plan: 0083 cost-node trait + shared cost-record contract
6 tasks: (1) new cost.rs — CostNode trait + CostRunner<F> + cost_node_builder + shared COST_FIELD_NAMES/COST_WIDTH/GEOMETRY_WIDTH + runner tests + author doctest; (2-3) migrate ConstantCost/VolSlippageCost to thin factors; (4) CostSum reads the shared contract; (5) main.rs reads aura_std::COST_FIELD_NAMES; (6) workspace gate. Behaviour-preserving — the existing suite is the regression net. refs #148
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# CostNode trait + shared cost-record contract — Implementation Plan
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> **Parent spec:** `docs/specs/0083-cost-node-trait.md`
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>
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> **For agentic workers:** REQUIRED SUB-SKILL: use the `implement` skill to run
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> this plan. Steps use `- [ ]` checkboxes for tracking.
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**Goal:** Lift the duplicated cost-node skeleton into a `CostNode` factor trait + a
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generic `CostRunner<F>` adapter with one source of truth for the 3-field cost
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record, migrating both shipped cost nodes — behaviour-preserving (byte-identical
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output, unchanged schemas/wiring).
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**Architecture:** A new `aura-std/src/cost.rs` owns the contract (`COST_WIDTH`,
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`COST_FIELD_NAMES`, `GEOMETRY_WIDTH`), the `CostNode` trait (one hook:
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`cost_numerator`), the `CostRunner<F>` node (holds `cum`/`out`, the co-temporality
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skeleton), and a `cost_node_builder` schema assembler. `ConstantCost` and
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`VolSlippageCost` become thin factors whose `new()` returns `CostRunner<Self>`.
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`CostSum` and `main.rs` drop their local triple consts for the shared source.
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**Tech Stack:** aura-std (node lib), aura-core (Node/Ctx/Cell/PrimitiveBuilder),
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aura-cli (the cost-block wiring). No new dependencies.
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**Files this plan creates or modifies:**
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- Create: `crates/aura-std/src/cost.rs` — contract + `CostNode` + `CostRunner<F>` + `cost_node_builder` + tests + author doctest
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- Modify: `crates/aura-std/src/lib.rs:18-76` — `mod cost;` + `pub use` re-exports
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- Modify: `crates/aura-std/src/constant_cost.rs:1-89` — strip to a `CostNode` factor (tests at 91-189 kept; test `use` line gains `Cell`)
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- Modify: `crates/aura-std/src/vol_slippage_cost.rs:1-100` — strip to a `CostNode` factor (tests at 102-222 kept; test `use` line gains `Cell`)
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- Modify: `crates/aura-std/src/cost_sum.rs:9-75` — read shared `COST_FIELD_NAMES`/`COST_WIDTH`, drop local consts
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- Modify: `crates/aura-cli/src/main.rs:31-34,2580,2589,2765,2779` — read `aura_std::COST_FIELD_NAMES`, drop local const
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---
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### Task 1: The cost-record contract, trait, runner, and builder (new `cost.rs`)
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**Files:**
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- Create: `crates/aura-std/src/cost.rs`
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- Modify: `crates/aura-std/src/lib.rs:18-76`
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- [ ] **Step 1: Write `crates/aura-std/src/cost.rs` in full**
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```rust
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//! The cost-model-graph node contract (C10): the `CostNode` factor trait and the
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//! `CostRunner<F>` adapter that wraps a factor into an engine `Node`.
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//!
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//! A cost node's only per-node difference is the **price-unit cost numerator** the
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//! runner divides by the latched 1R distance. Everything else — gating on the PM
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//! geometry (the co-temporality contract: the cost stream stays 1:1 with the
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//! executor's record), the closed/open charge, the running `cum`, the 3-field
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//! emit — is the runner's, written once. The 3-field cost record
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//! (`COST_FIELD_NAMES`) is one source of truth, read by both the producer side
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//! (`cost_node_builder`) and the `CostSum` aggregator; this mirrors the
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//! `position_management::{FIELD_NAMES, WIDTH}` precedent and replaces what was a
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//! by-convention triple lockstep.
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use aura_core::{
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Cell, Ctx, FieldSpec, Firing, Node, NodeSchema, ParamSpec, PortSpec, PrimitiveBuilder,
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ScalarKind,
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};
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/// The 3-field cost-in-R record every cost node emits, in slot order — one source
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/// of truth for the producer schema and the `CostSum` aggregator.
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pub const COST_WIDTH: usize = 3;
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pub const COST_FIELD_NAMES: [&str; COST_WIDTH] =
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["cost_in_r", "cum_cost_in_r", "open_cost_in_r"];
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/// The PM-geometry input prefix every cost node gates on (`closed`, `open`,
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/// `entry_price`, `stop_price`). A factor's own extra inputs are appended after
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/// these, beginning at slot `GEOMETRY_WIDTH`.
