perf: cache daily history by symbol

crates/fidc-core/src/data.rs

@@ -446,6 +446,7 @@ pub struct EligibleUniverseSnapshot {
 
 #[derive(Debug, Clone)]
 struct SymbolPriceSeries {
+    snapshots: Vec<DailyMarketSnapshot>,
     dates: Vec<NaiveDate>,
     opens: Vec<f64>,
     closes: Vec<f64>,
@@ -479,6 +480,7 @@ impl SymbolPriceSeries {
         let volume_prefix = prefix_sums(&volumes);
 
         Self {
+            snapshots: sorted,
             dates,
             opens,
             closes,
@@ -514,6 +516,27 @@ impl SymbolPriceSeries {
         self.values_for(field)[start..end].to_vec()
     }
 
+    fn trailing_snapshots(
+        &self,
+        date: NaiveDate,
+        lookback: usize,
+        include_now: bool,
+    ) -> Vec<DailyMarketSnapshot> {
+        if lookback == 0 {
+            return Vec::new();
+        }
+        let end = if include_now {
+            self.end_index(date)
+        } else {
+            self.previous_completed_end_index(date)
+        };
+        let Some(end) = end else {
+            return Vec::new();
+        };
+        let start = end.saturating_sub(lookback);
+        self.snapshots[start..end].to_vec()
+    }
+
     fn decision_price_on_or_before(&self, date: NaiveDate) -> Option<f64> {
         let end = self.decision_end_index(date)?;
         if end == 0 {
@@ -1173,25 +1196,10 @@ impl DataSet {
         bar_count: usize,
         include_now: bool,
     ) -> Vec<DailyMarketSnapshot> {
-        if bar_count == 0 {
+        self.market_series_by_symbol
-            return Vec::new();
+            .get(symbol)
-        }
+            .map(|series| series.trailing_snapshots(date, bar_count, include_now))
-        let mut snapshots = self
+            .unwrap_or_default()
-            .market_by_date
-            .iter()
-            .filter(|(day, _)| {
-                if include_now {
-                    **day <= date
-                } else {
-                    **day < date
-                }
-            })
-            .flat_map(|(_, rows)| rows.iter())
-            .filter(|row| row.symbol == symbol)
-            .cloned()
-            .collect::<Vec<_>>();
-        snapshots.sort_by_key(|row| row.date);
-        take_last(snapshots, bar_count)
     }
 
     pub fn history_intraday_quotes(