fieldtest: cycle-0110 sweep-dissolution corpus (GREEN-core)
Consumer scenario against the public surface only: selection-free process doc round-trip, the dissolved real-data sweep (doc dedupe + realization accumulation + C1 bit-identity), refusal edges, rank-later over the persisted family. 0 bugs; the cycle's own axes all came back working. 4 friction + 2 spec-gap findings on the verb entry ergonomics and pre-existing guide drift — transcribed in docs/specs/fieldtest-sweep-dissolution.md for triage. refs #210
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# Fieldtest — cycle 0110 (sweep dissolution) — 2026-07-04
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**Status:** Draft — awaiting orchestrator triage
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**Author:** fieldtester (dispatched by fieldtest skill)
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**Binary exercised:** `target/debug/aura` (workspace built from HEAD
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`2c72996`; project cdylib `liblab.so` built from the scaffolded `lab/` crate).
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## Scope
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Cycle 0110 is cycle 1 of the "verb dissolution" milestone (#210). Two
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user-visible changes: (1) the `std::sweep` process block's selection triple
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(`metric`+`select`+`deflate`) became an optional, all-or-nothing selection
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group — omit it for a **selection-free sweep**, permitted only as the
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pipeline's terminal stage; (2) `aura sweep <blueprint.json> --real SYM --from
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--to --axis k=v,…` is now thin sugar over the campaign engine: it
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auto-registers a generated selection-free process document + a campaign
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document (content-addressed) and appends a campaign-run record, printing the
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same member lines as before (member manifests now carry an `instrument`
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stamp). This fieldtest exercises both, plus the two consumer paths the
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selection-free sweep exists for (refusal edges, rank-later).
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## Examples
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All fixtures under `fieldtests/cycle-0110-sweep-dissolution/`; the scaffolded
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project is `lab/` (its `runs/` store is kept as evidence, `target/` removed).
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Real data: GER40, Sep 2024 (`--from 1725148800000 --to 1727740799999`).
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### c0110_1_explore_sweep.json — selection-free single-stage process document
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- A bare `{"block":"std::sweep"}` pipeline authored straight from
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authoring-guide §2.
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- Fits scope: exercises the new optional-selection-group surface at its
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simplest (the omitted group).
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- Outcome: `process validate` → `valid (intrinsic): 1 pipeline blocks`;
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`process register` → id `78f2d8d7…`, re-register dedupes (one file);
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stored canonical form is byte-exactly `…"pipeline":[{"block":"std::sweep"}]`.
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`process introspect --block std::sweep` matches the guide verbatim
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(metric/select/deflate all "optional"). **Ran, matched expected.**
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### c0110_2_smacross_open_op.json (+ built blueprint) — the dissolved verb
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- Unbound SMA-crossover op-script → `graph build` → blueprint with three open
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axes; `aura sweep <bp> --real GER40 --from … --to … --axis
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graph.fast.length=2,4 --axis graph.slow.length=8,16 --axis
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graph.bias.scale=0.5 --name c0110-explore`.
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- Fits scope: this *is* the dissolved verb; a realistic ad-hoc explore-sweep.
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- Outcome: prints 4 GER40-stamped member lines; auto-registers a generated
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process (`9227c300`, name "sweep", selection-free) + campaign (`46e4f7ef`,
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raw axis names, GER40, ms sub-range window) and appends one
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`campaign_runs.jsonl` record; identical re-run **dedupes both documents**
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(no new files, same ids) while appending a second realization (family
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suffix `s0-0`→`s0-1`, metrics bit-identical — C1); `campaign runs` lists
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both. **Ran, matched expected.** (`c0110_2_smacross_op.json`, the *bound*
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variant, is kept as evidence for finding F3.)
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### c0110_3a_metric_only.json / c0110_3a_select_only.json / c0110_3b_* — refusal edges
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- Half-populated selection group (metric-only, select-only); a selection-free
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sweep followed by a `std::gate` stage, driven to the executor via
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`c0110_3b_campaign_nonterminal.json`.
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- Fits scope: the two new refusals (all-or-nothing group; terminal-only).
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- Outcome: half-group → clean intrinsic refusal naming the missing slot;
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non-terminal free sweep → passes intrinsic, refused at the executable tier
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and at `campaign run` with clear prose, no realization appended. **Ran,
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matched expected.**
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### (Task 4) rank-later over the persisted family — `aura runs family … rank …`
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- No new fixture; consumes the `46e4f7ef-0-GER40-w0-s0-0` family persisted by
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example 2.
