7269,14 @@ mod tests {
         let date = NaiveDate::parse_from_str("2025-01-06", "%Y-%m-%d").unwrap();
         let factor = DailyFactorSnapshot {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             market_cap_bn: 12.0,
             free_float_cap_bn: 4.0,
             pe_ttm: 10.0,
             turnover_ratio: Some(1.0),
             effective_turnover_ratio: Some(1.0),
             adjustment_factor_backward1: None,
-            extra_factors: BTreeMap::new(),
+            extra_factors: Default::default(),
         };
 
         assert!((decision_market_cap_bn(&factor) - 12.0).abs() < 1e-9);

crates/fidc-core/src/engine.rs

@@ -5425,7 +5425,7 @@ mod tests {
     fn market(date: NaiveDate, open: f64, close: f64) -> DailyMarketSnapshot {
         DailyMarketSnapshot {
             date,
-            symbol: SYMBOL.to_string(),
+            symbol: SYMBOL.into(),
             timestamp: Some(format!("{date} 15:00:00")),
             day_open: open,
             open,
@@ -5479,21 +5479,21 @@ mod tests {
     fn factor(date: NaiveDate) -> DailyFactorSnapshot {
         DailyFactorSnapshot {
             date,
-            symbol: SYMBOL.to_string(),
+            symbol: SYMBOL.into(),
             market_cap_bn: 10.0,
             free_float_cap_bn: 8.0,
             pe_ttm: 12.0,
             turnover_ratio: Some(1.0),
             effective_turnover_ratio: Some(1.0),
             adjustment_factor_backward1: None,
-            extra_factors: BTreeMap::new(),
+            extra_factors: Default::default(),
         }
     }
 
     fn candidate(date: NaiveDate) -> CandidateEligibility {
         CandidateEligibility {
             date,
-            symbol: SYMBOL.to_string(),
+            symbol: SYMBOL.into(),
             is_st: false,
             is_star_st: false,
             is_new_listing: false,

crates/fidc-core/src/lib.rs

@@ -2,6 +2,7 @@ pub mod broker;
 pub mod calendar;
 pub mod cost;
 pub mod data;
+mod numeric_factors;
 pub mod daily_patterns;
 pub mod pattern_context;
 pub mod session_events;

