perf(factor): 股票池枚举改无过滤DISTINCT覆盖索引扫——带WHERE(interval/datetime/LIKE)版本在26G库退化全表扫NAS实测>5min不归,前缀python侧滤,周期/窗口由数据查询天然过滤(语义不变,15m-only股锁定测试) [vps]

tests/factor/test_universe.py

@@ -49,6 +49,8 @@ def db(tmp_path):
     rows.append(_row("510300", "SSE", "2018-01-02", 4.0))
     # 非日线 interval 应忽略
     rows.append(("600000", "SSE", "2018-01-02 09:35:00", "15m", 1, 1, 0, 1, 1, 1, 1))
+    # 只有 15m 数据、无日线的 symbol:枚举会带上但数据查询 0 行,不应出现在结果
+    rows.append(("159915", "SZSE", "2018-01-02 09:35:00", "15m", 100.0, 100000.0, 0, 1, 1, 1, 1))
     return _mk_db(tmp_path, rows)
 
 
@@ -90,3 +92,8 @@ def test_limit_deterministic(db):
     df1 = load_universe_bars(db, "2018-01-01", "2018-01-31", limit=1)
     df2 = load_universe_bars(db, "2018-01-01", "2018-01-31", limit=1)
     assert set(df1["vt_symbol"].unique()) == set(df2["vt_symbol"].unique())
+
+
+def test_minute_only_symbol_excluded(db):
+    df = load_universe_bars(db, "2018-01-01", "2018-01-31")
+    assert "159915.SZSE" not in set(df["vt_symbol"].unique().to_list())