diff --git a/docs/plans/0054-per-instrument-pip.md b/docs/plans/0054-per-instrument-pip.md new file mode 100644 index 0000000..07d4432 --- /dev/null +++ b/docs/plans/0054-per-instrument-pip.md @@ -0,0 +1,321 @@ +# Per-Instrument Pip Metadata — Implementation Plan + +> **Parent spec:** `docs/specs/0054-per-instrument-pip.md` +> +> **For agentic workers:** REQUIRED SUB-SKILL: use the `implement` skill to run +> this plan. Steps use `- [ ]` checkboxes for tracking. + +**Goal:** Add a typed per-instrument pip metadata channel (`InstrumentSpec` + +`instrument_spec(symbol)`) and thread the looked-up pip through the CLI +`aura run --real` path, refusing an un-specced instrument. + +**Architecture:** A new `InstrumentSpec { pip_size }` + `instrument_spec(symbol)` +static vetted lookup in `aura-ingest`. The CLI's `sample_harness` and +`sim_optimal_manifest` gain a `pip_size: f64` parameter; `run_sample_real` looks +up the pip by symbol *before any data access* (refusing on `None`) and threads it; +every other (synthetic) caller passes the unchanged `0.0001`. `SimBroker` is +untouched. + +**Tech Stack:** `aura-ingest/src/lib.rs` (lookup), `aura-cli/src/main.rs` (CLI +threading + refusal), `aura-cli/tests/cli_run.rs` (integration test via +`std::process::Command` + `env!("CARGO_BIN_EXE_aura")`). + +**Files this plan creates or modifies:** + +- Modify: `crates/aura-ingest/src/lib.rs` — add `InstrumentSpec` + `instrument_spec` + (insert at ~`:341`, after `default_data_server`); unit test in the existing + `#[cfg(test)] mod tests` (`:342`). +- Modify: `crates/aura-cli/src/main.rs` — `sample_harness` (`:73`) + + `sim_optimal_manifest` (`:130`) signatures; `run_sample` (`:149`), + `run_sample_real` (`:183`); the 10 synthetic callers; an in-file `#[cfg(test)]` + manifest-pip unit test + gated GER40 honesty test. +- Test: `crates/aura-cli/tests/cli_run.rs` — NON-gated refusal integration test + (synthetic pin at `:35` untouched). + +--- + +### Task 1: `InstrumentSpec` + `instrument_spec` lookup (aura-ingest) + +**Files:** +- Modify: `crates/aura-ingest/src/lib.rs` (add struct + fn ~`:341`; test in `mod tests` `:342`) + +- [ ] **Step 1: Write the failing unit test** + +In `crates/aura-ingest/src/lib.rs`, inside `#[cfg(test)] mod tests` (after the +`use super::*;` at `:344`), add: + +```rust + #[test] + fn instrument_spec_lookup_by_symbol() { + // index points → pip 1.0 + assert_eq!(instrument_spec("GER40"), Some(InstrumentSpec { pip_size: 1.0 })); + assert_eq!(instrument_spec("FRA40"), Some(InstrumentSpec { pip_size: 1.0 })); + // 5-decimal FX major → pip 0.0001 + assert_eq!(instrument_spec("EURUSD"), Some(InstrumentSpec { pip_size: 0.0001 })); + // un-specced → None (the honesty lever) + assert_eq!(instrument_spec("NONEXISTENT"), None); + } +``` + +- [ ] **Step 2: Run test to verify it fails** + +Run: `cargo test -p aura-ingest instrument_spec_lookup_by_symbol` +Expected: FAIL — compile error `cannot find function 'instrument_spec' in this scope` +(and `cannot find type 'InstrumentSpec'`). + +- [ ] **Step 3: Write minimal implementation** + +In `crates/aura-ingest/src/lib.rs`, immediately after the `default_data_server` +function (ends `:340`), insert: + +```rust +/// Per-instrument reference metadata held beside the hot path (C7/C15): non-scalar, +/// never streamed. Minimal today — extend with tick size / digits / quote currency +/// as later cycles need, without breaking this signature. +#[derive(Clone, Copy, Debug, PartialEq)] +pub struct InstrumentSpec { + /// Price units per pip / point (> 0). The sim-optimal broker's divisor. + pub pip_size: f64, +} + +/// Look up per-instrument reference metadata by `symbol` at the ingestion edge. +/// Rust-authored vetted table (NOT `Aura.toml`); `None` for an instrument with no +/// vetted spec — the caller must refuse rather than guess a pip. +/// +/// Seeded with the instruments the engine's own paths exercise. Indices quote in +/// points (pip = 1.0); 5-decimal FX majors = 0.0001. NB: JPY pairs are 0.01, NOT +/// 0.0001 — only vetted values are seeded. +pub fn instrument_spec(symbol: &str) -> Option { + let pip_size = match symbol { + "GER40" | "FRA40" => 1.0, + "EURUSD" | "GBPUSD" | "USDCAD" => 