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feat(aura-research, aura-runner): RiskRegime::Fixed — the fixed stop is campaign-reachable

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Harvest sweep, batch 3 of 6 (second half).

The third externally-tagged variant ('{"fixed":{"distance":..}}',
additive — stored Vol/VolTf documents keep their bytes): doc-tier
validation mirrors FixedStop::new's distance>0 assert (NaN refused)
so the assert is unreachable from a document; stop_rule_for_regime
binds the shipped FixedStop composite; run_blueprint_member stamps
stop_distance beside the vol knobs' precedent and
stop_rule_from_params re-derives Fixed from it (stamps are mutually
exclusive; the pre-#233 no-knob fallback is unchanged). BadRegime
prose widened to name the distance rule. C10's risk-axis paragraph
updates from 'additive when needed' to shipped; glossary gains the
fixed variant.

closes #338
This commit is contained in:
Claude
2026-07-26 12:10:43 +02:00
parent c39f5e4762
commit 2b692a71e3
7 changed files with 212 additions and 35 deletions
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docs/design/contracts/c10-bias-r-cost.md
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@@ -284,10 +284,11 @@ with like; costed families reproduce bit-identically (incl. `Carry`).
curves; a cost-less doc requesting it keeps a remedy-naming skip notice. There are
no `--cost-*` run-path flags (removed #221/#234); cost travels in the document.
**Risk regime as a structural campaign axis.** The `StopRule{Fixed, Vol}` axis is
realized at the campaign-document level as `CampaignDoc.risk: [RiskRegime]`
(`aura-research`, variants `Vol{length, k}` and `VolTf{period_minutes, length, k}`
(#262), the fixed-stop rule additive when needed) — a kept-separate matrix axis,
**Risk regime as a structural campaign axis.** The `StopRule{Fixed, Vol, VolTf}`
axis is realized at the campaign-document level as `CampaignDoc.risk:
[RiskRegime]` (`aura-research`, variants `Vol{length, k}`,
`VolTf{period_minutes, length, k}` (#262), and `Fixed{distance}` (#338, binding
the shipped `FixedStop` composite)) — a kept-separate matrix axis,
peer of instruments and windows. The executor keys the nominee map by `(strategy,
window, regime)`, so `generalize` aggregates *within* a regime, never across.
Regimes are **compared** at presentation, never argmax-**selected** across (a
docs/glossary.md
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@@ -245,13 +245,15 @@ A node that converts a finer stream to a coarser bar stream, emitting a complete
**Avoid:** risk section
One entry of a campaign document's structural risk axis (`risk`): a
serializable protective-stop regime (variants `vol{length,k}` — per-cycle —
and `vol_tf{period_minutes,length,k}` — per completed time bucket) the matrix
runs every cell under, so cells differ by execution discipline, never by
signal. Absent or empty = one implicit default regime; the regime's stop
defines the risk unit R — in `vol{length,k}` (stop = k·√EMA(Δ², length) over
m1 cycles) `length` only smooths the vol estimator while `k` scales the stop
distance, so the stop's timescale stays one cycle (`vol_tf` sets the stop's
timescale via `period_minutes`).
`vol_tf{period_minutes,length,k}` — per completed time bucket — and
`fixed{distance}` — a constant price-unit distance, binding the shipped
`FixedStop` composite) the matrix runs every cell under, so cells differ by
execution discipline, never by signal. Absent or empty = one implicit default
regime; the regime's stop defines the risk unit R — in `vol{length,k}` (stop =
k·√EMA(Δ², length) over m1 cycles) `length` only smooths the vol estimator
while `k` scales the stop distance, so the stop's timescale stays one cycle
(`vol_tf` sets the stop's timescale via `period_minutes`; `fixed` has no
timescale — the distance never adapts).
### run
**Avoid:** —