crates/fidc-core/src/numeric_factors.rs

@@ -0,0 +1,339 @@
+use std::borrow::Cow;
+use std::collections::BTreeMap;
+use std::fmt;
+use std::ops::Index;
+
+use serde::de::{MapAccess, Visitor};
+use serde::ser::SerializeMap;
+use serde::{Deserialize, Deserializer, Serialize, Serializer};
+
+/// Sorted numeric fields stored contiguously, without a tree node per snapshot.
+#[derive(Clone, Default, PartialEq)]
+pub struct NumericFactorMap {
+    entries: Vec<(Cow<'static, str>, f64)>,
+}
+
+impl NumericFactorMap {
+    pub const fn new() -> Self {
+        Self {
+            entries: Vec::new(),
+        }
+    }
+
+    pub fn len(&self) -> usize {
+        self.entries.len()
+    }
+    pub fn is_empty(&self) -> bool {
+        self.entries.is_empty()
+    }
+    pub fn clear(&mut self) {
+        self.entries.clear();
+    }
+
+    pub fn get(&self, key: &str) -> Option<&f64> {
+        self.entries
+            .binary_search_by(|(name, _)| name.as_ref().cmp(key))
+            .ok()
+            .map(|index| &self.entries[index].1)
+    }
+
+    pub fn get_mut(&mut self, key: &str) -> Option<&mut f64> {
+        self.entries
+            .binary_search_by(|(name, _)| name.as_ref().cmp(key))
+            .ok()
+            .map(|index| &mut self.entries[index].1)
+    }
+
+    pub fn contains_key(&self, key: &str) -> bool {
+        self.get(key).is_some()
+    }
+
+    pub fn insert(&mut self, key: Cow<'static, str>, value: f64) -> Option<f64> {
+        if self
+            .entries
+            .last()
+            .is_none_or(|(last, _)| last.as_ref() < key.as_ref())
+        {
+            self.entries.push((key, value));
+            return None;
+        }
+        match self
+            .entries
+            .binary_search_by(|(name, _)| name.as_ref().cmp(key.as_ref()))
+        {
+            Ok(index) => Some(std::mem::replace(&mut self.entries[index].1, value)),
+            Err(index) => {
+                self.entries.insert(index, (key, value));
+                None
+            }
+        }
+    }
+
+    pub fn remove(&mut self, key: &str) -> Option<f64> {
+        self.entries
+            .binary_search_by(|(name, _)| name.as_ref().cmp(key))
+            .ok()
+            .map(|index| self.entries.remove(index).1)
+    }
+
+    pub fn retain(&mut self, mut keep: impl FnMut(&Cow<'static, str>, &mut f64) -> bool) {
+        self.entries.retain_mut(|(key, value)| keep(key, value));
+    }
+
+    pub fn iter(&self) -> Iter<'_> {
+        Iter(self.entries.iter())
+    }
+    pub fn keys(&self) -> impl DoubleEndedIterator<Item = &Cow<'static, str>> + ExactSizeIterator {
+        self.entries.iter().map(|(key, _)| key)
+    }
+    pub fn values(&self) -> impl DoubleEndedIterator<Item = &f64> + ExactSizeIterator {
+        self.entries.iter().map(|(_, value)| value)
+    }
+}
+
+impl fmt::Debug for NumericFactorMap {
+    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
+        f.debug_map().entries(self).finish()
+    }
+}
+
+impl Index<&str> for NumericFactorMap {
+    type Output = f64;
+    fn index(&self, key: &str) -> &Self::Output {
+        self.get(key).expect("numeric factor key not found")
+    }
+}
+
+pub struct Iter<'a>(std::slice::Iter<'a, (Cow<'static, str>, f64)>);
+impl<'a> Iterator for Iter<'a> {
+    type Item = (&'a Cow<'static, str>, &'a f64);
+    fn next(&mut self) -> Option<Self::Item> {
+        self.0.next().map(|(k, v)| (k, v))
+    }
+    fn size_hint(&self) -> (usize, Option<usize>) {
+        self.0.size_hint()
+    }
+}
+impl DoubleEndedIterator for Iter<'_> {
+    fn next_back(&mut self) -> Option<Self::Item> {
+        self.0.next_back().map(|(k, v)| (k, v))
+    }
+}
+impl ExactSizeIterator for Iter<'_> {}
+impl<'a> IntoIterator for &'a NumericFactorMap {
+    type Item = (&'a Cow<'static, str>, &'a f64);
+    type IntoIter = Iter<'a>;
+    fn into_iter(self) -> Self::IntoIter {
+        self.iter()
+    }
+}
+impl IntoIterator for NumericFactorMap {
+    type Item = (Cow<'static, str>, f64);
+    type IntoIter = std::vec::IntoIter<Self::Item>;
+    fn into_iter(self) -> Self::IntoIter {
+        self.entries.into_iter()
+    }
+}
+
+impl FromIterator<(Cow<'static, str>, f64)> for NumericFactorMap {
+    fn from_iter<T: IntoIterator<Item = (Cow<'static, str>, f64)>>(iter: T) -> Self {
+        let mut entries: Vec<_> = iter.into_iter().collect();
+        // Stable sorting preserves last-value-wins for repeated input keys.
+        if !entries.windows(2).all(|pair| pair[0].0 <= pair[1].0) {
+            entries.sort_by(|left, right| left.0.cmp(&right.0));
+        }
+        entries.dedup_by(|later, earlier| {
+            if later.0 == earlier.0 {
+                earlier.1 = later.1;
+                true
+            } else {
+                false
+            }
+        });
+        Self { entries }
+    }
+}
+impl Extend<(Cow<'static, str>, f64)> for NumericFactorMap {
+    fn extend<T: IntoIterator<Item = (Cow<'static, str>, f64)>>(&mut self, iter: T) {
+        let mut incoming: Self = iter.into_iter().collect();
+        if incoming.is_empty() {
+            return;
+        }
+        if self.is_empty() {
+            *self = incoming;
+            return;
+        }
+        if self.entries.last().unwrap().0 < incoming.entries[0].0 {
+            self.entries.append(&mut incoming.entries);
+            return;
+        }
+        // Merge sorted sets in linear time; wide factor batches must not shift
+        // the existing vector once per field. Existing keys keep their identity.
+        let mut merged = Vec::with_capacity(self.len() + incoming.len());
+        let mut old = std::mem::take(&mut self.entries).into_iter().peekable();
+        let mut new = incoming.entries.into_iter().peekable();
+        while let (Some(left), Some(right)) = (old.peek(), new.peek()) {
+            match left.0.cmp(&right.0) {
+                std::cmp::Ordering::Less => merged.push(old.next().unwrap()),
+                std::cmp::Ordering::Greater => merged.push(new.next().unwrap()),
+                std::cmp::Ordering::Equal => {
+                    let (key, _) = old.next().unwrap();
+                    merged.push((key, new.next().unwrap().1));
+                }
+            }
+        }
+        merged.extend(old);
+        merged.extend(new);
+        self.entries = merged;
+    }
+}
+impl<const N: usize> From<[(Cow<'static, str>, f64); N]> for NumericFactorMap {
+    fn from(entries: [(Cow<'static, str>, f64); N]) -> Self {
+        entries.into_iter().collect()
+    }
+}
+impl From<BTreeMap<Cow<'static, str>, f64>> for NumericFactorMap {
+    fn from(entries: BTreeMap<Cow<'static, str>, f64>) -> Self {
+        Self {
+            entries: entries.into_iter().collect(),
+        }
+    }
+}
+
+impl Serialize for NumericFactorMap {
+    fn serialize<S: Serializer>(&self, serializer: S) -> Result<S::Ok, S::Error> {
+        let mut map = serializer.serialize_map(Some(self.len()))?;
+        for (key, value) in self {
+            map.serialize_entry(key, value)?;
+        }
+        map.end()
+    }
+}
+impl<'de> Deserialize<'de> for NumericFactorMap {
+    fn deserialize<D: Deserializer<'de>>(deserializer: D) -> Result<Self, D::Error> {
+        struct Fields;
+        impl<'de> Visitor<'de> for Fields {
+            type Value = NumericFactorMap;
+            fn expecting(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
+                f.write_str("a numeric factor map")
+            }
+            fn visit_map<A: MapAccess<'de>>(self, mut map: A) -> Result<Self::Value, A::Error> {
+                let mut entries = Vec::new();
+                while let Some((key, value)) = map.next_entry::<String, f64>()? {
+                    entries.push((Cow::Owned(key), value));
+                }
+                Ok(entries.into_iter().collect())
+            }
+        }
+        deserializer.deserialize_map(Fields)
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    #[test]
+    fn updates_order_removal_and_values_match_tree_map() {
+        let mut flat = NumericFactorMap::new();
+        let mut tree = BTreeMap::new();
+        let mut seed = 71_u64;
+        for index in 0..10000 {
+            seed = seed.wrapping_mul(6364136223846793005).wrapping_add(1);
+            let key: Cow<'static, str> = Cow::Owned(format!("factor_{:04}", (seed >> 32) % 1000));
+            let value = (index as f64 - 5000.0) / 7.0;
+            if index % 11 == 0 {
+                assert_eq!(flat.remove(key.as_ref()), tree.remove(key.as_ref()));
+            } else {
+                assert_eq!(flat.insert(key.clone(), value), tree.insert(key, value));
+            }
+        }
+        assert_eq!(
+            flat.iter().collect::<Vec<_>>(),
+            tree.iter().collect::<Vec<_>>()
+        );
+        flat.retain(|_, value| *value > 100.0);
+        tree.retain(|_, value| *value > 100.0);
+        assert_eq!(
+            flat.iter().collect::<Vec<_>>(),
+            tree.iter().collect::<Vec<_>>()
+        );
+        assert_eq!(
+            std::mem::size_of::<NumericFactorMap>(),
+            std::mem::size_of_val(&tree)
+        );
+    }
+
+    #[test]
+    fn bulk_load_is_sorted_and_keeps_last_value_for_each_field() {
+        let input = vec![
+            (Cow::Borrowed("z"), 2.0),
+            (Cow::Borrowed("a"), 1.0),
+            (Cow::Borrowed("z"), 3.0),
+            (Cow::Borrowed("z"), 4.0),
+        ];
+        let flat: NumericFactorMap = input.clone().into_iter().collect();
+        let tree: BTreeMap<_, _> = input.into_iter().collect();
+        assert_eq!(
+            flat.iter().collect::<Vec<_>>(),
+            tree.iter().collect::<Vec<_>>()
+        );
+        assert_eq!(flat["z"], 4.0);
+    }
+
+    #[test]
+    fn serialization_keeps_the_map_contract_and_precise_numbers() {
+        let input = [
+            (Cow::Borrowed("zero"), -0.0),
+            (Cow::Borrowed("tiny"), 1.0000000000000002),
+            (Cow::Borrowed("large"), 9.123456789123456e20),
+        ];
+        let flat = NumericFactorMap::from(input.clone());
+        let tree = BTreeMap::from(input);
+        let json = serde_json::to_string(&flat).unwrap();
+        assert_eq!(json, serde_json::to_string(&tree).unwrap());
+        let decoded: NumericFactorMap = serde_json::from_str(&json).unwrap();
+        for (key, value) in &flat {
+            assert_eq!(value.to_bits(), decoded[key.as_ref()].to_bits());
+        }
+        let duplicate: NumericFactorMap = serde_json::from_str(r#"{"x":1,"x":2}"#).unwrap();
+        assert_eq!(duplicate["x"], 2.0);
+    }
+
+    #[test]
+    fn clone_does_not_share_mutable_values() {
+        let original = NumericFactorMap::from([(Cow::Borrowed("signal"), 1.0)]);
+        let mut copy = original.clone();
+        *copy.get_mut("signal").unwrap() = 0.0;
+        copy.insert(Cow::Borrowed("other"), 2.0);
+        assert_eq!(original["signal"], 1.0);
+        assert!(!original.contains_key("other"));
+    }
+
+    #[test]
+    fn wide_batch_merge_matches_tree_and_preserves_old_key_ownership() {
+        let entries = (0..4096)
+            .map(|index| (Cow::Owned(format!("f_{index:05}")), index as f64))
+            .collect::<Vec<_>>();
+        let mut flat: NumericFactorMap = entries.clone().into_iter().collect();
+        let mut tree = BTreeMap::from_iter(entries);
+        flat.insert(Cow::Borrowed("shared"), -0.0);
+        tree.insert(Cow::Borrowed("shared"), -0.0);
+        let incoming = (2048..8192)
+            .rev()
+            .map(|index| (Cow::Owned(format!("f_{index:05}")), -(index as f64)))
+            .chain([(Cow::Owned("shared".to_owned()), 1.0)])
+            .collect::<Vec<_>>();
+        flat.extend(incoming.clone());
+        tree.extend(incoming);
+        assert_eq!(
+            flat.iter().collect::<Vec<_>>(),
+            tree.iter().collect::<Vec<_>>()
+        );
+        assert!(matches!(flat.keys().last(), Some(Cow::Borrowed("shared"))));
+        flat.extend([(Cow::Borrowed("zz"), f64::NAN)]);
+        assert!(flat["zz"].is_nan());
+        flat.extend(std::iter::empty());
+        assert_eq!(flat.len(), tree.len() + 1);
+    }
+}

crates/fidc-core/src/pattern_context.rs

@@ -298,7 +298,7 @@ mod tests {
                 ][n][i];
                 market.push(DailyMarketSnapshot {
                     date: *d,
-                    symbol: s.to_string(),
+                    symbol: (*s).into(),
                     timestamp: None,
                     day_open: c,
                     open: c,
@@ -321,7 +321,7 @@ mod tests {
                 });
                 factors.push(DailyFactorSnapshot {
                     date: *d,
-                    symbol: s.to_string(),
+                    symbol: (*s).into(),
                     market_cap_bn: 1.,
                     free_float_cap_bn: 1.,
                     pe_ttm: 10.,

