What are some high energy foods for lunches, that are also compact?

I am going through some hard physical training at the moment, which has greatly increased my already large appetite. I am having large, high protein breakfasts and dinners (along with additional snacks throughout the evening), but I’m struggling with ideas for lunches. I walk to work, so I want something I can carry easily, but will save me from having to buy lunch. Buying my meals at work gets expensive, as there are no cheap options that are both high energy and worth eating.