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- Fits scope: the rank-later pattern the selection-free sweep exists for.
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- Outcome: `rank sqn` / `rank expectancy_r` return the 4 members best-first;
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ranking respects metric directionality (max_drawdown ascending, sqn
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descending); the rank roster equals the `rankable` metric roster
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(`win_rate`/nonexistent refused with the known list). **Ran, matched
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expected.**
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## Findings
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### [working] Selection-free process document round-trips cleanly
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- Example 1.
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- `process validate` → `process document valid (intrinsic): 1 pipeline
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blocks, 0 gate predicates`; register id `78f2d8d7…`, idempotent on
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re-register; stored form is the bare block; `introspect --block std::sweep`
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output is byte-for-byte the guide's transcription.
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- Working: the new optional group is reachable, authorable from the doc alone,
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and the introspection self-description matches the ledger/guide.
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- Action: carry-on.
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### [working] The dissolved sweep verb generates + dedupes a selection-free campaign
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- Example 2.
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- One invocation produced the generated process `9227c300`
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(`{"name":"sweep","pipeline":[{"block":"std::sweep"}]}`), campaign
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`46e4f7ef` (raw axes `fast.length`/`slow.length`/`bias.scale`, `instrument:
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GER40`, window `[1725236099999,1727726220000]` — a ms sub-range of the
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request), and one `campaign_runs.jsonl` line. Identical re-run: **no new
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documents** (same content ids), a second realization (`run 1`, family suffix
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`s0-1`), member metrics bit-identical. `campaign runs` lists both runs.
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- Working: the sugar→campaign parity, content-addressed dedup, deterministic
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accumulation (C1), and the additive `instrument` stamp all hold end to end.
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- Action: carry-on.
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### [working] All-or-nothing + terminal-only refusals are clear and guide-matching
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- Examples 3a/3b.
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- metric-only → `block std::sweep: slot "metric" without "select" — the
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selection group is all-or-nothing`; select-only symmetric; non-terminal free
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sweep → `campaign is not executable: process stage 0: a sweep without a
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selection group (metric + select) must be the last stage of its process`
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(same prose at `campaign run`, no realization appended).
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- Working: both new refusals fire at the right tier with comprehensible prose
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that matches authoring-guide §2.
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- Action: carry-on.
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### [working] Rank-later over the persisted family, best-first, roster-enforced
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- Task 4.
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- `rank sqn` orders 1.054 > 0.849 > 0.052 > −0.545; `rank max_drawdown` orders
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4.22M < 6.16M < 6.57M < 9.14M (ascending — lower drawdown ranked better);
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`rank win_rate` → `unknown metric 'win_rate' (known: total_pips,
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max_drawdown, bias_sign_flips, sqn, sqn_normalized, expectancy_r,
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net_expectancy_r)`.
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- Working: the selection-free sweep's reason to exist (defer selection to a
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rank-later step) works, and the rank roster equals the documented `rankable`
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set. (Direction convention noted as F-min below.)
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- Action: carry-on.
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### [spec_gap] `aura sweep --axis` requires the `graph.`-wrapped name; the docs teach the raw form
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- Example 2 (works with `graph.fast.length`) vs probe P2 (fails with
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`fast.length`).
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- `graph introspect --params` prints `fast.length` and the authoring guide
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(§1) calls that "the raw param-space namespace (what a campaign's axes bind
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against)". The stored campaign doc also uses the raw form. But the dissolved
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`aura sweep --axis` accepts **only** the wrapped `graph.<param>` form —
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discoverable solely via `aura sweep <bp> --list-axes`, which the authoring
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guide never mentions (the guide does not document `aura sweep` at all; the
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glossary and `--help` say only `--axis name=<csv>`).
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- Why spec_gap: the public interface documents the raw namespace as canonical
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and is silent on the wrapper; a consumer following it picks the wrong form.
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The wrapper leaks the root-composite instance name (`graph`) into the user's
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axis vocabulary.
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- Recommended action: document (glossary `sweep` + a note in authoring-guide)
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that `aura sweep --axis` uses the `--list-axes` (wrapped) names, **or** make
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the dispatch accept the raw `--params` names too. → tighten the design
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ledger / docs (+ plan if the surface is to accept raw).