0.0001, + _ => return None, + }; + Some(InstrumentSpec { pip_size }) +} +``` + +- [ ] **Step 4: Run test to verify it passes** + +Run: `cargo test -p aura-ingest instrument_spec_lookup_by_symbol` +Expected: PASS (1 test). + +--- + +### Task 2: Thread pip + refusal through the CLI (aura-cli) + +This task changes two function signatures in `main.rs`; the crate does not compile +until **all** call sites are threaded, so every caller is updated within this task +and the compile gate (Step 9) closes it. RED-first via the refusal integration test +(it compiles against today's binary and asserts the new message). + +**Files:** +- Modify: `crates/aura-cli/src/main.rs` +- Test: `crates/aura-cli/tests/cli_run.rs` + +- [ ] **Step 1: Write the failing refusal integration test** + +In `crates/aura-cli/tests/cli_run.rs`, add (mirroring the existing +`std::process::Command` + `env!("CARGO_BIN_EXE_aura")` pattern): + +```rust +#[test] +fn run_real_unspecced_symbol_refuses_with_exit_2() { + // The instrument_spec lookup precedes any data access, so an un-specced symbol + // refuses with NO local data required (CI-safe). "NONEXISTENT" is not in the + // vetted table. + let out = std::process::Command::new(env!("CARGO_BIN_EXE_aura")) + .args(["run", "--real", "NONEXISTENT"]) + .output() + .expect("spawn aura"); + assert_eq!(out.status.code(), Some(2), "expected exit 2"); + let stderr = String::from_utf8_lossy(&out.stderr); + assert!( + stderr.contains("no vetted pip/instrument spec for symbol 'NONEXISTENT'"), + "expected the per-instrument-pip refusal message, got: {stderr}" + ); +} +``` + +- [ ] **Step 2: Run test to verify it fails** + +Run: `cargo test -p aura-cli --test cli_run run_real_unspecced_symbol_refuses_with_exit_2` +Expected: FAIL — exit code is `2` but the stderr is today's +`no local data for symbol 'NONEXISTENT'`, not the new +`no vetted pip/instrument spec ...` refusal message (assertion fails). + +- [ ] **Step 3: Change `sample_harness` signature** + +In `crates/aura-cli/src/main.rs`, change the `sample_harness` definition (`:73`): + +```rust +fn sample_harness(pip_size: f64) -> ( +``` + +and inside its body change the broker construction (`:91`, `:100`): + +```rust + Box::new(SimBroker::new(pip_size)), // 4 sim-optimal broker +``` +```rust + SimBroker::builder(pip_size).schema().clone(), +``` + +- [ ] **Step 4: Change `sim_optimal_manifest` signature + body** + +Change the `sim_optimal_manifest` definition (`:130`) to take `pip_size`: + +```rust +fn sim_optimal_manifest( + params: Vec<(String, Scalar)>, + window: (Timestamp, Timestamp), + seed: u64, + pip_size: f64, +) -> RunManifest { +``` + +and change the hand-built broker literal (`:142`) to a `format!`: + +```rust + broker: format!("sim-optimal(pip_size={pip_size})"), +``` + +(`format!("{}", 0.0001_f64)` renders `0.0001`; `format!("{}", 1.0_f64)` renders `1`.) + +- [ ] **Step 5: Thread `run_sample` (synthetic — pass `0.0001`)** + +In `run_sample` (`:149`): the `sample_harness()` call (`:150`) becomes +`sample_harness(0.0001)`, and the `sim_optimal_manifest(...)` call (`:163`) gains a +trailing `0.0001` argument after its `0,` seed line: + +```rust + let (mut h, rx_eq, rx_ex) = sample_harness(0.0001); +``` +```rust + manifest: sim_optimal_manifest( + vec![ + ("sma_fast".to_string(), Scalar::i64(2)), + ("sma_slow".to_string(), Scalar::i64(4)), + ("exposure_scale".to_string(), Scalar::f64(0.5)), + ], + window, + 0, + 0.0001, + ), +``` + +- [ ] **Step 6: Thread `run_sample_real` — lookup FIRST, refuse, pass the pip** + +In `run_sample_real` (`:183`), insert the lookup as the very first statement +(before the `sample_harness()` call), refuse on `None`, then pass `spec.pip_size` +to both `sample_harness` (`:184`) and `sim_optimal_manifest` (`:226`): + +```rust +fn run_sample_real(symbol: &str, from_ms: Option, to_ms: Option) -> RunReport { + // Per-instrument pip: look up BEFORE any data access, so an un-specced symbol + // refuses without touching local data. Honest by construction (#22). + let spec = match aura_ingest::instrument_spec(symbol) { + Some(s) => s, + None => { + eprintln!