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audit: cycle close mc dissolution — drift-clean (#210)

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The FOURTH and LAST verb dissolution is closed. Architect drift review
over 18060cb..7f5f576: all design contracts hold, debt only.

What holds (architect-confirmed by reading the diff):
- Pure sugar: only crates/aura-cli/ changed; aura-campaign/aura-engine/
  aura-research are byte-for-byte diff-free — invariant 10 (no
  verb-special engine logic) and invariant 12 (the World runs it through
  the one campaign path) both hold.
- The seed decision is C10/C18-sound: campaign.seed = the mc --seed is a
  content-addressed manifest field (reproducible-from-manifest), and the
  wf winners are argmax hence seed-independent — the pooled OOS series is
  unchanged, only the bootstrap draw moves. Pinned by the dedicated e2e.
- Fork A / Fork C faithful: single RiskRegime::Vol, multi-value stop
  refused (aligns with the C20 regimes-are-compared realization);
  --name/--trace rejection mirrors the inline r-path; defaults match
  McArgs::RealR exactly; zero deletions (run_mc_r_bootstrap / run_mc
  retained for the fenced synthetic/non-real paths, until #159).

Regression gate (verified by the orchestrator, not the agent report):
full workspace suite green (0 failed), clippy --all-targets -D warnings
clean, and the byte-identity anchor mc_r_bootstrap_real_e2e ran the real
GER40 archive (6.83s, no skip) and passed byte-for-byte — the
equivalence gate is green.

Deferred debt, tracked, carry-on:
- #214 (arg-bundle consolidation): the fourth stacking of
  too_many_arguments/type_complexity across the Generated*/translate_*/
  *_args_from families. Deliberately deferred until all four verbs
  dissolved; now unblocked — the recommended next iteration.

Ephemera removed at close (per the spec/plan lifecycle): the mc spec +
plan, plus a stray cycle-0110 fieldtest spec
(docs/specs/fieldtest-sweep-dissolution.md, added 36fbf49) that outlived
its cycle and was missed by the intervening closes.

refs #210
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Brummel
2026-07-07 00:28:37 +02:00
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commit 2a7caa6e38
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# mc R-bootstrap dissolution — Implementation Plan
> **Parent spec:** `docs/specs/mc-dissolution.md`
>
> **For agentic workers:** REQUIRED SUB-SKILL: use the `implement` skill to
> run this plan. Steps use `- [ ]` checkboxes for tracking.
**Goal:** Dissolve `aura mc --strategy r-sma --real` into thin sugar over the one
campaign executor — the FOURTH and LAST verb dissolution (#210) — reproducing the
`{"mc_r_bootstrap":{…}}` line byte-for-byte via a generated
`[std::sweep(argmax), std::walk_forward, std::monte_carlo]` campaign document.
**Architecture:** Pure sugar, NO executor change (`aura-campaign`/`aura-engine`/
`aura-research` diff-free). Mirrors the shipped walkforward dissolution verbatim
(commits `96dc783..18060cb`): a new `verb_sugar.rs` trio (`GeneratedMc`,
`translate_mc`, `register_generated_mc`, `run_mc_sugar`) + a `dispatch_mc`
built-in-arm split gated on `--strategy r-sma && --real`. The single new
load-bearing detail is the seed mapping: `translate_mc` sets `campaign.seed = the
mc --seed` (the wf winners are argmax hence seed-independent, proven by the shipped
walkforward anchor). The campaign `std::monte_carlo` stage already produces
`StageBootstrap::PooledOos(RBootstrap)` after a `std::walk_forward` stage; the sugar
reads it from `run.outcome.record.cells[].stages[].bootstrap` and renders the
existing `mc_r_bootstrap_json`. Everything the dissolution predicate does not match
stays inline, fenced until #159 (Fork C retention — `run_mc_r_bootstrap` / `run_mc`
NOT deleted).
**Tech Stack:** `crates/aura-cli/src/verb_sugar.rs`, `crates/aura-cli/src/main.rs`,
`crates/aura-cli/tests/cli_run.rs`. Reuses `run_campaign_returning`,
`validate_before_register`, `axis_from_values`, `mc_r_bootstrap_json`, `sma_signal`,
`blueprint_to_json`, `topology_hash`, `wf_ms_sizes`, `parse_csv_list`,
`WINNER_SELECTION_METRIC`.
---
**Files this plan creates or modifies:**
- Modify: `crates/aura-cli/src/verb_sugar.rs` — add the mc translator/runner trio
(`GeneratedMc`, `translate_mc`, `register_generated_mc`, `run_mc_sugar`) after
`run_walkforward_sugar` (ends `:503`), plus their unit tests in the existing
`#[cfg(test)] mod tests` (after `:794`). No new imports (the block at `:13-17`
already carries `StageBlock`/`WfMode`/`SelectRule`/`RiskRegime`/`SweepSelection`/
`Axis`/`FORMAT_VERSION`/…; `aura_registry::StageBootstrap` is fully qualified).
- Modify: `crates/aura-cli/src/main.rs` — add `mc_args_from` (after
`walkforward_args_from`, `:4265`); insert the r-sma-real sugar branch at the top of
`dispatch_mc`'s `None` arm (after the blueprint/seeds guard `:4949`, before the
`r_path` computation `:4952`). The existing arm body (`:4950-4998`) stays verbatim
as the fenced fall-through.
- Test: `crates/aura-cli/tests/cli_run.rs` — `mc_dissolves_through_the_campaign_path`
(dissolution proof) + `mc_dissolved_refuses_a_multi_value_stop` (Fork A refusal),
after the mc anchor (`:5280`).
- **Already present (do NOT recreate):** the acceptance anchor
`mc_r_bootstrap_real_e2e_pins_the_exact_current_grade` (`cli_run.rs:5242`, committed
`3fc491a`). It must stay green byte-for-byte through the dissolution.
- **No executor change.** `aura-campaign`/`aura-engine`/`aura-research` are diff-free.
---
### Task 1: The mc sugar trio + dispatch split (fully wired)
**Files:**
- Modify: `crates/aura-cli/src/verb_sugar.rs`
- Modify: `crates/aura-cli/src/main.rs`
- Test: `crates/aura-cli/src/verb_sugar.rs` (unit tests in the existing `mod tests`)
This task ships all production code AND wires the dispatch in one unit, so there is
no dead-code window (the whole chain is reachable from `main` the moment it lands).
- [ ] **Step 1: Add `GeneratedMc` + `translate_mc` to `verb_sugar.rs`**
Insert immediately after `run_walkforward_sugar` (after line 503, before the
`#[cfg(test)]` on line 505):
```rust
/// The two generated documents of one dissolved `mc` invocation.
#[derive(Debug)]
pub(crate) struct GeneratedMc {
pub process: ProcessDoc,
pub campaign: CampaignDoc,
}
/// Translate one `aura mc --strategy r-sma --real` invocation into its two generated
/// documents: a `[std::sweep(argmax), std::walk_forward, std::monte_carlo]` process
/// (the sweep enumerates the IS-refit survivor grid for the wf stage; the terminal
/// monte_carlo stage pools the per-window OOS trade-R series and r-bootstraps E[R])
/// and a campaign running the fast/slow grid over one instrument under a single risk
/// regime that carries the stop. Unlike `translate_walkforward` (which hardcodes
/// `seed: 0`), `translate_mc` sets `campaign.seed = seed` (the mc `--seed`): the wf
/// winners are argmax hence deflation-seed-independent (the shipped walkforward
/// anchor proved this), so remapping the campaign seed leaves the pooled series
/// unchanged while making the terminal `r_bootstrap` at that seed reproduce the
/// inline bootstrap. The roller sizes (`in_sample_ms`/`out_of_sample_ms`/`step_ms`)
/// and `blueprint_canonical` come from the caller, exactly as for walkforward.
