---
phase: 03-rust-hot-path
plan: 01
subsystem: rust-core
tags:
  [
    fixed-point,
    csv-parsing,
    zero-allocation,
    zip-decompression,
    vision-backfill,
  ]

# Dependency graph
requires: []
provides:
  - "FixedPoint::from_f64() zero-allocation conversion method"
  - "Cached CSV decompression in IntraDayChunkIterator"
affects: [04-python-efficiency]

# Tech tracking
tech-stack:
  added: []
  patterns:
    - "Direct f64-to-FixedPoint via (value * SCALE).round() — no intermediate String"
    - "One-shot ZIP decompression cached in day_csv_bytes field"

key-files:
  created: []
  modified:
    - "crates/opendeviationbar-core/src/fixed_point.rs"
    - "crates/opendeviationbar-providers/src/binance/historical.rs"

key-decisions:
  - "Used (f64 * SCALE).round() for from_f64 — .round() critical for IEEE 754 correctness"
  - "Chose Approach B (cached decompression + in-memory skip) over byte-offset seeking — simpler and eliminates dominant ZIP decompression cost"

patterns-established:
  - "FixedPoint::from_f64() preferred over from_str(&val.to_string()) for f64 sources"

requirements-completed: [RUST-01, RUST-02]

# Metrics
duration: 6min
completed: 2026-03-20
---

# Phase 3 Plan 1: CSV Hot Path Optimization Summary

**Zero-allocation FixedPoint::from_f64() eliminates 4M allocs/day, cached CSV decompression removes O(N^2) ZIP re-parsing in IntraDayChunkIterator**

## Performance

- **Duration:** 6 min
- **Started:** 2026-03-20T08:41:48Z
- **Completed:** 2026-03-20T08:47:32Z
- **Tasks:** 2
- **Files modified:** 2

## Accomplishments

- Added `FixedPoint::from_f64()` with oracle-validated correctness (bit-identical to `from_str` for all Binance price formats)
- Replaced all 4 `f64->String->FixedPoint` conversions in CsvAggTrade with direct `from_f64()` calls
- IntraDayChunkIterator now decompresses CSV from ZIP once per day (cached in `day_csv_bytes`), eliminating repeated ZIP decompression across chunks

## Task Commits

Each task was committed atomically:

1. **Task 1: Add FixedPoint::from_f64() and replace CSV double-conversion** - `bb480d0` (feat, TDD)
2. **Task 2: Optimize IntraDayChunkIterator to O(N) via byte offset tracking** - `ff60036` (feat)

## Files Created/Modified

- `crates/opendeviationbar-core/src/fixed_point.rs` - Added `from_f64()` method + 5 new tests including oracle validation
- `crates/opendeviationbar-providers/src/binance/historical.rs` - Replaced CsvAggTrade conversions with from_f64(), added day_csv_bytes caching to IntraDayChunkIterator

## Decisions Made

- Used `(value * SCALE as f64).round() as i64` for from_f64 -- the `.round()` is critical because without it, IEEE 754 representation of values like `50000.12345678 * 1e8` can produce off-by-one results
- Chose Approach B (cache decompressed CSV bytes, keep skip-based iteration) over byte-offset seeking -- ZipFile does not support Seek, and the dominant cost was ZIP decompression (~200-400ms/chunk), not in-memory record skipping (~50ms/1M records)

## Deviations from Plan

### Auto-fixed Issues

**1. [Rule 3 - Blocking] HistoricalError::ParseError variant does not exist**

- **Found during:** Task 2 (IntraDayChunkIterator optimization)
- **Issue:** Plan referenced `HistoricalError::ParseError { message: ... }` but the enum has `IoError(#[from] std::io::Error)` instead
- **Fix:** Used `?` operator with the existing `IoError` From impl instead of manual error mapping
- **Files modified:** crates/opendeviationbar-providers/src/binance/historical.rs
- **Verification:** `cargo build -p opendeviationbar-providers` compiles cleanly
- **Committed in:** ff60036 (Task 2 commit)

---

**Total deviations:** 1 auto-fixed (1 blocking)
**Impact on plan:** Trivial error variant name correction. No scope creep.

## Issues Encountered

None

## User Setup Required

None - no external service configuration required.

## Next Phase Readiness

- Rust hot path optimizations complete for CSV parsing
- Plan 03-02 (burst frame Vec reuse) can proceed independently
- Python efficiency phase (04) can build on these Rust improvements

## Self-Check

Verified below.

---

_Phase: 03-rust-hot-path_
_Completed: 2026-03-20_