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### [friction] The wrapped-name refusal mangles the axis the user typed
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- Probe P2: `aura sweep … --axis fast.length=2,4 --axis slow.length=8,16
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--axis bias.scale=0.5` →
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`strategy 597d…: axis "length" is not in the param space` /
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`axis "scale" is not in the param space` /
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`open param "fast.length" is bound by no campaign axis` …
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- The `#203` first-segment strip consumes the leading `fast`/`slow`/`bias`
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segment, so the diagnostic names `length`/`scale` — fragments the user never
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typed as a whole axis — while separately reporting the real params as
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"bound by no axis". The two same-stripped legs (`fast.length`,`slow.length`)
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even collapse to a single `length` key. The message never says "a leading
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segment was stripped as the graph name".
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- Why friction: the task can be completed (use the wrapped name), but the
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refusal actively misdirects — it names a mangled fragment instead of echoing
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the input and explaining the wrapper convention. (Same root cause as the
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spec_gap above; split per the one-class-per-finding rule.)
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- Recommended action: echo the typed axis and/or name the expected wrapper in
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the refusal. → plan (tidy iteration).
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### [spec_gap] Authoring-guide §1 inline SMA-crossover binds `length`, contradicting every id / `--params` / §3 axis it prints
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- Encountered building the sweep blueprint (Task 2); evidence
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`c0110_2_smacross_op.json`.
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- The guide's §1 worked op-script binds `fast.length=2` and `slow.length=4`
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and claims (line 72) it matches the on-disk corpus
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`mra_1_strategy_smacross.json`. It does not: the on-disk file leaves both
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**unbound**. The bound inline form hashes to `e2be81b2…` with `--params` =
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`bias.scale` only; the unbound corpus form hashes to `597d719b…` (the id the
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guide later prints at §1/§3 and the id every campaign example references)
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with `--params` = `fast.length`,`slow.length`,`bias.scale`. A reader copying
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the inline example gets a blueprint whose id matches nothing in the guide and
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whose `fast.length`/`slow.length` are closed — so authoring-guide §3's
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campaign (axes `fast.length`,`slow.length`) would refuse against it.
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- Why spec_gap: the guide is internally inconsistent, and the underlying rule —
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that an op-script `bind` *pins a param out of the sweepable space* (not a
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sweep-overridable default) — is nowhere stated. Note the 0110 audit commit
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claimed "worked example verified against the live binary"; this §1 example
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(authored earlier, #197/#208) was not.
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- Recommended action: drop the `bind` from the §1 inline example (or state
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that binding closes the axis) and document `bind`-vs-axis interaction. →
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tighten docs.
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### [friction] `aura sweep <op-script>` rejects the op-script array with a raw serde error
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- Probe: `aura sweep c0110_2_smacross_open_op.json --list-axes` →
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`aura: …_op.json: Json(Error("invalid type: map, expected u32", line: 2,
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column: 2))`.
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- `graph introspect --content-id/--params/register` auto-discriminate the
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op-script array vs the built envelope (guide §1), but `aura sweep`'s
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blueprint slot accepts only the built envelope, and the mismatch surfaces as
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a leaked serde `Json(Error(...))` rather than a house-style
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"expected a built blueprint; run `aura graph build` first". The guide never
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says `aura sweep` needs a pre-built blueprint.
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- Why friction: the path completes once you build first, but the diagnostic is
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an internal-type leak (contrast #162's Display-free-error convention seen
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elsewhere) and the required build step is undocumented for `aura sweep`.
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- Recommended action: shape-discriminate (as `graph introspect` does) or emit
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a house-style hint. → plan.
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### [friction] Refused dissolved sweeps still register their generated campaign document (store litter, some malformed)
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- Probes P2 (raw names) and P3 (subset axes) both **refused** at the
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referential tier, yet each left a generated campaign doc in
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`runs/campaigns/` (`92c66b18…` "c0110-rawname", `b0e3f90b…` "c0110-subset").
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`campaign_runs.jsonl` correctly stayed at 2 (no realization). The rawname
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doc is *malformed*: its axes are the stripped/collapsed `{"length":[8,16],
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"scale":[0.5]}` — a document the tool itself immediately rejects, now
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permanent in the content-addressed store.
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- Why friction: the sugar registers the generated process+campaign documents
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*before* referential/executable validation, so a fat-fingered axis pollutes
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the store with dead (occasionally malformed) documents. Content-addressing
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bounds the growth (identical bad invocations dedupe), and no realization is
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recorded, so nothing downstream breaks — hence friction, not bug.
