fieldtest: measurement milestone — 3 studies, 8 findings

Milestone acceptance corpus for 'Measurement as a first-class citizen',
authored as a downstream consumer (public interface only): a gated
rate/mux/counter over the four new cells, a SessionFrankfurt anchor study,
and the origin first-candle-momentum study on real GER40 data — each a
hand-authored blueprint plus one recorded run, zero throwaway Rust. The
three capabilities compose end-to-end and record via declared taps.

Findings routed separately: two aura-run panics-where-refusal-expected
(bad tap wire; non-bias output) to debug; a tap-authoring friction and two
doc gaps to follow-ups.

fieldtests/milestone-measurement-first-class/README.md

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+# Fieldtest corpus — "Measurement as a first-class citizen" milestone
+
+Downstream-consumer study blueprints authored from the public interface
+(ledger C24/C26/C27, glossary, shipped example envelopes) to exercise the
+milestone's three composing capabilities end to end:
+
+1. **normalized-time bucketing** — coarse bars / session anchoring bucket by
+   the nominal minute despite jittered provider stamps;
+2. **the four new std cells** — `Sign`, `Select`, `CumSum`, `When`;
+3. **declared taps** — named measurement points on interior wires, recorded
+   from one `aura run`.
+
+Each scenario ships three files: `*.ops.json` (the role-6a op-script, the
+canonical authoring input), `*.bp.json` (the `aura graph build` output), and
+`*.json` (the final runnable envelope — the built blueprint **plus a
+hand-added `taps` field**, since no op-script verb and no documented surface
+declares a tap; see the fieldtest spec).
+
+## Reproduce
+
+Build the CLI (`cargo build --release -p aura-cli`), then, inside a scratch
+project (`aura new lab && cd lab`), copy a scenario's `*.json` in and run it.
+Declared taps persist under `runs/traces/<blueprint-name>/` only inside a
+project; chart with `aura chart <name>`.
+
+### 1 — `mfc_1_gated_rate` (cells + taps, synthetic)
+```
+aura run mfc_1_gated_rate.json
+```
+A gated-rate / mux / counter study over the synthetic close stream. `Gt`
+drives a Bool gate; `Select` muxes it back to ±1 (the Bool→F64 bridge);
+`Sign` reads the fast−slow spread direction; `When(1.0, gate)` forwards a 1
+only on gate-true cycles, and `CumSum` over it vs `CumSum` over the raw clock
+gives the rate = qualifying/total. Verified: `dir_sign == sign(spread)`;
+`mux_select == ±1` by the gate; `gated_when` records exactly the gate-true
+subsequence; `count_above / count_all == 6 / 18`.
+
+### 2 — `mfc_2_session_anchor` (session anchoring + taps)
+```
+aura run mfc_2_session_anchor.json --real GER40 --from 1725148800000 --to 1725321600000
+```
+`SessionFrankfurt` yields `bars_since_open`; `EqConst(·, 0)` flags the first
+block of each session; `When` gates a momentum sign to it. Over real GER40 the
+`isfirst_flag==1` set equals the `bars_since_open==0` set. On the synthetic
+stream `bars_since_open` is a constant pre-open sentinel (toy timestamps), so
+the anchoring is only meaningful over `--real`.
+
+### 3 — `mfc_3_first_candle_momentum` (all three axes, real)
+```
+aura run mfc_3_first_candle_momentum.json --real GER40 --from 1725148800000 --to 1727740800000
+```
+The origin question — "is the first coarse candle after a session open a
+momentum indicator?" `Resample` builds 15-minute bars (clean 15.0-min cadence
+preserved across `:59.999` jittered stamps — the snap fix), `SessionFrankfurt`
+anchors on the coarse close, and `When` gates `Sign(coarse close − coarse
+open)` to the first coarse candle of each session. Records exactly one
+`firstmom` sample per session (21 over September 2024), zero throwaway Rust.