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pub const GEOMETRY_WIDTH: usize = 4;
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fn geometry_input_ports() -> Vec<PortSpec> {
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vec![
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PortSpec { kind: ScalarKind::Bool, firing: Firing::Any, name: "closed".into() },
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PortSpec { kind: ScalarKind::Bool, firing: Firing::Any, name: "open".into() },
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PortSpec { kind: ScalarKind::F64, firing: Firing::Any, name: "entry_price".into() },
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PortSpec { kind: ScalarKind::F64, firing: Firing::Any, name: "stop_price".into() },
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]
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}
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fn cost_output_fields() -> Vec<FieldSpec> {
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COST_FIELD_NAMES
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.iter()
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.map(|n| FieldSpec { name: (*n).into(), kind: ScalarKind::F64 })
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.collect()
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}
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/// A cost factor: the per-round-trip cost in *price units* (the numerator the
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/// runner divides by the latched 1R distance). The only thing a cost node differs
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/// in; the co-temporality skeleton is [`CostRunner`]'s, shared.
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///
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/// # Authoring a cost node
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///
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/// ```
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/// use aura_core::Ctx;
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/// use aura_std::{CostNode, CostRunner};
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///
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/// pub struct HalfSpreadCost {
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/// half_spread: f64,
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/// }
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///
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/// impl HalfSpreadCost {
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/// pub fn new(half_spread: f64) -> CostRunner<HalfSpreadCost> {
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/// assert!(half_spread >= 0.0, "HalfSpreadCost half_spread must be >= 0");
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/// CostRunner::new(HalfSpreadCost { half_spread })
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/// }
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/// }
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///
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/// impl CostNode for HalfSpreadCost {
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/// fn name(&self) -> &'static str {
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/// "HalfSpreadCost"
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/// }
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/// fn label(&self) -> String {
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/// format!("HalfSpreadCost({})", self.half_spread)
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/// }
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/// fn cost_numerator(&mut self, _ctx: &Ctx<'_>) -> f64 {
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/// self.half_spread // price units; the runner divides by the latched 1R distance
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/// }
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/// }
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///
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/// let _node = HalfSpreadCost::new(0.5); // a ready-to-wire cost node
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/// ```
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pub trait CostNode: 'static {
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/// Static node-type name (a non-load-bearing debug symbol, C23).
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fn name(&self) -> &'static str;
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/// One-line render label carrying the identifying param (C23).
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fn label(&self) -> String;
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/// Extra input ports beyond the 4 geometry inputs, appended at slot
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/// `GEOMETRY_WIDTH`. Default: none.
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fn extra_inputs(&self) -> Vec<PortSpec> {
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Vec::new()
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}
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/// The round-trip cost in price units this cycle, BEFORE R-normalization and
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/// BEFORE the closed/open gate. Reads its extra inputs from `ctx` at
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/// `GEOMETRY_WIDTH + i`; an empty window during warm-up means 0 (the runner
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/// still emits the row — co-temporality).
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fn cost_numerator(&mut self, ctx: &Ctx<'_>) -> f64;
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}
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/// The shared co-temporality skeleton wrapping any [`CostNode`] factor into a
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/// `Node`. Holds the only running state a cost node needs — `cum` and the output
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/// buffer — so a factor impl stays pure.
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pub struct CostRunner<F: CostNode> {
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factor: F,
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cum: f64,
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out: [Cell; COST_WIDTH],
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}
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impl<F: CostNode> CostRunner<F> {
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pub fn new(factor: F) -> Self {
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Self { factor, cum: 0.0, out: [Cell::from_f64(0.0); COST_WIDTH] }
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}
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}
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impl<F: CostNode> Node for CostRunner<F> {
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fn lookbacks(&self) -> Vec<usize> {
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vec![1; GEOMETRY_WIDTH + self.factor.extra_inputs().len()]
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}
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fn eval(&mut self, ctx: Ctx<'_>) -> Option<&[Cell]> {
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// Gate ONLY on the PM geometry (co-temporality): the cost stream stays 1:1
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// with the executor's record. A factor's not-yet-warm input contributes 0
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// (handled in `cost_numerator`), it does not withhold the row.
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let closed_w = ctx.bool_in(0);
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let open_w = ctx.bool_in(1);
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let entry_w = ctx.f64_in(2);
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let stop_w = ctx.f64_in(3);
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if closed_w.is_empty() || open_w.is_empty() || entry_w.is_empty() || stop_w.is_empty() {
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return None;
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}
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let closed = closed_w[0];
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let open = open_w[0];
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let latched = (entry_w[0] - stop_w[0]).abs();
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let numerator = self.factor.cost_numerator(&ctx);
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// Zero latched distance = no valid 1R denominator -> no cost. The
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// `numerator / latched` token form is preserved verbatim from the
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// pre-migration nodes for byte-identity (IEEE-754).