("aura: no vetted pip/instrument spec for symbol '{symbol}' — refusing to run a real instrument with a guessed pip (add it to the instrument table)"); + std::process::exit(2); + } + }; + let (mut h, rx_eq, rx_ex) = sample_harness(spec.pip_size); +``` + +and the `sim_optimal_manifest(...)` call (`:226`) gains `spec.pip_size` after its +`0,` seed line: + +```rust + manifest: sim_optimal_manifest( + vec![ + ("sma_fast".to_string(), Scalar::i64(2)), + ("sma_slow".to_string(), Scalar::i64(4)), + ("exposure_scale".to_string(), Scalar::f64(0.5)), + ], + window, + 0, + spec.pip_size, + ), +``` + +- [ ] **Step 7: Thread the remaining synthetic callers (all pass `0.0001`)** + +These are the call sites `rustc` flags after Steps 3-4; every one is a synthetic +path → pass `0.0001` (behaviour-preserving, no emitted-pip change). Apply: + +`sample_harness` callers — `sample_harness()` → `sample_harness(0.0001)` at: +- `:589` (`mc_family` per-draw closure) +- `:946` (in-file `#[cfg(test)]` caller) + +`sim_optimal_manifest` callers — add a trailing `0.0001` argument at: +- `:379` one-liner: `sim_optimal_manifest(zip_params(&space, point), window, 0)` → + `sim_optimal_manifest(zip_params(&space, point), window, 0, 0.0001)` +- `:498` one-liner: `sim_optimal_manifest(zip_params(&space, point), window, 0)` → + `sim_optimal_manifest(zip_params(&space, point), window, 0, 0.0001)` +- `:520` one-liner: `sim_optimal_manifest(zip_params(&space, params), window, 0)` → + `sim_optimal_manifest(zip_params(&space, params), window, 0, 0.0001)` +- `:597` multi-line — after its `seed,` line, before the closing `)`, add `0.0001,` +- `:853` multi-line — after its `0,` line, before the closing `)`, add `0.0001,` +- `:954` multi-line — after its `seed,` line, before the closing `)`, add `0.0001,` + +- [ ] **Step 8: Add the manifest-pip unit test + gated GER40 honesty test** + +In `crates/aura-cli/src/main.rs`, inside the in-file `#[cfg(test)] mod` (alongside +the existing `run_sample_real_streams_real_close_bars_deterministically`), add: + +```rust + #[test] + fn sim_optimal_manifest_renders_per_instrument_pip() { + let m = sim_optimal_manifest(vec![], (Timestamp(1), Timestamp(2)), 0, 1.0); + assert_eq!(m.broker, "sim-optimal(pip_size=1)"); + let m2 = sim_optimal_manifest(vec![], (Timestamp(1), Timestamp(2)), 0, 0.0001); + assert_eq!(m2.broker, "sim-optimal(pip_size=0.0001)"); + } + + #[test] + fn run_real_ger40_uses_index_pip() { + // Gated: needs local GER40 data. Mirrors the existing real-path test's skip. + let server = data_server::DataServer::new(data_server::DEFAULT_DATA_PATH); + if !server.has_symbol("GER40") { + eprintln!("skip: no local GER40 data at {}", data_server::DEFAULT_DATA_PATH); + return; + } + let report = run_sample_real("GER40", None, None); + // The looked-up index pip (1.0) reaches the manifest — not the FX 0.0001. + assert_eq!(report.manifest.broker, "sim-optimal(pip_size=1)"); + // Deterministic (C1): a second run yields the same report. + let again = run_sample_real("GER40", None, None); + assert_eq!(report.manifest.broker, again.manifest.broker); + assert_eq!(report.metrics.total_pips, again.metrics.total_pips); + } +``` + +- [ ] **Step 9: Compile gate — workspace builds with 0 errors** + +Run: `cargo build --workspace` +Expected: finishes with 0 errors (the two signature changes + all 12 call sites +thread cleanly). + +- [ ] **Step 10: Run the new + regression tests** + +Run: `cargo test -p aura-cli --test cli_run run_real_unspecced_symbol_refuses_with_exit_2` +Expected: PASS (the refusal message now matches). + +Run: `cargo test -p aura-cli sim_optimal_manifest_renders_per_instrument_pip` +Expected: PASS. + +Run: `cargo test -p aura-cli --test cli_run run_prints_json_and_exits_zero` +Expected: PASS — the synthetic run still emits `sim-optimal(pip_size=0.0001)` +(`cli_run.rs:35` unchanged). + +Run: `cargo test -p aura-cli run_real_ger40_uses_index_pip` +Expected: PASS (or a clean skip line if no local GER40 data). + +- [ ] **Step 11: Full workspace test sweep (no regressions)** + +Run: `cargo test --workspace` +Expected: PASS — including the aura-ingest seam tests `real_bars.rs` / +`streaming_seam.rs` (AAPL.US at `0.0001`, built literally — unaffected by the CLI +signature change).