refactor: cut the engine's backtest-metrics edge via RunReport<M>
C28 phase 2 (Stratification); realizes item 1 of the deferred #147. The engine's production surface no longer names a backtest-metric type: - RunReport becomes generic over its metric payload M; sweep/mc/walkforward/ blueprint thread the parameter (SweepPoint<M>, SweepFamily<M>, WindowRun<M>, WalkForwardResult<M>). RunManifest stays concrete and engine-owned (its selection: Option<FamilySelection> embeds the foundation-grade analysis type). - summarize and the MC assembly (McDraw/McFamily/McAggregate/RBootstrap/ r_bootstrap/monte_carlo) move to aura-backtest - McAggregate::from_draws reads RunMetrics fields by name, so generifying it is the phase-6 metric-vocabulary abstraction (#147 item 2), still deferred; wholesale relocation is the honest cut. The concrete instantiation lives in aura-backtest as `type RunReport = aura_engine::RunReport<RunMetrics>` + sibling aliases. - the statistics kernel (MetricStats/quantile/resample_block/SplitMix64) moves to the aura-analysis foundation; the engine re-imports it (inner->foundation, legal) and re-exports it so existing consumers stay source-compatible. Dependency inversion in one commit: aura-engine drops aura-backtest from [dependencies] (back to dev-deps for its SimBroker/RunMetrics test fixtures); aura-backtest gains aura-engine. Cycle-free for lib targets - the cycle closes only through the engine's dev-dep edge, the pattern aura-vocabulary already uses. aura-backtest reaches the kernel transitively through the engine re-export, so no aura-backtest -> aura-analysis edge exists (the C28 ladder permits backtest -> {core, engine} only). run_indexed / SplitMix64::next_f64 widened pub(crate) -> pub for cross-crate use. Consumers (registry/campaign/cli/composites/ingest/bench) rewired by import path only, no call-site logic changed. The c28_layering structural test extends to the full ladder: aura-analysis (no aura-* deps), aura-engine ⊆ {core, analysis}, aura-backtest ⊆ {core, engine}. Behaviour-preserving: 1448/0 tests, clippy -D warnings clean, serde shapes byte-identical (C18 - RunReport<M> keeps field order manifest,metrics; the CLI pre-serialized-splice contract unchanged), moved code traceable via git rename detection. Cycle-introduced broken intra-doc links fixed. closes #292
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@@ -19,11 +19,12 @@ use std::num::NonZeroUsize;
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use std::path::{Path, PathBuf};
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use std::sync::{mpsc, Arc};
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use aura_backtest::{summarize, summarize_r, RunReport};
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use aura_campaign::{CampaignOutcome, CellOutcome, CellSpec, ExecFault, MemberFault, MemberRunner};
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use aura_core::{Cell, ParamSpec, PrimitiveBuilder, Scalar, ScalarKind, Timestamp};
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use aura_engine::{
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blueprint_from_json, f64_field, summarize, summarize_r, ColumnarTrace, Composite,
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FamilySelection, RunReport,
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blueprint_from_json, f64_field, ColumnarTrace, Composite,
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FamilySelection,
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};
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use aura_ingest::{instrument_geometry, open_columns_window, unix_ms_to_epoch_ns};
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use aura_registry::{CampaignRunRecord, WriteKind};
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@@ -16,13 +16,13 @@ use render::{ChartData, ChartMeta, ChartMode, ReduceKind, Series};
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use aura_core::{zip_params, Cell, Firing, ParamSpec, PrimitiveBuilder, Scalar, ScalarKind, Timestamp};
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use aura_composites::{cost_graph, risk_executor, StopRule};
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use aura_engine::{
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blueprint_from_json, blueprint_to_json, f64_field, join_on_ts, monte_carlo, param_stability,
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r_metrics_from_rs, summarize, summarize_r, walk_forward, window_of, BindError, BlueprintNode,
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Composite, FamilySelection, GraphBuilder, Harness, JoinedRow, McAggregate,
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McFamily, MeasurementReport, RBootstrap, RollMode, RunManifest, RunMetrics, RunReport,
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blueprint_from_json, blueprint_to_json, f64_field, join_on_ts, param_stability,
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walk_forward, window_of, BindError, BlueprintNode,
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Composite, FamilySelection, GraphBuilder, Harness, JoinedRow,
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MeasurementReport, RollMode, RunManifest,
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SelectionMode,
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SweepFamily, SweepPoint, SyntheticSpec, VecSource, WalkForwardResult,
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WindowBounds, WindowRoller, WindowRun,
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SyntheticSpec, VecSource,
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WindowBounds, WindowRoller,
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};
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use aura_registry::{
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check_r_metric, group_families, mc_member_reports, optimize_deflated,
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@@ -30,7 +30,11 @@ use aura_registry::{
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FamilyMember, Generalization, NameKind, PlateauMode, Registry, RunTraces,
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DEFLATION_BLOCK_LEN, DEFLATION_N_RESAMPLES,
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};
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use aura_backtest::{SimBroker, PM_FIELD_NAMES, PM_RECORD_KINDS};
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use aura_backtest::{
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monte_carlo, r_metrics_from_rs, summarize, summarize_r, McAggregate, McFamily, RBootstrap,
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RunMetrics, RunReport, SimBroker, SweepFamily, SweepPoint, WalkForwardResult, WindowRun,
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PM_FIELD_NAMES, PM_RECORD_KINDS,
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};
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use aura_std::{
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GatedRecorder, LinComb, Recorder, RollingMax, RollingMin, SeriesReducer, Sub,
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};
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@@ -6347,7 +6351,7 @@ mod tests {
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// breaks a test instead of silently shipping. Pins the user-visible wire
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// shape of the mc R-bootstrap render (the parser + engine primitive are
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// covered elsewhere; this is the output-shape layer).
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let boot = aura_engine::r_bootstrap(&[1.0, -0.5, 2.0, -1.0], 64, 2, 7);
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let boot = aura_backtest::r_bootstrap(&[1.0, -0.5, 2.0, -1.0], 64, 2, 7);
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let line = mc_r_bootstrap_json(&boot);
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let v: serde_json::Value = serde_json::from_str(&line).expect("canonical json line");
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let obj = &v["mc_r_bootstrap"];
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@@ -363,7 +363,7 @@ pub(crate) fn run_sweep_sugar(
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/// itself enforces.
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fn cross_instrument_members(
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outcome: &aura_campaign::CampaignOutcome,
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) -> Vec<aura_engine::RunReport> {
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) -> Vec<aura_backtest::RunReport> {
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outcome
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.cells
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.iter()
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@@ -1180,7 +1180,7 @@ mod tests {
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/// A minimal `RunReport` stamped with `instrument`, distinguishable in a
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/// members list by nothing but that stamp — the field
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/// `cross_instrument_members` preserves verbatim from a nominating cell.
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fn fake_report(instrument: &str) -> aura_engine::RunReport {
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fn fake_report(instrument: &str) -> aura_backtest::RunReport {
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aura_engine::RunReport {
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manifest: aura_engine::RunManifest {
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commit: String::new(),
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@@ -1194,7 +1194,7 @@ mod tests {
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topology_hash: None,
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project: None,
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},
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metrics: aura_engine::RunMetrics {
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metrics: aura_backtest::RunMetrics {
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total_pips: 0.0,
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max_drawdown: 0.0,
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bias_sign_flips: 0,
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