fieldtests/milestone-measurement-first-class/mfc_1_gated_rate.bp.json

@@ -0,0 +1 @@
+{"format_version":1,"blueprint":{"name":"graph","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":8}}]}},{"primitive":{"type":"Gt","name":"above"}},{"primitive":{"type":"Sub","name":"spread"}},{"primitive":{"type":"Sign","name":"dir"}},{"primitive":{"type":"Const","name":"one","bound":[{"pos":0,"name":"value","kind":"F64","value":{"F64":1.0}}]}},{"primitive":{"type":"Const","name":"negone","bound":[{"pos":0,"name":"value","kind":"F64","value":{"F64":-1.0}}]}},{"primitive":{"type":"When","name":"gated"}},{"primitive":{"type":"CumSum","name":"count_above"}},{"primitive":{"type":"CumSum","name":"count_all"}},{"primitive":{"type":"Select","name":"mux"}},{"primitive":{"type":"Bias","name":"bias","bound":[{"pos":0,"name":"scale","kind":"F64","value":{"F64":1.0}}]}}],"edges":[{"from":0,"to":2,"slot":0,"from_field":0},{"from":1,"to":2,"slot":1,"from_field":0},{"from":0,"to":3,"slot":0,"from_field":0},{"from":1,"to":3,"slot":1,"from_field":0},{"from":3,"to":4,"slot":0,"from_field":0},{"from":5,"to":7,"slot":0,"from_field":0},{"from":2,"to":7,"slot":1,"from_field":0},{"from":7,"to":8,"slot":0,"from_field":0},{"from":5,"to":9,"slot":0,"from_field":0},{"from":2,"to":10,"slot":0,"from_field":0},{"from":5,"to":10,"slot":1,"from_field":0},{"from":6,"to":10,"slot":2,"from_field":0},{"from":4,"to":11,"slot":0,"from_field":0}],"input_roles":[{"name":"price","targets":[{"node":0,"slot":0},{"node":1,"slot":0},{"node":5,"slot":0},{"node":6,"slot":0}],"source":"F64"}],"output":[{"node":11,"field":0,"name":"bias"}]}}

fieldtests/milestone-measurement-first-class/mfc_1_gated_rate.json

@@ -0,0 +1 @@
+{"format_version":1,"blueprint":{"name":"graph","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":8}}]}},{"primitive":{"type":"Gt","name":"above"}},{"primitive":{"type":"Sub","name":"spread"}},{"primitive":{"type":"Sign","name":"dir"}},{"primitive":{"type":"Const","name":"one","bound":[{"pos":0,"name":"value","kind":"F64","value":{"F64":1.0}}]}},{"primitive":{"type":"Const","name":"negone","bound":[{"pos":0,"name":"value","kind":"F64","value":{"F64":-1.0}}]}},{"primitive":{"type":"When","name":"gated"}},{"primitive":{"type":"CumSum","name":"count_above"}},{"primitive":{"type":"CumSum","name":"count_all"}},{"primitive":{"type":"Select","name":"mux"}},{"primitive":{"type":"Bias","name":"bias","bound":[{"pos":0,"name":"scale","kind":"F64","value":{"F64":1.0}}]}}],"edges":[{"from":0,"to":2,"slot":0,"from_field":0},{"from":1,"to":2,"slot":1,"from_field":0},{"from":0,"to":3,"slot":0,"from_field":0},{"from":1,"to":3,"slot":1,"from_field":0},{"from":3,"to":4,"slot":0,"from_field":0},{"from":5,"to":7,"slot":0,"from_field":0},{"from":2,"to":7,"slot":1,"from_field":0},{"from":7,"to":8,"slot":0,"from_field":0},{"from":5,"to":9,"slot":0,"from_field":0},{"from":2,"to":10,"slot":0,"from_field":0},{"from":5,"to":10,"slot":1,"from_field":0},{"from":6,"to":10,"slot":2,"from_field":0},{"from":4,"to":11,"slot":0,"from_field":0}],"input_roles":[{"name":"price","targets":[{"node":0,"slot":0},{"node":1,"slot":0},{"node":5,"slot":0},{"node":6,"slot":0}],"source":"F64"}],"output":[{"node":11,"field":0,"name":"bias"}],"taps":[{"name":"spread","from":{"node":3,"field":0}},{"name":"dir_sign","from":{"node":4,"field":0}},{"name":"gated_when","from":{"node":7,"field":0}},{"name":"count_above","from":{"node":8,"field":0}},{"name":"count_all","from":{"node":9,"field":0}},{"name":"mux_select","from":{"node":10,"field":0}}]}}