crates/fidc-core/src/portfolio.rs

@@ -1641,7 +1641,7 @@ mod tests {
                     vec![
                         DailyMarketSnapshot {
                             date: prev_date,
-                            symbol: "000001.SZ".to_string(),
+                            symbol: "000001.SZ".into(),
                             timestamp: None,
                             day_open: 10.0,
                             open: 10.0,
@@ -1664,7 +1664,7 @@ mod tests {
                         },
                         DailyMarketSnapshot {
                             date,
-                            symbol: "000001.SZ".to_string(),
+                            symbol: "000001.SZ".into(),
                             timestamp: None,
                             day_open: 10.5,
                             open: 10.5,
@@ -1688,18 +1688,18 @@ mod tests {
                     ],
                     vec![DailyFactorSnapshot {
                         date,
-                        symbol: "000001.SZ".to_string(),
+                        symbol: "000001.SZ".into(),
                         market_cap_bn: 50.0,
                         free_float_cap_bn: 45.0,
                         pe_ttm: 10.0,
                         turnover_ratio: Some(1.0),
                         effective_turnover_ratio: Some(1.0),
                         adjustment_factor_backward1: None,
-                        extra_factors: BTreeMap::new(),
+                        extra_factors: Default::default(),
                     }],
                     vec![CandidateEligibility {
                         date,
-                        symbol: "000001.SZ".to_string(),
+                        symbol: "000001.SZ".into(),
                         is_st: false,
                         is_star_st: false,
                         is_new_listing: false,
@@ -1754,7 +1754,7 @@ mod tests {
                     }],
                     vec![DailyMarketSnapshot {
                         date,
-                        symbol: "000001.SZ".to_string(),
+                        symbol: "000001.SZ".into(),
                         timestamp: None,
                         day_open: 10.5,
                         open: 10.5,
@@ -1777,18 +1777,18 @@ mod tests {
                     }],
                     vec![DailyFactorSnapshot {
                         date,
-                        symbol: "000001.SZ".to_string(),
+                        symbol: "000001.SZ".into(),
                         market_cap_bn: 50.0,
                         free_float_cap_bn: 45.0,
                         pe_ttm: 10.0,
                         turnover_ratio: Some(1.0),
                         effective_turnover_ratio: Some(1.0),
                         adjustment_factor_backward1: None,
-                        extra_factors: BTreeMap::new(),
+                        extra_factors: Default::default(),
                     }],
                     vec![CandidateEligibility {
                         date,
-                        symbol: "000001.SZ".to_string(),
+                        symbol: "000001.SZ".into(),
                         is_st: false,
                         is_star_st: false,
                         is_new_listing: false,
@@ -1840,7 +1840,7 @@ mod tests {
             }],
             vec![DailyMarketSnapshot {
                 date: prev_date,
-                symbol: "601028.SH".to_string(),
+                symbol: "601028.SH".into(),
                 timestamp: None,
                 day_open: 10.2,
                 open: 10.2,
@@ -1923,7 +1923,7 @@ mod tests {
             vec![
                 DailyMarketSnapshot {
                     date: buy_date,
-                    symbol: symbol.to_string(),
+                    symbol: symbol.into(),
                     timestamp: None,
                     day_open: 2.99,
                     open: 2.99,
@@ -1946,7 +1946,7 @@ mod tests {
                 },
                 DailyMarketSnapshot {
                     date: next_date,
-                    symbol: symbol.to_string(),
+                    symbol: symbol.into(),
                     timestamp: None,
                     day_open: 3.03,
                     open: 3.03,

crates/fidc-core/src/risk_control.rs

@@ -869,7 +869,7 @@ mod tests {
     fn candidate(date: NaiveDate) -> CandidateEligibility {
         CandidateEligibility {
             date,
-            symbol: "002633.SZ".to_string(),
+            symbol: "002633.SZ".into(),
             is_st: false,
             is_star_st: false,
             is_new_listing: false,
@@ -885,7 +885,7 @@ mod tests {
     fn market(date: NaiveDate, last_price: f64, lower_limit: f64) -> DailyMarketSnapshot {
         DailyMarketSnapshot {
             date,
-            symbol: "002633.SZ".to_string(),
+            symbol: "002633.SZ".into(),
             timestamp: Some(format!("{date} 10:18:00")),
             day_open: last_price,
             open: last_price,
@@ -944,7 +944,7 @@ mod tests {
         let mut candidate=candidate(day);
         let mut snapshot=market(day,1.2,0.5);
         snapshot.lower_limit=0.01;snapshot.upper_limit=10.;
-        let instrument=Instrument{symbol:candidate.symbol.clone(),name:"fixture fund".into(),board:"ETF".into(),round_lot:100,listed_at:Some(d(2024,1,2)),delisted_at:None,status:"active".into()};
+        let instrument=Instrument{symbol:candidate.symbol.to_string(),name:"fixture fund".into(),board:"ETF".into(),round_lot:100,listed_at:Some(d(2024,1,2)),delisted_at:None,status:"active".into()};
         let config=FidcRiskControlConfig::default();
         assert_eq!(ChinaAShareRiskControl::buy_rejection_reason_with_config(day,&candidate,&snapshot,Some(&instrument),0.9,&config),None);
         assert_eq!(ChinaAShareRiskControl::buy_rejection_reason_with_config(day,&candidate,&snapshot,Some(&instrument),0.,&config),Some("invalid execution price"));
@@ -1047,7 +1047,7 @@ mod tests {
         config
             .static_rules
             .blacklisted_symbols
-            .insert(candidate.symbol.clone());
+            .insert(candidate.symbol.to_string());
 
         let selection_reason = ChinaAShareRiskControl::selection_rejection_reason_with_config(
             date, &candidate, &market, None, &config,
@@ -1092,7 +1092,7 @@ mod tests {
         let mut candidate = candidate(date);
         let config = FidcRiskControlConfig::default();
         for symbol in ["688001.SH", "689001.SH", "000001.SZ"] {
-            candidate.symbol = symbol.to_string();
+            candidate.symbol = symbol.into();
             for is_kcb in [false, true] {
                 candidate.is_kcb = is_kcb;
                 let reason = ChinaAShareRiskControl::buy_rejection_reason_with_config(
@@ -1200,7 +1200,7 @@ mod tests {
     fn configurable_bjse_filter_can_be_disabled() {
         let date = d(2025, 1, 2);
         let mut candidate = candidate(date);
-        candidate.symbol = "430047.BJ".to_string();
+        candidate.symbol = "430047.BJ".into();
         candidate.allow_sell = true;
         let market = market(date, 6.27, 5.63);
         let default_selection =
@@ -1232,7 +1232,7 @@ mod tests {
     fn concrete_kcb_reason_wins_over_generic_missing_risk_state() {
         let date = d(2025, 1, 2);
         let mut candidate = candidate(date);
-        candidate.symbol = "688506.SH".to_string();
+        candidate.symbol = "688506.SH".into();
         candidate.is_kcb = true;
         candidate.risk_level_code = Some("missing_risk_state".to_string());
         let market = market(date, 6.27, 5.63);

crates/fidc-core/src/strategy.rs

@@ -3184,7 +3184,7 @@ mod tests {
             .enumerate()
             .map(|(index, date)| DailyMarketSnapshot {
                 date: *date,
-                symbol: symbol.to_string(),
+                symbol: symbol.into(),
                 timestamp: Some(format!("{date} 10:18:00")),
                 day_open: 10.0 + index as f64,
                 open: 10.0 + index as f64,
@@ -3210,21 +3210,21 @@ mod tests {
             .iter()
             .map(|date| DailyFactorSnapshot {
                 date: *date,
-                symbol: symbol.to_string(),
+                symbol: symbol.into(),
                 market_cap_bn: 10.0,
                 free_float_cap_bn: 9.0,
                 pe_ttm: 12.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
                 adjustment_factor_backward1: None,
-                extra_factors: BTreeMap::new(),
+                extra_factors: Default::default(),
             })
             .collect::<Vec<_>>();
         let candidate_rows = dates
             .iter()
             .map(|date| CandidateEligibility {
                 date: *date,
-                symbol: symbol.to_string(),
+                symbol: symbol.into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,

crates/fidc-core/src/universe.rs

@@ -83,7 +83,7 @@ impl SelectionContext<'_> {
         for factor in self.data.factor_snapshot_rows_on(self.decision_date) {
             if self
                 .dynamic_universe
-                .is_some_and(|symbols| !symbols.is_empty() && !symbols.contains(&factor.symbol))
+                .is_some_and(|symbols| !symbols.is_empty() && !symbols.contains(factor.symbol.as_str()))
             {
                 continue;
             }
@@ -307,7 +307,7 @@ mod tests {
     fn market(symbol: &str, price: f64) -> DailyMarketSnapshot {
         DailyMarketSnapshot {
             date: d(),
-            symbol: symbol.to_string(),
+            symbol: symbol.into(),
             timestamp: Some("2025-01-02 10:00:00".to_string()),
             day_open: price,
             open: price,
@@ -333,7 +333,7 @@ mod tests {
     fn factor(symbol: &str, market_cap_bn: f64) -> DailyFactorSnapshot {
         DailyFactorSnapshot {
             date: d(),
-            symbol: symbol.to_string(),
+            symbol: symbol.into(),
             market_cap_bn,
             free_float_cap_bn: market_cap_bn,
             pe_ttm: 10.0,
@@ -347,7 +347,7 @@ mod tests {
     fn candidate(symbol: &str, is_st: bool, is_kcb: bool) -> CandidateEligibility {
         CandidateEligibility {
             date: d(),
-            symbol: symbol.to_string(),
+            symbol: symbol.into(),
             is_st,
             is_star_st: false,
             is_new_listing: false,