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let per = if latched > 0.0 { numerator / latched } else { 0.0 };
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let cost_in_r = if closed { per } else { 0.0 };
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let open_cost_in_r = if open { per } else { 0.0 };
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self.cum += cost_in_r;
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self.out = [
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Cell::from_f64(cost_in_r),
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Cell::from_f64(self.cum),
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Cell::from_f64(open_cost_in_r),
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];
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Some(&self.out)
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}
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fn label(&self) -> String {
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self.factor.label()
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}
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}
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/// Assemble a cost-node `PrimitiveBuilder`: the 4 geometry inputs ++ the factor's
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/// extra inputs, the standard 3-field cost output, the given params, and a build
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/// closure. The single home for the cost-node schema shape.
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pub fn cost_node_builder(
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name: &'static str,
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extra_inputs: Vec<PortSpec>,
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params: Vec<ParamSpec>,
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build: impl Fn(&[Cell]) -> Box<dyn Node> + 'static,
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) -> PrimitiveBuilder {
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let mut inputs = geometry_input_ports();
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inputs.extend(extra_inputs);
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PrimitiveBuilder::new(name, NodeSchema { inputs, output: cost_output_fields(), params }, build)
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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use crate::{ConstantCost, CostSum};
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use aura_core::{AnyColumn, Scalar, Timestamp};
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/// A test-only factor: a constant numerator, no extra inputs.
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struct StubCost(f64);
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impl CostNode for StubCost {
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fn name(&self) -> &'static str {
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"StubCost"
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}
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fn label(&self) -> String {
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format!("StubCost({})", self.0)
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}
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fn cost_numerator(&mut self, _ctx: &Ctx<'_>) -> f64 {
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self.0
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}
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}
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/// A test-only factor with one extra f64 input, read at `GEOMETRY_WIDTH`.
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struct StubExtra(f64);
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impl CostNode for StubExtra {
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fn name(&self) -> &'static str {
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"StubExtra"
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}
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fn label(&self) -> String {
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"StubExtra".into()
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}
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fn extra_inputs(&self) -> Vec<PortSpec> {
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vec![PortSpec { kind: ScalarKind::F64, firing: Firing::Any, name: "x".into() }]
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}
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fn cost_numerator(&mut self, ctx: &Ctx<'_>) -> f64 {
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let w = ctx.f64_in(GEOMETRY_WIDTH);
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let x = if w.is_empty() { 0.0 } else { w[0] };
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self.0 * x
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}
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}
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fn geom_cols() -> Vec<AnyColumn> {
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vec![
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AnyColumn::with_capacity(ScalarKind::Bool, 1), // closed
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AnyColumn::with_capacity(ScalarKind::Bool, 1), // open
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AnyColumn::with_capacity(ScalarKind::F64, 1), // entry
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AnyColumn::with_capacity(ScalarKind::F64, 1), // stop
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]
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}
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#[test]
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fn withholds_until_geometry_present() {
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let mut r = CostRunner::new(StubCost(2.0));
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let inputs = geom_cols(); // empty
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assert_eq!(r.eval(Ctx::new(&inputs, Timestamp(0))), None);
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}
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#[test]
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fn charges_numerator_over_latched_on_close() {
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let mut r = CostRunner::new(StubCost(2.0));
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let mut inputs = geom_cols();
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inputs[0].push(Scalar::bool(true)).unwrap();
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inputs[1].push(Scalar::bool(false)).unwrap();
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inputs[2].push(Scalar::f64(100.0)).unwrap();
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inputs[3].push(Scalar::f64(96.0)).unwrap(); // latched 4 -> 2/4 = 0.5
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assert_eq!(
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r.eval(Ctx::new(&inputs, Timestamp(0))),
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Some([Cell::from_f64(0.5), Cell::from_f64(0.5), Cell::from_f64(0.0)].as_slice())
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);
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}
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#[test]
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fn open_emits_would_be_cost_not_in_cum() {
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let mut r = CostRunner::new(StubCost(2.0));
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let mut inputs = geom_cols();
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inputs[0].push(Scalar::bool(false)).unwrap();
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inputs[1].push(Scalar::bool(true)).unwrap(); // open
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inputs[2].push(Scalar::f64(100.0)).unwrap();
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inputs[3].push(Scalar::f64(96.0)).unwrap();
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assert_eq!(