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(`campaign run <file>` registering before an executable refusal — the Task-3
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`d10ed054…` doc — is by contrast *documented* register-then-run behaviour and
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is not flagged.)
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- Recommended action: in the sweep sugar, validate the generated documents
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(referential/executable) before `register_generated`, registering only on a
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clean preflight. → plan.
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### [friction] `process`/`campaign` intrinsic validate needs the built project cdylib when inside a project
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- Task 1 setup: inside the fresh `lab/` project, `process validate
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c0110_1_explore_sweep.json` (and register/introspect) first failed with
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`aura: cargo metadata failed: no cdylib target …`, then after `cargo build`
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with `aura: project dylib not found … run cargo build`. The very same
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`process validate` runs **dylib-free outside any project** (probe P1 →
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`valid (intrinsic)`).
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- Why friction: a std-only process document references no project nodes, so
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the intrinsic (and referential-over-std) check needs no compiled dylib; the
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CLI nonetheless loads the project env eagerly for any `process`/`campaign`
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subcommand once an `Aura.toml` is found. A newcomer following the guide
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inside a fresh project hits a build wall on a pure-shape check. (Likely
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pre-existing, not introduced by 0110; the error is actionable.)
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- Recommended action: let the intrinsic tier run before/without the dylib load
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inside a project, or document that any in-project `process`/`campaign` call
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requires a built cdylib. → plan or ratify (decide the intended coupling).
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## Recommendation summary
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| Finding | Class | Action |
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|---|---|---|
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| Selection-free process doc round-trips | working | carry-on |
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| Dissolved sweep → deduped selection-free campaign | working | carry-on |
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| All-or-nothing + terminal-only refusals clear | working | carry-on |
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| Rank-later best-first, roster-enforced | working | carry-on |
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| `aura sweep --axis` needs wrapped name, docs teach raw | spec_gap | tighten docs (+ plan if raw to be accepted) |
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| Wrapped-name refusal mangles the typed axis | friction | plan |
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| Guide §1 inline binds `length`, inconsistent with its ids/axes | spec_gap | tighten docs |
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| `aura sweep <op-script>` leaks a serde error | friction | plan |
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| Refused sweeps still register their generated campaign doc | friction | plan |
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| In-project intrinsic validate needs the built cdylib | friction | plan / ratify |
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{
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"format_version": 1,
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"kind": "process",
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"name": "explore-only-sweep",
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"pipeline": [ { "block": "std::sweep" } ]
