fieldtest: milestone-research-artifacts corpus (GREEN) + Aura.toml data-key doc fix (F7)
MILESTONE VERDICT: GREEN — the whole span (0106-0109) holds end to
end as one continuous consumer scenario: authored from a bare {} via
introspection alone, every ref resolved from the public surface, three
validation tiers, run by content id over two real instruments through
the full v2 pipeline, realization recorded (selection/survivors/
bootstrap/generalizations/trace_name), traces on disk and charted,
read back via campaign runs, byte-identical re-runs (C1), refusals
precise. 0 bugs, 0 frictions, 0 spec gaps; 2 doc-gaps.
F7 fixed in this commit (the docs claimed an archive-root path without
naming the key; a guessed [paths] archive silently no-ops): project-
layout and the glossary Aura.toml entry now name [paths] data, and the
aura new template advertises the commented-out key. F8 (op-script
grammar not CLI-discoverable) filed as #208, sibling of the #197 docs
half — one docwriter pass once desired.
The milestone-close gate evidence is this corpus; the formal milestone
close and the push remain user-reserved.
refs #189
This commit is contained in:
@@ -103,6 +103,7 @@ aura-core = { path = "__ENGINE__/crates/aura-core" }
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const AURA_TOML: &str = r#"# Static project context only (C17); paths only.
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[paths]
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runs = "runs"
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# data = "/path/to/archive" # the recorded-data root; defaults to the built-in path
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"#;
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const GITIGNORE: &str = "/target\nCargo.lock\n/runs\n";
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+1
-1
@@ -17,7 +17,7 @@ The primitive `(frozen topology + param-set + data-window + RNG-seed) → determ
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### Aura.toml
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**Avoid:** —
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The per-project declarative config holding only static context — paths only: the data archive root and the runs dir — never logic, and never instrument geometry (that is the recorded sidecar, C15). Its presence marks the project root, the way `Cargo.toml` marks a cargo crate.
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The per-project declarative config holding only static context — paths only: `[paths] data` (the archive root; defaults to the built-in path when unset) and `[paths] runs` (the runs dir) — never logic, and never instrument geometry (that is the recorded sidecar, C15). Its presence marks the project root, the way `Cargo.toml` marks a cargo crate.
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### backtest
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**Avoid:** —
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@@ -30,9 +30,10 @@ A project is always a Rust program built on the engine.
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```
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ger40-lab/ # your research project — a separate Rust crate (cdylib)
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├── Aura.toml # STATIC context only, paths only: the runs dir (all
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│ # the scaffold emits today), plus a data archive root
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│ # once real data enters; no logic — instrument
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├── Aura.toml # STATIC context only, paths only: `[paths] runs`
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│ # (the runs dir) and `[paths] data` (the archive
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│ # root; defaults to the built-in Pepperstone path
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│ # when unset); no logic — instrument
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│ # geometry is the recorded sidecar (C15), never
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│ # authored here
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├── Cargo.toml # cdylib; depends on aura-core/aura-std (+ shared node crates);
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@@ -0,0 +1,110 @@
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# Fieldtest — milestone: Research artifacts (process & campaign documents) — 2026-07-04
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**Status:** Draft — awaiting orchestrator triage
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**Author:** fieldtester (dispatched by fieldtest skill, milestone-close gate)
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## Scope
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The milestone "Research artifacts — process & campaign documents" (#189/#192–#207,
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cycles 0106–0109) ships roles 5/6b their artifacts: the **process document** (a
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closed std-stage validation methodology) and the **campaign document** (persisted
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experiment intent — instruments × windows × strategy refs × param axes × process
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ref × data-level presentation), authored/validated/executed headless, content-
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addressed beside blueprints. Over the four cycles the surface grew from v1
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document vocabularies + two-tier validation (0106), through the v1 executor +
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blueprint on-ramp (0107), the annotator stages `std::monte_carlo`/`std::generalize`
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(0108), to `persist_taps` trace persistence + the third executable validation tier
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(0109). This milestone fieldtest runs ONE continuous downstream scenario over the
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whole span: introspection-only authoring → 3-tier validate → register → run by
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content id → judge the realization → re-run + byte-compare → boundary probes.