crates/fidc-core/tests/core_rules.rs

@@ -15,7 +15,7 @@ fn d(year: i32, month: u32, day: u32) -> NaiveDate {
 fn candidate() -> CandidateEligibility {
     CandidateEligibility {
         date: d(2024, 1, 3),
-        symbol: "000001.SZ".to_string(),
+        symbol: "000001.SZ".into(),
         is_st: false,
         is_star_st: false,
         is_new_listing: false,
@@ -31,7 +31,7 @@ fn candidate() -> CandidateEligibility {
 fn snapshot(open: f64, upper_limit: f64, lower_limit: f64) -> DailyMarketSnapshot {
     DailyMarketSnapshot {
         date: d(2024, 1, 3),
-        symbol: "000001.SZ".to_string(),
+        symbol: "000001.SZ".into(),
         timestamp: Some("2024-01-03 10:18:00".to_string()),
         day_open: open,
         open,
@@ -256,7 +256,7 @@ fn china_rule_hooks_allow_sell_when_last_price_is_above_lower_limit() {
 
     let snapshot = DailyMarketSnapshot {
         date: d(2024, 4, 7),
-        symbol: "000001.SZ".to_string(),
+        symbol: "000001.SZ".into(),
         timestamp: Some("2024-04-07 10:18:00".to_string()),
         day_open: 2.53,
         open: 2.53,

crates/fidc-core/tests/corporate_actions.rs

@@ -113,7 +113,7 @@ impl Strategy for BuyAndHoldStrategy {
 fn stock_market_snapshot(date: NaiveDate) -> DailyMarketSnapshot {
     DailyMarketSnapshot {
         date,
-        symbol: "000001.SZ".to_string(),
+        symbol: "000001.SZ".into(),
         timestamp: Some(format!("{date} 10:18:00")),
         day_open: 10.0,
         open: 10.0,
@@ -139,21 +139,21 @@ fn stock_market_snapshot(date: NaiveDate) -> DailyMarketSnapshot {
 fn stock_factor_snapshot(date: NaiveDate) -> DailyFactorSnapshot {
     DailyFactorSnapshot {
         date,
-        symbol: "000001.SZ".to_string(),
+        symbol: "000001.SZ".into(),
         market_cap_bn: 20.0,
         free_float_cap_bn: 18.0,
         pe_ttm: 10.0,
         turnover_ratio: Some(1.0),
         effective_turnover_ratio: Some(1.0),
         adjustment_factor_backward1: None,
-        extra_factors: BTreeMap::new(),
+        extra_factors: Default::default(),
     }
 }
 
 fn stock_candidate(date: NaiveDate) -> CandidateEligibility {
     CandidateEligibility {
         date,
-        symbol: "000001.SZ".to_string(),
+        symbol: "000001.SZ".into(),
         is_st: false,
         is_star_st: false,
         is_new_listing: false,
@@ -195,7 +195,7 @@ fn engine_reinvests_dividend_receivable_in_round_lots() {
         vec![
             DailyMarketSnapshot {
                 date: buy_date,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 timestamp: Some("2025-01-01 10:18:00".to_string()),
                 day_open: 10.0,
                 open: 10.0,
@@ -218,7 +218,7 @@ fn engine_reinvests_dividend_receivable_in_round_lots() {
             },
             DailyMarketSnapshot {
                 date: ex_date,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 timestamp: Some("2025-01-02 10:18:00".to_string()),
                 day_open: 10.0,
                 open: 10.0,
@@ -241,7 +241,7 @@ fn engine_reinvests_dividend_receivable_in_round_lots() {
             },
             DailyMarketSnapshot {
                 date: payable_date,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 timestamp: Some("2025-01-03 10:18:00".to_string()),
                 day_open: 10.0,
                 open: 10.0,
@@ -266,42 +266,42 @@ fn engine_reinvests_dividend_receivable_in_round_lots() {
         vec![
             DailyFactorSnapshot {
                 date: buy_date,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 market_cap_bn: 20.0,
                 free_float_cap_bn: 18.0,
                 pe_ttm: 10.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
                 adjustment_factor_backward1: None,
-                extra_factors: BTreeMap::new(),
+                extra_factors: Default::default(),
             },
             DailyFactorSnapshot {
                 date: ex_date,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 market_cap_bn: 20.0,
                 free_float_cap_bn: 18.0,
                 pe_ttm: 10.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
                 adjustment_factor_backward1: None,
-                extra_factors: BTreeMap::new(),
+                extra_factors: Default::default(),
             },
             DailyFactorSnapshot {
                 date: payable_date,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 market_cap_bn: 20.0,
                 free_float_cap_bn: 18.0,
                 pe_ttm: 10.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
                 adjustment_factor_backward1: None,
-                extra_factors: BTreeMap::new(),
+                extra_factors: Default::default(),
             },
         ],
         vec![
             CandidateEligibility {
                 date: buy_date,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -314,7 +314,7 @@ fn engine_reinvests_dividend_receivable_in_round_lots() {
             },
             CandidateEligibility {
                 date: ex_date,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -327,7 +327,7 @@ fn engine_reinvests_dividend_receivable_in_round_lots() {
             },
             CandidateEligibility {
                 date: payable_date,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,

crates/fidc-core/tests/decision_quote_preload.rs

@@ -105,7 +105,7 @@ fn single_day_quote_plan_data(date: NaiveDate) -> DataSet {
         fixture_instruments(),
         vec![DailyMarketSnapshot {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             timestamp: Some(format!("{date} 15:00:00")),
             day_open: 10.0,
             open: 10.0,
@@ -128,7 +128,7 @@ fn single_day_quote_plan_data(date: NaiveDate) -> DataSet {
         }],
         vec![DailyFactorSnapshot {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             market_cap_bn: 10.0,
             free_float_cap_bn: 10.0,
             pe_ttm: 10.0,
@@ -139,7 +139,7 @@ fn single_day_quote_plan_data(date: NaiveDate) -> DataSet {
         }],
         vec![CandidateEligibility {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             is_st: false,
             is_star_st: false,
             is_new_listing: false,
@@ -269,7 +269,7 @@ fn engine_preloads_declared_decision_quotes_for_current_positions() {
         vec![
             DailyMarketSnapshot {
                 date: first,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 timestamp: Some("2026-01-05 15:00:00".to_string()),
                 day_open: 10.0,
                 open: 10.0,
@@ -292,7 +292,7 @@ fn engine_preloads_declared_decision_quotes_for_current_positions() {
             },
             DailyMarketSnapshot {
                 date: second,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 timestamp: Some("2026-01-06 15:00:00".to_string()),
                 day_open: 10.5,
                 open: 10.5,
@@ -317,7 +317,7 @@ fn engine_preloads_declared_decision_quotes_for_current_positions() {
         vec![
             DailyFactorSnapshot {
                 date: first,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 market_cap_bn: 10.0,
                 free_float_cap_bn: 10.0,
                 pe_ttm: 10.0,
@@ -328,7 +328,7 @@ fn engine_preloads_declared_decision_quotes_for_current_positions() {
             },
             DailyFactorSnapshot {
                 date: second,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 market_cap_bn: 10.0,
                 free_float_cap_bn: 10.0,
                 pe_ttm: 10.0,
@@ -341,7 +341,7 @@ fn engine_preloads_declared_decision_quotes_for_current_positions() {
         vec![
             CandidateEligibility {
                 date: first,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -354,7 +354,7 @@ fn engine_preloads_declared_decision_quotes_for_current_positions() {
             },
             CandidateEligibility {
                 date: second,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -439,7 +439,7 @@ fn engine_reuses_preloaded_decision_quotes_without_loader_call() {
         vec![
             DailyMarketSnapshot {
                 date: first,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 timestamp: Some("2026-01-05 15:00:00".to_string()),
                 day_open: 10.0,
                 open: 10.0,
@@ -462,7 +462,7 @@ fn engine_reuses_preloaded_decision_quotes_without_loader_call() {
             },
             DailyMarketSnapshot {
                 date: second,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 timestamp: Some("2026-01-06 15:00:00".to_string()),
                 day_open: 10.5,
                 open: 10.5,
@@ -487,7 +487,7 @@ fn engine_reuses_preloaded_decision_quotes_without_loader_call() {
         vec![
             DailyFactorSnapshot {
                 date: first,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 market_cap_bn: 10.0,
                 free_float_cap_bn: 10.0,
                 pe_ttm: 10.0,
@@ -498,7 +498,7 @@ fn engine_reuses_preloaded_decision_quotes_without_loader_call() {
             },
             DailyFactorSnapshot {
                 date: second,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 market_cap_bn: 10.0,
                 free_float_cap_bn: 10.0,
                 pe_ttm: 10.0,
@@ -511,7 +511,7 @@ fn engine_reuses_preloaded_decision_quotes_without_loader_call() {
         vec![
             CandidateEligibility {
                 date: first,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -524,7 +524,7 @@ fn engine_reuses_preloaded_decision_quotes_without_loader_call() {
             },
             CandidateEligibility {
                 date: second,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -674,7 +674,7 @@ fn engine_loads_distinct_decision_quote_times_on_same_day() {
         vec![
             DailyMarketSnapshot {
                 date: first,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 timestamp: Some("2026-01-05 15:00:00".to_string()),
                 day_open: 10.0,
                 open: 10.0,
@@ -697,7 +697,7 @@ fn engine_loads_distinct_decision_quote_times_on_same_day() {
             },
             DailyMarketSnapshot {
                 date: second,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 timestamp: Some("2026-01-06 15:00:00".to_string()),
                 day_open: 10.5,
                 open: 10.5,
@@ -722,7 +722,7 @@ fn engine_loads_distinct_decision_quote_times_on_same_day() {
         vec![
             DailyFactorSnapshot {
                 date: first,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 market_cap_bn: 10.0,
                 free_float_cap_bn: 10.0,
                 pe_ttm: 10.0,
@@ -733,7 +733,7 @@ fn engine_loads_distinct_decision_quote_times_on_same_day() {
             },
             DailyFactorSnapshot {
                 date: second,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 market_cap_bn: 10.0,
                 free_float_cap_bn: 10.0,
                 pe_ttm: 10.0,
@@ -746,7 +746,7 @@ fn engine_loads_distinct_decision_quote_times_on_same_day() {
         vec![
             CandidateEligibility {
                 date: first,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -759,7 +759,7 @@ fn engine_loads_distinct_decision_quote_times_on_same_day() {
             },
             CandidateEligibility {
                 date: second,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,