#[allow(clippy::too_many_arguments)]
pub(crate) fn translate_mc(
fast: &[i64],
slow: &[i64],
stop_length: i64,
stop_k: f64,
metric: &str,
in_sample_ms: u64,
out_of_sample_ms: u64,
step_ms: u64,
resamples: u32,
block_len: u32,
seed: u64,
name: &str,
symbol: &str,
from_ms: i64,
to_ms: i64,
blueprint_canonical: &str,
) -> Result<GeneratedMc, String> {
let process = ProcessDoc {
format_version: FORMAT_VERSION,
kind: DocKind::Process,
name: "mc".to_string(),
description: None,
pipeline: vec![
StageBlock::Sweep {
selection: Some(SweepSelection {
metric: metric.to_string(),
select: SelectRule::Argmax,
deflate: false,
}),
},
StageBlock::WalkForward {
in_sample_ms,
out_of_sample_ms,
step_ms,
mode: WfMode::Rolling,
metric: metric.to_string(),
select: SelectRule::Argmax,
},
StageBlock::MonteCarlo { resamples, block_len },
],
};
let mut doc_axes: BTreeMap<String, Axis> = BTreeMap::new();
doc_axes.insert(
"fast.length".to_string(),
axis_from_values("fast.length", &fast.iter().map(|&v| Scalar::i64(v)).collect::<Vec<_>>())?,
);
doc_axes.insert(
"slow.length".to_string(),
axis_from_values("slow.length", &slow.iter().map(|&v| Scalar::i64(v)).collect::<Vec<_>>())?,
);
let campaign = CampaignDoc {
format_version: FORMAT_VERSION,
kind: DocKind::Campaign,
name: name.to_string(),
description: None,
data: DataSection {
instruments: vec![symbol.to_string()],
windows: vec![Window { from_ms, to_ms }],
},
strategies: vec![StrategyEntry {
r#ref: DocRef::ContentId(content_id_of(blueprint_canonical)),
axes: doc_axes,
}],
process: ProcessRef { r#ref: DocRef::ContentId(content_id_of(&process_to_json(&process))) },
risk: vec![RiskRegime::Vol { length: stop_length, k: stop_k }],
seed,
presentation: Presentation {
persist_taps: vec![],
emit: vec!["family_table".to_string()],
},
};
Ok(GeneratedMc { process, campaign })
}
```
- [ ] **Step 2: Add `register_generated_mc` + `run_mc_sugar` to `verb_sugar.rs`**
Insert immediately after `translate_mc`:
```rust
/// Auto-register both generated mc documents (content-addressed, idempotent).
/// Returns `(process_id, campaign_id)`.
pub(crate) fn register_generated_mc(
reg: &aura_registry::Registry,
generated: &GeneratedMc,
) -> Result<(String, String), String> {
let process_id =
reg.put_process(&process_to_json(&generated.process)).map_err(|e| e.to_string())?;
let campaign_id =
reg.put_campaign(&campaign_to_json(&generated.campaign)).map_err(|e| e.to_string())?;
Ok((process_id, campaign_id))
}
/// Run one dissolved `mc` invocation end-to-end: register the generated documents,
/// run through the one campaign path, then reprint the single `mc_r_bootstrap` grade
/// line from the recorded terminal `PooledOos` bootstrap. The stdout line is
/// byte-identical to the inline path (the committed exact-grade anchor is the gate).
/// mc prints ONLY the one summary line — no per-window member lines (unlike
/// walkforward): the monte_carlo stage is a terminal annotator, not a family.
#[allow(clippy::too_many_arguments)]
pub(crate) fn run_mc_sugar(
fast: &[i64],
slow: &[i64],
stop_length: i64,
stop_k: f64,
metric: &str,
in_sample_ms: u64,
out_of_sample_ms: u64,
step_ms: u64,
resamples: u32,
block_len: u32,
seed: u64,
name: &str,
symbol: &str,
from_ms: i64,
to_ms: i64,
blueprint_canonical: &str,
env: &crate::project::Env,
) -> Result<(), String> {
let generated = translate_mc(
fast, slow, stop_length, stop_k, metric, in_sample_ms, out_of_sample_ms, step_ms,
resamples, block_len, seed, name, symbol, from_ms, to_ms, blueprint_canonical,
)?;
let probe_params: Vec<(String, Scalar)> = vec![
("fast.length".to_string(), Scalar::i64(fast[0])),
("slow.length".to_string(), Scalar::i64(slow[0])),
];
validate_before_register(&generated.process, &generated.campaign, blueprint_canonical, &probe_params, env)?;
let reg = env.registry();
let (_process_id, campaign_id) = register_generated_mc(&reg, &generated)?;
let run = crate::campaign_run::run_campaign_returning(&campaign_id, env)?;
// The single cell's terminal monte_carlo StageRealization carries the pooled-OOS
// bootstrap (record path: outcome.record.cells[].stages[].bootstrap).
let boot = run
.outcome
.record
.cells
.iter()
.flat_map(|c| c.stages.iter())
.find_map(|s| match &s.bootstrap {
Some(aura_registry::StageBootstrap::PooledOos(b)) => Some(b),
_ => None,
})
.ok_or("mc produced no pooled-OOS bootstrap")?;
println!("{}", crate::mc_r_bootstrap_json(boot));
Ok(())
}
```
- [ ] **Step 3: Add the `translate_mc` unit tests to `verb_sugar.rs`**
Insert inside `#[cfg(test)] mod tests`, immediately after
`register_generated_wf_stores_documents_the_campaign_can_actually_resolve` (after
line 794, before the closing `}` of the module on line 795):
```rust
#[test]
fn translate_mc_is_deterministic_and_carries_the_regime_and_seed() {
let a = translate_mc(
&[3, 5], &[12, 20], 14, 2.0, "sqn_normalized",
7_776_000_000, 2_592_000_000, 2_592_000_000,
1000, 5, 42,
"mc", "GER40", 100, 200, "{\"bp\":1}",
)
.unwrap();
let b = translate_mc(
&[3, 5], &[12, 20], 14, 2.0, "sqn_normalized",
7_776_000_000, 2_592_000_000, 2_592_000_000,
1000, 5, 42,
"mc", "GER40", 100, 200, "{\"bp\":1}",
)
.unwrap();
assert_eq!(
content_id_of(&campaign_to_json(&a.campaign)),
content_id_of(&campaign_to_json(&b.campaign)),
"identical invocations must generate identical campaign ids"
);
// pipeline: sweep(argmax) then walk_forward(argmax, rolling) then monte_carlo
assert_eq!(
a.process.pipeline,
vec![
StageBlock::Sweep {
selection: Some(SweepSelection {
metric: "sqn_normalized".to_string(),
select: SelectRule::Argmax,
deflate: false,
})
},
StageBlock::WalkForward {
in_sample_ms: 7_776_000_000,
out_of_sample_ms: 2_592_000_000,
step_ms: 2_592_000_000,
mode: WfMode::Rolling,
metric: "sqn_normalized".to_string(),
select: SelectRule::Argmax,
},
StageBlock::MonteCarlo { resamples: 1000, block_len: 5 },
]
);
assert_eq!(a.campaign.seed, 42, "the campaign seed carries the mc --seed");
assert_eq!(a.campaign.risk, vec![RiskRegime::Vol { length: 14, k: 2.0 }]);
assert_eq!(a.campaign.data.instruments, vec!["GER40".to_string()]);
assert_eq!(a.campaign.strategies.len(), 1);
assert_eq!(
a.campaign.strategies[0].axes["fast.length"].values,
vec![Scalar::i64(3), Scalar::i64(5)]
);
assert_eq!(
a.campaign.strategies[0].axes["slow.length"].values,
vec![Scalar::i64(12), Scalar::i64(20)]
);
assert_eq!(a.process.name, "mc");
assert!(aura_research::validate_campaign(&a.campaign).is_empty());
assert!(aura_research::validate_process(&a.process).is_empty());
assert!(aura_campaign::preflight(&a.process, &a.campaign).is_ok());
}
#[test]