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}
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[
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{"op": "source", "role": "price", "kind": "F64"},
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{"op": "add", "type": "SMA", "name": "fast", "bind": {"length": {"I64": 2}}},
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{"op": "add", "type": "SMA", "name": "slow", "bind": {"length": {"I64": 4}}},
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{"op": "feed", "role": "price", "into": ["fast.series", "slow.series"]},
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{"op": "add", "type": "Sub", "name": "sub"},
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{"op": "connect", "from": "fast.value", "to": "sub.lhs"},
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{"op": "connect", "from": "slow.value", "to": "sub.rhs"},
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{"op": "add", "type": "Bias", "name": "bias"},
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{"op": "connect", "from": "sub.value", "to": "bias.signal"},
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{"op": "expose", "from": "bias.bias", "as": "bias"}
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]
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{"format_version":1,"blueprint":{"name":"graph","nodes":[{"primitive":{"type":"SMA","name":"fast"}},{"primitive":{"type":"SMA","name":"slow"}},{"primitive":{"type":"Sub","name":"sub"}},{"primitive":{"type":"Bias","name":"bias"}}],"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}],"input_roles":[{"name":"price","targets":[{"node":0,"slot":0},{"node":1,"slot":0}],"source":"F64"}],"output":[{"node":3,"field":0,"name":"bias"}]}}
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@@ -0,0 +1,12 @@
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[
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{"op": "source", "role": "price", "kind": "F64"},
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{"op": "add", "type": "SMA", "name": "fast"},
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{"op": "add", "type": "SMA", "name": "slow"},
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{"op": "feed", "role": "price", "into": ["fast.series", "slow.series"]},
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{"op": "add", "type": "Sub", "name": "sub"},
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{"op": "connect", "from": "fast.value", "to": "sub.lhs"},
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{"op": "connect", "from": "slow.value", "to": "sub.rhs"},
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{"op": "add", "type": "Bias", "name": "bias"},
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{"op": "connect", "from": "sub.value", "to": "bias.signal"},
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{"op": "expose", "from": "bias.bias", "as": "bias"}
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]
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{"family_id":"46e4f7ef-0-GER40-w0-s0-0","report":{"manifest":{"commit":"2c729965db2b998376b844a6ae4031e9f747ec7c","params":[["graph.fast.length",{"I64":2}],["graph.slow.length",{"I64":8}],["graph.bias.scale",{"F64":0.5}]],"window":[1725236099999000000,1727726220000000000],"seed":0,"broker":"sim-optimal+risk-executor(pip_size=1)","instrument":"GER40","topology_hash":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","project":{"namespace":"lab","dylib_sha256":"4b15c65f11584b3999ace595568f0b1377a5e0a45fd7e081701e64f64cea8679","commit":"2c729965db2b998376b844a6ae4031e9f747ec7c-dirty"}},"metrics":{"total_pips":13117250.0000001,"max_drawdown":6156000.00000006,"bias_sign_flips":3977,"r":{"expectancy_r":0.028321444460569407,"n_trades":3903,"win_rate":0.33692031770433,"avg_win_r":1.5089377461851683,"avg_loss_r":-0.7240009808747663,"profit_factor":1.0589943641136834,"max_r_drawdown":78.64539272099334,"n_open_at_end":1,"sqn":1.0540214890316064,"sqn_normalized":0.16871363772287948,"net_expectancy_r":0.028321444460569407,"conviction_terciles_r":[-0.05124882989934285,0.06705254021274346,0.0691606230683076]}}}}
|
||||