crates/fidc-core/tests/delisting.rs

@@ -71,7 +71,7 @@ fn engine_keeps_unresolved_delisted_position_without_fabricating_a_fill() {
         vec![
             DailyMarketSnapshot {
                 date: date1,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 timestamp: Some("2025-01-02 10:18:00".to_string()),
                 day_open: 10.0,
                 open: 10.0,
@@ -94,7 +94,7 @@ fn engine_keeps_unresolved_delisted_position_without_fabricating_a_fill() {
             },
             DailyMarketSnapshot {
                 date: date1,
-                symbol: "000002.SZ".to_string(),
+                symbol: "000002.SZ".into(),
                 timestamp: Some("2025-01-02 10:18:00".to_string()),
                 day_open: 5.0,
                 open: 5.0,
@@ -117,7 +117,7 @@ fn engine_keeps_unresolved_delisted_position_without_fabricating_a_fill() {
             },
             DailyMarketSnapshot {
                 date: delist_date,
-                symbol: "000002.SZ".to_string(),
+                symbol: "000002.SZ".into(),
                 timestamp: Some("2025-01-03 10:18:00".to_string()),
                 day_open: 5.05,
                 open: 5.05,
@@ -140,7 +140,7 @@ fn engine_keeps_unresolved_delisted_position_without_fabricating_a_fill() {
             },
             DailyMarketSnapshot {
                 date: date2,
-                symbol: "000002.SZ".to_string(),
+                symbol: "000002.SZ".into(),
                 timestamp: Some("2025-01-06 10:18:00".to_string()),
                 day_open: 5.1,
                 open: 5.1,
@@ -165,53 +165,53 @@ fn engine_keeps_unresolved_delisted_position_without_fabricating_a_fill() {
         vec![
             DailyFactorSnapshot {
                 date: date1,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 market_cap_bn: 20.0,
                 free_float_cap_bn: 18.0,
                 pe_ttm: 10.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
                 adjustment_factor_backward1: None,
-                extra_factors: BTreeMap::new(),
+                extra_factors: Default::default(),
             },
             DailyFactorSnapshot {
                 date: date1,
-                symbol: "000002.SZ".to_string(),
+                symbol: "000002.SZ".into(),
                 market_cap_bn: 30.0,
                 free_float_cap_bn: 28.0,
                 pe_ttm: 10.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
                 adjustment_factor_backward1: None,
-                extra_factors: BTreeMap::new(),
+                extra_factors: Default::default(),
             },
             DailyFactorSnapshot {
                 date: delist_date,
-                symbol: "000002.SZ".to_string(),
+                symbol: "000002.SZ".into(),
                 market_cap_bn: 30.5,
                 free_float_cap_bn: 28.5,
                 pe_ttm: 10.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
                 adjustment_factor_backward1: None,
-                extra_factors: BTreeMap::new(),
+                extra_factors: Default::default(),
             },
             DailyFactorSnapshot {
                 date: date2,
-                symbol: "000002.SZ".to_string(),
+                symbol: "000002.SZ".into(),
                 market_cap_bn: 31.0,
                 free_float_cap_bn: 29.0,
                 pe_ttm: 10.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
                 adjustment_factor_backward1: None,
-                extra_factors: BTreeMap::new(),
+                extra_factors: Default::default(),
             },
         ],
         vec![
             CandidateEligibility {
                 date: date1,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -224,7 +224,7 @@ fn engine_keeps_unresolved_delisted_position_without_fabricating_a_fill() {
             },
             CandidateEligibility {
                 date: date1,
-                symbol: "000002.SZ".to_string(),
+                symbol: "000002.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -237,7 +237,7 @@ fn engine_keeps_unresolved_delisted_position_without_fabricating_a_fill() {
             },
             CandidateEligibility {
                 date: delist_date,
-                symbol: "000002.SZ".to_string(),
+                symbol: "000002.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -250,7 +250,7 @@ fn engine_keeps_unresolved_delisted_position_without_fabricating_a_fill() {
             },
             CandidateEligibility {
                 date: date2,
-                symbol: "000002.SZ".to_string(),
+                symbol: "000002.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -364,7 +364,7 @@ fn engine_applies_successor_conversion_before_unresolved_delisting_audit() {
         vec![
             DailyMarketSnapshot {
                 date: date1,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 timestamp: Some("2025-01-02 10:18:00".to_string()),
                 day_open: 10.0,
                 open: 10.0,
@@ -387,7 +387,7 @@ fn engine_applies_successor_conversion_before_unresolved_delisting_audit() {
             },
             DailyMarketSnapshot {
                 date: date1,
-                symbol: "000002.SZ".to_string(),
+                symbol: "000002.SZ".into(),
                 timestamp: Some("2025-01-02 10:18:00".to_string()),
                 day_open: 20.0,
                 open: 20.0,
@@ -410,7 +410,7 @@ fn engine_applies_successor_conversion_before_unresolved_delisting_audit() {
             },
             DailyMarketSnapshot {
                 date: date2,
-                symbol: "000002.SZ".to_string(),
+                symbol: "000002.SZ".into(),
                 timestamp: Some("2025-01-03 10:18:00".to_string()),
                 day_open: 21.0,
                 open: 21.0,
@@ -435,42 +435,42 @@ fn engine_applies_successor_conversion_before_unresolved_delisting_audit() {
         vec![
             DailyFactorSnapshot {
                 date: date1,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 market_cap_bn: 20.0,
                 free_float_cap_bn: 18.0,
                 pe_ttm: 10.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
                 adjustment_factor_backward1: None,
-                extra_factors: BTreeMap::new(),
+                extra_factors: Default::default(),
             },
             DailyFactorSnapshot {
                 date: date1,
-                symbol: "000002.SZ".to_string(),
+                symbol: "000002.SZ".into(),
                 market_cap_bn: 30.0,
                 free_float_cap_bn: 28.0,
                 pe_ttm: 10.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
                 adjustment_factor_backward1: None,
-                extra_factors: BTreeMap::new(),
+                extra_factors: Default::default(),
             },
             DailyFactorSnapshot {
                 date: date2,
-                symbol: "000002.SZ".to_string(),
+                symbol: "000002.SZ".into(),
                 market_cap_bn: 31.0,
                 free_float_cap_bn: 29.0,
                 pe_ttm: 10.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
                 adjustment_factor_backward1: None,
-                extra_factors: BTreeMap::new(),
+                extra_factors: Default::default(),
             },
         ],
         vec![
             CandidateEligibility {
                 date: date1,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -483,7 +483,7 @@ fn engine_applies_successor_conversion_before_unresolved_delisting_audit() {
             },
             CandidateEligibility {
                 date: date1,
-                symbol: "000002.SZ".to_string(),
+                symbol: "000002.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -496,7 +496,7 @@ fn engine_applies_successor_conversion_before_unresolved_delisting_audit() {
             },
             CandidateEligibility {
                 date: date2,
-                symbol: "000002.SZ".to_string(),
+                symbol: "000002.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,