fn translate_mc_diverging_seeds_and_stops_do_not_collide_content_ids() {
let base = translate_mc(
&[3, 5], &[12, 20], 14, 2.0, "sqn_normalized",
7_776_000_000, 2_592_000_000, 2_592_000_000,
1000, 5, 42,
"mc", "GER40", 100, 200, "{\"bp\":1}",
)
.unwrap();
let different_seed = translate_mc(
&[3, 5], &[12, 20], 14, 2.0, "sqn_normalized",
7_776_000_000, 2_592_000_000, 2_592_000_000,
1000, 5, 7,
"mc", "GER40", 100, 200, "{\"bp\":1}",
)
.unwrap();
let different_k = translate_mc(
&[3, 5], &[12, 20], 14, 3.0, "sqn_normalized",
7_776_000_000, 2_592_000_000, 2_592_000_000,
1000, 5, 42,
"mc", "GER40", 100, 200, "{\"bp\":1}",
)
.unwrap();
let base_id = content_id_of(&campaign_to_json(&base.campaign));
let seed_id = content_id_of(&campaign_to_json(&different_seed.campaign));
let k_id = content_id_of(&campaign_to_json(&different_k.campaign));
assert_ne!(base_id, seed_id, "a different mc seed must not collide onto the same campaign id");
assert_ne!(base_id, k_id, "a different stop_k must not collide onto the same campaign id");
assert_ne!(seed_id, k_id, "the two diverging documents must not collide with each other");
}
#[test]
fn register_generated_mc_stores_documents_the_campaign_can_actually_resolve() {
let dir = std::env::temp_dir().join(format!(
"aura-verb-sugar-mc-registry-test-{}",
std::process::id()
));
std::fs::create_dir_all(&dir).unwrap();
let reg = aura_registry::Registry::open(dir.join("runs.jsonl"));
let generated = translate_mc(
&[3, 5], &[12, 20], 14, 2.0, "sqn_normalized",
7_776_000_000, 2_592_000_000, 2_592_000_000,
1000, 5, 42,
"mc", "GER40", 100, 200, "{\"bp\":1}",
)
.unwrap();
let (process_id, campaign_id) = register_generated_mc(&reg, &generated).unwrap();
let stored_campaign = reg.get_campaign(&campaign_id).unwrap().expect("campaign stored");
assert_eq!(stored_campaign, campaign_to_json(&generated.campaign));
let DocRef::ContentId(ref_id) = &generated.campaign.process.r#ref else {
panic!("mc's process ref is a content id");
};
assert_eq!(ref_id, &process_id, "the stored process id must be the campaign's own ref");
let stored_process = reg.get_process(ref_id).unwrap().expect("process stored");
assert_eq!(stored_process, process_to_json(&generated.process));
let _ = std::fs::remove_dir_all(&dir);
}
```
- [ ] **Step 4: Verify the verb_sugar unit tests pass**
Run: `cargo test -p aura-cli --bin aura translate_mc`
Expected: PASS — `translate_mc_is_deterministic_and_carries_the_regime_and_seed` and
`translate_mc_diverging_seeds_and_stops_do_not_collide_content_ids` run and pass.
Run: `cargo test -p aura-cli --bin aura register_generated_mc`
Expected: PASS — `register_generated_mc_stores_documents_the_campaign_can_actually_resolve`
runs and passes.
- [ ] **Step 5: Add `mc_args_from` to `main.rs`**
Insert immediately after `walkforward_args_from` (after line 4265, before
`generalize_args_from`'s doc comment on line 4267):
```rust
/// Convert `McCmd` into the resolved argument shape the mc sugar consumes (the
/// dissolved `--strategy r-sma --real` branch). Single instrument, multi-value
/// fast/slow (the IS-refit grid), single-value stop (Fork A: the stop is a risk
/// regime, not a swept axis); all four grid knobs required. `--block-len`/
/// `--resamples`/`--seed` default to `1`/`1000`/`1` — byte-identical to the inline
/// `McArgs::RealR` defaults (`main.rs:4981-4983`), so an omitted flag produces the
/// same document either way. The usize->u32 conversion for `block_len`/`resamples`
/// lands HERE, at the argv boundary where the CLI's `usize` meets the document's
/// `u32` vocabulary (`StageBlock::MonteCarlo`), keeping every downstream signature
/// in the document's native type. `--name`/`--trace` are rejected: the inline mc
/// R-path rejects them too (`main.rs:4964`), so the sugar preserves that (the
/// R-bootstrap records without a family name — the campaign name is a constant
/// "mc").
#[allow(clippy::type_complexity)]
fn mc_args_from(
a: &McCmd,
) -> Result<(String, String, Vec<i64>, Vec<i64>, i64, f64, u32, u32, u64, Option<i64>, Option<i64>), String> {
let symbol = match a.real.as_deref() {
None | Some("") => return Err("mc --strategy r-sma dissolves only over --real <SYMBOL>".to_string()),
Some(s) => s.to_string(),
};
if a.name.is_some() || a.trace.is_some() {
return Err("mc --strategy r-sma: --name/--trace are not accepted (the R-bootstrap records without a family name)".to_string());
}
let knobs = || "mc requires --fast --slow --stop-length --stop-k (fast/slow may be CSV grids; the stop is single-value)".to_string();
let fast: Vec<i64> = parse_csv_list(a.fast.as_deref().ok_or_else(knobs)?).map_err(|()| knobs())?;
let slow: Vec<i64> = parse_csv_list(a.slow.as_deref().ok_or_else(knobs)?).map_err(|()| knobs())?;
let stop_length: Vec<i64> = parse_csv_list(a.stop_length.as_deref().ok_or_else(knobs)?).map_err(|()| knobs())?;
let stop_k: Vec<f64> = parse_csv_list(a.stop_k.as_deref().ok_or_else(knobs)?).map_err(|()| knobs())?;
if stop_length.len() != 1 || stop_k.len() != 1 {
return Err("mc: the stop is a single risk regime; --stop-length and --stop-k take one value each".to_string());
}
let block_len = a.block_len.map(|v| v as u32).unwrap_or(1);
let resamples = a.resamples.map(|v| v as u32).unwrap_or(1000);
let seed = a.seed.unwrap_or(1);
Ok(("mc".to_string(), symbol, fast, slow, stop_length[0], stop_k[0], block_len, resamples, seed, a.from, a.to))
}
```
- [ ] **Step 6: Insert the dissolution split into `dispatch_mc`'s `None` arm**
In `main.rs`, the `None` arm currently reads (lines 4944-4949):
```rust
None => {
let usage = || "Usage: aura mc [--name <n>|--trace <n>] | aura mc --strategy r-sma [--real <SYMBOL> [--from <ms>] [--to <ms>]] [--fast <csv>] [--slow <csv>] [--stop-length <csv>] [--stop-k <csv>] [--block-len <n>] [--resamples <n>] [--seed <n>]".to_string();
if a.blueprint.is_some() || a.seeds.is_some() {
eprintln!("aura: {}", usage());
std::process::exit(2);
}
// The R-bootstrap path is selected by any r-sma knob; otherwise the
```
Insert the sugar branch between the guard's closing `}` (line 4949) and the
`// The R-bootstrap path is selected…` comment (line 4950), so the arm becomes:
```rust
if a.blueprint.is_some() || a.seeds.is_some() {
eprintln!("aura: {}", usage());
std::process::exit(2);
}
// Dissolution split (#210, Reading A): only the real-archive r-sma
// R-bootstrap execution routes through the campaign path. Everything else —
// synthetic-r-sma (no --real), the synthetic seed-resweep, the blueprint
// path — stays on the inline handler below, fenced until #159.
