fieldtest: milestone-33 — 4 examples, 11 findings

Milestone fieldtest for "Real-project readiness — role-complete
research loop (no freeze)": a from-scratch ger40-lab project (aura new)
with a brand-new native node (ger40_lab::Momentum) driven through the
full research loop on real GER40/FRA40 archive data — sweep,
walk-forward, mc, process+campaign with 2-regime risk and net-R cost
block, cross-instrument generalize, bit-identical reproduce, charts —
from the public interface only. Spine holds: 5 working, 1 bug (chart
cannot open a sweep --trace family by its printed handle), 4 friction,
1 spec gap. Findings triaged separately.

fieldtests/milestone-real-project-readiness/ger40-lab/.gitignore

@@ -0,0 +1,3 @@
+/target
+Cargo.lock
+/runs

fieldtests/milestone-real-project-readiness/ger40-lab/Aura.toml

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+# Static project context only (C17); paths only.
+[paths]
+runs = "runs"
+# data = "/path/to/archive"  # the recorded-data root; defaults to the built-in path

fieldtests/milestone-real-project-readiness/ger40-lab/CLAUDE.md

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+# ger40-lab — an aura research project
+
+This crate is an aura project: a cdylib of node/strategy blueprints the
+`aura` host loads during research (see the engine's docs/project-layout.md).
+
+- Build: `cargo build` (the next `aura` invocation loads the fresh dylib)
+- Run:   `aura run blueprints/signal.json` (from anywhere inside this dir)
+- Nodes live in `src/`; each is registered in `vocabulary()`/`type_ids()`
+  under the `ger40_lab::` namespace prefix.
+- Topology is data (`blueprints/*.json`), node logic is Rust.

fieldtests/milestone-real-project-readiness/ger40-lab/Cargo.toml

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+[package]
+name = "ger40-lab"
+version = "0.1.0"
+edition = "2024"
+publish = false
+
+[lib]
+crate-type = ["cdylib"]
+
+[dependencies]
+aura-core = { path = "/home/brummel/dev/aura/.claude/worktrees/boss-real-project-readiness/crates/aura-core" }
+
+# Standalone workspace root: never a member of an enclosing workspace.
+[workspace]

fieldtests/milestone-real-project-readiness/ger40-lab/blueprints/momentum.bp.json

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+{"format_version":1,"blueprint":{"name":"graph","nodes":[{"primitive":{"type":"ger40_lab::Momentum","name":"mom"}},{"primitive":{"type":"Bias","name":"bias"}}],"edges":[{"from":0,"to":1,"slot":0,"from_field":0}],"input_roles":[{"name":"price","targets":[{"node":0,"slot":0}],"source":"F64"}],"output":[{"node":1,"field":0,"name":"bias"}]}}

fieldtests/milestone-real-project-readiness/ger40-lab/blueprints/momentum.ops.json

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+[
+  {"op": "source", "role": "price", "kind": "F64"},
+  {"op": "add", "type": "ger40_lab::Momentum", "name": "mom"},
+  {"op": "feed", "role": "price", "into": ["mom.series"]},
+  {"op": "add", "type": "Bias", "name": "bias"},
+  {"op": "connect", "from": "mom.value", "to": "bias.signal"},
+  {"op": "expose", "from": "bias.bias", "as": "bias"}
+]

fieldtests/milestone-real-project-readiness/ger40-lab/blueprints/signal.json

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+{"format_version":1,"blueprint":{"name":"ger40_lab_signal","nodes":[{"primitive":{"type":"SMA","name":"fast","bound":[{"pos":0,"name":"length","kind":"I64","value":{"I64":2}}]}},{"primitive":{"type":"SMA","name":"slow","bound":[{"pos":0,"name":"length","kind":"I64","value":{"I64":4}}]}},{"primitive":{"type":"Sub"}},{"primitive":{"type":"Bias","name":"bias","bound":[{"pos":0,"name":"scale","kind":"F64","value":{"F64":0.5}}]}},{"primitive":{"type":"ger40_lab::Scale","bound":[{"pos":0,"name":"factor","kind":"F64","value":{"F64":1.0}}]}}],"edges":[{"from":0,"to":2,"slot":0,"from_field":0},{"from":1,"to":2,"slot":1,"from_field":0},{"from":2,"to":3,"slot":0,"from_field":0},{"from":3,"to":4,"slot":0,"from_field":0}],"input_roles":[{"name":"price","targets":[{"node":0,"slot":0},{"node":1,"slot":0}],"source":"F64"}],"output":[{"node":4,"field":0,"name":"bias"}]}}

fieldtests/milestone-real-project-readiness/ger40-lab/campaigns/mom-ger40-fra40-net-r.json

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+{
+  "format_version": 1,
+  "kind": "campaign",
+  "name": "mom-ger40-fra40-net-r",
+  "seed": 42,
+  "data": {
+    "instruments": ["GER40", "FRA40"],
+    "windows": [ { "from_ms": 1725148800000, "to_ms": 1727740800000 } ]
+  },
+  "risk": [
+    { "vol": { "length": 3, "k": 1.5 } },
+    { "vol": { "length": 3, "k": 3.0 } }
+  ],
+  "cost": [
+    { "constant": { "cost_per_trade": 0.02 } },
+    { "vol_slippage": { "slip_vol_mult": 0.1 } }
+  ],
+  "strategies": [
+    {
+      "ref": { "content_id": "0a077701913753e745650f2d2d439980366acd2bcb77e995f8f75be971bbea0d" },
+      "axes": {
+        "mom.length": { "kind": "I64", "values": [5, 10] },
+        "bias.scale": { "kind": "F64", "values": [1.0] }
+      }
+    }
+  ],
+  "process": { "ref": { "content_id": "639bc1b1db0ffa87f1bcc16a6790e0119a9d0968237c8639899fa75c7390df73" } },
+  "presentation": { "persist_taps": ["equity", "r_equity", "net_r_equity"], "emit": ["family_table", "selection_report"] }
+}

fieldtests/milestone-real-project-readiness/ger40-lab/processes/mom-sweep-gate-generalize.json

