perf(aura-std): O(1) Kahan-compensated running-sum SMA (was O(length) re-sum)

Sma::eval re-summed the whole window every tick — O(length)/tick, multiplied
across millions of bars and every sweep point. Replace with the industry-standard
incremental running sum (ta-lib shape): the node owns the window ring and keeps a
running sum, adding the new sample and subtracting the evicted one each cycle, so
the input column drops to depth 1 (lookbacks() = [1], like Ema). The running sum
carries Kahan/Neumaier compensation (the fix pandas' rolling mean adopted) so it
does not drift over long runs; Ema needs none — its recurrence is contractive.

Determinism (C1) holds: same input -> same run, reproducibly. The float output
differs from the full re-sum in the last ULPs (a new, deterministic baseline); the
suite needed only one arity-assumption update (Sma lookback 3 -> 1), no equity
golden changed.

closes #39

crates/aura-engine/src/blueprint.rs

@@ -2243,8 +2243,10 @@ mod tests {
     #[test]
     fn lookbacks_arity_matches_signature_inputs() {
         use aura_std::{Add, Sma};
-        // every std node: one lookback per declared input
+        // every std node: one lookback per declared input. Sma keeps its window in
-        assert_eq!(Sma::new(3).lookbacks(), vec![3]);
+        // node state now (Kahan running sum), so its lookback is 1 (a depth-1 input),
+        // not `length` — the arity (one lookback per input) is what this test guards.
+        assert_eq!(Sma::new(3).lookbacks(), vec![1]);
         assert_eq!(Sma::new(3).lookbacks().len(), Sma::builder().schema().inputs.len());
         assert_eq!(Add::new().lookbacks().len(), Add::builder().schema().inputs.len());
     }

crates/aura-std/src/sma.rs

@@ -1,16 +1,42 @@
-//! `Sma` — simple moving average over the last `length` values of one f64
+//! `Sma` — simple moving average over the last `length` values of one f64 input.
-//! input. The walking skeleton's first worked node: it proves the `aura-core`
+//!
-//! `Node` contract is authorable from a downstream crate and evaluable with no
+//! Computed as an **O(1) incremental window sum**, not a per-tick re-sum: the node
-//! engine present (the test drives it by hand, as the sim loop later will).
+//! owns a `length`-slot ring of the window and keeps a running `sum`, adding the
+//! new sample and subtracting the evicted one each cycle (the ta-lib running-sum
+//! shape). The running sum carries a **Kahan/Neumaier compensation** term so it
+//! does not drift over millions of add/remove ops — the fix pandas' rolling mean
+//! adopted after real float-drift bug reports; ta-lib omits it and drifts.
+//!
+//! `Ema` needs no equivalent (`ema.rs`): its recurrence is *contractive*
+//! (`ema += alpha*(x - ema)` rescales old state by `1-alpha < 1` each tick), so a
+//! past rounding error decays geometrically instead of accumulating. The SMA
+//! running sum is *accumulative* — error has nowhere to go — which is exactly why
+//! it, and not the EMA, needs compensation.
+//!
+//! Because the window lives in node state, `eval` reads only the newest sample and
+//! `lookbacks()` is `1` (the input column is depth-1), exactly like `Ema`. O(1)
+//! time, O(length) state, allocation-free on the hot path (the ring and output
+//! buffer are sized once at construction).
 
 use aura_core::{
     Cell, Ctx, FieldSpec, Firing, Node, NodeSchema, ParamSpec, PortSpec, PrimitiveBuilder,
     ScalarKind,
 };
 
-/// Simple moving average over the last `length` values of one f64 input.
+/// Simple moving average over the last `length` values of one f64 input,
+/// maintained as an O(1) Kahan-compensated running sum over a node-owned ring.
 pub struct Sma {
     length: usize,
+    // The window, node-owned (so the input column is depth-1): `ring[pos]` is the
+    // oldest value, the one the next push evicts. Sized once at construction (C7).
+    ring: Box<[f64]>,
+    pos: usize,
+    // Samples seen so far — the warm-up gate (silent until `length`, like `Ema`).
+    count: usize,
+    // Running sum of the values currently in `ring`, plus its Kahan compensation
+    // term (the low-order bits each add/remove dropped, folded into the next op).
+    sum: f64,
+    comp: f64,
     out: [Cell; 1],
 }
 
@@ -18,7 +44,15 @@ impl Sma {
     /// Build an SMA of window `length` (must be >= 1).
     pub fn new(length: usize) -> Self {
         assert!(length >= 1, "SMA length must be >= 1");
-        Self { length, out: [Cell::from_f64(0.0)] }
+        Self {
+            length,
+            ring: vec![0.0; length].into_boxed_slice(),
+            pos: 0,
+            count: 0,
+            sum: 0.0,
+            comp: 0.0,
+            out: [Cell::from_f64(0.0)],
+        }
     }
 