if a.strategy.as_deref() == Some("r-sma") && a.real.is_some() {
let (name, symbol, fast, slow, stop_length, stop_k, block_len, resamples, seed, from, to) =
mc_args_from(&a).unwrap_or_else(|m| {
eprintln!("aura: {m}");
std::process::exit(2);
});
let signal = sma_signal(None, None);
let canonical = blueprint_to_json(&signal).expect("a bare sma_signal serializes");
let reg = env.registry();
let topo = topology_hash(&signal);
reg.put_blueprint(&topo, &canonical).unwrap_or_else(|e| {
eprintln!("aura: {e}");
std::process::exit(1);
});
// The inline `walkforward_family` sources its span from
// `DataSource::wf_full_span`, which for Real ALWAYS clips `--from`/`--to`
// to the archive's actual first/last bar in range: a holiday/weekend edge
// shifts every IS/OOS window's calendar placement, so the roller must clip
// identically here too, even when both flags are given, or the per-window
// winners and pooled OOS series diverge from the committed exact-grade anchor.
let source = DataSource::from_choice(
DataChoice::Real { symbol: symbol.clone(), from_ms: from, to_ms: to },
env,
);
let (from_ts, to_ts) = source.full_window(env);
let (from_ms, to_ms) = (
aura_ingest::epoch_ns_to_unix_ms(from_ts),
aura_ingest::epoch_ns_to_unix_ms(to_ts),
);
let (is_ms, oos_ms, step_ms) = wf_ms_sizes();
verb_sugar::run_mc_sugar(
&fast, &slow, stop_length, stop_k, WINNER_SELECTION_METRIC,
is_ms, oos_ms, step_ms, resamples, block_len, seed, &name, &symbol, from_ms, to_ms,
&canonical, env,
)
.unwrap_or_else(|m| {
eprintln!("aura: {m}");
std::process::exit(1);
});
return;
}
// The R-bootstrap path is selected by any r-sma knob; otherwise the
```
Leave the entire existing arm body below (`let r_path = …` through the `match mc_args`
block, lines 4950-4998) UNTOUCHED — it is the fenced fall-through for synthetic-r-sma,
the seed-resweep, and everything else.
- [ ] **Step 7: Build gate + the acceptance anchor stays green**
Run: `cargo build --workspace`
Expected: clean build, 0 errors. (`run_mc_sugar` is now reachable from `main` via the
dispatch — no dead code.)
Run: `cargo test -p aura-cli --test cli_run mc_r_bootstrap_real_e2e_pins_the_exact_current_grade`
Expected: PASS (or `skip: no local GER40 data` if the archive is absent). If it runs,
the `mc_r_bootstrap` line is byte-identical (block_len=5, n_resamples=1000,
n_trades=20681, e_r.mean=-0.0025753095301594307, e_r.p50=-0.0023049902245975227,
prob_le_zero=0.558). This is the equivalence gate — a failure here means the
dissolution changed the grade and the task is not done.
---
### Task 2: Integration coverage — dissolution proof + Fork-A refusal
**Files:**
- Test: `crates/aura-cli/tests/cli_run.rs`
- [ ] **Step 1: Add the dissolution-proof and refusal tests**
Insert after the mc anchor test (after line 5280, at the end of the file's mc block):
```rust
/// Property: `aura mc --strategy r-sma --real` is now thin sugar over the one campaign
/// path — a successful run durably auto-registers exactly one generated process
/// document, one generated campaign document (carrying the constant "mc" name and the
/// stop as a non-empty single risk regime), and one campaign-run record, and emits the
/// single `mc_r_bootstrap` grade line. The pipeline's leading argmax sweep and its
/// walk_forward stage each persist one family; the terminal monte_carlo stage is an
/// annotator and adds NO family. This is the observable proof the inline path is gone
/// and the dissolution runs through the executor. Gated on the GER40 2025 archive;
/// skips cleanly on a data refusal.
#[test]
fn mc_dissolves_through_the_campaign_path() {
const FROM_MS: &str = "1735689600000";
const TO_MS: &str = "1767225599000";
let cwd = temp_cwd("mc-dissolves");
let out = std::process::Command::new(env!("CARGO_BIN_EXE_aura"))
.args([
"mc", "--strategy", "r-sma", "--real", "GER40",
"--fast", "3,5", "--slow", "12,20", "--stop-length", "14", "--stop-k", "2.0",
"--block-len", "5", "--resamples", "1000", "--seed", "42",
"--from", FROM_MS, "--to", TO_MS,
])
.current_dir(&cwd)
.output()
.expect("spawn aura");
if out.status.code() == Some(1) {
let stderr = String::from_utf8_lossy(&out.stderr);
assert!(
stderr.contains("no local data") || stderr.contains("no recorded geometry"),
"exit 1 must be a data refusal, got: {stderr}"
);
eprintln!("skip: no local GER40 data");
return;
}
assert_eq!(out.status.code(), Some(0), "exit: {:?}", out.status);
// the single grade line is emitted (and nothing else on stdout).
let stdout = String::from_utf8(out.stdout).expect("utf-8 stdout");
assert_eq!(stdout.lines().count(), 1, "mc prints exactly one grade line: {stdout:?}");
assert!(
stdout.lines().next().is_some_and(|l| l.starts_with("{\"mc_r_bootstrap\":")),
"the one line is the mc_r_bootstrap grade: {stdout}"
);
let count = |sub: &str| {
std::fs::read_dir(cwd.join("runs").join(sub))
.map(|d| d.count())
.unwrap_or(0)
};
assert_eq!(count("processes"), 1, "one generated process document registered");
assert_eq!(count("campaigns"), 1, "one generated campaign document registered");
let runs_log = std::fs::read_to_string(cwd.join("runs").join("campaign_runs.jsonl"))
.expect("campaign_runs.jsonl exists after a sugar run");
assert_eq!(runs_log.lines().count(), 1, "one campaign run recorded");
let campaigns_dir = cwd.join("runs").join("campaigns");
let campaign_doc_path = std::fs::read_dir(&campaigns_dir)
.expect("campaigns dir exists")
.next()
.expect("exactly one campaign document")
.expect("readable dir entry")
.path();
let campaign_doc_json = std::fs::read_to_string(&campaign_doc_path).expect("read campaign doc");
assert!(
campaign_doc_json.contains("\"name\":\"mc\""),
"the generated campaign document carries the constant mc name: {campaign_doc_json}"
);
assert!(
campaign_doc_json.contains("\"risk\":[")
&& campaign_doc_json.contains("\"length\":14")
&& campaign_doc_json.contains("\"k\":2.0"),
"the stop rides a non-empty risk regime: {campaign_doc_json}"
);
let fams = std::process::Command::new(env!("CARGO_BIN_EXE_aura"))
.args(["runs", "families"])
.current_dir(&cwd)
.output()
.expect("spawn families");
let fams_out = String::from_utf8_lossy(&fams.stdout).into_owned();
assert_eq!(
fams_out.lines().filter(|l| l.contains("\"kind\":\"Sweep\"")).count(),
1,
"one Sweep family from the pipeline's leading argmax stage: {fams_out}"
);
assert_eq!(
fams_out.lines().filter(|l| l.contains("\"kind\":\"WalkForward\"")).count(),
1,
"one WalkForward family holding the per-window OOS reports: {fams_out}"
);
assert_eq!(
fams_out.lines().filter(|l| l.contains("\"kind\":\"MonteCarlo\"")).count(),
0,
"the terminal monte_carlo stage is an annotator, not a family: {fams_out}"
);
}
/// Fork A: the stop is a single risk regime on the dissolved mc path — a multi-value
/// `--stop-length`/`--stop-k` is a usage refusal (exit 2), not a swept axis. Mirrors
/// `walkforward_dissolved_refuses_a_multi_value_stop`. NOT gated — the refusal is pure
/// argument parsing, before any data access.