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## Examples
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### fieldtests/milestone-research-artifacts/mra_1_strategy_smacross.json — strategy op-script (role-6a input)
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- Open SMA-cross (source→fast/slow SMA→Sub→Bias→expose bias); built via
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`graph build` to `mra_1_strategy_built.json`, param space
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`fast.length/slow.length/bias.scale`, registered (content id `597d71…`).
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- Fits: the campaign references it by content id; exercises `graph introspect
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--vocabulary/--node/--unwired/--params/--content-id` + `graph register`.
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- Outcome: built, registered, content id stable across sessions. (Op grammar
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itself not CLI-discoverable — F8.)
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### fieldtests/milestone-research-artifacts/mra_2_process_full_v2.json — full v2 process document
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- `std::sweep`(deflate) → `std::gate`(expectancy_r>0) → `std::walk_forward`(rolling)
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→ `std::monte_carlo` → `std::generalize`; authored from `process introspect
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--unwired/--vocabulary/--block/--metrics` alone; validated, registered (`cd9127…`).
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- Fits: the full anti-false-discovery pipeline the milestone promises.
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- Outcome: `valid (intrinsic): 5 pipeline blocks`; registered.
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### fieldtests/milestone-research-artifacts/mra_3_campaign_full_v2.json — two-instrument campaign
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- GER40 + FRA40, 2024-09, axes 2×2×1, process/strategy by content id,
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`persist_taps [equity, r_equity]`, `emit [family_table, selection_report]`;
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authored from `campaign introspect --unwired/--block` alone; validated all three
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tiers, registered (`42edeb…`), run by content id.
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- Fits: the whole milestone promise (intent → reproducible recorded evidence).
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- Outcome: `valid (executable)`; run exit 0; two nominee trace cells on disk;
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chart read-back OK; re-run byte-identical modulo counters.
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## Findings
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See the recommendation table for classes. Full verbatim evidence is in the run
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capture fixtures (`mra_run1_stdout.txt`, `mra_run2_stdout.txt`,
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`mra_realization_campaign_runs.jsonl`) and the probe fixtures.
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### [working] F1 — full v2 pipeline closes end to end over two instruments
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`campaign run <content-id>` executes sweep(deflate)→gate→walk_forward→monte_carlo
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per cell + campaign-scope generalize; every stage records its evidence
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(deflated_score/overfit_probability, survivor_ordinals, pooled_oos bootstrap with
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prob_le_zero, generalization worst_case/sign_agreement/winners). Headless, no compile.
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### [working] F2 — bare-`{}` envelope + block/metric introspection bootstrap authoring
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`introspect --unwired` on a bare `{}` enumerates every required slot (campaign
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names the closed tap vocabulary inline); `--vocabulary`/`--block`/`--metrics`
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(with `rankable|gate|generalize|annotation` tags) suffice to author both documents.
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### [working] F3 — three tiers, legible degradation
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Inside a project: intrinsic + referential + `valid (executable)`. Outside:
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intrinsic only + `referential checks skipped (no Aura.toml found up from …)`.
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### [working] F4 — C1 reproducibility + content-id stability
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Two runs byte-identical modulo the campaign-run + family-run counters; metric
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number stream hashes identically; op-script re-hashes to the same content id.
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### [working] F5 — auditable / navigable / chartable realization
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`campaign runs` list + byte-identical bare-line dump; `trace_name` → on-disk
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`{campaign8}-{run}/{strategy8}-{instrument}-w{n}/{tap}.json` family; `aura chart`
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renders a nominee cell.
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### [working] F6 — refuse-don't-guess + no-compile diffability
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Bogus process ref → referential refusal (exit 1); unknown tap → intrinsic
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index-addressed refusal naming the closed vocabulary; wrong `kind` → exact-key
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prose. A one-value axis edit → new content id, still executable, no compile.
