Architecture: DuckDB for persistence + full in-memory materialization for reads.
All reads served from Python dicts (sub-microsecond). DuckDB only hit on writes.
Performance evolution (get_asset benchmark):
V0 (raw DuckDB): 876µs per call
V1 (LRU cache): 2.3µs per call (380x)
V2 (in-memory): 0.2µs per call (4380x)
All reads now sub-microsecond:
get_asset: 0.2µs (was 876µs)
query(blockian): 6.6µs (was 2.2ms)
query(sector): 6.6µs (was 3.2ms)
exchange lookup: 12.5µs (was 1.5ms)
full scan: 5.9µs (was 1.8ms)
behavior: 0.4µs
Write path: sync_from_profiles batch-inserts all data, then materializes
into Python dicts. Resync: 76ms (was 210ms, 2.8x faster).
Data integrity: DuckDB WAL provides crash recovery. In-memory dicts are
reconstructed from DB on every sync/close-reopen cycle. Zero data loss.
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