plan: 0067 r-sweep-followups

5-task plan for the boss-signed spec docs/specs/0067-r-sweep-followups.md.
Task 1 adds RMetrics.sqn_normalized (+ SQN_CAP + summarize_r compute) and
threads all four RMetrics struct literals (compile-gate). Task 2 adds the
Metric::SqnNormalized rank key. Task 3 re-baselines the 0066 single-run
golden (the r: block gains the field). Task 4 wires --trace for the stage1-r
sweep (invert the refusal test → persist member dirs via persist_traces_r,
drop the run_sweep guard). Task 5 is the full-workspace gate.

Sequencing pins the golden re-pin and the unfiltered suite after Task 1.

refs #130, refs #135
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# R-sweep follow-ups (SQN100 + stage1-r --trace) — Implementation Plan
> **Parent spec:** `docs/specs/0067-r-sweep-followups.md`
>
> **For agentic workers:** REQUIRED SUB-SKILL: use the `implement` skill to run
> this plan. Steps use `- [ ]` checkboxes for tracking.
**Goal:** Ship two settled, additive follow-ups to the cycle-0065/0066 R-sweep
surface — Part A (#130) a turnover-robust `sqn_normalized` ranking metric, Part B
(#135) per-member `--trace` for the stage1-r sweep.
**Architecture:** Part A threads one `f64` field through `RMetrics` /
`summarize_r` / the registry rank vocabulary, all additively (raw `sqn` and the
default ranker unchanged; the new field carries `#[serde(default)]` for C18
back-compat). Part B makes `stage1_r_sweep_family` honour `--trace` exactly as
`momentum_sweep_family` does (reusing the existing `persist_traces_r`) and removes
the interim refusal guard in `run_sweep`.
**Tech Stack:** `aura-engine` (`report.rs`: `RMetrics`, `summarize_r`),
`aura-registry` (`lib.rs`: `Metric`, `metric_cmp`), `aura-cli` (`main.rs`:
`stage1_r_sweep_family`, `run_sweep`; `tests/cli_run.rs`).
**Files this plan creates or modifies:**
- Modify: `crates/aura-engine/src/report.rs``RMetrics.sqn_normalized` field +
`SQN_CAP` const + `summarize_r` compute + 3 in-file struct literals + 2 new /
2 extended unit tests.
- Modify: `crates/aura-registry/src/lib.rs``Metric::SqnNormalized` + name arm +
comparator arm + `UnknownMetric` Display + doc-comment + `report_with_r` field +
1 new / 1 extended unit test.
- Modify: `crates/aura-cli/tests/cli_run.rs` — re-baseline the
`stage1_r_single_run_output_golden` pinned string; invert the
`sweep_strategy_stage1_r_trace_is_refused_name_works` test.
- Modify: `crates/aura-cli/src/main.rs``stage1_r_sweep_family` honours `trace`
+ doc; `run_sweep` refusal guard removed + doc.
**Sequencing (load-bearing):** Task 1 (the new `RMetrics` field) is a non-`Default`
struct-field addition that hard-breaks **four** struct literals — it threads all
of them so the workspace compiles at task end (compile-gate). Task 3 (golden
re-pin) and Task 5 (full unfiltered suite) must run **after** Task 1, since the
field changes the serialized `r:` block and the golden pins it byte-exact. Tasks
2, 3, 4 are mutually independent given Task 1. Task 5 is last.
---
### Task 1: `RMetrics.sqn_normalized` field + `summarize_r` compute (Part A engine)
**Files:**
- Modify: `crates/aura-engine/src/report.rs` (struct ~45-57; `SQN_CAP` ~73;
compute ~147-154; empty arm ~111-123; populated return ~183-195; in-file test
literal ~951-963; tests ~686-749)
- Modify: `crates/aura-registry/src/lib.rs` (test helper `report_with_r` ~248-264)
— threaded here ONLY to keep the workspace compiling (the registry *behaviour*
is Task 2)
> **RED note for the reviewer:** a brand-new struct field cannot have a
> *compiling* RED test — a test that reads `m.sqn_normalized` does not compile
> until the field exists. So the RED here is the **compile failure** (Step 2), and
> the field + its tests necessarily land in one task. This is the expected shape
> for adding a field, not a spec ambiguity.