{"family_id":"46e4f7ef-0-GER40-w0-s0-0","report":{"manifest":{"commit":"2c729965db2b998376b844a6ae4031e9f747ec7c","params":[["graph.fast.length",{"I64":2}],["graph.slow.length",{"I64":16}],["graph.bias.scale",{"F64":0.5}]],"window":[1725236099999000000,1727726220000000000],"seed":0,"broker":"sim-optimal+risk-executor(pip_size=1)","instrument":"GER40","topology_hash":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","project":{"namespace":"lab","dylib_sha256":"4b15c65f11584b3999ace595568f0b1377a5e0a45fd7e081701e64f64cea8679","commit":"2c729965db2b998376b844a6ae4031e9f747ec7c-dirty"}},"metrics":{"total_pips":358625.0000013883,"max_drawdown":6570250.000000078,"bias_sign_flips":2550,"r":{"expectancy_r":0.001942726488289421,"n_trades":2581,"win_rate":0.2909724912824487,"avg_win_r":1.9096186007126963,"avg_loss_r":-0.7809340940267545,"profit_factor":1.0035086026962674,"max_r_drawdown":72.50403168697483,"n_open_at_end":1,"sqn":0.05152717930726507,"sqn_normalized":0.010142438121122548,"net_expectancy_r":0.001942726488289421,"conviction_terciles_r":[0.003799692660105443,-0.03634478563974999,0.0383309605444476]}}}}
|
||||
{"family_id":"46e4f7ef-0-GER40-w0-s0-0","report":{"manifest":{"commit":"2c729965db2b998376b844a6ae4031e9f747ec7c","params":[["graph.fast.length",{"I64":4}],["graph.slow.length",{"I64":8}],["graph.bias.scale",{"F64":0.5}]],"window":[1725236099999000000,1727726220000000000],"seed":0,"broker":"sim-optimal+risk-executor(pip_size=1)","instrument":"GER40","topology_hash":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","project":{"namespace":"lab","dylib_sha256":"4b15c65f11584b3999ace595568f0b1377a5e0a45fd7e081701e64f64cea8679","commit":"2c729965db2b998376b844a6ae4031e9f747ec7c-dirty"}},"metrics":{"total_pips":7427500.00000102,"max_drawdown":4223625.000000085,"bias_sign_flips":3570,"r":{"expectancy_r":0.025765945651374078,"n_trades":3811,"win_rate":0.358960902650223,"avg_win_r":1.508960221588393,"avg_loss_r":-0.8047742792695608,"profit_factor":1.0499444782267588,"max_r_drawdown":90.38863380823058,"n_open_at_end":1,"sqn":0.8490217221109733,"sqn_normalized":0.1375305967356901,"net_expectancy_r":0.025765945651374078,"conviction_terciles_r":[0.016131381474867954,-0.0014331659738562395,0.06257064137773533]}}}}
|
||||
{"family_id":"46e4f7ef-0-GER40-w0-s0-0","report":{"manifest":{"commit":"2c729965db2b998376b844a6ae4031e9f747ec7c","params":[["graph.fast.length",{"I64":4}],["graph.slow.length",{"I64":16}],["graph.bias.scale",{"F64":0.5}]],"window":[1725236099999000000,1727726220000000000],"seed":0,"broker":"sim-optimal+risk-executor(pip_size=1)","instrument":"GER40","topology_hash":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","project":{"namespace":"lab","dylib_sha256":"4b15c65f11584b3999ace595568f0b1377a5e0a45fd7e081701e64f64cea8679","commit":"2c729965db2b998376b844a6ae4031e9f747ec7c-dirty"}},"metrics":{"total_pips":-700187.4999997262,"max_drawdown":9144874.999999981,"bias_sign_flips":1965,"r":{"expectancy_r":-0.021911292659493667,"n_trades":2388,"win_rate":0.3274706867671692,"avg_win_r":1.76727288256566,"avg_loss_r":-0.8931080703843195,"profit_factor":0.9635201732345389,"max_r_drawdown":132.7156533736896,"n_open_at_end":1,"sqn":-0.5448524993019401,"sqn_normalized":-0.11149664160230002,"net_expectancy_r":-0.021911292659493667,"conviction_terciles_r":[-0.0043670430492390765,-0.0543615931213561,-0.007005241807885511]}}}}
|
||||
@@ -0,0 +1,4 @@
|
||||
{"family_id":"46e4f7ef-0-GER40-w0-s0-1","report":{"manifest":{"commit":"2c729965db2b998376b844a6ae4031e9f747ec7c","params":[["graph.fast.length",{"I64":2}],["graph.slow.length",{"I64":8}],["graph.bias.scale",{"F64":0.5}]],"window":[1725236099999000000,1727726220000000000],"seed":0,"broker":"sim-optimal+risk-executor(pip_size=1)","instrument":"GER40","topology_hash":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","project":{"namespace":"lab","dylib_sha256":"4b15c65f11584b3999ace595568f0b1377a5e0a45fd7e081701e64f64cea8679","commit":"2c729965db2b998376b844a6ae4031e9f747ec7c-dirty"}},"metrics":{"total_pips":13117250.0000001,"max_drawdown":6156000.00000006,"bias_sign_flips":3977,"r":{"expectancy_r":0.028321444460569407,"n_trades":3903,"win_rate":0.33692031770433,"avg_win_r":1.5089377461851683,"avg_loss_r":-0.7240009808747663,"profit_factor":1.0589943641136834,"max_r_drawdown":78.64539272099334,"n_open_at_end":1,"sqn":1.0540214890316064,"sqn_normalized":0.16871363772287948,"net_expectancy_r":0.028321444460569407,"conviction_terciles_r":[-0.05124882989934285,0.06705254021274346,0.0691606230683076]}}}}
|
||||
