0900f3f413
Final functional M5 iteration (specae905de, plan 67027ab; on green m5.1204c171+ m5.2b724cd1whose leak-proof resolved viadbd76e5). Proves the chunk/window-boundary-invisibility claim the M4 retirement rests on: - adapter::fold_window — purely additive windowed sibling of fold_symbol (same MidPriceStream+Kernel path; stream_tick_windowed). fold_symbol/MidPriceStream/Kernel byte-untouched. - chrono as a DEV-dep only — the time-shard test derives (y,m)->Unix-ms bounds (data-server's own precedent) and passes raw ms to the bin; the bin is date-math-free; Invariant 1 unaffected. - new single-responsibility [[bin]] timeshard_runner — one thread per disjoint window, each owning its Kernel (Ctx:!Send => compile-time per-thread-ctx). - tests/timeshard.rs — spec §3 strength-ordered: (a) per-shard (acc,n) BIT-EXACT vs single-thread host fold of that exact window in stream order (THE boundary-invisibility proof); (b) Σ partials bit-exact by construction; (c) whole-window within REL_TOL=1e-6 only (cross-shard f64 reassociation is host arithmetic, never a kernel property — bit-exact there would be the bug; tolerance derived from the recursive-summation error bound). Plus the now-deterministic leak-Σ + a journal-only friction timing capture (no bench gate, no timing assertion). Concrete pin: EURUSD 2017-03/04/05 (recon-verified present, contiguous, no gaps; data-server has no month-listing API). RED was a genuine deterministic compile failure (declared-but-absent bin source; Cargo missing-source error vs the plan's predicted env! error — same cause, no false-green; benign plan-text imprecision in Concerns). Boss-verified independently: timeshard determinism 5/5 (no jitter); full ail-embed suite 0 failed AND 0 ignored across all binaries (m5.2 symbol_fan_swarm_leak_free stays un-ignored & green — the saga's resolution intact); isolated embed_rc_global_stats_race still green; AILang workspace data-server count 0; compiler-surface diff empty (zero diff to crates/ailang-*, crates/ail/, runtime/, examples/*.ail, root Cargo.toml, DESIGN.md). Friction-harvest deliverable (P2 flat-array-decision input): host-per-tick-FFI ~= 658 ms / 3,192,562 ticks ~= ~206 ns/tick at real EURUSD volume. M5 functional work complete; milestone closes next via the mandatory audit (which also handles the pre-existing DESIGN.md:2358-2360 "additive M4 concern" drift, out of m5.3 scope). Includes the per-iter journal, stats, and the INDEX.md line.
226 lines
9.0 KiB
Rust
226 lines
9.0 KiB
Rust
//! Time-shard boundary-invisibility E2E (spec Architecture §3
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//! second assertion / Testing strategy §3). One symbol, N disjoint
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//! single-month windows, one thread per window (each owning its
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//! `Kernel` — `Ctx: !Send`). Asserts, in spec strength order:
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//! (a) each shard's `(acc,n)` == a single-thread host fold of THAT
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//! EXACT window in stream order, BIT-EXACT — the
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//! boundary-invisibility proof (the kernel result for a window
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//! is independent of how data-server chunked it);
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//! (b) the host-summed `(Σacc,Σn)` == the identically-summed
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//! reference partials, bit-exact by construction;
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//! (c) the whole-window single-thread total within an
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//! f64-reassociation tolerance only (cross-shard re-association
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//! is host arithmetic, NOT a kernel property — asserting it
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//! bit-exact would be WRONG, per the spec).
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//! Plus the global leak-Σ (deterministic since dbd76e5) and a
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//! journal-only friction timing capture (NO bench gate).
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//!
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//! Concrete pin: EURUSD, months 2017-03 / 2017-04 / 2017-05 (all
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//! present on /mnt, contiguous, no gaps — recon-verified). data-server
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//! has no public month-listing API, so the months are hard-pinned.
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//! Skips when /mnt absent — data-server's own precedent.
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use std::process::Command;
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use std::sync::Arc;
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use chrono::{NaiveDate, TimeZone, Utc};
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use data_server::{DataServer, DEFAULT_DATA_PATH};
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const SYMBOL: &str = "EURUSD";
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/// Three disjoint single-month windows. Contiguous so the whole-window
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/// union is exactly 2017-03-01 .. 2017-05-31 23:59:59.999.