- [ ] **Step 1: Write the failing tests** (append two new tests after
`summarize_r_sqn_zero_when_under_two_trades_or_zero_variance`, ~line 749, and
extend the empty-ledger test):
```rust
#[test]
fn summarize_r_sqn_normalized_caps_trade_count_at_100() {
// 144 closed trades alternating R = 1.0 / 2.0 (nonzero variance, sd > 0).
// raw sqn = √144·q, SQN100 = √(min(144,100))·q = √100·q for the SAME ratio
// q = mean/sd, so sqn / sqn_normalized = √(144/100) = 1.2, independent of q.
let rec: Vec<_> = (0..144)
.map(|i| r_row(true, if i % 2 == 0 { 1.0 } else { 2.0 }, false, 0.0))
.collect();
let m = summarize_r(&rec, 0.0);
assert_eq!(m.n_trades, 144);
assert!(m.sqn_normalized > 0.0, "sqn_normalized nonzero; got {}", m.sqn_normalized);
assert!(m.sqn_normalized < m.sqn, "capped SQN100 < raw sqn for n > 100");
assert!(
(m.sqn / m.sqn_normalized - 1.2).abs() < 1e-9,
"sqn / sqn_normalized = √(144/100) = 1.2; got {}",
m.sqn / m.sqn_normalized
);
}
#[test]
fn summarize_r_sqn_normalized_equals_raw_sqn_below_cap() {
// n = 4 <= 100 -> cap inactive -> SQN100 == raw sqn (same ledger as
// summarize_r_sqn_is_sqrt_n_mean_over_stdev, where sqn = 1.0).
let rec = vec![
r_row(true, 1.0, false, 0.0),
r_row(true, 1.0, false, 0.0),
r_row(true, 1.0, false, 0.0),
r_row(true, -1.0, false, 0.0),
];
let m = summarize_r(&rec, 0.0);
assert!((m.sqn_normalized - m.sqn).abs() < 1e-12, "below cap, SQN100 == sqn");
assert!((m.sqn_normalized - 1.0).abs() < 1e-9, "sqn_normalized = 1.0 here");
}
```
And add one assertion to the existing `summarize_r_is_zero_on_empty` test (after
the `m.sqn` assertion, ~line 692):
```rust
assert_eq!(m.sqn_normalized, 0.0);
```
And add a serde back-compat test (C18 — the load-bearing `serde(default)` claim),
after `runmetrics_with_r_block_round_trips` (~line 969):
```rust
#[test]
fn rmetrics_deserializes_without_sqn_normalized_field_to_zero() {
// C18 back-compat: a pre-0067 `r:` block (serialized before sqn_normalized
// existed) lacks the field; serde(default) must fill it with 0.0.
let legacy = r#"{"expectancy_r":1.0,"n_trades":4,"win_rate":0.5,"avg_win_r":1.5,"avg_loss_r":-0.5,"profit_factor":3.0,"max_r_drawdown":0.5,"n_open_at_end":0,"sqn":1.0,"net_expectancy_r":0.4,"conviction_terciles_r":[0.0,0.0,0.0]}"#;
let m: RMetrics = serde_json::from_str(legacy).expect("legacy RMetrics deserializes");
assert_eq!(m.sqn_normalized, 0.0);
assert_eq!(m.sqn, 1.0);
}
```
- [ ] **Step 2: Run to verify it fails**
Run: `cargo test -p aura-engine`
Expected: FAIL — compile error `no field `sqn_normalized` on type `RMetrics`` (the
field does not exist yet; the new tests reference it). This is the compile-RED.
- [ ] **Step 3: Add the field, the constant, and the compute**
In `crates/aura-engine/src/report.rs`, add the field to `RMetrics` between `sqn`
(~54) and `net_expectancy_r` (~55):
```rust
/// (mean_R / sample-stdev_R) · √(min(n, SQN_CAP)): the n-normalized SQN
/// ("SQN score", Van Tharp), turnover-robust vs. the raw `sqn`. n<2 or
/// zero-variance -> 0.0.