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### [doc-gap] F7 — the documented `Aura.toml` data-archive root is not honored
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Glossary + `docs/project-layout.md` say the archive root is an `Aura.toml` path;
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`aura new` scaffolds none, a `[paths] archive=` key has no effect, and every
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real-data path resolves a built-in `/mnt/tickdata/Pepperstone` (named in the
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diagnostics). Cross-host reproducibility of recorded evidence is unreachable from
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the public surface. Peripheral to the document milestone; does not block it on
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this host. Repro: add `archive=` under `[paths]`, run any `--real`/campaign path.
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### [doc-gap] F8 — role-6a op-script grammar is not CLI-discoverable
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`graph introspect` surfaces node vocabulary + ports but not the op-list verbs
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(`source/add/feed/connect/expose`) or their JSON shape; `graph build --help` and
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`project-layout.md` do not describe them. Authoring the op-script required the
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fieldtest-corpus shape. Orthogonal (role 6a, shipped cycle 0088); does not block
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roles 5/6b (strategy ids arrive via C25's id interface).
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## Recommendation summary
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| Finding | class | action |
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|---|---|---|
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| F1 pipeline closes end to end | working | carry-on |
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| F2 introspection bootstraps authoring | working | carry-on |
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| F3 three-tier validate | working | carry-on |
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| F4 C1 + content-id stability | working | carry-on |
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| F5 auditable/navigable/chartable | working | carry-on |
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| F6 refusals + diffability | working | carry-on |
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| F7 Aura.toml archive root not honored | doc-gap | tighten glossary + project-layout (planner) |
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| F8 op-script grammar undiscoverable | doc-gap | document op grammar (planner, orthogonal) |
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**Milestone Verdict: GREEN** — nameable, diffable, auditable research intent
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executes reproducibly into recorded, chartable evidence, end to end. The two
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doc-gaps are peripheral (archive configurability) and orthogonal (role-6a
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discoverability); no bug, friction, or spec_gap in the milestone's own surface.
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@@ -0,0 +1,96 @@
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# Milestone fieldtest — Research artifacts — process & campaign documents (cycles 0106–0109) — 2026-07-04
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**Role:** downstream consumer (methodology + campaign designer), public
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interface only (ledger C18/C22/C25, glossary, CLI --help + introspection, the
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fieldtests/ corpora as shape hints). No `crates/` source read. Build:
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`cargo build --release -p aura-cli` (HEAD `01925e06`); project dylib built in
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the scaffolded `mrp_lab/`. Real data: local Pepperstone archive (GER40 +
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FRA40, 2024-09).
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**Milestone Verdict: GREEN** — nameable, diffable, auditable research intent
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executes reproducibly into recorded, chartable evidence, end to end. Both
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findings are doc-gaps, neither a bug nor a broken contract; no
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bug/friction/spec_gap in the milestone's own surface.
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## The one continuous scenario
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- `mra_1_strategy_smacross.json` (+`_built.json`) — op-script → `graph build`
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→ register, content id `597d71…` (stable across sessions).
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- `mra_2_process_full_v2.json` — sweep(deflate) → gate → walk_forward →
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monte_carlo → generalize, authored from introspection alone; registered
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`cd9127…`.
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- `mra_3_campaign_full_v2.json` — GER40+FRA40, persist_taps [equity,
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r_equity], both emit kinds; validated through all three tiers, registered
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`42edeb…`, run by content id.
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## Findings
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### F1 [working] Full v2 pipeline closes end to end over two instruments
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`campaign run <content-id>` (exit 0) runs sweep(deflate)→gate→walk_forward→
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monte_carlo per cell + campaign-scope generalize. Records: sweep `selection`
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(deflated_score/overfit_probability/n_trials), gate `survivor_ordinals:
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[0,1,2]`, wf `family_id`, mc `pooled_oos` (GER40 `n_trades:1843,
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prob_le_zero:0.274`; FRA40 `1272, 0.412`), `generalizations`
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(`worst_case:0.04367…, sign_agreement:2`, per-instrument breakdown + `winners`
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params). → carry-on.
