boris
52 lines
2.0 KiB
Markdown
52 lines
2.0 KiB
Markdown
# Market Day View Component Benchmark
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Date: 2026-08-31
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## Scope
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The platform-expression selection loop already iterates one factor slice for a
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single trading date. The previous implementation still resolved the same date
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in the market and candidate `BTreeMap` for every symbol. `DailySnapshotView`
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borrows the existing immutable market/factor/candidate slices and dense row
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position arrays once per date, then performs only `symbol_id -> row` lookups.
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The view does not copy snapshots, cache strategy results, share account state,
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or change missing-row behavior. The optimization is independent of strategy
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text, thresholds, rolling windows, execution mode and portfolio size.
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## Release Component A/B
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Contract:
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- 6,000 symbols;
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- 200 complete lookup rounds;
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- each lookup reads market close and candidate `allow_buy`;
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- baseline and view checksums must be exactly equal;
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- `cargo test --release`, system allocator, local macOS host.
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| Round | Baseline seconds | Day view seconds |
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| ---: | ---: | ---: |
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| 1 | 0.009000 | 0.002939 |
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| 2 | 0.004370 | 0.001555 |
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| 3 | 0.004274 | 0.001578 |
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Median component time changed from `0.004370s` to `0.001578s`, an observed
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reduction of about `63.9%` (`2.77x`). This is a component result only and is
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not a complete backtest SLA.
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## Correctness Gates
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- sparse market-only symbols remain absent from factor/candidate views;
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- dense and binary-search fallback lookup semantics remain unchanged;
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- full engine suite: 529 passed, 3 ignored manual benchmarks;
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- next-open execution-day risk, minute matching, fees, slippage, volume limits,
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corporate actions, delisting and futures tests all passed.
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## Deployment Status
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Not deployed. The 177 FIDC-managed Boris factor task is still active, so no
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Source Lake, backtest service or engine restart is allowed. After the task
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ends naturally, acceptance must use the same frozen bundle and compare daily
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selection, orders, fills, holdings, NAV, risk facts and canonical digest for
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multiple daily/minute and fixed/dynamic-universe strategies.
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