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+{
+  "format_version": 1,
+  "kind": "process",
+  "name": "mom-sweep-gate-generalize",
+  "description": "Sweep the momentum axis, gate on positive gross expectancy, floor across instruments.",
+  "pipeline": [
+    { "block": "std::sweep", "metric": "sqn", "select": "argmax", "deflate": true },
+    { "block": "std::gate", "all": [ { "metric": "expectancy_r", "cmp": "gt", "value": 0.0 } ] },
+    { "block": "std::generalize", "metric": "expectancy_r" }
+  ]
+}

fieldtests/milestone-real-project-readiness/ger40-lab/src/lib.rs

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+//! ger40-lab — an aura research project: node logic + the exported vocabulary.
+//!
+//! Every node type this crate provides is registered in `vocabulary()` /
+//! `type_ids()` under the `ger40_lab::` namespace prefix; the `aura` host loads
+//! this cdylib per invocation and merges it with the std vocabulary.
+
+use aura_core::{
+    Cell, Ctx, FieldSpec, Firing, Node, NodeSchema, ParamSpec, PortSpec, PrimitiveBuilder,
+    ScalarKind,
+};
+
+/// One-input scalar gain: emits `input * factor`. Emits `None` until its
+/// input has a value (warm-up filter, C8).
+pub struct Scale {
+    factor: f64,
+    out: [Cell; 1],
+}
+
+impl Scale {
+    pub fn new(factor: f64) -> Self {
+        Self { factor, out: [Cell::from_f64(0.0)] }
+    }
+    pub fn builder() -> PrimitiveBuilder {
+        PrimitiveBuilder::new(
+            "ger40_lab::Scale",
+            NodeSchema {
+                inputs: vec![PortSpec {
+                    kind: ScalarKind::F64,
+                    firing: Firing::Any,
+                    name: "value".into(),
+                }],
+                output: vec![FieldSpec { name: "value".into(), kind: ScalarKind::F64 }],
+                params: vec![ParamSpec { name: "factor".into(), kind: ScalarKind::F64 }],
+            },
+            |p| Box::new(Scale::new(p[0].f64())),
+        )
+    }
+}
+
+impl Node for Scale {
+    fn lookbacks(&self) -> Vec<usize> {
+        vec![1]
+    }
+    fn eval(&mut self, ctx: Ctx<'_>) -> Option<&[Cell]> {
+        let w = ctx.f64_in(0);
+        if w.is_empty() {
+            return None;
+        }
+        self.out[0] = Cell::from_f64(w[0] * self.factor);
+        Some(&self.out)
+    }
+    fn label(&self) -> String {
+        format!("ger40_lab::Scale({})", self.factor)
+    }
+}
+
+/// One-input momentum: emits `price_now - price_{length}_bars_ago`, i.e. the
+/// raw change over `length` cycles. Positive => up-move, negative => down-move.
+/// Reads a window of `length + 1` cycles (financial-style indexing, index 0 =
+/// newest; design ledger C4/RingBuffer). Emits `None` until that much history
+/// has accumulated (warm-up filter, C8).
+pub struct Momentum {
+    length: usize,
+    out: [Cell; 1],
+}
+
+impl Momentum {
+    pub fn new(length: i64) -> Self {
+        Self { length: length.max(1) as usize, out: [Cell::from_f64(0.0)] }
+    }
+
+    pub fn builder() -> PrimitiveBuilder {
+        PrimitiveBuilder::new(
+            "ger40_lab::Momentum",
+            NodeSchema {
+                inputs: vec![PortSpec {
+                    kind: ScalarKind::F64,
+                    firing: Firing::Any,
+                    name: "series".into(),
+                }],
+                output: vec![FieldSpec { name: "value".into(), kind: ScalarKind::F64 }],
+                params: vec![ParamSpec { name: "length".into(), kind: ScalarKind::I64 }],
+            },
+            |p| Box::new(Momentum::new(p[0].i64())),
+        )
+    }
+}
+
+impl Node for Momentum {
+    fn lookbacks(&self) -> Vec<usize> {
+        vec![self.length + 1]
+    }
+    fn eval(&mut self, ctx: Ctx<'_>) -> Option<&[Cell]> {
+        let w = ctx.f64_in(0);
+        if w.len() <= self.length {
+            return None;
+        }
+        self.out[0] = Cell::from_f64(w[0] - w[self.length]);
+        Some(&self.out)
+    }
+    fn label(&self) -> String {
+        format!("ger40_lab::Momentum({})", self.length)
+    }
+}
+
+fn vocabulary(type_id: &str) -> Option<PrimitiveBuilder> {
+    match type_id {
+        "ger40_lab::Scale" => Some(Scale::builder()),
+        "ger40_lab::Momentum" => Some(Momentum::builder()),
+        _ => None,
+    }
+}
+
+fn type_ids() -> &'static [&'static str] {
+    &["ger40_lab::Scale", "ger40_lab::Momentum"]
+}
+
+aura_core::aura_project! {
+    namespace: "ger40_lab",
+    vocabulary: vocabulary,
+    type_ids: type_ids,
+}