fieldtests/milestone-measurement-first-class/mfc_1_gated_rate.ops.json

@@ -0,0 +1,31 @@
+[
+  {"op": "source", "role": "price", "kind": "F64"},
+  {"op": "add", "type": "SMA", "name": "fast", "bind": {"length": {"I64": 2}}},
+  {"op": "add", "type": "SMA", "name": "slow", "bind": {"length": {"I64": 8}}},
+  {"op": "feed", "role": "price", "into": ["fast.series", "slow.series"]},
+  {"op": "add", "type": "Gt", "name": "above"},
+  {"op": "connect", "from": "fast.value", "to": "above.a"},
+  {"op": "connect", "from": "slow.value", "to": "above.b"},
+  {"op": "add", "type": "Sub", "name": "spread"},
+  {"op": "connect", "from": "fast.value", "to": "spread.lhs"},
+  {"op": "connect", "from": "slow.value", "to": "spread.rhs"},
+  {"op": "add", "type": "Sign", "name": "dir"},
+  {"op": "connect", "from": "spread.value", "to": "dir.value"},
+  {"op": "add", "type": "Const", "name": "one", "bind": {"value": {"F64": 1.0}}},
+  {"op": "add", "type": "Const", "name": "negone", "bind": {"value": {"F64": -1.0}}},
+  {"op": "feed", "role": "price", "into": ["one.clock", "negone.clock"]},
+  {"op": "add", "type": "When", "name": "gated"},
+  {"op": "connect", "from": "one.value", "to": "gated.value"},
+  {"op": "connect", "from": "above.value", "to": "gated.gate"},
+  {"op": "add", "type": "CumSum", "name": "count_above"},
+  {"op": "connect", "from": "gated.value", "to": "count_above.series"},
+  {"op": "add", "type": "CumSum", "name": "count_all"},
+  {"op": "connect", "from": "one.value", "to": "count_all.series"},
+  {"op": "add", "type": "Select", "name": "mux"},
+  {"op": "connect", "from": "above.value", "to": "mux.cond"},
+  {"op": "connect", "from": "one.value", "to": "mux.then"},
+  {"op": "connect", "from": "negone.value", "to": "mux.otherwise"},
+  {"op": "add", "type": "Bias", "name": "bias", "bind": {"scale": {"F64": 1.0}}},
+  {"op": "connect", "from": "dir.value", "to": "bias.signal"},
+  {"op": "expose", "from": "bias.bias", "as": "bias"}
+]

fieldtests/milestone-measurement-first-class/mfc_2_session_anchor.bp.json

@@ -0,0 +1 @@
+{"format_version":1,"blueprint":{"name":"graph","nodes":[{"primitive":{"type":"SessionFrankfurt","name":"sess","bound":[{"pos":0,"name":"period_minutes","kind":"I64","value":{"I64":15}}]}},{"primitive":{"type":"EqConst","name":"isfirst","bound":[{"pos":0,"name":"target","kind":"I64","value":{"I64":0}}]}},{"primitive":{"type":"Const","name":"one","bound":[{"pos":0,"name":"value","kind":"F64","value":{"F64":1.0}}]}},{"primitive":{"type":"Const","name":"zero","bound":[{"pos":0,"name":"value","kind":"F64","value":{"F64":0.0}}]}},{"primitive":{"type":"Select","name":"flag"}},{"primitive":{"type":"SMA","name":"fast","bound":[{"pos":0,"name":"length","kind":"I64","value":{"I64":3}}]}},{"primitive":{"type":"Sub","name":"spread"}},{"primitive":{"type":"Sign","name":"dir"}},{"primitive":{"type":"When","name":"firstmom"}},{"primitive":{"type":"Bias","name":"bias","bound":[{"pos":0,"name":"scale","kind":"F64","value":{"F64":1.0}}]}}],"edges":[{"from":0,"to":1,"slot":0,"from_field":0},{"from":1,"to":4,"slot":0,"from_field":0},{"from":2,"to":4,"slot":1,"from_field":0},{"from":3,"to":4,"slot":2,"from_field":0},{"from":5,"to":6,"slot":0,"from_field":0},{"from":6,"to":7,"slot":0,"from_field":0},{"from":7,"to":8,"slot":0,"from_field":0},{"from":1,"to":8,"slot":1,"from_field":0},{"from":7,"to":9,"slot":0,"from_field":0}],"input_roles":[{"name":"price","targets":[{"node":0,"slot":0},{"node":2,"slot":0},{"node":3,"slot":0},{"node":5,"slot":0},{"node":6,"slot":1}],"source":"F64"}],"output":[{"node":9,"field":0,"name":"bias"}]}}