#[test]
fn mc_dissolved_refuses_a_multi_value_stop() {
let cwd = temp_cwd("mc-multi-stop");
let out = std::process::Command::new(env!("CARGO_BIN_EXE_aura"))
.args([
"mc", "--strategy", "r-sma", "--real", "GER40",
"--fast", "3", "--slow", "12", "--stop-length", "14,20", "--stop-k", "2.0",
])
.current_dir(&cwd)
.output()
.expect("spawn aura");
assert_eq!(out.status.code(), Some(2), "multi-value stop is a usage refusal");
let stderr = String::from_utf8_lossy(&out.stderr);
assert!(stderr.contains("single risk regime"), "stop-regime refusal: {stderr}");
}
```
- [ ] **Step 2: Verify the new integration tests pass**
Run: `cargo test -p aura-cli --test cli_run mc_dissolves_through_the_campaign_path`
Expected: PASS (or `skip: no local GER40 data`).
Run: `cargo test -p aura-cli --test cli_run mc_dissolved_refuses_a_multi_value_stop`
Expected: PASS (exit 2, stderr carries "single risk regime").
- [ ] **Step 3: Full-suite + clippy gate**
Run: `cargo test --workspace`
Expected: PASS — 0 failures. In particular the three synthetic-r-sma tests
(`mc_strategy_r_sma_prints_a_bootstrap_line_deterministically`,
`mc_r_sma_block_len_is_observable_and_changes_the_distribution`,
`mc_r_sma_oversized_block_len_clamps_and_collapses`) stay green: they use no `--real`,
so they never enter the sugar branch (`real.is_some()` is false) and run the fenced
inline path unchanged. `mc_rejects_real_flag_with_usage_exit_2` also stays green
(`--real` without `--strategy r-sma` falls through to the inline exit-2 refusal, no
registry write).
Run: `cargo clippy --workspace --all-targets -- -D warnings`
Expected: clean, 0 warnings.
docs/specs/fieldtest-sweep-dissolution.md
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@@ -1,245 +0,0 @@
# Fieldtest — cycle 0110 (sweep dissolution) — 2026-07-04
**Status:** Draft — awaiting orchestrator triage
**Author:** fieldtester (dispatched by fieldtest skill)
**Binary exercised:** `target/debug/aura` (workspace built from HEAD
`2c72996`; project cdylib `liblab.so` built from the scaffolded `lab/` crate).
## Scope
Cycle 0110 is cycle 1 of the "verb dissolution" milestone (#210). Two
user-visible changes: (1) the `std::sweep` process block's selection triple
(`metric`+`select`+`deflate`) became an optional, all-or-nothing selection
group — omit it for a **selection-free sweep**, permitted only as the
pipeline's terminal stage; (2) `aura sweep <blueprint.json> --real SYM --from
--to --axis k=v,…` is now thin sugar over the campaign engine: it
auto-registers a generated selection-free process document + a campaign
document (content-addressed) and appends a campaign-run record, printing the
same member lines as before (member manifests now carry an `instrument`
stamp). This fieldtest exercises both, plus the two consumer paths the
selection-free sweep exists for (refusal edges, rank-later).
## Examples
All fixtures under `fieldtests/cycle-0110-sweep-dissolution/`; the scaffolded
project is `lab/` (its `runs/` store is kept as evidence, `target/` removed).
Real data: GER40, Sep 2024 (`--from 1725148800000 --to 1727740799999`).
### c0110_1_explore_sweep.json — selection-free single-stage process document
- A bare `{"block":"std::sweep"}` pipeline authored straight from
authoring-guide §2.
- Fits scope: exercises the new optional-selection-group surface at its
simplest (the omitted group).
- Outcome: `process validate` → `valid (intrinsic): 1 pipeline blocks`;
`process register` → id `78f2d8d7…`, re-register dedupes (one file);
stored canonical form is byte-exactly `…"pipeline":[{"block":"std::sweep"}]`.
`process introspect --block std::sweep` matches the guide verbatim
(metric/select/deflate all "optional"). **Ran, matched expected.**
### c0110_2_smacross_open_op.json (+ built blueprint) — the dissolved verb
- Unbound SMA-crossover op-script → `graph build` → blueprint with three open
axes; `aura sweep <bp> --real GER40 --from … --to … --axis
graph.fast.length=2,4 --axis graph.slow.length=8,16 --axis
graph.bias.scale=0.5 --name c0110-explore`.
- Fits scope: this *is* the dissolved verb; a realistic ad-hoc explore-sweep.
- Outcome: prints 4 GER40-stamped member lines; auto-registers a generated
process (`9227c300`, name "sweep", selection-free) + campaign (`46e4f7ef`,
raw axis names, GER40, ms sub-range window) and appends one
`campaign_runs.jsonl` record; identical re-run **dedupes both documents**
(no new files, same ids) while appending a second realization (family
suffix `s0-0`→`s0-1`, metrics bit-identical — C1); `campaign runs` lists
both. **Ran, matched expected.** (`c0110_2_smacross_op.json`, the *bound*
variant, is kept as evidence for finding F3.)
### c0110_3a_metric_only.json / c0110_3a_select_only.json / c0110_3b_* — refusal edges
- Half-populated selection group (metric-only, select-only); a selection-free
sweep followed by a `std::gate` stage, driven to the executor via
`c0110_3b_campaign_nonterminal.json`.
- Fits scope: the two new refusals (all-or-nothing group; terminal-only).
- Outcome: half-group → clean intrinsic refusal naming the missing slot;
non-terminal free sweep → passes intrinsic, refused at the executable tier
and at `campaign run` with clear prose, no realization appended. **Ran,
matched expected.**
### (Task 4) rank-later over the persisted family — `aura runs family … rank …`
- No new fixture; consumes the `46e4f7ef-0-GER40-w0-s0-0` family persisted by
example 2.
- Fits scope: the rank-later pattern the selection-free sweep exists for.
- Outcome: `rank sqn` / `rank expectancy_r` return the 4 members best-first;
ranking respects metric directionality (max_drawdown ascending, sqn
descending); the rank roster equals the `rankable` metric roster
(`win_rate`/nonexistent refused with the known list). **Ran, matched
expected.**
## Findings
### [working] Selection-free process document round-trips cleanly
- Example 1.
- `process validate` → `process document valid (intrinsic): 1 pipeline
blocks, 0 gate predicates`; register id `78f2d8d7…`, idempotent on
re-register; stored form is the bare block; `introspect --block std::sweep`
output is byte-for-byte the guide's transcription.
- Working: the new optional group is reachable, authorable from the doc alone,
and the introspection self-description matches the ledger/guide.
- Action: carry-on.
### [working] The dissolved sweep verb generates + dedupes a selection-free campaign
- Example 2.
- One invocation produced the generated process `9227c300`
(`{"name":"sweep","pipeline":[{"block":"std::sweep"}]}`), campaign
`46e4f7ef` (raw axes `fast.length`/`slow.length`/`bias.scale`, `instrument:
GER40`, window `[1725236099999,1727726220000]` — a ms sub-range of the
request), and one `campaign_runs.jsonl` line. Identical re-run: **no new
documents** (same content ids), a second realization (`run 1`, family suffix
`s0-1`), member metrics bit-identical. `campaign runs` lists both runs.
