perf(factor): universe parquet缓存——外部~20min杀手 regime下每条命15min冷加载翻转为秒级复载,20min寿命=纯计算15-20因子;key含窗口/symbols/limit防串池,写失败静默 [vps]

sanguo_factor/universe.py

@@ -35,6 +35,16 @@ def load_universe_bars(
         datetime.strptime(end, "%Y-%m-%d") + timedelta(days=_FORWARD_DAYS)
     ).strftime("%Y-%m-%d")
 
+    # 缓存短路：含窗口/symbols/limit防串池
+    import os as _os
+    cache_path = _os.path.join(
+        _os.path.dirname(_os.path.abspath(vnpy_db)),
+        f"universe_cache_{start}_{end}_{len(symbols) if symbols else 'all'}"
+        f"{'_'+str(limit) if limit else ''}.parquet"
+    )
+    if _os.path.exists(cache_path):
+        return pl.read_parquet(cache_path)
+
     if symbols is None:
         conn = sqlite3.connect(vnpy_db, timeout=60)
         try:
@@ -100,6 +110,13 @@ def load_universe_bars(
         .with_columns(pl.int_range(pl.len()).over("vt_symbol").alias("bar_idx"))
         .collect()
     )
+
+    # 写缓存（失败静默，不影响主流程）
+    try:
+        df.write_parquet(cache_path)
+    except Exception:
+        pass
+
     return df