     /// The param-generic recipe for a blueprint primitive: declares `length` and builds
@@ -37,21 +71,50 @@ impl Sma {
     }
 }
 
+/// Kahan/Neumaier compensated accumulation: fold `v` into `*sum`, carrying the
+/// low-order bits lost on this step in `*comp` so a long sequence of adds (and
+/// removes, which are adds of a negative) does not drift. The whole reason the SMA
+/// running sum stays accurate over millions of ticks; `Ema`'s contractive
+/// recurrence needs no such term (see the module docs).
+fn kahan(sum: &mut f64, comp: &mut f64, v: f64) {
+    let y = v - *comp;
+    let t = *sum + y;
+    *comp = (t - *sum) - y;
+    *sum = t;
+}
+
 impl Node for Sma {
+    // The window lives in node state, so only the newest sample is read each cycle
+    // — `length` sizes the ring, not the input column (recursive, like `Ema`).
     fn lookbacks(&self) -> Vec<usize> {
-        vec![self.length]
+        vec![1]
     }
 
     fn eval(&mut self, ctx: Ctx<'_>) -> Option<&[Cell]> {
         let w = ctx.f64_in(0);
-        if w.len() < self.length {
+        if w.is_empty() {
+            return None; // no sample yet
+        }
+        let x = w[0]; // index 0 = newest (financial indexing)
+
+        // Add the newest into the running sum; once the window is full, remove the
+        // value this push evicts (the ring slot about to be overwritten). Both go
+        // through Kahan so the running sum tracks the true window sum.
+        kahan(&mut self.sum, &mut self.comp, x);
+        if self.count >= self.length {
+            let evicted = self.ring[self.pos];
+            kahan(&mut self.sum, &mut self.comp, -evicted);
+        }
+        self.ring[self.pos] = x;
+        self.pos = (self.pos + 1) % self.length;
+        if self.count < self.length {
+            self.count += 1;
+        }
+        if self.count < self.length {
             return None; // not yet warmed up
         }
-        let mut sum = 0.0;
+
-        for k in 0..self.length {
+        self.out[0] = Cell::from_f64(self.sum / self.length as f64);
-            sum += w[k]; // index 0 = newest (financial indexing)
-        }
-        self.out[0] = Cell::from_f64(sum / self.length as f64);
         Some(&self.out)
     }
 
@@ -100,6 +163,43 @@ mod tests {
         assert_eq!(sma.eval(Ctx::new(&inputs, Timestamp(0))), Some([Cell::from_f64(9.0)].as_slice()));
     }
 
+    #[test]
+    fn lookback_is_one_window_lives_in_node_state() {
+        // the incremental SMA owns its window ring, so it reads only the newest
+        // sample each cycle — input column depth drops from `length` to 1 (like Ema).
+        assert_eq!(Sma::new(20).lookbacks(), vec![1]);
+        assert_eq!(Sma::new(1).lookbacks(), vec![1]);
+    }
+
+    #[test]
+    fn incremental_matches_full_resum_within_tolerance() {
+        // the running Kahan sum must track the true window mean across a long, noisy
+        // f64 series. Drive the node and a reference full re-sum side by side; they
+        // agree to a tight tolerance (Kahan keeps drift near machine epsilon — a
+        // bare running sum would slowly diverge, which is the bug pandas fixed).
+        let length = 50;
+        let mut sma = Sma::new(length);
+        let mut inputs = vec![AnyColumn::with_capacity(ScalarKind::F64, 1)];
+
+        // a deterministic non-integer series mixing magnitudes, so cancellation bites
+        let series: Vec<f64> =
+            (0..5_000).map(|i| 1.1234 + (i as f64) * 1e-3 + ((i % 7) as f64) * 0.37).collect();
+
+        let mut hist: Vec<f64> = Vec::new();
+        for &x in &series {
+            inputs[0].push(Scalar::f64(x)).unwrap();
+            let got = sma.eval(Ctx::new(&inputs, Timestamp(0))).map(|r| r[0].f64());
+            hist.push(x);
+            if hist.len() >= length {
+                let want: f64 = hist[hist.len() - length..].iter().sum::<f64>() / length as f64;
+                let g = got.expect("warmed up after `length` samples");
+                assert!((g - want).abs() < 1e-9, "incremental {g} vs re-sum {want}");
+            } else {
+                assert_eq!(got, None, "silent until warmed up");
+            }
+        }
+    }
+
     #[test]
     fn labels_carry_identifying_params() {
         use crate::{Add, Exposure, LinComb, Recorder, SimBroker, Sub};