- Working: the sugar→campaign parity, content-addressed dedup, deterministic
accumulation (C1), and the additive `instrument` stamp all hold end to end.
- Action: carry-on.
### [working] All-or-nothing + terminal-only refusals are clear and guide-matching
- Examples 3a/3b.
- metric-only → `block std::sweep: slot "metric" without "select" — the
selection group is all-or-nothing`; select-only symmetric; non-terminal free
sweep → `campaign is not executable: process stage 0: a sweep without a
selection group (metric + select) must be the last stage of its process`
(same prose at `campaign run`, no realization appended).
- Working: both new refusals fire at the right tier with comprehensible prose
that matches authoring-guide §2.
- Action: carry-on.
### [working] Rank-later over the persisted family, best-first, roster-enforced
- Task 4.
- `rank sqn` orders 1.054 > 0.849 > 0.052 > −0.545; `rank max_drawdown` orders
4.22M < 6.16M < 6.57M < 9.14M (ascending — lower drawdown ranked better);
`rank win_rate` → `unknown metric 'win_rate' (known: total_pips,
max_drawdown, bias_sign_flips, sqn, sqn_normalized, expectancy_r,
net_expectancy_r)`.
- Working: the selection-free sweep's reason to exist (defer selection to a
rank-later step) works, and the rank roster equals the documented `rankable`
set. (Direction convention noted as F-min below.)
- Action: carry-on.
### [spec_gap] `aura sweep --axis` requires the `graph.`-wrapped name; the docs teach the raw form
- Example 2 (works with `graph.fast.length`) vs probe P2 (fails with
`fast.length`).
- `graph introspect --params` prints `fast.length` and the authoring guide
(§1) calls that "the raw param-space namespace (what a campaign's axes bind
against)". The stored campaign doc also uses the raw form. But the dissolved
`aura sweep --axis` accepts **only** the wrapped `graph.<param>` form —
discoverable solely via `aura sweep <bp> --list-axes`, which the authoring
guide never mentions (the guide does not document `aura sweep` at all; the
glossary and `--help` say only `--axis name=<csv>`).
- Why spec_gap: the public interface documents the raw namespace as canonical
and is silent on the wrapper; a consumer following it picks the wrong form.
The wrapper leaks the root-composite instance name (`graph`) into the user's
axis vocabulary.
- Recommended action: document (glossary `sweep` + a note in authoring-guide)
that `aura sweep --axis` uses the `--list-axes` (wrapped) names, **or** make
the dispatch accept the raw `--params` names too. → tighten the design
ledger / docs (+ plan if the surface is to accept raw).
### [friction] The wrapped-name refusal mangles the axis the user typed
- Probe P2: `aura sweep … --axis fast.length=2,4 --axis slow.length=8,16
--axis bias.scale=0.5` →
`strategy 597d…: axis "length" is not in the param space` /
`axis "scale" is not in the param space` /
`open param "fast.length" is bound by no campaign axis` …
- The `#203` first-segment strip consumes the leading `fast`/`slow`/`bias`
segment, so the diagnostic names `length`/`scale` — fragments the user never
typed as a whole axis — while separately reporting the real params as
"bound by no axis". The two same-stripped legs (`fast.length`,`slow.length`)
even collapse to a single `length` key. The message never says "a leading
segment was stripped as the graph name".
- Why friction: the task can be completed (use the wrapped name), but the
refusal actively misdirects — it names a mangled fragment instead of echoing
the input and explaining the wrapper convention. (Same root cause as the
spec_gap above; split per the one-class-per-finding rule.)
- Recommended action: echo the typed axis and/or name the expected wrapper in
the refusal. → plan (tidy iteration).
### [spec_gap] Authoring-guide §1 inline SMA-crossover binds `length`, contradicting every id / `--params` / §3 axis it prints
- Encountered building the sweep blueprint (Task 2); evidence
`c0110_2_smacross_op.json`.
- The guide's §1 worked op-script binds `fast.length=2` and `slow.length=4`
and claims (line 72) it matches the on-disk corpus
`mra_1_strategy_smacross.json`. It does not: the on-disk file leaves both
**unbound**. The bound inline form hashes to `e2be81b2…` with `--params` =
`bias.scale` only; the unbound corpus form hashes to `597d719b…` (the id the
guide later prints at §1/§3 and the id every campaign example references)
with `--params` = `fast.length`,`slow.length`,`bias.scale`. A reader copying
the inline example gets a blueprint whose id matches nothing in the guide and
whose `fast.length`/`slow.length` are closed — so authoring-guide §3's
campaign (axes `fast.length`,`slow.length`) would refuse against it.
- Why spec_gap: the guide is internally inconsistent, and the underlying rule —
that an op-script `bind` *pins a param out of the sweepable space* (not a
sweep-overridable default) — is nowhere stated. Note the 0110 audit commit
claimed "worked example verified against the live binary"; this §1 example
(authored earlier, #197/#208) was not.
- Recommended action: drop the `bind` from the §1 inline example (or state
that binding closes the axis) and document `bind`-vs-axis interaction. →
tighten docs.
### [friction] `aura sweep <op-script>` rejects the op-script array with a raw serde error
- Probe: `aura sweep c0110_2_smacross_open_op.json --list-axes` →
`aura: …_op.json: Json(Error("invalid type: map, expected u32", line: 2,
column: 2))`.
- `graph introspect --content-id/--params/register` auto-discriminate the
op-script array vs the built envelope (guide §1), but `aura sweep`'s
blueprint slot accepts only the built envelope, and the mismatch surfaces as
a leaked serde `Json(Error(...))` rather than a house-style
"expected a built blueprint; run `aura graph build` first". The guide never
says `aura sweep` needs a pre-built blueprint.
- Why friction: the path completes once you build first, but the diagnostic is
an internal-type leak (contrast #162's Display-free-error convention seen
elsewhere) and the required build step is undocumented for `aura sweep`.
- Recommended action: shape-discriminate (as `graph introspect` does) or emit
a house-style hint. → plan.
### [friction] Refused dissolved sweeps still register their generated campaign document (store litter, some malformed)
- Probes P2 (raw names) and P3 (subset axes) both **refused** at the
referential tier, yet each left a generated campaign doc in
`runs/campaigns/` (`92c66b18…` "c0110-rawname", `b0e3f90b…` "c0110-subset").
`campaign_runs.jsonl` correctly stayed at 2 (no realization). The rawname
doc is *malformed*: its axes are the stripped/collapsed `{"length":[8,16],
"scale":[0.5]}` — a document the tool itself immediately rejects, now
permanent in the content-addressed store.
- Why friction: the sugar registers the generated process+campaign documents
*before* referential/executable validation, so a fat-fingered axis pollutes
the store with dead (occasionally malformed) documents. Content-addressing
bounds the growth (identical bad invocations dedupe), and no realization is
recorded, so nothing downstream breaks — hence friction, not bug.
(`campaign run <file>` registering before an executable refusal — the Task-3
`d10ed054…` doc — is by contrast *documented* register-then-run behaviour and
is not flagged.)
- Recommended action: in the sweep sugar, validate the generated documents
(referential/executable) before `register_generated`, registering only on a
clean preflight. → plan.
### [friction] `process`/`campaign` intrinsic validate needs the built project cdylib when inside a project
- Task 1 setup: inside the fresh `lab/` project, `process validate
c0110_1_explore_sweep.json` (and register/introspect) first failed with
`aura: cargo metadata failed: no cdylib target …`, then after `cargo build`
with `aura: project dylib not found … run cargo build`. The very same
`process validate` runs **dylib-free outside any project** (probe P1 →
`valid (intrinsic)`).