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const SHARDS: [(i32, u32); 3] = [(2017, 3), (2017, 4), (2017, 5)];
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/// Relative tolerance for the (c) whole-window cross-check. Derivation:
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/// recursive f64 summation of n terms has error <= (n-1)*eps*Σ|x_i|.
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/// One EURUSD month ~250k ticks => 3 shards ~750k adds of O(1) mids;
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/// Σ|x| ~ 8.3e5, (n-1)*eps ~ 8.3e-11 => abs err ~ 6.8e-5, rel ~ 8e-11.
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/// 1e-6 is ~4 orders of safety yet still catches any real bug
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/// (a genuine miscount is off by >> 1 ppm).
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const REL_TOL: f64 = 1e-6;
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fn skip_if_no_data() -> bool {
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!std::path::Path::new(DEFAULT_DATA_PATH).exists()
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}
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/// Inclusive Unix-ms bounds for the whole of calendar month `(y, m)`.
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/// `filter_files` windows at month granularity via
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/// `unix_ms_to_year_month`, and `filter_chunk` is record-level
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/// inclusive `[from, to]`; first-instant .. last-instant of the month
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/// selects exactly that month's file and all its records.
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fn month_window(y: i32, m: u32) -> (i64, i64) {
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let from = Utc
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.from_utc_datetime(
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&NaiveDate::from_ymd_opt(y, m, 1)
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.unwrap()
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.and_hms_opt(0, 0, 0)
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.unwrap(),
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)
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.timestamp_millis();
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let (ny, nm) = if m == 12 { (y + 1, 1) } else { (y, m + 1) };
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let next_from = Utc
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.from_utc_datetime(
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&NaiveDate::from_ymd_opt(ny, nm, 1)
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.unwrap()
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.and_hms_opt(0, 0, 0)
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.unwrap(),
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)
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.timestamp_millis();
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(from, next_from - 1)
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}
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/// Single-thread host reference: fold the mid stream over EXACTLY the
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/// inclusive `[from_ms, to_ms]` window in data-server stream order
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/// (`acc += mid; n += 1`). Bit-exact with `adapter::fold_window`
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/// because the f64-add order is identical.
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fn reference_window(server: &Arc<DataServer>, from_ms: i64, to_ms: i64) -> (f64, i64) {
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let mut it = server
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.stream_tick_windowed(SYMBOL, Some(from_ms), Some(to_ms))
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.expect("EURUSD has a tick stream in the pinned window");
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let (mut acc, mut n) = (0.0_f64, 0_i64);
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while let Some(chunk) = it.next_chunk() {
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for r in chunk.iter() {
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acc += (r.ask + r.bid) / 2.0;
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n += 1;
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}
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}
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(acc, n)
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}
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#[test]
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fn timeshard_boundary_invisibility_and_leak_free() {
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if skip_if_no_data() {
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eprintln!("skipping: {DEFAULT_DATA_PATH} absent (mirrors data-server)");
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return;
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}
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let windows: Vec<(i64, i64)> =
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SHARDS.iter().map(|&(y, m)| month_window(y, m)).collect();
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// Spawn the time-shard runner: <data_dir> <symbol> then one
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// "from:to" arg per shard. It folds each window on its own thread
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// (own Kernel) and prints `RESULT <idx> <from> <to> <accbits> <n>`
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// + a final `TIMING total_ticks=<N> elapsed_ms=<M>` line.
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let mut cmd = Command::new(env!("CARGO_BIN_EXE_timeshard_runner"));
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cmd.arg(DEFAULT_DATA_PATH).arg(SYMBOL);
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for (f, t) in &windows {
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cmd.arg(format!("{f}:{t}"));
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}
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let out = cmd
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.env("AILANG_RC_STATS", "1")
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.output()
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.expect("spawn timeshard_runner");
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let stdout = String::from_utf8_lossy(&out.stdout);
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let stderr = String::from_utf8_lossy(&out.stderr);
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assert!(
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out.status.success(),
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"timeshard_runner exited {:?}\nstdout:\n{stdout}\nstderr:\n{stderr}",
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out.status.code()
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);
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let server = Arc::new(DataServer::new(DEFAULT_DATA_PATH));
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// Parse RESULT lines into (idx -> (from,to,acc,n)).