fieldtests/milestone-measurement-first-class/mfc_2_session_anchor.json

@@ -0,0 +1 @@
+{"format_version":1,"blueprint":{"name":"graph","nodes":[{"primitive":{"type":"SessionFrankfurt","name":"sess","bound":[{"pos":0,"name":"period_minutes","kind":"I64","value":{"I64":15}}]}},{"primitive":{"type":"EqConst","name":"isfirst","bound":[{"pos":0,"name":"target","kind":"I64","value":{"I64":0}}]}},{"primitive":{"type":"Const","name":"one","bound":[{"pos":0,"name":"value","kind":"F64","value":{"F64":1.0}}]}},{"primitive":{"type":"Const","name":"zero","bound":[{"pos":0,"name":"value","kind":"F64","value":{"F64":0.0}}]}},{"primitive":{"type":"Select","name":"flag"}},{"primitive":{"type":"SMA","name":"fast","bound":[{"pos":0,"name":"length","kind":"I64","value":{"I64":3}}]}},{"primitive":{"type":"Sub","name":"spread"}},{"primitive":{"type":"Sign","name":"dir"}},{"primitive":{"type":"When","name":"firstmom"}},{"primitive":{"type":"Bias","name":"bias","bound":[{"pos":0,"name":"scale","kind":"F64","value":{"F64":1.0}}]}}],"edges":[{"from":0,"to":1,"slot":0,"from_field":0},{"from":1,"to":4,"slot":0,"from_field":0},{"from":2,"to":4,"slot":1,"from_field":0},{"from":3,"to":4,"slot":2,"from_field":0},{"from":5,"to":6,"slot":0,"from_field":0},{"from":6,"to":7,"slot":0,"from_field":0},{"from":7,"to":8,"slot":0,"from_field":0},{"from":1,"to":8,"slot":1,"from_field":0},{"from":7,"to":9,"slot":0,"from_field":0}],"input_roles":[{"name":"price","targets":[{"node":0,"slot":0},{"node":2,"slot":0},{"node":3,"slot":0},{"node":5,"slot":0},{"node":6,"slot":1}],"source":"F64"}],"output":[{"node":9,"field":0,"name":"bias"}],"taps":[{"name":"bars_since_open","from":{"node":0,"field":0}},{"name":"isfirst_flag","from":{"node":4,"field":0}},{"name":"firstmom","from":{"node":8,"field":0}}]}}