- Why friction: a std-only process document references no project nodes, so
the intrinsic (and referential-over-std) check needs no compiled dylib; the
CLI nonetheless loads the project env eagerly for any `process`/`campaign`
subcommand once an `Aura.toml` is found. A newcomer following the guide
inside a fresh project hits a build wall on a pure-shape check. (Likely
pre-existing, not introduced by 0110; the error is actionable.)
- Recommended action: let the intrinsic tier run before/without the dylib load
inside a project, or document that any in-project `process`/`campaign` call
requires a built cdylib. → plan or ratify (decide the intended coupling).
## Recommendation summary
| Finding | Class | Action |
|---|---|---|
| Selection-free process doc round-trips | working | carry-on |
| Dissolved sweep → deduped selection-free campaign | working | carry-on |
| All-or-nothing + terminal-only refusals clear | working | carry-on |
| Rank-later best-first, roster-enforced | working | carry-on |
| `aura sweep --axis` needs wrapped name, docs teach raw | spec_gap | tighten docs (+ plan if raw to be accepted) |
| Wrapped-name refusal mangles the typed axis | friction | plan |
| Guide §1 inline binds `length`, inconsistent with its ids/axes | spec_gap | tighten docs |
| `aura sweep <op-script>` leaks a serde error | friction | plan |
| Refused sweeps still register their generated campaign doc | friction | plan |
| In-project intrinsic validate needs the built cdylib | friction | plan / ratify |
docs/specs/mc-dissolution.md
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# mc R-bootstrap dissolution — Design Spec
**Date:** 2026-07-06
**Status:** Draft — awaiting user spec review
**Authors:** orchestrator + Claude
> Milestone #210, the FOURTH and LAST verb dissolution. Reference issue: Gitea
> Brummel/Aura #210. Mirrors the just-shipped walkforward dissolution; the only new
> load-bearing decision is the seed mapping (recorded as a #210 comment,
> 2026-07-06). Scope reading: decision 2 / Reading A (Fork C retention).
## Goal
Dissolve `aura mc --strategy r-sma --real`'s inline execution into thin sugar over
the one campaign executor (`aura_campaign::execute`), completing the verb set
(sweep, generalize, walkforward, mc). The `dispatch_mc` built-in arm gains an
r-sma-real branch that runs through a generated, content-addressed campaign
document with a `[std::sweep(argmax), std::walk_forward, std::monte_carlo]` process,
reproducing the `{"mc_r_bootstrap":{…}}` line byte-for-byte. The committed anchor
`mc_r_bootstrap_real_e2e_pins_the_exact_current_grade` (3fc491a) is the acceptance
gate.
`run_mc_r_bootstrap`, `run_mc`, and their helpers are NOT deleted (Fork C, as
walkforward): the built-in arm splits, and everything the dissolution predicate
does not match stays inline, fenced until #159 — the synthetic-r-sma path
(`--strategy r-sma` without `--real`), the synthetic seed-resweep (`aura mc`), and
the blueprint mc path.
## Architecture
Pure sugar — NO executor change (`aura-campaign`/`aura-engine`/`aura-research`
diff-free). The campaign monte_carlo stage already does the identical work:
`crates/aura-campaign/src/exec.rs:400-446`, `StageBlock::MonteCarlo` after a
`std::walk_forward` stage produces `StageBootstrap::PooledOos(r_bootstrap(
&pooled_trade_rs(&fam.reports), resamples, block_len, seed))`, seeded from the
campaign seed, landing in `StageRealization.bootstrap`
(`crates/aura-registry/src/lineage.rs:130`). It is reachable in-memory at
`run.outcome.record.cells[0].stages[].bootstrap`. So the sugar reads that
`PooledOos(RBootstrap)` and renders the existing `mc_r_bootstrap_json(&RBootstrap)`.
mc prints ONLY the one summary line (no per-window member lines, unlike walkforward).
The inline mc R-bootstrap is `run_mc_r_bootstrap` → `mc_r_bootstrap_report` →
`walkforward_family` → `pooled_oos_trade_rs` → `r_bootstrap` → `mc_r_bootstrap_json`
(main.rs ~2106-2133). The dissolution reroutes the same rolling walk-forward +
pooled-OOS bootstrap through the campaign path.
**The seed mapping (the one new load-bearing detail).** The inline path uses TWO
seeds: a fixed `DEFLATION_SEED` for the per-window wf winner selection, and the mc
`--seed` for the terminal `r_bootstrap`. The campaign path has ONE `campaign.seed`,
used for both. This reconciles because the wf winners are **argmax** — the deflation
seed only annotates the recorded selection provenance, never changes the pick — so
the winners, and the pooled OOS series, are **seed-independent**. The shipped
walkforward anchor already proved this (the campaign path at `campaign.seed = 0`
reproduced the inline `DEFLATION_SEED` winners byte-for-byte). So `translate_mc`
sets `campaign.seed = the mc --seed`: the pooled series is unchanged (n_trades =
20681, matching the walkforward multi-grid anchor — mc pools the same series) and
the `r_bootstrap` at that seed reproduces the inline bootstrap. `block_len` /
`resamples` map to `StageBlock::MonteCarlo{resamples, block_len}`.
Fork A (stop): a single `RiskRegime::Vol{stop_length, stop_k}` (multi-value stop
refused); fast/slow are the multi-value IS-refit grid.
## Concrete code shapes
### The user-facing program (unchanged surface, dissolved execution)
```console
$ aura mc --strategy r-sma --real GER40 \
--from 1735689600000 --to 1767225599000 \
--fast 3,5 --slow 12,20 --stop-length 14 --stop-k 2.0 \
--block-len 5 --resamples 1000 --seed 42
{"mc_r_bootstrap":{"block_len":5,"e_r":{"mean":-0.0025753095301594307,…},
"n_resamples":1000,"n_trades":20681,"prob_le_zero":0.558}}
```
Byte-identical to today's inline output (the acceptance gate). The audience — a
researcher stress-testing a candidate's E[R] distribution — runs the identical
command; the execution becomes a durable, content-addressed campaign document (C18,
reproducible-from-manifest). It reintroduces no look-ahead or determinism failure:
the same deterministic engine `r_bootstrap` over the same pooled OOS series (C1),
no new streamed non-scalar (invariant 4). All mc-specific logic stays in the CLI
translator/reader (invariant 10: no verb-special engine logic); the World runs it
through the one campaign path (invariant 12).
### Sugar translator — mirror of `translate_walkforward` (verb_sugar.rs), + the monte_carlo stage
```rust
// crates/aura-cli/src/verb_sugar.rs — new, mirror of translate_walkforward
pub(crate) struct GeneratedMc { pub process: ProcessDoc, pub campaign: CampaignDoc }
#[allow(clippy::too_many_arguments)] // #214: bundle deferred until after this last verb
pub(crate) fn translate_mc(
fast: &[i64], slow: &[i64],
stop_length: i64, stop_k: f64,
metric: &str, // "sqn_normalized" (the wf objective)
in_sample_ms: u64, out_of_sample_ms: u64, step_ms: u64,
resamples: u32, block_len: u32, seed: u64, // seed = the mc --seed
name: &str, symbol: &str, from_ms: i64, to_ms: i64,
blueprint_canonical: &str,
) -> Result<GeneratedMc, String> {
let process = ProcessDoc {
format_version: FORMAT_VERSION, kind: DocKind::Process,
name: "mc".to_string(), description: None,
pipeline: vec![
StageBlock::Sweep { selection: Some(SweepSelection {
metric: metric.to_string(), select: SelectRule::Argmax, deflate: false }) },
StageBlock::WalkForward {
in_sample_ms, out_of_sample_ms, step_ms,
mode: WfMode::Rolling, metric: metric.to_string(), select: SelectRule::Argmax },
StageBlock::MonteCarlo { resamples, block_len },
],
};
// …doc_axes for fast.length / slow.length exactly as translate_walkforward…
let campaign = CampaignDoc {
// …instruments: [symbol], windows: [{from_ms,to_ms}], one StrategyEntry with the axes…
risk: vec![RiskRegime::Vol { length: stop_length, k: stop_k }],
seed, // <-- the mc --seed (the wf winners are seed-independent)
// …presentation: persist_taps [], emit ["family_table"]…
// (process/data/strategies fields identical in shape to translate_walkforward)
};
Ok(GeneratedMc { process, campaign })
}
```
`register_generated_mc` is the verbatim `register_generated_wf` shape (put_process +
put_campaign).