{"family_id":"46e4f7ef-0-GER40-w0-s0-1","report":{"manifest":{"commit":"2c729965db2b998376b844a6ae4031e9f747ec7c","params":[["graph.fast.length",{"I64":2}],["graph.slow.length",{"I64":16}],["graph.bias.scale",{"F64":0.5}]],"window":[1725236099999000000,1727726220000000000],"seed":0,"broker":"sim-optimal+risk-executor(pip_size=1)","instrument":"GER40","topology_hash":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","project":{"namespace":"lab","dylib_sha256":"4b15c65f11584b3999ace595568f0b1377a5e0a45fd7e081701e64f64cea8679","commit":"2c729965db2b998376b844a6ae4031e9f747ec7c-dirty"}},"metrics":{"total_pips":358625.0000013883,"max_drawdown":6570250.000000078,"bias_sign_flips":2550,"r":{"expectancy_r":0.001942726488289421,"n_trades":2581,"win_rate":0.2909724912824487,"avg_win_r":1.9096186007126963,"avg_loss_r":-0.7809340940267545,"profit_factor":1.0035086026962674,"max_r_drawdown":72.50403168697483,"n_open_at_end":1,"sqn":0.05152717930726507,"sqn_normalized":0.010142438121122548,"net_expectancy_r":0.001942726488289421,"conviction_terciles_r":[0.003799692660105443,-0.03634478563974999,0.0383309605444476]}}}}
|
||||
{"family_id":"46e4f7ef-0-GER40-w0-s0-1","report":{"manifest":{"commit":"2c729965db2b998376b844a6ae4031e9f747ec7c","params":[["graph.fast.length",{"I64":4}],["graph.slow.length",{"I64":8}],["graph.bias.scale",{"F64":0.5}]],"window":[1725236099999000000,1727726220000000000],"seed":0,"broker":"sim-optimal+risk-executor(pip_size=1)","instrument":"GER40","topology_hash":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","project":{"namespace":"lab","dylib_sha256":"4b15c65f11584b3999ace595568f0b1377a5e0a45fd7e081701e64f64cea8679","commit":"2c729965db2b998376b844a6ae4031e9f747ec7c-dirty"}},"metrics":{"total_pips":7427500.00000102,"max_drawdown":4223625.000000085,"bias_sign_flips":3570,"r":{"expectancy_r":0.025765945651374078,"n_trades":3811,"win_rate":0.358960902650223,"avg_win_r":1.508960221588393,"avg_loss_r":-0.8047742792695608,"profit_factor":1.0499444782267588,"max_r_drawdown":90.38863380823058,"n_open_at_end":1,"sqn":0.8490217221109733,"sqn_normalized":0.1375305967356901,"net_expectancy_r":0.025765945651374078,"conviction_terciles_r":[0.016131381474867954,-0.0014331659738562395,0.06257064137773533]}}}}
|
||||
{"family_id":"46e4f7ef-0-GER40-w0-s0-1","report":{"manifest":{"commit":"2c729965db2b998376b844a6ae4031e9f747ec7c","params":[["graph.fast.length",{"I64":4}],["graph.slow.length",{"I64":16}],["graph.bias.scale",{"F64":0.5}]],"window":[1725236099999000000,1727726220000000000],"seed":0,"broker":"sim-optimal+risk-executor(pip_size=1)","instrument":"GER40","topology_hash":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","project":{"namespace":"lab","dylib_sha256":"4b15c65f11584b3999ace595568f0b1377a5e0a45fd7e081701e64f64cea8679","commit":"2c729965db2b998376b844a6ae4031e9f747ec7c-dirty"}},"metrics":{"total_pips":-700187.4999997262,"max_drawdown":9144874.999999981,"bias_sign_flips":1965,"r":{"expectancy_r":-0.021911292659493667,"n_trades":2388,"win_rate":0.3274706867671692,"avg_win_r":1.76727288256566,"avg_loss_r":-0.8931080703843195,"profit_factor":0.9635201732345389,"max_r_drawdown":132.7156533736896,"n_open_at_end":1,"sqn":-0.5448524993019401,"sqn_normalized":-0.11149664160230002,"net_expectancy_r":-0.021911292659493667,"conviction_terciles_r":[-0.0043670430492390765,-0.0543615931213561,-0.007005241807885511]}}}}
|
||||
@@ -0,0 +1,6 @@
|
||||
{
|
||||
"format_version": 1,
|
||||
"kind": "process",
|
||||
"name": "half-group-metric-only",
|
||||
"pipeline": [ { "block": "std::sweep", "metric": "sqn" } ]
|
||||
}
|
||||
@@ -0,0 +1,6 @@
|
||||
{
|
||||
"format_version": 1,
|
||||
"kind": "process",
|
||||
"name": "half-group-select-only",
|
||||
"pipeline": [ { "block": "std::sweep", "select": "argmax" } ]
|
||||
}
|
||||
@@ -0,0 +1,22 @@
|
||||
{
|
||||
"format_version": 1,
|
||||
"kind": "campaign",
|
||||
"name": "c0110-refusal-nonterminal",
|
||||
"seed": 0,
|
||||
"data": {
|
||||
"instruments": ["GER40"],
|
||||
"windows": [ { "from_ms": 1725148800000, "to_ms": 1727740799999 } ]
|
||||
},
|
||||
"strategies": [
|
||||
{
|
||||
"ref": { "content_id": "597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a" },
|
||||
"axes": {
|
||||
"fast.length": { "kind": "I64", "values": [2, 4] },
|
||||
"slow.length": { "kind": "I64", "values": [8, 16] },
|
||||
"bias.scale": { "kind": "F64", "values": [0.5] }
|
||||
}
|
||||
}
|
||||
],
|
||||
"process": { "ref": { "content_id": "176cc25a03e2fc6c342eb1ec0ac50ad12e4d6e0375a21086918e64afdbd277ec" } },
|
||||
"presentation": { "persist_taps": [], "emit": ["family_table"] }
|
||||
}
|
||||
@@ -0,0 +1,9 @@
|
||||
{
|
||||
"format_version": 1,
|
||||
"kind": "process",
|
||||
"name": "free-sweep-then-gate",
|
||||
"pipeline": [
|
||||
{ "block": "std::sweep" },
|
||||
{ "block": "std::gate", "all": [ { "metric": "expectancy_r", "cmp": "gt", "value": 0.0 } ] }
|
||||
]