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### F2 [working] Bare-{} envelope + block/metric introspection bootstrap authoring
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`process|campaign introspect --unwired mra_bare.json` enumerates every
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required slot (campaign names the closed tap vocabulary inline:
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`persist_taps (equity | exposure | r_equity | net_r_equity)`);
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`--vocabulary`/`--block`/`--metrics` (tags `rankable|gate|generalize|
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annotation`) suffice to author both docs. The 0108-F8 R-expectancy tagging is
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correct. → carry-on.
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### F3 [working] Three tiers, legible degradation
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Inside a project: intrinsic + referential + `valid (executable): pipeline
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shape and static guards pass`. Outside: intrinsic only + `referential checks
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skipped (no Aura.toml found up from /tmp)` (exit 0). → carry-on.
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### F4 [working] C1 reproducibility + content-id stability
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Two runs byte-identical after normalizing only the campaign-run counter
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(`42edebd2-<N>`) and the family-store per-name run index (`…-s0-<K>`, both
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mint-fresh per ledger); the R-metric/bootstrap number stream hashes
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identically (`cd9ad25…`). Op-script re-hashes to `597d71…`. → carry-on.
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### F5 [working] Auditable / navigable / chartable realization
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`campaign runs` → `run 0 — 2 cell(s), std::sweep -> std::gate ->
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std::walk_forward -> std::monte_carlo`; `campaign runs <id>` dumps the BARE
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store line, byte-identical to `campaign_runs.jsonl` (not the
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`{"campaign_run":…}` wrapper). `trace_name:"42edebd2-0"` → on-disk
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`runs/traces/42edebd2-0/597d719b-{GER40,FRA40}-w0/{equity,r_equity}.json`
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(exactly the ledger layout); `aura chart 42edebd2-0/597d719b-GER40-w0`
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renders a self-contained page. → carry-on.
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### F6 [working] Refuse-don't-guess + no-compile diffability
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Bogus process ref → `process 0000… not found in the project store`
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(referential, exit 1). Unknown tap → `presentation.persist_taps[1]: unknown
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tap "pnl" (taps: equity | exposure | r_equity | net_r_equity)` (exit 1).
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Process doc validated as campaign → `the "kind" key must be "campaign"` (the
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#193 exact-key prose, exit 1). One-value axis edit (`slow.length` 16→32) →
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new content id `ce0de8…`, still `valid (executable)`, no compile/run.
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→ carry-on.
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### F7 [doc-gap] The documented Aura.toml data-archive root is not honored (as documented)
|
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Glossary (`Aura.toml`: "paths only: the data archive root and the runs dir")
|
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+ `docs/project-layout.md` claim the archive root is an `Aura.toml` path, but
|
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neither names the KEY — and a guessed `[paths] archive = …` has no effect
|
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(every real-data path then resolves the built-in default). The real key is
|
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`[paths] data` (honored end-to-end incl. the campaign path). A consumer whose
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archive lives elsewhere cannot configure it from the public surface without
|
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the key name. → tighten docs (RESOLVED same-session: project-layout +
|
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glossary now name `[paths] data`, and the `aura new` Aura.toml template
|
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advertises the commented-out key).
|
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|
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### F8 [doc-gap] Role-6a op-script grammar not CLI-discoverable
|
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`graph introspect` surfaces node vocabulary (`--vocabulary`) + ports
|
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(`--node`) but NOT the op-list verbs (`source/add/feed/connect/expose`) or
|
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their JSON shape; `graph build --help` and `project-layout.md` omit them too.
|
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Authored the op-script only via the fieldtest-corpus shape hint. Orthogonal
|
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to this milestone (role 6a shipped cycle 0088); does not block roles 5/6b
|
||||
(strategy content ids arrive via C25's id interface), but breaks "author from
|
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introspection alone" for the upstream input. → document the op grammar
|
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(filed; docwriter territory with the #197 docs half).
|
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|
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Counts: working 6 (F1–F6), doc-gap 2 (F7 resolved same-session, F8 filed),
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friction 0, spec_gap 0, bugs 0.