#[serde(default)]
pub sqn_normalized: f64,
```
Add the module constant just after `mod r_col { ... }` (~line 73, before the
`summarize_r` doc-comment):
```rust
/// Van Tharp's conventional trade-count cap for the n-normalized SQN ("SQN
/// score"): capping n stops the single-number objective rewarding sheer turnover.
const SQN_CAP: u64 = 100;
```
Replace the `sqn` compute block (current ~147-154) with a combined block that
factors the shared sample-stdev and computes both keys:
```rust
// SQN = √n · mean / sample-stdev (raw, Van Tharp). SQN100 = √(min(n,SQN_CAP)) ·
// mean / sd — the same dispersion ratio with the trade count capped
// (turnover-robust). n < 2 or zero variance -> 0.0 for both (dispersion undefined).
let (sqn, sqn_normalized) = if n < 2 {
(0.0, 0.0)
} else {
let var = rs.iter().map(|&r| (r - mean).powi(2)).sum::<f64>() / (n as f64 - 1.0);
let sd = var.sqrt();
if sd > 0.0 {
let ratio = mean / sd;
((n as f64).sqrt() * ratio, (n.min(SQN_CAP) as f64).sqrt() * ratio)
} else {
(0.0, 0.0)
}
};
```
Add `sqn_normalized: 0.0,` to the empty-ledger early-return arm, after `sqn: 0.0,`
(~line 120):
```rust
sqn: 0.0,
sqn_normalized: 0.0,
net_expectancy_r: 0.0,
```
Add `sqn_normalized,` to the populated return, after `sqn,` (~line 192):
```rust
sqn,
sqn_normalized,
net_expectancy_r,
```
Thread the in-file test literal `runmetrics_with_r_block_round_trips` (~line 960),
after `sqn: 1.0,`:
```rust
sqn: 1.0,
sqn_normalized: 1.0,
net_expectancy_r: 0.4,
```
Thread the registry test helper `report_with_r` in
`crates/aura-registry/src/lib.rs` (~line 259), after `sqn,` — set it to mirror
`sqn` so the rank-key wiring test (Task 2) can reuse this helper without a new
parameter:
```rust
sqn,
sqn_normalized: sqn, // mirror sqn: only the rank-key wiring is under test here
net_expectancy_r,
```
Also update `report_with_r`'s doc-comment (~246) to mention the mirror:
```rust
/// A family member carrying an R block — mirrors `report_with` but sets
/// `metrics.r = Some(..)`. Only sqn / expectancy_r / net_expectancy_r vary per
/// call (the rank keys); `sqn_normalized` mirrors `sqn`; the rest are fixed.
fn report_with_r(sqn: f64, expectancy_r: f64, net_expectancy_r: f64) -> RunReport {
```
- [ ] **Step 4: Run to verify the engine tests pass**
Run: `cargo test -p aura-engine`
Expected: PASS — all `aura-engine` unit tests, including the two new `summarize_r`
tests, the extended empty-ledger test, and the serde back-compat test. (0 failed.)
- [ ] **Step 5: Confirm the whole workspace still compiles (compile-gate)**
Run: `cargo build --workspace`
Expected: 0 errors (all four `RMetrics` struct literals threaded — the two in
`report.rs`, the in-file test literal, and `report_with_r` in the registry).
---
### Task 2: `Metric::SqnNormalized` rank key (Part A registry)
**Files:**
- Modify: `crates/aura-registry/src/lib.rs` (enum ~100-107; doc ~111; name arm
~132-135; comparator ~152; Display ~211; tests ~266-302)
- [ ] **Step 1: Write the failing / extended tests**
Add a new test after `rank_by_sqn_orders_members_descending` (~line 276) — it
reuses `report_with_r`, where `sqn_normalized` mirrors `sqn`:
```rust
#[test]
fn rank_by_sqn_normalized_orders_members_descending() {
// report_with_r sets sqn_normalized == sqn, so ranking by the new key
// orders these members highest-first by their sqn value.
let reports = vec![
report_with_r(0.5, 0.1, 0.1),
report_with_r(2.0, 0.4, 0.4),
report_with_r(1.0, 0.2, 0.2),
];
let ranked = rank_by(reports, "sqn_normalized").expect("rank sqn_normalized");
let vals: Vec<f64> = ranked
.iter()
.map(|r| r.metrics.r.as_ref().unwrap().sqn_normalized)
.collect();
assert_eq!(vals, vec![2.0, 1.0, 0.5], "sqn_normalized must rank highest-first");
}
```
Extend the existing `unknown_metric_message_lists_r_metrics` test (~line 297) with
one assertion:
```rust
assert!(msg.contains("sqn_normalized"), "msg: {msg}");
```
- [ ] **Step 2: Run to verify it fails**
Run: `cargo test -p aura-registry sqn_normalized`
Expected: FAIL — `rank_by("sqn_normalized")` returns `Err(UnknownMetric)` (the name
is not yet resolved), and the `unknown_metric_message` assertion fails (the Display
string does not yet list `sqn_normalized`).
