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:
2026-07-20 13:25:07 +02:00
parent 94aaa4cde8
commit a56ab7859d
45 changed files with 768 additions and 593 deletions
+9
View File
@@ -10,6 +10,15 @@ publish.workspace = true
# back (admitted under the amended C16 per-case policy, INDEX.md). RunReport
# derives serde in aura-engine.
aura-engine = { path = "../aura-engine" }
# aura-backtest carries the trading instantiation of the metric-generic engine
# (M = RunMetrics: RunReport/SweepFamily/SweepPoint/McFamily/RBootstrap/
# WalkForwardResult aliases, RMetrics, r_metrics_from_rs) the registry indexes
# and ranks (#291/#292, C28 phase 2 — process column, C28-legal).
aura-backtest = { path = "../aura-backtest" }
# aura-analysis is the foundation statistics kernel (MetricStats/resample_block/
# SplitMix64) `null_best_of_k`'s trials-deflation reality-check reduces through
# (#291).
aura-analysis = { path = "../aura-analysis" }
# the document stores' content-id primitive (put_process/put_campaign key on
# aura_research::content_id_of, the same hash the doc types canonicalize to);
# also PrimitiveBuilder, the referential tier's resolver signature.
+2 -3
View File
@@ -10,9 +10,8 @@
//! (`Registry::append`, `RunReport::to_json`) is untouched and still emits the
//! tagged form, so this is a one-directional widening, not a format change.
use aura_engine::{
FamilySelection, ProjectProvenance, RunManifest, RunMetrics, RunReport, Scalar, Timestamp,
};
use aura_backtest::{RunMetrics, RunReport};
use aura_engine::{FamilySelection, ProjectProvenance, RunManifest, Scalar, Timestamp};
use serde::de::{self, Deserializer};
use serde::Deserialize;
+9 -8
View File
@@ -18,10 +18,11 @@ use std::io::Write;
use std::path::{Path, PathBuf};
use aura_core::PrimitiveBuilder;
use aura_analysis::{resample_block, MetricStats, SplitMix64};
use aura_backtest::{r_metrics_from_rs, RunReport, SweepFamily, SweepPoint};
use aura_engine::{
blueprint_from_json, blueprint_identity_json, expected_max_of_normals, r_metrics_from_rs,
resample_block, FamilySelection, MetricStats, RunReport, SelectionMode, SplitMix64,
SweepFamily, SweepPoint,
blueprint_from_json, blueprint_identity_json, expected_max_of_normals, FamilySelection,
SelectionMode,
};
use aura_research::{CampaignDoc, DocRef};
@@ -528,7 +529,7 @@ fn resolve_metric(name: &str) -> Result<Metric, RegistryError> {
/// block; a missing block reads `NEG_INFINITY` (the worst rank for the
/// higher-is-better R keys), preserving `metric_cmp`'s documented contract.
fn metric_value(rep: &RunReport, m: Metric) -> f64 {
fn r_get(rep: &RunReport, f: impl Fn(&aura_engine::RMetrics) -> f64) -> f64 {
fn r_get(rep: &RunReport, f: impl Fn(&aura_backtest::RMetrics) -> f64) -> f64 {
rep.metrics.r.as_ref().map(f).unwrap_or(f64::NEG_INFINITY)
}
match m {
@@ -943,8 +944,8 @@ impl From<std::io::Error> for RegistryError {
mod tests {
use super::*;
use aura_core::{Cell, Scalar, Timestamp};
use aura_engine::RMetrics;
use aura_engine::{RunManifest, RunMetrics, RunReport, SweepFamily, SweepPoint};
use aura_backtest::{RMetrics, RunMetrics};
use aura_engine::RunManifest;
fn report_with(total_pips: f64, max_drawdown: f64, flips: u64) -> RunReport {
RunReport {
@@ -1422,7 +1423,7 @@ mod tests {
// `summarize_r`, which RETAINS it — and `optimize_deflated`'s R arm
// resamples exactly that conduit, so a fixture without it cannot reach
// the R-arm path under test.
let mut r = aura_engine::r_metrics_from_rs(&net_trade_rs);
let mut r = aura_backtest::r_metrics_from_rs(&net_trade_rs);
r.net_trade_rs = net_trade_rs;
SweepPoint {
params: vec![],
@@ -2530,7 +2531,7 @@ mod tests {
#[test]
fn campaign_run_record_roundtrips_with_annotator_fields() {
use aura_engine::r_bootstrap;
use aura_backtest::r_bootstrap;
let path = temp_family_dir("campaign_run_annotator_roundtrip");
let reg = Registry::open(&path);
// r_bootstrap is pure given its seed (C1), and serde_json round-trips
+2 -3
View File
@@ -19,9 +19,8 @@ use std::fs;
use std::io::Write;
use aura_core::Scalar;
use aura_engine::{
FamilySelection, McFamily, RBootstrap, RunReport, SweepFamily, WalkForwardResult,
};
use aura_backtest::{McFamily, RBootstrap, RunReport, SweepFamily, WalkForwardResult};
use aura_engine::FamilySelection;
use serde::{Deserialize, Serialize};
use crate::{Generalization, Registry, RegistryError};
@@ -12,7 +12,8 @@ use std::fs;
use std::path::PathBuf;
use aura_core::{Scalar, Timestamp};
use aura_engine::{FamilySelection, RunManifest, RunMetrics, RunReport, SelectionMode};
use aura_backtest::{RunMetrics, RunReport};
use aura_engine::{FamilySelection, RunManifest, SelectionMode};
use aura_registry::{
CampaignRunRecord, CellRealization, FamilyKind, Registry, StageRealization, StageSelection,
};