From 6eb977a0d0d65fc800538209df6760bb7647ac27 Mon Sep 17 00:00:00 2001
From: claude_dev <claude-dev@sanguo.local>
Date: Wed, 26 Aug 2026 05:03:45 +0800
Subject: [PATCH] =?UTF-8?q?fix(factor):=20load=E6=AE=B5=E5=86=85=E5=AD=98?=
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---
 sanguo_factor/universe.py | 6 +++++-
 1 file changed, 5 insertions(+), 1 deletion(-)

diff --git a/sanguo_factor/universe.py b/sanguo_factor/universe.py
index aa7714e..2310d61 100644
--- a/sanguo_factor/universe.py
+++ b/sanguo_factor/universe.py
@@ -84,8 +84,11 @@ def load_universe_bars(
         return _empty_alpha_df()
 
     df = pl.concat(chunks)
+    chunks.clear()  # 立即释放逐symbol块(~1G),勿持有到函数尾
+    # transform 链 lazy 单次物化:eager 逐步链每步全量拷贝,峰值3-4倍;lazy 融合后~1.5倍
     df = (
-        df.with_columns(
+        df.lazy()
+        .with_columns(
             pl.col("dt").str.slice(0, 10).str.to_datetime("%Y-%m-%d").alias("datetime"),
             (pl.col("symbol") + "." + pl.col("exchange")).alias("vt_symbol"),
             pl.when(pl.col("volume") > 0)
@@ -97,6 +100,7 @@ def load_universe_bars(
         .with_columns(pl.int_range(pl.len()).over("vt_symbol").alias("bar_idx"))
         .select(["vt_symbol", "datetime", "open", "high", "low", "close",
                  "volume", "turnover", "open_interest", "vwap", "bar_idx"])
+        .collect()
     )
     return df