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@@ -0,0 +1 @@
|
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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 @@
|
||||
[
|
||||
{"op": "source", "role": "price", "kind": "F64"},
|
||||
{"op": "add", "type": "SMA", "name": "fast"},
|
||||
{"op": "add", "type": "SMA", "name": "slow"},
|
||||
{"op": "feed", "role": "price", "into": ["fast.series", "slow.series"]},
|
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{"op": "add", "type": "Sub", "name": "sub"},
|
||||
{"op": "connect", "from": "fast.value", "to": "sub.lhs"},
|
||||
{"op": "connect", "from": "slow.value", "to": "sub.rhs"},
|
||||
{"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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@@ -0,0 +1,13 @@
|
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{
|
||||
"format_version": 1,
|
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"kind": "process",
|
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"name": "mra-full-v2-sweep-gate-wf-mc-generalize",
|
||||
"description": "Full v2 anti-false-discovery pipeline: deflated SQN sweep, positive-expectancy gate, rolling walk-forward, moving-block R-bootstrap of the pooled OOS series, then cross-instrument worst-case generalization.",
|
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"pipeline": [
|
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{ "block": "std::sweep", "metric": "sqn", "select": "argmax", "deflate": true },
|
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{ "block": "std::gate", "all": [ { "metric": "expectancy_r", "cmp": "gt", "value": 0.0 } ] },
|
||||
{ "block": "std::walk_forward", "in_sample_ms": 1209600000, "out_of_sample_ms": 604800000, "step_ms": 604800000, "mode": "rolling", "metric": "sqn", "select": "argmax" },
|
||||
{ "block": "std::monte_carlo", "resamples": 1000, "block_len": 5 },
|
||||
{ "block": "std::generalize", "metric": "expectancy_r" }
|
||||
]
|
||||
}
|
||||
@@ -0,0 +1,22 @@
|
||||
{
|
||||
"format_version": 1,
|
||||
"kind": "campaign",
|
||||
"name": "mra-ger40-fra40-smacross-full-v2",
|
||||
"seed": 42,
|
||||
"data": {
|
||||
"instruments": ["GER40", "FRA40"],
|
||||
"windows": [ { "from_ms": 1725148800000, "to_ms": 1727740800000 } ]
|
||||
},
|
||||
"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": "cd91270ca61ad42f56939231a7803a1d6d7aaa2b70bf79cde9da9284683b86b9" } },
|
||||
"presentation": { "persist_taps": ["equity", "r_equity"], "emit": ["family_table", "selection_report"] }
|
||||
}
|
||||
@@ -0,0 +1 @@
|
||||
{}
|
||||
File diff suppressed because one or more lines are too long
@@ -0,0 +1,22 @@
|
||||
{
|
||||
"format_version": 1,
|
||||
"kind": "campaign",
|
||||
"name": "mra-ger40-fra40-smacross-full-v2",
|
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"seed": 42,
|
||||
"data": {
|
||||
"instruments": ["GER40", "FRA40"],
|
||||
"windows": [ { "from_ms": 1725148800000, "to_ms": 1727740800000 } ]
|
||||
},
|
||||
"strategies": [
|
||||
{
|
||||
"ref": { "content_id": "597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a" },
|
||||
"axes": {
|
||||
"fast.length": { "kind": "I64", "values": [2, 4] },
|
||||
"slow.length": { "kind": "I64", "values": [8, 32] },
|
||||
"bias.scale": { "kind": "F64", "values": [0.5] }
|
||||
}
|
||||
}
|
||||
],
|
||||
"process": { "ref": { "content_id": "cd91270ca61ad42f56939231a7803a1d6d7aaa2b70bf79cde9da9284683b86b9" } },
|
||||
"presentation": { "persist_taps": ["equity", "r_equity"], "emit": ["family_table", "selection_report"] }
|
||||
}
|
||||