crates/fidc-core/tests/engine_hooks.rs

@@ -49,7 +49,7 @@ fn single_day_anchor_data(date: NaiveDate) -> DataSet {
         }],
         vec![DailyMarketSnapshot {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             timestamp: Some("2025-01-02 10:18:00".to_string()),
             day_open: 10.0,
             open: 10.0,
@@ -72,18 +72,18 @@ fn single_day_anchor_data(date: NaiveDate) -> DataSet {
         }],
         vec![DailyFactorSnapshot {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             market_cap_bn: 100.0,
             free_float_cap_bn: 80.0,
             pe_ttm: 10.0,
             turnover_ratio: Some(1.0),
             effective_turnover_ratio: Some(1.0),
             adjustment_factor_backward1: None,
-            extra_factors: BTreeMap::new(),
+            extra_factors: Default::default(),
         }],
         vec![CandidateEligibility {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             is_st: false,
             is_star_st: false,
             is_new_listing: false,
@@ -109,7 +109,7 @@ fn single_day_anchor_data(date: NaiveDate) -> DataSet {
 fn market_row(date: NaiveDate, symbol: &str, open: f64, close: f64) -> DailyMarketSnapshot {
     DailyMarketSnapshot {
         date,
-        symbol: symbol.to_string(),
+        symbol: symbol.into(),
         timestamp: Some(format!("{date} 10:18:00")),
         day_open: open,
         open,
@@ -139,7 +139,7 @@ fn factor_row(
 ) -> DailyFactorSnapshot {
     DailyFactorSnapshot {
         date,
-        symbol: symbol.to_string(),
+        symbol: symbol.into(),
         market_cap_bn: 100.0,
         free_float_cap_bn: 80.0,
         pe_ttm: 10.0,
@@ -153,7 +153,7 @@ fn factor_row(
 fn candidate_row(date: NaiveDate, symbol: &str) -> CandidateEligibility {
     CandidateEligibility {
         date,
-        symbol: symbol.to_string(),
+        symbol: symbol.into(),
         is_st: false,
         is_star_st: false,
         is_new_listing: false,
@@ -219,7 +219,7 @@ fn two_day_futures_data() -> DataSet {
                     ("stock_connect_north_bound".into(), 1.0),
                     ("industry_citics_l1".into(), 10.0),
                     ("fundamental_net_profit".into(), 99.0),
-                ]),
+                ]).into(),
             ),
             factor_row(
                 d2,
@@ -232,7 +232,7 @@ fn two_day_futures_data() -> DataSet {
                     ("stock_connect_north_bound".into(), 1.0),
                     ("industry_citics_l1".into(), 10.0),
                     ("fundamental_net_profit".into(), 101.0),
-                ]),
+                ]).into(),
             ),
         ],
         vec![
@@ -1094,7 +1094,7 @@ fn engine_runs_strategy_hooks_in_daily_order() {
         vec![
             DailyMarketSnapshot {
                 date: date1,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 timestamp: Some("2025-01-02 10:18:00".to_string()),
                 day_open: 10.0,
                 open: 10.0,
@@ -1117,7 +1117,7 @@ fn engine_runs_strategy_hooks_in_daily_order() {
             },
             DailyMarketSnapshot {
                 date: date2,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 timestamp: Some("2025-01-03 10:18:00".to_string()),
                 day_open: 10.1,
                 open: 10.1,
@@ -1142,31 +1142,31 @@ fn engine_runs_strategy_hooks_in_daily_order() {
         vec![
             DailyFactorSnapshot {
                 date: date1,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 market_cap_bn: 20.0,
                 free_float_cap_bn: 18.0,
                 pe_ttm: 10.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
                 adjustment_factor_backward1: None,
-                extra_factors: BTreeMap::new(),
+                extra_factors: Default::default(),
             },
             DailyFactorSnapshot {
                 date: date2,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 market_cap_bn: 21.0,
                 free_float_cap_bn: 19.0,
                 pe_ttm: 10.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
                 adjustment_factor_backward1: None,
-                extra_factors: BTreeMap::new(),
+                extra_factors: Default::default(),
             },
         ],
         vec![
             CandidateEligibility {
                 date: date1,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -1179,7 +1179,7 @@ fn engine_runs_strategy_hooks_in_daily_order() {
             },
             CandidateEligibility {
                 date: date2,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -1337,7 +1337,7 @@ fn engine_executes_open_auction_decisions_before_on_day() {
         }],
         vec![DailyMarketSnapshot {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             timestamp: Some("2025-01-02 09:25:00".to_string()),
             day_open: 10.0,
             open: 10.0,
@@ -1360,18 +1360,18 @@ fn engine_executes_open_auction_decisions_before_on_day() {
         }],
         vec![DailyFactorSnapshot {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             market_cap_bn: 20.0,
             free_float_cap_bn: 18.0,
             pe_ttm: 10.0,
             turnover_ratio: Some(1.0),
             effective_turnover_ratio: Some(1.0),
             adjustment_factor_backward1: None,
-            extra_factors: BTreeMap::new(),
+            extra_factors: Default::default(),
         }],
         vec![CandidateEligibility {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             is_st: false,
             is_star_st: false,
             is_new_listing: false,
@@ -1438,7 +1438,7 @@ fn engine_executes_futures_order_intents_against_future_account() {
         }],
         vec![DailyMarketSnapshot {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             timestamp: Some("2025-01-02 10:18:00".to_string()),
             day_open: 10.0,
             open: 10.0,
@@ -1461,18 +1461,18 @@ fn engine_executes_futures_order_intents_against_future_account() {
         }],
         vec![DailyFactorSnapshot {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             market_cap_bn: 100.0,
             free_float_cap_bn: 80.0,
             pe_ttm: 10.0,
             turnover_ratio: Some(1.0),
             effective_turnover_ratio: Some(1.0),
             adjustment_factor_backward1: None,
-            extra_factors: BTreeMap::new(),
+            extra_factors: Default::default(),
         }],
         vec![CandidateEligibility {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             is_st: false,
             is_star_st: false,
             is_new_listing: false,
@@ -1935,7 +1935,7 @@ fn engine_rejects_futures_orders_when_trading_phase_is_closed() {
             },
         ],
         vec![market_row(date, "000001.SZ", 10.0, 10.0), future_market],
-        vec![factor_row(date, "000001.SZ", BTreeMap::new())],
+        vec![factor_row(date, "000001.SZ", BTreeMap::new().into())],
         vec![candidate_row(date, "000001.SZ")],
         vec![benchmark_row(date)],
         Vec::new(),
@@ -2011,7 +2011,7 @@ fn engine_sweeps_futures_order_book_depth_when_available() {
             market_row(date, "000001.SZ", 10.0, 10.0),
             market_row(date, "IF2501", 4000.0, 4000.0),
         ],
-        vec![factor_row(date, "000001.SZ", BTreeMap::new())],
+        vec![factor_row(date, "000001.SZ", BTreeMap::new().into())],
         vec![candidate_row(date, "000001.SZ")],
         vec![benchmark_row(date)],
         Vec::new(),
@@ -2154,7 +2154,7 @@ fn engine_runs_minute_hooks_and_executes_minute_orders() {
         }).collect(),
         vec![DailyMarketSnapshot {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             timestamp: Some("2025-01-02 10:18:00".to_string()),
             day_open: 10.0,
             open: 10.0,
@@ -2177,18 +2177,18 @@ fn engine_runs_minute_hooks_and_executes_minute_orders() {
         }, market_row(date, "000002.SZ", 20.0, 20.4)],
         vec![DailyFactorSnapshot {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             market_cap_bn: 20.0,
             free_float_cap_bn: 18.0,
             pe_ttm: 10.0,
             turnover_ratio: Some(1.0),
             effective_turnover_ratio: Some(1.0),
             adjustment_factor_backward1: None,
-            extra_factors: BTreeMap::new(),
+            extra_factors: Default::default(),
         }],
         vec![CandidateEligibility {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             is_st: false,
             is_star_st: false,
             is_new_listing: false,
@@ -2446,7 +2446,7 @@ fn strategy_context_exposes_engine_native_data_helpers() {
     .map(
         |(date, open, close, prev_close, volume)| DailyMarketSnapshot {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             timestamp: Some(format!("{date} 10:18:00")),
             day_open: open,
             open,
@@ -2473,14 +2473,14 @@ fn strategy_context_exposes_engine_native_data_helpers() {
         .into_iter()
         .map(|date| DailyFactorSnapshot {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             market_cap_bn: 20.0,
             free_float_cap_bn: 18.0,
             pe_ttm: 10.0,
             turnover_ratio: Some(1.0),
             effective_turnover_ratio: Some(1.0),
             adjustment_factor_backward1: None,
-            extra_factors: BTreeMap::new(),
+            extra_factors: Default::default(),
         })
         .collect::<Vec<_>>();
     let candidates = [
@@ -2491,7 +2491,7 @@ fn strategy_context_exposes_engine_native_data_helpers() {
     .into_iter()
     .map(|(date, is_paused, is_st)| CandidateEligibility {
         date,
-        symbol: "000001.SZ".to_string(),
+        symbol: "000001.SZ".into(),
         is_st,
         is_star_st: false,
         is_new_listing: false,
@@ -2619,7 +2619,7 @@ fn strategy_context_exposes_final_order_runtime_view() {
         }],
         vec![DailyMarketSnapshot {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             timestamp: Some("2025-01-02 10:18:00".to_string()),
             day_open: 10.0,
             open: 10.0,
@@ -2642,18 +2642,18 @@ fn strategy_context_exposes_final_order_runtime_view() {
         }],
         vec![DailyFactorSnapshot {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             market_cap_bn: 20.0,
             free_float_cap_bn: 18.0,
             pe_ttm: 10.0,
             turnover_ratio: Some(1.0),
             effective_turnover_ratio: Some(1.0),
             adjustment_factor_backward1: None,
-            extra_factors: BTreeMap::new(),
+            extra_factors: Default::default(),
         }],
         vec![CandidateEligibility {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             is_st: false,
             is_star_st: false,
             is_new_listing: false,
@@ -2838,7 +2838,7 @@ fn engine_applies_account_cash_flow_and_financing_intents() {
         vec![
             DailyMarketSnapshot {
                 date: date1,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 timestamp: Some("2025-01-02 10:18:00".to_string()),
                 day_open: 10.0,
                 open: 10.0,
@@ -2861,7 +2861,7 @@ fn engine_applies_account_cash_flow_and_financing_intents() {
             },
             DailyMarketSnapshot {
                 date: date2,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 timestamp: Some("2025-01-03 10:18:00".to_string()),
                 day_open: 10.0,
                 open: 10.0,
@@ -2886,31 +2886,31 @@ fn engine_applies_account_cash_flow_and_financing_intents() {
         vec![
             DailyFactorSnapshot {
                 date: date1,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 market_cap_bn: 20.0,
                 free_float_cap_bn: 18.0,
                 pe_ttm: 10.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
                 adjustment_factor_backward1: None,
-                extra_factors: BTreeMap::new(),
+                extra_factors: Default::default(),
             },
             DailyFactorSnapshot {
                 date: date2,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 market_cap_bn: 20.0,
                 free_float_cap_bn: 18.0,
                 pe_ttm: 10.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
                 adjustment_factor_backward1: None,
-                extra_factors: BTreeMap::new(),
+                extra_factors: Default::default(),
             },
         ],
         vec![
             CandidateEligibility {
                 date: date1,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -2923,7 +2923,7 @@ fn engine_applies_account_cash_flow_and_financing_intents() {
             },
             CandidateEligibility {
                 date: date2,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -3035,7 +3035,7 @@ fn engine_expires_pending_day_limit_orders_at_market_close() {
         vec![
             DailyMarketSnapshot {