- [ ] **Step 3: Add the enum variant, the two match arms, and the Display entry**
Add the variant to `enum Metric` after `Sqn` (~line 104):
```rust
Sqn,
SqnNormalized,
ExpectancyR,
```
Add the name-resolution arm after `"sqn" => Metric::Sqn,` (~line 132):
```rust
"sqn" => Metric::Sqn,
"sqn_normalized" => Metric::SqnNormalized,
```
Add the comparator arm after the `Metric::Sqn` arm (~line 152):
```rust
Metric::Sqn => r_get(b, |r| r.sqn).total_cmp(&r_get(a, |r| r.sqn)),
Metric::SqnNormalized => {
r_get(b, |r| r.sqn_normalized).total_cmp(&r_get(a, |r| r.sqn_normalized))
}
```
Update the `UnknownMetric` Display string (~line 211) — insert `sqn_normalized, `
after `sqn, `:
```rust
"unknown metric '{m}' (known: total_pips, max_drawdown, bias_sign_flips, sqn, sqn_normalized, expectancy_r, net_expectancy_r)"
```
Update the `metric_cmp` doc-comment (~line 111) — "the three R keys" → "the four R
keys" and list the new key:
```rust
/// the four R keys (`sqn`, `sqn_normalized`, `expectancy_r`, `net_expectancy_r`) higher-is-better;
```
- [ ] **Step 4: Run to verify the registry tests pass**
Run: `cargo test -p aura-registry`
Expected: PASS — all registry unit tests, including the new
`rank_by_sqn_normalized_orders_members_descending` and the extended
`unknown_metric_message_lists_r_metrics`. (0 failed.)
---
### Task 3: Re-baseline the single-run golden (Part A)
**Files:**
- Modify: `crates/aura-cli/tests/cli_run.rs` (`stage1_r_single_run_output_golden`
pinned string ~1618)
> Depends on Task 1 (the serialized `r:` block now carries `sqn_normalized`). For
> the golden's run `n_trades = 3` (≤ 100), so the cap is inactive and
> `sqn_normalized == sqn == 3.141496526818299`; serde emits it between `"sqn"` and
> `"net_expectancy_r"` (struct declaration order).
- [ ] **Step 1: Confirm the golden now drifts**
Run: `cargo test -p aura-cli --test cli_run stage1_r_single_run_output_golden`
Expected: FAIL — the actual output now contains `"sqn_normalized":...` which the
pinned string lacks.
- [ ] **Step 2: Re-pin the expected string**
Replace the pinned `r#"..."#` string literal (~line 1618) with the re-baselined
value (the only change is the inserted `,"sqn_normalized":3.141496526818299` after
`"sqn":3.141496526818299`):
```rust
r#""metrics":{"total_pips":0.34185000000002036,"max_drawdown":0.11139999999998655,"bias_sign_flips":2,"r":{"expectancy_r":1.2710005136982836,"n_trades":3,"win_rate":1.0,"avg_win_r":1.2710005136982836,"avg_loss_r":0.0,"profit_factor":0.0,"max_r_drawdown":0.0,"n_open_at_end":1,"sqn":3.141496526818299,"sqn_normalized":3.141496526818299,"net_expectancy_r":1.2710005136982836,"conviction_terciles_r":[0.9285858482198718,2.0771328641652427,0.8072828287097363]}}}"#,
```
> If Step 3 still fails on a byte mismatch, do NOT hand-tweak digits: capture the
> real tail with `cargo run -q -p aura-cli -- run --harness stage1-r` and paste the
> exact `"metrics":...` suffix it prints.
- [ ] **Step 3: Run to verify it passes**
Run: `cargo test -p aura-cli --test cli_run stage1_r_single_run_output_golden`
Expected: PASS.