@@ -0,0 +1,22 @@
|
||||
{
|
||||
"format_version": 1,
|
||||
"kind": "campaign",
|
||||
"name": "mra-ger40-fra40-smacross-full-v2",
|
||||
"seed": 42,
|
||||
"data": {
|
||||
"instruments": ["GER40", "FRA40"],
|
||||
"windows": [ { "from_ms": 1725148800000, "to_ms": 1727740800000 } ]
|
||||
},
|
||||
"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": "0000000000000000000000000000000000000000000000000000000000000000" } },
|
||||
"presentation": { "persist_taps": ["equity", "r_equity"], "emit": ["family_table", "selection_report"] }
|
||||
}
|
||||
@@ -0,0 +1,22 @@
|
||||
{
|
||||
"format_version": 1,
|
||||
"kind": "campaign",
|
||||
"name": "mra-ger40-fra40-smacross-full-v2",
|
||||
"seed": 42,
|
||||
"data": {
|
||||
"instruments": ["GER40", "FRA40"],
|
||||
"windows": [ { "from_ms": 1725148800000, "to_ms": 1727740800000 } ]
|
||||
},
|
||||
"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": "cd91270ca61ad42f56939231a7803a1d6d7aaa2b70bf79cde9da9284683b86b9" } },
|
||||
"presentation": { "persist_taps": ["equity", "pnl"], "emit": ["family_table", "selection_report"] }
|
||||
}
|
||||
@@ -0,0 +1,2 @@
|
||||
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|
||||
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|
||||
@@ -0,0 +1 @@
|
||||
aura: traces persisted: 42edebd2-0 (2 tap(s) x 2 cell(s))
|
||||
@@ -0,0 +1,15 @@
|
||||
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||||
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||||
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||||
@@ -0,0 +1 @@
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||||
aura: traces persisted: 42edebd2-1 (2 tap(s) x 2 cell(s))
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||||
@@ -0,0 +1,15 @@
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||||
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||||
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||||
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||||
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||||
{"family_id":"42edebd2-0-FRA40-w0-s2-1","report":{"manifest":{"commit":"01925e061938d74a28d3727617fb6e62c1a9c50e","params":[["graph.fast.length",{"I64":4}],["graph.slow.length",{"I64":8}],["graph.bias.scale",{"F64":0.5}]],"window":[1726963200000000000,1727567999999000000],"seed":0,"broker":"sim-optimal+risk-executor(pip_size=1)","selection":{"selection_metric":"sqn","n_trials":3,"raw_winner_metric":1.9751748199764239,"mode":"Argmax","deflated_score":-0.019423194317684134,"overfit_probability":0.053946053946053944,"n_resamples":1000,"block_len":5,"seed":42},"instrument":"FRA40","topology_hash":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","project":{"namespace":"mrp_lab","dylib_sha256":"72b1f661bcca3a00553c38f420f5c1508fec630fdaa3183462a1a986fd399d70","commit":"01925e061938d74a28d3727617fb6e62c1a9c50e-dirty"}},"metrics":{"total_pips":1124449.999999984,"max_drawdown":2055075.0000003225,"bias_sign_flips":569,"r":{"expectancy_r":0.048403786424396446,"n_trades":616,"win_rate":0.3847402597402597,"avg_win_r":1.5985540013052624,"avg_loss_r":-0.9209513611396272,"profit_factor":1.0854248341104564,"max_r_drawdown":89.88964388296372,"n_open_at_end":1,"sqn":0.46583912259170446,"sqn_normalized":0.1876919312629149,"net_expectancy_r":0.048403786424396446,"conviction_terciles_r":[0.2751004399586205,-0.08090144199044479,-0.04851486478663962]}}}}
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||||