|
||||
}
|
||||
@@ -0,0 +1,3 @@
|
||||
/target
|
||||
Cargo.lock
|
||||
/runs
|
||||
@@ -0,0 +1,4 @@
|
||||
# Static project context only (C17); paths only.
|
||||
[paths]
|
||||
runs = "runs"
|
||||
# data = "/path/to/archive" # the recorded-data root; defaults to the built-in path
|
||||
@@ -0,0 +1,10 @@
|
||||
# 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 `lab::` namespace prefix.
|
||||
- Topology is data (`blueprints/*.json`), node logic is Rust.
|
||||
@@ -0,0 +1,14 @@
|
||||
[package]
|
||||
name = "lab"
|
||||
version = "0.1.0"
|
||||
edition = "2024"
|
||||
publish = false
|
||||
|
||||
[lib]
|
||||
crate-type = ["cdylib"]
|
||||
|
||||
[dependencies]
|
||||
aura-core = { path = "/home/brummel/dev/aura/crates/aura-core" }
|
||||
|
||||
# Standalone workspace root: never a member of an enclosing workspace.
|
||||
[workspace]
|
||||
@@ -0,0 +1 @@
|
||||
{"format_version":1,"blueprint":{"name":"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":"lab::Identity"}}],"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"}]}}
|
||||
@@ -0,0 +1,76 @@
|
||||
//! lab — an aura research project: node logic + the exported vocabulary.
|
||||
//!
|
||||
//! Every node type this crate provides is registered in `vocabulary()` /
|
||||
//! `type_ids()` under the `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, PortSpec, PrimitiveBuilder,
|
||||
ScalarKind,
|
||||
};
|
||||
|
||||
/// One-input f64 pass-through. Emits `None` until its input has a value.
|
||||
pub struct Identity {
|
||||
out: [Cell; 1],
|
||||
}
|
||||
|
||||
impl Identity {
|
||||
pub fn new() -> Self {
|
||||
Self { out: [Cell::from_f64(0.0)] }
|
||||
}
|
||||
pub fn builder() -> PrimitiveBuilder {
|
||||
PrimitiveBuilder::new(
|
||||
"lab::Identity",
|
||||
NodeSchema {
|
||||
inputs: vec![PortSpec {
|
||||
kind: ScalarKind::F64,
|
||||
firing: Firing::Any,
|
||||
name: "value".into(),
|
||||
}],
|
||||
output: vec![FieldSpec { name: "value".into(), kind: ScalarKind::F64 }],
|
||||
params: vec![],
|
||||
},
|
||||
|_| Box::new(Identity::new()),
|
||||
)
|
||||
}
|
||||
}
|
||||
|
||||
impl Default for Identity {
|
||||
fn default() -> Self {
|
||||
Self::new()
|
||||
}
|
||||
}
|
||||
|
||||
impl Node for Identity {
|
||||
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]);
|
||||
Some(&self.out)
|
||||
}
|
||||
fn label(&self) -> String {
|
||||
"lab::Identity".to_string()
|
||||
}
|
||||
}
|
||||
|
||||
fn vocabulary(type_id: &str) -> Option<PrimitiveBuilder> {
|
||||
match type_id {
|
||||
"lab::Identity" => Some(Identity::builder()),
|
||||
_ => None,
|
||||
}
|
||||
}
|
||||
|
||||
fn type_ids() -> &'static [&'static str] {
|
||||
&["lab::Identity"]
|
||||
}
|
||||
|
||||
aura_core::aura_project! {
|
||||
namespace: "lab",
|
||||
vocabulary: vocabulary,
|
||||
type_ids: type_ids,
|
||||
}
|
||||
Reference in New Issue
Block a user