增强回测demo输出与分区加载

crates/fidc-core/src/data.rs

@@ -87,6 +87,8 @@ pub struct DailyFactorSnapshot {
     pub market_cap_bn: f64,
     pub free_float_cap_bn: f64,
     pub pe_ttm: f64,
+    pub turnover_ratio: Option<f64>,
+    pub effective_turnover_ratio: Option<f64>,
 }
 
 #[derive(Debug, Clone, Serialize, Deserialize)]
@@ -303,6 +305,14 @@ impl DataSet {
             .collect()
     }
 
+    pub fn market_closes_up_to(&self, date: NaiveDate, symbol: &str, lookback: usize) -> Vec<f64> {
+        self.calendar
+            .trailing_days(date, lookback)
+            .into_iter()
+            .filter_map(|day| self.market(day, symbol).map(|row| row.close))
+            .collect()
+    }
+
     pub fn require_market(
         &self,
         date: NaiveDate,
@@ -347,6 +357,8 @@ fn read_market(path: &Path) -> Result<Vec<DailyMarketSnapshot>, DataSetError> {
     let mut snapshots = Vec::new();
     for row in rows {
         let prev_close = row.parse_f64(6)?;
+        let derived_upper_limit = round2(prev_close * 1.10);
+        let derived_lower_limit = round2(prev_close * 0.90);
         snapshots.push(DailyMarketSnapshot {
             date: row.parse_date(0)?,
             symbol: row.get(1)?.to_string(),
@@ -357,8 +369,8 @@ fn read_market(path: &Path) -> Result<Vec<DailyMarketSnapshot>, DataSetError> {
             prev_close,
             volume: row.parse_u64(7)?,
             paused: row.parse_bool(8)?,
-            upper_limit: round2(prev_close * 1.10),
-            lower_limit: round2(prev_close * 0.90),
+            upper_limit: row.parse_optional_f64(9).unwrap_or(derived_upper_limit),
+            lower_limit: row.parse_optional_f64(10).unwrap_or(derived_lower_limit),
         });
     }
     Ok(snapshots)
@@ -374,6 +386,8 @@ fn read_factors(path: &Path) -> Result<Vec<DailyFactorSnapshot>, DataSetError> {
             market_cap_bn: row.parse_f64(2)?,
             free_float_cap_bn: row.parse_f64(3)?,
             pe_ttm: row.parse_f64(4)?,
+            turnover_ratio: row.parse_optional_f64(5),
+            effective_turnover_ratio: row.parse_optional_f64(6),
         });
     }
     Ok(snapshots)
@@ -457,6 +471,17 @@ impl CsvRow {
             })
     }
 
+    fn parse_optional_f64(&self, index: usize) -> Option<f64> {
+        self.fields.get(index).and_then(|value| {
+            let trimmed = value.trim();
+            if trimmed.is_empty() {
+                None
+            } else {
+                trimmed.parse::<f64>().ok()
+            }
+        })
+    }
+
     fn parse_bool(&self, index: usize) -> Result<bool, DataSetError> {
         self.get(index)?
             .parse::<bool>()
@@ -478,26 +503,35 @@ fn read_partitioned_dir<T, F>(dir: &Path, mut loader: F) -> Result<Vec<T>, DataS
 where
     F: FnMut(&Path) -> Result<Vec<T>, DataSetError>,
 {
-    let mut files = fs::read_dir(dir)
-        .map_err(|source| DataSetError::Io {
-            path: dir.display().to_string(),
-            source,
-        })?
-        .collect::<Result<Vec<_>, _>>()
-        .map_err(|source| DataSetError::Io {
-            path: dir.display().to_string(),
-            source,
-        })?;
-    files.sort_by_key(|entry| entry.path());
-
     let mut rows = Vec::new();
-    for entry in files {
-        let path = entry.path();
-        if path.extension().and_then(|x| x.to_str()) != Some("csv") {
-            continue;
+    let mut stack = vec![dir.to_path_buf()];
+
+    while let Some(current_dir) = stack.pop() {
+        let mut entries = fs::read_dir(&current_dir)
+            .map_err(|source| DataSetError::Io {
+                path: current_dir.display().to_string(),
+                source,
+            })?
+            .collect::<Result<Vec<_>, _>>()
+            .map_err(|source| DataSetError::Io {
+                path: current_dir.display().to_string(),
+                source,
+            })?;
+        entries.sort_by_key(|entry| entry.path());
+
+        for entry in entries.into_iter().rev() {
+            let path = entry.path();
+            if path.is_dir() {
+                stack.push(path);
+                continue;
+            }
+            if path.extension().and_then(|x| x.to_str()) != Some("csv") {
+                continue;
+            }
+            rows.extend(loader(&path)?);
         }
-        rows.extend(loader(&path)?);
     }
+
     Ok(rows)
 }