{"selection_report":{"family_id":"42edebd2-0-FRA40-w0-s0-1","stage":0,"block":"std::sweep","winner_ordinal":2,"params":[["bias.scale",{"F64":0.5}],["fast.length",{"I64":4}],["slow.length",{"I64":8}]],"selection":{"selection_metric":"sqn","n_trials":4,"raw_winner_metric":2.1027529408673753,"mode":"Argmax","deflated_score":-0.25026485410828503,"overfit_probability":0.08491508491508491,"n_resamples":1000,"block_len":5,"seed":42}}}
|
||||
{"campaign_run":{"campaign":"42edebd2159de708009ba21e1ed4aea2cffabc373bf761c5765f79c190b677bd","process":"cd91270ca61ad42f56939231a7803a1d6d7aaa2b70bf79cde9da9284683b86b9","run":1,"seed":42,"cells":[{"strategy":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","instrument":"GER40","window_ms":[1725148800000,1727740800000],"stages":[{"block":"std::sweep","family_id":"42edebd2-0-GER40-w0-s0-1","selection":{"winner_ordinal":0,"params":[["bias.scale",{"F64":0.5}],["fast.length",{"I64":2}],["slow.length",{"I64":8}]],"selection":{"selection_metric":"sqn","n_trials":4,"raw_winner_metric":1.0540214890316064,"mode":"Argmax","deflated_score":-1.0290009962190139,"overfit_probability":0.3876123876123876,"n_resamples":1000,"block_len":5,"seed":42}}},{"block":"std::gate","survivor_ordinals":[0,1,2]},{"block":"std::walk_forward","family_id":"42edebd2-0-GER40-w0-s2-1"},{"block":"std::monte_carlo","bootstrap":{"pooled_oos":{"e_r":{"mean":0.02572811864069487,"p5":-0.045358717986233116,"p25":-0.003867370198210889,"p50":0.025041122400765753,"p75":0.054149001087649175,"p95":0.09609753891677572},"prob_le_zero":0.274,"n_trades":1843,"block_len":5,"n_resamples":1000}}}]},{"strategy":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","instrument":"FRA40","window_ms":[1725148800000,1727740800000],"stages":[{"block":"std::sweep","family_id":"42edebd2-0-FRA40-w0-s0-1","selection":{"winner_ordinal":2,"params":[["bias.scale",{"F64":0.5}],["fast.length",{"I64":4}],["slow.length",{"I64":8}]],"selection":{"selection_metric":"sqn","n_trials":4,"raw_winner_metric":2.1027529408673753,"mode":"Argmax","deflated_score":-0.25026485410828503,"overfit_probability":0.08491508491508491,"n_resamples":1000,"block_len":5,"seed":42}}},{"block":"std::gate","survivor_ordinals":[0,1,2]},{"block":"std::walk_forward","family_id":"42edebd2-0-FRA40-w0-s2-1"},{"block":"std::monte_carlo","bootstrap":{"pooled_oos":{"e_r":{"mean":0.013305753279586063,"p5":-0.09686234697635485,"p25":-0.02935938855824511,"p50":0.014375417056209604,"p75":0.0572151928623397,"p95":0.11740134416304716},"prob_le_zero":0.412,"n_trades":1272,"block_len":5,"n_resamples":1000}}}]}],"generalizations":[{"strategy_ordinal":0,"window_ordinal":0,"generalization":{"selection_metric":"expectancy_r","n_instruments":2,"worst_case":0.04367535583327283,"sign_agreement":2,"per_instrument":[["GER40",0.04367535583327283],["FRA40",0.048403786424396446]]},"winners":[["GER40",[["graph.fast.length",{"I64":4}],["graph.slow.length",{"I64":8}],["graph.bias.scale",{"F64":0.5}]]],["FRA40",[["graph.fast.length",{"I64":4}],["graph.slow.length",{"I64":8}],["graph.bias.scale",{"F64":0.5}]]]]}],"trace_name":"42edebd2-1"}}
|
||||
@@ -0,0 +1 @@
|
||||
{"campaign":"42edebd2159de708009ba21e1ed4aea2cffabc373bf761c5765f79c190b677bd","process":"cd91270ca61ad42f56939231a7803a1d6d7aaa2b70bf79cde9da9284683b86b9","run":0,"seed":42,"cells":[{"strategy":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","instrument":"GER40","window_ms":[1725148800000,1727740800000],"stages":[{"block":"std::sweep","family_id":"42edebd2-0-GER40-w0-s0-0","selection":{"winner_ordinal":0,"params":[["bias.scale",{"F64":0.5}],["fast.length",{"I64":2}],["slow.length",{"I64":8}]],"selection":{"selection_metric":"sqn","n_trials