---
### Task 4: Wire `--trace` for the stage1-r sweep (Part B)
**Files:**
- Modify: `crates/aura-cli/tests/cli_run.rs`
(`sweep_strategy_stage1_r_trace_is_refused_name_works` ~1688-1715 — inverted)
- Modify: `crates/aura-cli/src/main.rs` (`stage1_r_sweep_family` ~1107-1159;
`run_sweep` guard ~1287-1296 + doc ~1281-1285)
- [ ] **Step 1: Invert the refusal test into a persistence test**
Replace the whole `sweep_strategy_stage1_r_trace_is_refused_name_works` test
(~1688-1715), including its doc-comment, with:
```rust
/// Property (#135): `aura sweep --strategy stage1-r --trace <n>` now persists one
/// member dir per grid point (it was refused with exit 2 before). The 2×2 fast×slow
/// grid yields 4 members; each carries the THIRD `r_equity` tap (the stage1-r member
/// has the R curve, unlike the two-tap sma/momentum members), and a member is
/// chartable via `chart <n>/<member> --tap r_equity`. `--name` (record the rankable
/// family, no per-member streams) still works.
#[test]
fn sweep_strategy_stage1_r_trace_persists_member_dirs_with_r_equity() {
let cwd = temp_cwd("sweep-stage1-r-trace");
let traced = Command::new(BIN)
.args(["sweep", "--strategy", "stage1-r", "--trace", "t1"])
.current_dir(&cwd)
.output()
.expect("spawn aura sweep --strategy stage1-r --trace");
assert!(
traced.status.success(),
"stage1-r --trace must persist members (exit 0): {:?}; stderr: {}",
traced.status,
String::from_utf8_lossy(&traced.stderr)
);
let base = cwd.join("runs/traces/t1");
let members: Vec<String> = std::fs::read_dir(&base)
.expect("read t1 trace dir")
.map(|e| e.expect("dir entry").file_name().to_string_lossy().into_owned())
.collect();
assert_eq!(members.len(), 4, "2x2 fast×slow stage1-r grid = 4 member dirs; got {members:?}");
for m in &members {
assert!(
m.chars().all(|c| c.is_ascii_alphanumeric() || matches!(c, '.' | '_' | '-')),
"non-portable member dir name: {m}"
);
assert!(
base.join(m).join("r_equity.json").exists(),
"member {m} must carry the r_equity tap"
);
}
// one member is chartable via chart <name>/<member> --tap r_equity.
let one = &members[0];
let chart = Command::new(BIN)
.args(["chart", &format!("t1/{one}"), "--tap", "r_equity"])
.current_dir(&cwd)
.output()
.expect("spawn aura chart t1/<member> --tap r_equity");
assert!(chart.status.success(), "chart exit: {:?}", chart.status);
assert!(
String::from_utf8_lossy(&chart.stdout).contains("r_equity"),
"chart must render the r_equity series"
);
// --name records the rankable family (no per-member streams) — still succeeds.
let named = Command::new(BIN)
.args(["sweep", "--strategy", "stage1-r", "--name", "n1"])
.current_dir(&cwd)
.output()
.expect("spawn aura sweep --strategy stage1-r --name");
assert!(
named.status.success(),
"stage1-r --name must succeed: {:?}; stderr: {}",
named.status,
String::from_utf8_lossy(&named.stderr)
);
let _ = std::fs::remove_dir_all(&cwd);
}
```
- [ ] **Step 2: Run to verify it fails**
Run: `cargo test -p aura-cli --test cli_run sweep_strategy_stage1_r_trace_persists`
Expected: FAIL — `--trace` is still refused (exit 2), so `traced.status.success()`
is false.