                 date: date1,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 timestamp: Some("2025-01-02 10:18:00".to_string()),
                 day_open: 10.0,
                 open: 10.0,
@@ -3058,7 +3058,7 @@ fn engine_expires_pending_day_limit_orders_at_market_close() {
             },
             DailyMarketSnapshot {
                 date: date2,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 timestamp: Some("2025-01-03 10:18:00".to_string()),
                 day_open: 9.7,
                 open: 9.7,
@@ -3083,31 +3083,31 @@ fn engine_expires_pending_day_limit_orders_at_market_close() {
         vec![
             DailyFactorSnapshot {
                 date: date1,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 market_cap_bn: 20.0,
                 free_float_cap_bn: 18.0,
                 pe_ttm: 10.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
                 adjustment_factor_backward1: None,
-                extra_factors: BTreeMap::new(),
+                extra_factors: Default::default(),
             },
             DailyFactorSnapshot {
                 date: date2,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 market_cap_bn: 21.0,
                 free_float_cap_bn: 19.0,
                 pe_ttm: 10.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
                 adjustment_factor_backward1: None,
-                extra_factors: BTreeMap::new(),
+                extra_factors: Default::default(),
             },
         ],
         vec![
             CandidateEligibility {
                 date: date1,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -3120,7 +3120,7 @@ fn engine_expires_pending_day_limit_orders_at_market_close() {
             },
             CandidateEligibility {
                 date: date2,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -3211,7 +3211,7 @@ fn engine_runs_scheduled_rules_for_daily_weekly_and_monthly_triggers() {
         vec![
             DailyMarketSnapshot {
                 date: date1,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 timestamp: Some("2025-01-30 09:25:00".to_string()),
                 day_open: 10.0,
                 open: 10.0,
@@ -3234,7 +3234,7 @@ fn engine_runs_scheduled_rules_for_daily_weekly_and_monthly_triggers() {
             },
             DailyMarketSnapshot {
                 date: date2,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 timestamp: Some("2025-01-31 09:25:00".to_string()),
                 day_open: 10.1,
                 open: 10.1,
@@ -3257,7 +3257,7 @@ fn engine_runs_scheduled_rules_for_daily_weekly_and_monthly_triggers() {
             },
             DailyMarketSnapshot {
                 date: date3,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 timestamp: Some("2025-02-03 09:25:00".to_string()),
                 day_open: 10.2,
                 open: 10.2,
@@ -3282,42 +3282,42 @@ fn engine_runs_scheduled_rules_for_daily_weekly_and_monthly_triggers() {
         vec![
             DailyFactorSnapshot {
                 date: date1,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 market_cap_bn: 20.0,
                 free_float_cap_bn: 18.0,
                 pe_ttm: 10.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
                 adjustment_factor_backward1: None,
-                extra_factors: BTreeMap::new(),
+                extra_factors: Default::default(),
             },
             DailyFactorSnapshot {
                 date: date2,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 market_cap_bn: 21.0,
                 free_float_cap_bn: 19.0,
                 pe_ttm: 10.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
                 adjustment_factor_backward1: None,
-                extra_factors: BTreeMap::new(),
+                extra_factors: Default::default(),
             },
             DailyFactorSnapshot {
                 date: date3,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 market_cap_bn: 22.0,
                 free_float_cap_bn: 20.0,
                 pe_ttm: 10.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
                 adjustment_factor_backward1: None,
-                extra_factors: BTreeMap::new(),
+                extra_factors: Default::default(),
             },
         ],
         vec![
             CandidateEligibility {
                 date: date1,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -3330,7 +3330,7 @@ fn engine_runs_scheduled_rules_for_daily_weekly_and_monthly_triggers() {
             },
             CandidateEligibility {
                 date: date2,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -3343,7 +3343,7 @@ fn engine_runs_scheduled_rules_for_daily_weekly_and_monthly_triggers() {
             },
             CandidateEligibility {
                 date: date3,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -3469,7 +3469,7 @@ fn engine_dispatches_process_events_to_external_bus_listeners() {
         vec![
             DailyMarketSnapshot {
                 date: date1,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 timestamp: Some("2025-01-30 09:25:00".to_string()),
                 day_open: 10.0,
                 open: 10.0,
@@ -3492,7 +3492,7 @@ fn engine_dispatches_process_events_to_external_bus_listeners() {
             },
             DailyMarketSnapshot {
                 date: date2,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 timestamp: Some("2025-01-31 09:25:00".to_string()),
                 day_open: 10.1,
                 open: 10.1,
@@ -3515,7 +3515,7 @@ fn engine_dispatches_process_events_to_external_bus_listeners() {
             },
             DailyMarketSnapshot {
                 date: date3,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 timestamp: Some("2025-02-03 09:25:00".to_string()),
                 day_open: 10.2,
                 open: 10.2,
@@ -3540,42 +3540,42 @@ fn engine_dispatches_process_events_to_external_bus_listeners() {
         vec![
             DailyFactorSnapshot {
                 date: date1,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 market_cap_bn: 20.0,
                 free_float_cap_bn: 18.0,
                 pe_ttm: 10.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
                 adjustment_factor_backward1: None,
-                extra_factors: BTreeMap::new(),
+                extra_factors: Default::default(),
             },
             DailyFactorSnapshot {
                 date: date2,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 market_cap_bn: 21.0,
                 free_float_cap_bn: 19.0,
                 pe_ttm: 10.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
                 adjustment_factor_backward1: None,
-                extra_factors: BTreeMap::new(),
+                extra_factors: Default::default(),
             },
             DailyFactorSnapshot {
                 date: date3,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 market_cap_bn: 22.0,
                 free_float_cap_bn: 20.0,
                 pe_ttm: 10.0,
                 turnover_ratio: Some(1.0),
                 effective_turnover_ratio: Some(1.0),
                 adjustment_factor_backward1: None,
-                extra_factors: BTreeMap::new(),
+                extra_factors: Default::default(),
             },
         ],
         vec![
             CandidateEligibility {
                 date: date1,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -3588,7 +3588,7 @@ fn engine_dispatches_process_events_to_external_bus_listeners() {
             },
             CandidateEligibility {
                 date: date2,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -3601,7 +3601,7 @@ fn engine_dispatches_process_events_to_external_bus_listeners() {
             },
             CandidateEligibility {
                 date: date3,
-                symbol: "000001.SZ".to_string(),
+                symbol: "000001.SZ".into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -3855,7 +3855,7 @@ fn engine_applies_dynamic_universe_and_subscription_directives() {
             [
                 DailyMarketSnapshot {
                     date: *date,
-                    symbol: "000001.SZ".to_string(),
+                    symbol: "000001.SZ".into(),
                     timestamp: Some(format!("{date} 10:18:00")),
                     day_open: 10.0,
                     open: 10.0,
@@ -3878,7 +3878,7 @@ fn engine_applies_dynamic_universe_and_subscription_directives() {
                 },
                 DailyMarketSnapshot {
                     date: *date,
-                    symbol: "000002.SZ".to_string(),
+                    symbol: "000002.SZ".into(),
                     timestamp: Some(format!("{date} 10:18:00")),
                     day_open: 20.0,
                     open: 20.0,
@@ -3908,25 +3908,25 @@ fn engine_applies_dynamic_universe_and_subscription_directives() {
             [
                 DailyFactorSnapshot {
                     date: *date,
-                    symbol: "000001.SZ".to_string(),
+                    symbol: "000001.SZ".into(),
                     market_cap_bn: 10.0,
                     free_float_cap_bn: 8.0,
                     pe_ttm: 10.0,
                     turnover_ratio: Some(1.0),
                     effective_turnover_ratio: Some(1.0),
                     adjustment_factor_backward1: None,
-                    extra_factors: BTreeMap::new(),
+                    extra_factors: Default::default(),
                 },
                 DailyFactorSnapshot {
                     date: *date,
-                    symbol: "000002.SZ".to_string(),
+                    symbol: "000002.SZ".into(),
                     market_cap_bn: 12.0,
                     free_float_cap_bn: 10.0,
                     pe_ttm: 12.0,
                     turnover_ratio: Some(1.0),
                     effective_turnover_ratio: Some(1.0),
                     adjustment_factor_backward1: None,
-                    extra_factors: BTreeMap::new(),
+                    extra_factors: Default::default(),
                 },
             ]
         })
@@ -3937,7 +3937,7 @@ fn engine_applies_dynamic_universe_and_subscription_directives() {
             [
                 CandidateEligibility {
                     date: *date,
-                    symbol: "000001.SZ".to_string(),
+                    symbol: "000001.SZ".into(),
                     is_st: false,
                     is_star_st: false,
                     is_new_listing: false,
@@ -3950,7 +3950,7 @@ fn engine_applies_dynamic_universe_and_subscription_directives() {
                 },
                 CandidateEligibility {
                     date: *date,
-                    symbol: "000002.SZ".to_string(),
+                    symbol: "000002.SZ".into(),
                     is_st: false,
                     is_star_st: false,
                     is_new_listing: false,
@@ -4041,7 +4041,7 @@ fn engine_exposes_current_process_context_to_strategies() {
         }],
         vec![DailyMarketSnapshot {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             timestamp: Some("2025-01-02 10:18:00".to_string()),
             day_open: 10.0,
             open: 10.0,
@@ -4064,18 +4064,18 @@ fn engine_exposes_current_process_context_to_strategies() {
         }],
         vec![DailyFactorSnapshot {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             market_cap_bn: 20.0,
             free_float_cap_bn: 18.0,
             pe_ttm: 10.0,
             turnover_ratio: Some(1.0),
             effective_turnover_ratio: Some(1.0),
             adjustment_factor_backward1: None,
-            extra_factors: BTreeMap::new(),
+            extra_factors: Default::default(),
         }],
         vec![CandidateEligibility {
             date,
-            symbol: "000001.SZ".to_string(),
+            symbol: "000001.SZ".into(),
             is_st: false,
             is_star_st: false,
             is_new_listing: false,
@@ -4191,8 +4191,8 @@ fn engine_rejects_an_unexplained_missing_holding_close() {
             market_row(date2, "000001.SZ", 20.0, 20.2),
         ],
         vec![
-            factor_row(date1, "601028.SH", BTreeMap::new()),
-            factor_row(date2, "000001.SZ", BTreeMap::new()),
+            factor_row(date1, "601028.SH", BTreeMap::new().into()),
+            factor_row(date2, "000001.SZ", BTreeMap::new().into()),
         ],
         vec![
             candidate_row(date1, "601028.SH"),
@@ -4269,8 +4269,8 @@ fn platform_strategy_cannot_hide_missing_valuation_by_skipping_stop_take() {
             market_row(date2, "000001.SZ", 20.0, 20.2),
         ],
         vec![
-            factor_row(date1, "601028.SH", BTreeMap::new()),
-            factor_row(date2, "000001.SZ", BTreeMap::new()),
+            factor_row(date1, "601028.SH", BTreeMap::new().into()),
+            factor_row(date2, "000001.SZ", BTreeMap::new().into()),
         ],
         vec![
             candidate_row(date1, "601028.SH"),