":4,"raw_winner_metric":1.0540214890316064,"mode":"Argmax","deflated_score":-1.0290009962190139,"overfit_probability":0.3876123876123876,"n_resamples":1000,"block_len":5,"seed":42}}},{"block":"std::gate","survivor_ordinals":[0,1,2]},{"block":"std::walk_forward","family_id":"42edebd2-0-GER40-w0-s2-0"},{"block":"std::monte_carlo","bootstrap":{"pooled_oos":{"e_r":{"mean":0.02572811864069487,"p5":-0.045358717986233116,"p25":-0.003867370198210889,"p50":0.025041122400765753,"p75":0.054149001087649175,"p95":0.09609753891677572},"prob_le_zero":0.274,"n_trades":1843,"block_len":5,"n_resamples":1000}}}]},{"strategy":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","instrument":"FRA40","window_ms":[1725148800000,1727740800000],"stages":[{"block":"std::sweep","family_id":"42edebd2-0-FRA40-w0-s0-0","selection":{"winner_ordinal":2,"params":[["bias.scale",{"F64":0.5}],["fast.length",{"I64":4}],["slow.length",{"I64":8}]],"selection":{"selection_metric":"sqn","n_trials":4,"raw_winner_metric":2.1027529408673753,"mode":"Argmax","deflated_score":-0.25026485410828503,"overfit_probability":0.08491508491508491,"n_resamples":1000,"block_len":5,"seed":42}}},{"block":"std::gate","survivor_ordinals":[0,1,2]},{"block":"std::walk_forward","family_id":"42edebd2-0-FRA40-w0-s2-0"},{"block":"std::monte_carlo","bootstrap":{"pooled_oos":{"e_r":{"mean":0.013305753279586063,"p5":-0.09686234697635485,"p25":-0.02935938855824511,"p50":0.014375417056209604,"p75":0.0572151928623397,"p95":0.11740134416304716},"prob_le_zero":0.412,"n_trades":1272,"block_len":5,"n_resamples":1000}}}]}],"generalizations":[{"strategy_ordinal":0,"window_ordinal":0,"generalization":{"selection_metric":"expectancy_r","n_instruments":2,"worst_case":0.04367535583327283,"sign_agreement":2,"per_instrument":[["GER40",0.04367535583327283],["FRA40",0.048403786424396446]]},"winners":[["GER40",[["graph.fast.length",{"I64":4}],["graph.slow.length",{"I64":8}],["graph.bias.scale",{"F64":0.5}]]],["FRA40",[["graph.fast.length",{"I64":4}],["graph.slow.length",{"I64":8}],["graph.bias.scale",{"F64":0.5}]]]]}],"trace_name":"42edebd2-0"}
|
||||
@@ -0,0 +1,3 @@
|
||||
/target
|
||||
Cargo.lock
|
||||
/runs
|
||||
@@ -0,0 +1,3 @@
|
||||
# Static project context only (C17); paths only.
|
||||
[paths]
|
||||
runs = "runs"
|
||||
@@ -0,0 +1,10 @@
|
||||
# mrp_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 `mrp_lab::` namespace prefix.
|
||||
- Topology is data (`blueprints/*.json`), node logic is Rust.
|
||||
@@ -0,0 +1,14 @@
|
||||
[package]
|
||||
name = "mrp_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":"mrp_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":"mrp_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 @@
|
||||
//! mrp_lab — an aura research project: node logic + the exported vocabulary.
|
||||
//!
|
||||
//! Every node type this crate provides is registered in `vocabulary()` /
|
||||
//! `type_ids()` under the `mrp_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(
|
||||
"mrp_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 {
|
||||
"mrp_lab::Identity".to_string()
|
||||
}
|
||||
}
|
||||
|
||||
fn vocabulary(type_id: &str) -> Option<PrimitiveBuilder> {
|
||||
match type_id {
|
||||
"mrp_lab::Identity" => Some(Identity::builder()),
|
||||
_ => None,
|
||||
}
|
||||
}
|
||||
|
||||
fn type_ids() -> &'static [&'static str] {
|
||||
&["mrp_lab::Identity"]
|
||||
}
|
||||
|
||||
aura_core::aura_project! {
|
||||
namespace: "mrp_lab",
|
||||
vocabulary: vocabulary,
|
||||
type_ids: type_ids,
|
||||
}
|
||||
Reference in New Issue
Block a user