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
This commit is contained in:
@@ -24,7 +24,7 @@
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use std::sync::Arc;
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use aura_core::{Cell, Scalar, Timestamp};
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use aura_engine::{summarize, RunMetrics};
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use aura_backtest::{summarize, RunMetrics};
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use chrono_tz::Europe::Berlin;
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use aura_ingest::{default_data_server, open_ohlc, DataServer, DEFAULT_DATA_PATH};
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@@ -16,7 +16,8 @@
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use std::sync::Arc;
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use aura_core::{Cell, Scalar, Timestamp};
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use aura_engine::{sweep, summarize, GridSpace, RunManifest, RunReport};
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use aura_backtest::{summarize, RunReport};
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use aura_engine::{sweep, GridSpace, RunManifest};
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use chrono_tz::Europe::Berlin;
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use aura_ingest::{default_data_server, open_ohlc, DataServer, DEFAULT_DATA_PATH};
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@@ -18,9 +18,10 @@
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use std::sync::Arc;
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use aura_core::{Cell, Scalar, Timestamp};
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use aura_backtest::{summarize, RunReport, WindowRun};
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use aura_engine::{
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sweep, summarize, walk_forward, GridSpace, RollMode, RunManifest, RunReport, WindowBounds,
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WindowRoller, WindowRun,
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sweep, walk_forward, GridSpace, RollMode, RunManifest, WindowBounds,
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WindowRoller,
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};
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use chrono::TimeZone;
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use chrono_tz::Europe::Berlin;
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@@ -40,10 +40,10 @@ use std::sync::mpsc;
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use aura_core::{NodeSchema, Scalar, ScalarKind, Timestamp};
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use aura_engine::{
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join_on_ts, summarize, Composite, Edge, FlatGraph, GraphBuilder, Harness, RunManifest,
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RunReport, SourceSpec, Target,
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join_on_ts, Composite, Edge, FlatGraph, GraphBuilder, Harness, RunManifest,
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SourceSpec, Target,
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};
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use aura_backtest::SimBroker;
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use aura_backtest::{summarize, RunReport, SimBroker};
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use aura_market::{Resample, Session};
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use aura_std::{And, Delay, EqConst, Gt, Latch, Recorder};
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use chrono::TimeZone;
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@@ -31,7 +31,7 @@ fn run_real(
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server: &Arc<DataServer>,
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from: Timestamp,
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to: Timestamp,
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) -> (aura_engine::RunReport, Vec<(f64, f64)>) {
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) -> (aura_backtest::RunReport, Vec<(f64, f64)>) {
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let sources =
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open_ohlc(server, SYMBOL, from, to).expect("GER40 has data in the Sept-2024 window");
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let (mut h, taps) = build_harness();
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@@ -21,9 +21,10 @@
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use std::sync::Arc;
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use aura_core::{Cell, Scalar, Timestamp};
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use aura_backtest::{summarize, RunReport, WindowRun};
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use aura_engine::{
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sweep, summarize, walk_forward, GridSpace, RollMode, RunManifest, RunReport, WindowBounds,
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WindowRoller, WindowRun,
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sweep, walk_forward, GridSpace, RollMode, RunManifest, WindowBounds,
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WindowRoller,
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};
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use chrono::TimeZone;
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use chrono_tz::Europe::Berlin;
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@@ -9,11 +9,11 @@ use std::sync::Arc;
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use aura_core::{Firing, NodeSchema, PortSpec, Scalar, ScalarKind, Timestamp};
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use aura_engine::{
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f64_field, summarize, Edge, FlatGraph, Harness, RunManifest, RunReport, SourceSpec, Target,
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f64_field, Edge, FlatGraph, Harness, RunManifest, SourceSpec, Target,
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VecSource,
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};
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use aura_ingest::load_m1_window;
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use aura_backtest::SimBroker;
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use aura_backtest::{summarize, RunReport, SimBroker};
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use aura_std::{Recorder, Sma, Sub};
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use aura_strategy::Bias;
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use data_server::{DataServer, DEFAULT_DATA_PATH};
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@@ -9,11 +9,11 @@ use std::sync::Arc;
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use aura_core::{Firing, NodeSchema, PortSpec, Scalar, ScalarKind, Timestamp};
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use aura_engine::{
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f64_field, summarize, Edge, FlatGraph, Harness, RunManifest, RunReport, Source, SourceSpec,
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f64_field, Edge, FlatGraph, Harness, RunManifest, Source, SourceSpec,
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Target,
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};
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use aura_ingest::{M1Field, M1FieldSource};
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use aura_backtest::SimBroker;
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use aura_backtest::{summarize, RunReport, SimBroker};
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use aura_std::{Recorder, Sma, Sub};
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use aura_strategy::Bias;
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use data_server::loader::CHUNK_SIZE;
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