- [ ] **Step 3: Make `stage1_r_sweep_family` honour `trace`**
In `crates/aura-cli/src/main.rs`, change the signature (`_trace` → `trace`, ~1116)
and capture the binder + varying axes + drain `req_rows` + key + persist, mirroring
`momentum_sweep_family`. Replace the `bp.axis(...).axis(...).sweep(...)` body
(~1129-1158) with:
```rust
let binder = bp.axis("fast.length", [2, 3]).axis("slow.length", [6, 12]);
let varying: HashSet<String> = binder.varying_axes().into_iter().collect();
binder
.sweep(|point| {
let (tx_eq, rx_eq) = mpsc::channel();
let (tx_ex, rx_ex) = mpsc::channel();
let (tx_r, rx_r) = mpsc::channel();
let (tx_req, rx_req) = mpsc::channel();
let mut h = stage1_r_graph(tx_eq, tx_ex, tx_r, tx_req, None, None)
.bootstrap_with_cells(point)
.expect("stage1-r grid points are kind-checked against param_space");
h.run(data.run_sources());
let eq_rows: Vec<(Timestamp, Vec<Scalar>)> = rx_eq.try_iter().collect();
let ex_rows: Vec<(Timestamp, Vec<Scalar>)> = rx_ex.try_iter().collect();
let r_rows: Vec<(Timestamp, Vec<Scalar>)> = rx_r.try_iter().collect();
let req_rows: Vec<(Timestamp, Vec<Scalar>)> = rx_req.try_iter().collect();
let mut named = zip_params(&space, point);
named.push(("bias_scale".to_string(), Scalar::f64(0.5)));
named.push(("stop_length".to_string(), Scalar::i64(STAGE1_R_STOP_LENGTH)));
named.push(("stop_k".to_string(), Scalar::f64(STAGE1_R_STOP_K)));
let key = member_key(&named, &varying);
let mut manifest = sim_optimal_manifest(named, window, 0, pip);
manifest.broker = stage1_r_broker_label(pip);
if let Some(name) = trace {
persist_traces_r(&format!("{name}/{key}"), &manifest, &eq_rows, &ex_rows, &req_rows);
}
let mut metrics = summarize(&f64_field(&eq_rows, 0), &f64_field(&ex_rows, 0));
metrics.r = Some(summarize_r(&r_rows, 0.0));
RunReport { manifest, metrics }
})
.expect("the stage1-r named grid matches the stage1-r param-space")
```
Change the signature line (~1116):
```rust
fn stage1_r_sweep_family(trace: Option<&str>, data: &DataSource) -> SweepFamily {
```
Replace the stale tail of the `stage1_r_sweep_family` doc-comment (~1112-1115,
from "Per-member tracing is a follow-up:") with:
```rust
/// summarize_r, so its RunReport carries `r: Some(..)` and the family is rankable
/// by sqn / sqn_normalized / expectancy_r / net_expectancy_r. With `--trace`, each
/// member's equity / exposure / r_equity streams are persisted under
/// `runs/traces/<name>/<member_key>/` via `persist_traces_r` (mirroring
/// `momentum_sweep_family`), so a swept member is chartable.
```
- [ ] **Step 4: Drop the `run_sweep` refusal guard + update its doc**
Delete the refusal-guard block in `run_sweep` (~1287-1296, the comment plus the
`if persist && strategy == Strategy::Stage1R { ... std::process::exit(2); }`
block). The `ensure_name_free` check below it and the
`Strategy::Stage1R => stage1_r_sweep_family(persist.then_some(name), &data)`
dispatch stay unchanged (the persist flag now flows through).
Replace the stale `run_sweep` doc tail (~1281-1285) with:
```rust
/// carrying the assigned id. With `--trace`, every strategy
/// (`sma`/`momentum`/`stage1-r`) persists each member's streams under
/// `runs/traces/<n>/<member_key>/` (opt-in); the `stage1-r` member also carries
/// the `r_equity` tap (via `persist_traces_r`).
```
- [ ] **Step 5: Run to verify it passes**
Run: `cargo test -p aura-cli --test cli_run sweep_strategy_stage1_r_trace_persists`
Expected: PASS — 4 member dirs written under `runs/traces/t1/`, each with
`r_equity.json`, the member charts, and `--name` still succeeds.
---
### Task 5: Full-workspace verification
**Files:** none (verification only).
> Must run LAST — after Task 3 re-pins the golden and Task 4 lands Part B.
- [ ] **Step 1: Build the whole workspace**
Run: `cargo build --workspace`
Expected: 0 errors.
- [ ] **Step 2: Run the full test suite (unfiltered)**
Run: `cargo test --workspace`
Expected: PASS — 0 failed. The pass count is the cycle-0066 baseline plus the net
new tests (two engine, one registry; Part B inverts an existing test in place).
- [ ] **Step 3: Lint**
Run: `cargo clippy --workspace --all-targets -- -D warnings`
Expected: 0 warnings.