fieldtests/milestone-measurement-first-class/mfc_2_session_anchor.ops.json

@@ -0,0 +1,27 @@
+[
+  {"op": "source", "role": "price", "kind": "F64"},
+  {"op": "add", "type": "SessionFrankfurt", "name": "sess", "bind": {"period_minutes": {"I64": 15}}},
+  {"op": "feed", "role": "price", "into": ["sess.trigger"]},
+  {"op": "add", "type": "EqConst", "name": "isfirst", "bind": {"target": {"I64": 0}}},
+  {"op": "connect", "from": "sess.bars_since_open", "to": "isfirst.value"},
+  {"op": "add", "type": "Const", "name": "one", "bind": {"value": {"F64": 1.0}}},
+  {"op": "add", "type": "Const", "name": "zero", "bind": {"value": {"F64": 0.0}}},
+  {"op": "feed", "role": "price", "into": ["one.clock", "zero.clock"]},
+  {"op": "add", "type": "Select", "name": "flag"},
+  {"op": "connect", "from": "isfirst.value", "to": "flag.cond"},
+  {"op": "connect", "from": "one.value", "to": "flag.then"},
+  {"op": "connect", "from": "zero.value", "to": "flag.otherwise"},
+  {"op": "add", "type": "SMA", "name": "fast", "bind": {"length": {"I64": 3}}},
+  {"op": "feed", "role": "price", "into": ["fast.series"]},
+  {"op": "add", "type": "Sub", "name": "spread"},
+  {"op": "connect", "from": "fast.value", "to": "spread.lhs"},
+  {"op": "feed", "role": "price", "into": ["spread.rhs"]},
+  {"op": "add", "type": "Sign", "name": "dir"},
+  {"op": "connect", "from": "spread.value", "to": "dir.value"},
+  {"op": "add", "type": "When", "name": "firstmom"},
+  {"op": "connect", "from": "dir.value", "to": "firstmom.value"},
+  {"op": "connect", "from": "isfirst.value", "to": "firstmom.gate"},
+  {"op": "add", "type": "Bias", "name": "bias", "bind": {"scale": {"F64": 1.0}}},
+  {"op": "connect", "from": "dir.value", "to": "bias.signal"},
+  {"op": "expose", "from": "bias.bias", "as": "bias"}
+]

fieldtests/milestone-measurement-first-class/mfc_3_first_candle_momentum.bp.json

@@ -0,0 +1 @@
+{"format_version":1,"blueprint":{"name":"graph","nodes":[{"primitive":{"type":"Resample","name":"c15","bound":[{"pos":0,"name":"period_minutes","kind":"I64","value":{"I64":15}}]}},{"primitive":{"type":"Sub","name":"body"}},{"primitive":{"type":"Sign","name":"dir"}},{"primitive":{"type":"SessionFrankfurt","name":"sess","bound":[{"pos":0,"name":"period_minutes","kind":"I64","value":{"I64":15}}]}},{"primitive":{"type":"EqConst","name":"isfirst","bound":[{"pos":0,"name":"target","kind":"I64","value":{"I64":0}}]}},{"primitive":{"type":"When","name":"firstmom"}},{"primitive":{"type":"CumSum","name":"cum"}},{"primitive":{"type":"Bias","name":"bias","bound":[{"pos":0,"name":"scale","kind":"F64","value":{"F64":1.0}}]}}],"edges":[{"from":0,"to":1,"slot":0,"from_field":3},{"from":0,"to":1,"slot":1,"from_field":0},{"from":1,"to":2,"slot":0,"from_field":0},{"from":0,"to":3,"slot":0,"from_field":3},{"from":3,"to":4,"slot":0,"from_field":0},{"from":2,"to":5,"slot":0,"from_field":0},{"from":4,"to":5,"slot":1,"from_field":0},{"from":5,"to":6,"slot":0,"from_field":0},{"from":2,"to":7,"slot":0,"from_field":0}],"input_roles":[{"name":"open","targets":[{"node":0,"slot":0}],"source":"F64"},{"name":"high","targets":[{"node":0,"slot":1}],"source":"F64"},{"name":"low","targets":[{"node":0,"slot":2}],"source":"F64"},{"name":"close","targets":[{"node":0,"slot":3}],"source":"F64"}],"output":[{"node":7,"field":0,"name":"bias"}]}}