crates/fidc-core/tests/intraday_history_performance.rs

@@ -17,7 +17,7 @@ fn dataset(day_count: usize, bars_per_day: usize) -> (DataSet, Vec<NaiveDate>) {
         .iter()
         .map(|date| DailyMarketSnapshot {
             date: *date,
-            symbol: SYMBOL.to_string(),
+            symbol: SYMBOL.into(),
             timestamp: None,
             day_open: 10.0,
             open: 10.0,

crates/fidc-core/tests/stock_pool_execution_contract.rs

@@ -66,7 +66,7 @@ fn data_with_fund_rules(
             };
             market.push(DailyMarketSnapshot {
                 date,
-                symbol: code(n),
+                symbol: code(n).into(),
                 timestamp: None,
                 day_open: price,
                 open: price,
@@ -89,7 +89,7 @@ fn data_with_fund_rules(
             });
             candidates.push(CandidateEligibility {
                 date,
-                symbol: code(n),
+                symbol: code(n).into(),
                 is_st: false,
                 is_star_st: false,
                 is_new_listing: false,
@@ -131,7 +131,7 @@ fn data_with_fund_rules(
         .flat_map(|date| {
             (1..=2).map(move |n| DailyFactorSnapshot {
                 date,
-                symbol: code(n),
+                symbol: code(n).into(),
                 market_cap_bn: 10.,
                 free_float_cap_bn: 10.,
                 pe_ttm: 10.,
@@ -143,7 +143,7 @@ fn data_with_fund_rules(
         })
         .collect();
     let quotes = market.iter().filter(|row| row.symbol != "000300.SH").map(|row| fidc_core::IntradayExecutionQuote {
-        date: row.date, symbol: row.symbol.clone(), timestamp: row.date.and_hms_opt(9, 30, 0).unwrap(),
+        date: row.date, symbol: row.symbol.to_string(), timestamp: row.date.and_hms_opt(9, 30, 0).unwrap(),
         last_price: row.open, bid1: row.open, ask1: row.open, bid1_volume: 0, ask1_volume: 0,
         volume_delta: row.volume, amount_delta: row.open * row.volume as f64,
         trading_phase: Some("synthetic_observation_fixture".into()),

crates/fidc-core/tests/strategy_selection.rs

@@ -35,7 +35,7 @@ fn market(
 ) -> DailyMarketSnapshot {
     DailyMarketSnapshot {
         date: d(date),
-        symbol: symbol.to_string(),
+        symbol: symbol.into(),
         timestamp: None,
         day_open: open,
         open,
@@ -66,7 +66,7 @@ fn factor(
 ) -> DailyFactorSnapshot {
     DailyFactorSnapshot {
         date: d(date),
-        symbol: symbol.to_string(),
+        symbol: symbol.into(),
         market_cap_bn,
         free_float_cap_bn,
         pe_ttm: 18.0,
@@ -87,7 +87,7 @@ fn candidate(
 ) -> CandidateEligibility {
     CandidateEligibility {
         date: d(date),
-        symbol: symbol.to_string(),
+        symbol: symbol.into(),
         is_st: false,
         is_star_st: false,
         is_new_listing,