### Sugar runner — read the bootstrap from the record, print one line
```rust
// crates/aura-cli/src/verb_sugar.rs — new, mirror of run_walkforward_sugar
#[allow(clippy::too_many_arguments)]
pub(crate) fn run_mc_sugar(/* translate_mc args + env */) -> Result<(), String> {
let generated = translate_mc(/* … */)?;
let probe_params = vec![
("fast.length".to_string(), Scalar::i64(fast[0])),
("slow.length".to_string(), Scalar::i64(slow[0])),
];
validate_before_register(&generated.process, &generated.campaign, blueprint_canonical, &probe_params, env)?;
let reg = env.registry();
let (_p, campaign_id) = register_generated_mc(&reg, &generated)?;
let run = crate::campaign_run::run_campaign_returning(&campaign_id, env)?;
// The single cell's monte_carlo StageRealization carries the pooled-OOS bootstrap.
let boot = run.outcome.record.cells.iter()
.flat_map(|c| c.stages.iter())
.find_map(|s| match &s.bootstrap {
Some(aura_registry::StageBootstrap::PooledOos(b)) => Some(b),
_ => None,
})
.ok_or("mc produced no pooled-OOS bootstrap")?;
println!("{}", crate::mc_r_bootstrap_json(boot));
Ok(())
}
```
### Dispatch split — mirror of the walkforward split; `run_mc_r_bootstrap`/`run_mc` STAY
```rust
// crates/aura-cli/src/main.rs — dispatch_mc, the None (built-in) arm
None => {
// …existing usage / blueprint+seeds guards, unchanged…
if a.strategy.as_deref() == Some("r-sma") && a.real.is_some() {
// r-sma --real: the dissolved sugar path.
let (name, symbol, fast, slow, stop_length, stop_k, block_len, resamples, seed, from, to) =
mc_args_from(&a) /* unwrap_or_else: eprintln + exit 2 */;
let signal = sma_signal(None, None);
let canonical = blueprint_to_json(&signal).expect("a bare sma_signal serializes");
let reg = env.registry();
reg.put_blueprint(&topology_hash(&signal), &canonical) /* exit 1 on err */;
let (from_ms, to_ms) = resolve_window(&symbol, from, to, env); // full_window unconditionally
let (is_ms, oos_ms, step_ms) = wf_ms_sizes();
verb_sugar::run_mc_sugar(&fast, &slow, stop_length, stop_k, "sqn_normalized",
is_ms, oos_ms, step_ms, resamples, block_len, seed, &name, &symbol, from_ms, to_ms, &canonical, env)
/* unwrap_or_else: eprintln + exit 1 */;
return;
}
// …EXISTING fenced body, verbatim: the r_path / McArgs::RealR / McArgs::Synthetic
// logic → run_mc_r_bootstrap / run_mc…
}
```
`mc_args_from` mirrors `walkforward_args_from` plus `block_len` (default 1),
`resamples` (default 1000), `seed` (default 1) — single-value stop (multi-value
refused, Fork A), fast/slow CSV grids, `--real` required. `run_mc_r_bootstrap`,
`run_mc`, `mc_r_bootstrap_report`, `mc_r_bootstrap_json`, `pooled_oos_trade_rs` are
all RETAINED (the fenced paths + `mc_r_bootstrap_json` is reused by the sugar).
## Components
- **`crates/aura-cli/src/verb_sugar.rs`** — `GeneratedMc`, `translate_mc`,
`register_generated_mc`, `run_mc_sugar`. Reuses `axis_from_values`,
`validate_before_register`, `run_campaign_returning`.
- **`crates/aura-cli/src/main.rs`** — `mc_args_from`, the `dispatch_mc` built-in-arm
split (add the r-sma-real sugar branch; retain the existing body). Reuses
`wf_ms_sizes`, `resolve_window` (the walkforward helper if it was extracted, else
the same inline match), `sma_signal`, `mc_r_bootstrap_json`.
- **No executor change.**
## Data flow
argv → `mc_args_from` → `dispatch_mc` synthesizes + stores the `sma_signal`
blueprint, resolves the window, ms roller sizes → `run_mc_sugar` → `translate_mc`
builds `[sweep(argmax), walk_forward, monte_carlo]` + a campaign (fast/slow axes,
one instrument, one Vol regime, seed = mc_seed) → `validate_before_register` →
`register_generated_mc` → `run_campaign_returning` (sweep → wf refit per window →
monte_carlo pools the OOS R + bootstraps at the campaign seed) → the sugar reads
`StageBootstrap::PooledOos(RBootstrap)` from the record's stages and prints
`mc_r_bootstrap_json`.
## Error handling
- Non-`r-sma`, missing knobs, empty `--real`: the fenced arm's / `mc_args_from`'s
refusals (exit 2), reusing message strings where shared.
- Multi-value `--stop-length`/`--stop-k`: exit 2 (Fork A), same message shape as
walkforward.
- Referential faults: `validate_before_register` refuses before any store write.
- Data refusal (no archive): the member runner's `no_real_data` path (exit 1).
## Testing strategy
- **The committed anchor** `mc_r_bootstrap_real_e2e_pins_the_exact_current_grade`
(3fc491a) is the equivalence gate: it must stay green through the dissolution
(block_len, n_resamples, n_trades, e_r.mean, e_r.p50, prob_le_zero all exact).
- **`translate_mc` unit tests** (mirror the walkforward translator tests):
deterministic content ids; the pipeline is `[sweep(argmax), walk_forward,
monte_carlo]` with the right roller/mc fields + seed; the regime carries the stop;
diverging seeds/stops do not collide content ids; `register_generated_mc` resolves.
- **Dissolution-proof e2e** (mirror `walkforward_dissolves_through_the_campaign_path`):
a successful real run auto-registers one process + one campaign + one campaign-run,
and the output is the single `mc_r_bootstrap` line.
- **Front-end refusal tests**: multi-value stop (exit 2), non-r-sma real handled by
the fenced path (still works).
## Acceptance criteria
1. `aura mc --strategy r-sma --real <SYM> …` runs through the campaign path; the
anchor stays green (the `mc_r_bootstrap` line byte-identical).
2. `--strategy r-sma --real` no longer flows through `run_mc_r_bootstrap`; it runs
the sugar path. `run_mc_r_bootstrap` / `run_mc` are RETAINED for the fenced
branches.
3. The fenced branches are behaviour-unchanged (Reading A): synthetic-r-sma
(`--strategy r-sma` no `--real`), the synthetic seed-resweep (`aura mc`), and the
blueprint mc path all run inline exactly as before.
4. Multi-value `--stop-length`/`--stop-k` is refused (Fork A).
5. No executor change (`aura-campaign`/`aura-engine`/`aura-research` diff-free).
6. Full workspace suite green; `clippy --all-targets -D warnings` clean.