fieldtests/milestone-measurement-first-class/mfc_3_first_candle_momentum.json

@@ -0,0 +1 @@
+{"format_version":1,"blueprint":{"name":"graph","nodes":[{"primitive":{"type":"Resample","name":"c15","bound":[{"pos":0,"name":"period_minutes","kind":"I64","value":{"I64":15}}]}},{"primitive":{"type":"Sub","name":"body"}},{"primitive":{"type":"Sign","name":"dir"}},{"primitive":{"type":"SessionFrankfurt","name":"sess","bound":[{"pos":0,"name":"period_minutes","kind":"I64","value":{"I64":15}}]}},{"primitive":{"type":"EqConst","name":"isfirst","bound":[{"pos":0,"name":"target","kind":"I64","value":{"I64":0}}]}},{"primitive":{"type":"When","name":"firstmom"}},{"primitive":{"type":"CumSum","name":"cum"}},{"primitive":{"type":"Bias","name":"bias","bound":[{"pos":0,"name":"scale","kind":"F64","value":{"F64":1.0}}]}}],"edges":[{"from":0,"to":1,"slot":0,"from_field":3},{"from":0,"to":1,"slot":1,"from_field":0},{"from":1,"to":2,"slot":0,"from_field":0},{"from":0,"to":3,"slot":0,"from_field":3},{"from":3,"to":4,"slot":0,"from_field":0},{"from":2,"to":5,"slot":0,"from_field":0},{"from":4,"to":5,"slot":1,"from_field":0},{"from":5,"to":6,"slot":0,"from_field":0},{"from":2,"to":7,"slot":0,"from_field":0}],"input_roles":[{"name":"open","targets":[{"node":0,"slot":0}],"source":"F64"},{"name":"high","targets":[{"node":0,"slot":1}],"source":"F64"},{"name":"low","targets":[{"node":0,"slot":2}],"source":"F64"},{"name":"close","targets":[{"node":0,"slot":3}],"source":"F64"}],"output":[{"node":7,"field":0,"name":"bias"}],"taps":[{"name":"coarse_close","from":{"node":0,"field":3}},{"name":"body","from":{"node":1,"field":0}},{"name":"dir_sign","from":{"node":2,"field":0}},{"name":"bars_since_open","from":{"node":3,"field":0}},{"name":"isfirst","from":{"node":4,"field":0}},{"name":"firstmom","from":{"node":5,"field":0}},{"name":"cum_firstmom","from":{"node":6,"field":0}}]}}

fieldtests/milestone-measurement-first-class/mfc_3_first_candle_momentum.ops.json

@@ -0,0 +1,28 @@
+[
+  {"op": "source", "role": "open", "kind": "F64"},
+  {"op": "source", "role": "high", "kind": "F64"},
+  {"op": "source", "role": "low", "kind": "F64"},
+  {"op": "source", "role": "close", "kind": "F64"},
+  {"op": "add", "type": "Resample", "name": "c15", "bind": {"period_minutes": {"I64": 15}}},
+  {"op": "feed", "role": "open", "into": ["c15.open"]},
+  {"op": "feed", "role": "high", "into": ["c15.high"]},
+  {"op": "feed", "role": "low", "into": ["c15.low"]},
+  {"op": "feed", "role": "close", "into": ["c15.close"]},
+  {"op": "add", "type": "Sub", "name": "body"},
+  {"op": "connect", "from": "c15.close", "to": "body.lhs"},
+  {"op": "connect", "from": "c15.open", "to": "body.rhs"},
+  {"op": "add", "type": "Sign", "name": "dir"},
+  {"op": "connect", "from": "body.value", "to": "dir.value"},
+  {"op": "add", "type": "SessionFrankfurt", "name": "sess", "bind": {"period_minutes": {"I64": 15}}},
+  {"op": "connect", "from": "c15.close", "to": "sess.trigger"},
+  {"op": "add", "type": "EqConst", "name": "isfirst", "bind": {"target": {"I64": 0}}},
+  {"op": "connect", "from": "sess.bars_since_open", "to": "isfirst.value"},
+  {"op": "add", "type": "When", "name": "firstmom"},
+  {"op": "connect", "from": "dir.value", "to": "firstmom.value"},
+  {"op": "connect", "from": "isfirst.value", "to": "firstmom.gate"},
+  {"op": "add", "type": "CumSum", "name": "cum"},
+  {"op": "connect", "from": "firstmom.value", "to": "cum.series"},
+  {"op": "add", "type": "Bias", "name": "bias", "bind": {"scale": {"F64": 1.0}}},
+  {"op": "connect", "from": "dir.value", "to": "bias.signal"},
+  {"op": "expose", "from": "bias.bias", "as": "bias"}
+]