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let mut shards: Vec<(usize, i64, i64, f64, i64)> = Vec::new();
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for line in stdout.lines().filter(|l| l.starts_with("RESULT ")) {
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let mut t = line.split_whitespace();
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let _ = t.next(); // RESULT
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let idx: usize = t.next().unwrap().parse().unwrap();
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let from: i64 = t.next().unwrap().parse().unwrap();
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let to: i64 = t.next().unwrap().parse().unwrap();
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let acc = f64::from_bits(
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u64::from_str_radix(t.next().unwrap(), 16).unwrap(),
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);
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let n: i64 = t.next().unwrap().parse().unwrap();
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shards.push((idx, from, to, acc, n));
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}
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shards.sort_by_key(|s| s.0);
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assert_eq!(
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shards.len(),
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SHARDS.len(),
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"expected {} shard RESULT lines, got {}",
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SHARDS.len(),
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shards.len()
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);
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// (a) Per-shard BIT-EXACT vs a single-thread host fold of that
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// exact window. THE boundary-invisibility proof.
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let mut sum_acc = 0.0_f64;
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let mut sum_n = 0_i64;
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let mut ref_sum_acc = 0.0_f64;
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let mut ref_sum_n = 0_i64;
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for (i, &(idx, from, to, acc, n)) in shards.iter().enumerate() {
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assert_eq!(idx, i, "shard indices contiguous 0..N");
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assert_eq!((from, to), windows[i], "shard {i} window matches pin");
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let (r_acc, r_n) = reference_window(&server, from, to);
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assert_eq!(
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acc.to_bits(),
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r_acc.to_bits(),
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"shard {i} ({from}..{to}): kernel acc BIT-EXACT vs \
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single-thread host fold of that exact window \
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(boundary-invisibility)"
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);
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assert_eq!(n, r_n, "shard {i}: tick count == reference");
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assert!(r_n > 0, "shard {i}: non-empty window");
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sum_acc += acc;
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sum_n += n;
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ref_sum_acc += r_acc;
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ref_sum_n += r_n;
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}
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// (b) Host-summed partials == identically-summed reference
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// partials, BIT-EXACT by construction (same values, same
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// host summation order).
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assert_eq!(
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sum_acc.to_bits(),
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ref_sum_acc.to_bits(),
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"Σ shard acc bit-exact vs Σ reference partials"
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);
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assert_eq!(sum_n, ref_sum_n, "Σ shard n == Σ reference n");
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// (c) Whole-window single-thread total within REL_TOL only —
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// cross-shard re-association is host arithmetic, NOT a kernel
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// property; asserting bit-exact here would be WRONG (spec §3).
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let whole_from = windows.first().unwrap().0;
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let whole_to = windows.last().unwrap().1;
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let (whole_acc, whole_n) = reference_window(&server, whole_from, whole_to);
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assert_eq!(
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whole_n, sum_n,
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"whole-window tick count == Σ shard n (windows are an exact \
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disjoint partition of the union)"
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);
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let rel = ((whole_acc - sum_acc) / whole_acc).abs();
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assert!(
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rel < REL_TOL,
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"whole-window total {whole_acc} vs Σ partials {sum_acc}: \
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relative diff {rel:e} must be < {REL_TOL:e} (f64 \
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reassociation only — NOT a kernel discrepancy)"
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);
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// Global leak-Σ across ALL ailang_rc_stats: lines (deterministic
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// since dbd76e5: atomic global counters + build.rs runtime-track).
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let mut allocs: u64 = 0;
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let mut frees: u64 = 0;
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let mut seen = 0usize;
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for line in stderr.lines().filter(|l| l.starts_with("ailang_rc_stats:")) {
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seen += 1;
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for tok in line.split_whitespace() {
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if let Some(v) = tok.strip_prefix("allocs=") {
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allocs += v.parse::<u64>().expect("allocs= u64");
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} else if let Some(v) = tok.strip_prefix("frees=") {
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frees += v.parse::<u64>().expect("frees= u64");
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}
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}
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}
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assert!(seen > 0, "no ailang_rc_stats line; stderr:\n{stderr}");
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assert_eq!(
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allocs, frees,
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"globally leak-free: Σallocs==Σfrees across {seen} stat line(s)"
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);
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// Friction harvest: journal-only observation, NO assertion (the
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// value feeds the P2 batch-crossing decision; it is not a gate).
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if let Some(tl) = stdout.lines().find(|l| l.starts_with("TIMING ")) {
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eprintln!("m5.3 friction-harvest: {tl} (Σn={sum_n})");
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}
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}
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