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r.eval(Ctx::new(&inputs, Timestamp(0))),
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Some([Cell::from_f64(0.0), Cell::from_f64(0.0), Cell::from_f64(0.5)].as_slice())
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);
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}
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#[test]
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fn zero_latched_no_cost() {
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let mut r = CostRunner::new(StubCost(2.0));
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let mut inputs = geom_cols();
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inputs[0].push(Scalar::bool(true)).unwrap();
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inputs[1].push(Scalar::bool(false)).unwrap();
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inputs[2].push(Scalar::f64(100.0)).unwrap();
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inputs[3].push(Scalar::f64(100.0)).unwrap(); // latched 0
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assert_eq!(
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r.eval(Ctx::new(&inputs, Timestamp(0))),
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Some([Cell::from_f64(0.0), Cell::from_f64(0.0), Cell::from_f64(0.0)].as_slice())
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);
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}
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#[test]
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fn cum_accumulates() {
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let mut r = CostRunner::new(StubCost(2.0));
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let mut a = geom_cols();
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a[0].push(Scalar::bool(true)).unwrap();
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a[1].push(Scalar::bool(false)).unwrap();
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a[2].push(Scalar::f64(100.0)).unwrap();
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a[3].push(Scalar::f64(96.0)).unwrap(); // 0.5
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let _ = r.eval(Ctx::new(&a, Timestamp(0)));
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let mut b = geom_cols();
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b[0].push(Scalar::bool(true)).unwrap();
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b[1].push(Scalar::bool(false)).unwrap();
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b[2].push(Scalar::f64(100.0)).unwrap();
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b[3].push(Scalar::f64(98.0)).unwrap(); // latched 2 -> 1.0; cum 1.5
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assert_eq!(
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r.eval(Ctx::new(&b, Timestamp(1))),
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Some([Cell::from_f64(1.0), Cell::from_f64(1.5), Cell::from_f64(0.0)].as_slice())
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);
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}
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#[test]
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fn extra_input_cold_contributes_zero_but_row_emits() {
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// Co-temporality: a not-yet-warm factor input -> 0 cost, but a row IS emitted.
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let mut r = CostRunner::new(StubExtra(0.5));
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let mut inputs = geom_cols();
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inputs.push(AnyColumn::with_capacity(ScalarKind::F64, 1)); // x, empty
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inputs[0].push(Scalar::bool(true)).unwrap();
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inputs[1].push(Scalar::bool(false)).unwrap();
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inputs[2].push(Scalar::f64(100.0)).unwrap();
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inputs[3].push(Scalar::f64(96.0)).unwrap();
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assert_eq!(
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r.eval(Ctx::new(&inputs, Timestamp(0))),
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Some([Cell::from_f64(0.0), Cell::from_f64(0.0), Cell::from_f64(0.0)].as_slice())
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);
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}
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#[test]
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fn extra_input_warm_scales_numerator() {
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let mut r = CostRunner::new(StubExtra(0.5));
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let mut inputs = geom_cols();
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inputs.push(AnyColumn::with_capacity(ScalarKind::F64, 1));
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inputs[0].push(Scalar::bool(true)).unwrap();
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inputs[1].push(Scalar::bool(false)).unwrap();
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inputs[2].push(Scalar::f64(100.0)).unwrap();
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inputs[3].push(Scalar::f64(96.0)).unwrap(); // latched 4
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inputs[4].push(Scalar::f64(3.0)).unwrap(); // x=3 -> 0.5*3=1.5 -> 1.5/4 = 0.375
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assert_eq!(
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r.eval(Ctx::new(&inputs, Timestamp(0))),
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Some([Cell::from_f64(0.375), Cell::from_f64(0.375), Cell::from_f64(0.0)].as_slice())
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);
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}
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#[test]
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fn lookbacks_count_geometry_plus_extra() {
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assert_eq!(CostRunner::new(StubCost(1.0)).lookbacks(), vec![1; GEOMETRY_WIDTH]);
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assert_eq!(CostRunner::new(StubExtra(1.0)).lookbacks(), vec![1; GEOMETRY_WIDTH + 1]);
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}
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#[test]
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fn runner_label_delegates_to_factor() {
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assert_eq!(CostRunner::new(StubCost(2.0)).label(), "StubCost(2)");
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}
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#[test]
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fn geometry_width_matches_port_count() {
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assert_eq!(GEOMETRY_WIDTH, geometry_input_ports().len());
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}
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#[test]
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fn cost_output_fields_are_the_triple() {
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let names: Vec<String> = cost_output_fields().into_iter().map(|f| f.name).collect();
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assert_eq!(names, COST_FIELD_NAMES.to_vec());
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}
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#[test]
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fn producer_and_aggregator_share_the_triple() {
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// The structural lockstep: producer output and aggregator output/inputs all
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// read COST_FIELD_NAMES (one source), replacing the by-convention triple.
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let prod: Vec<String> =
|
||||
ConstantCost::builder().schema().output.iter().map(|f| f.name.clone()).collect();
|
||||
assert_eq!(prod, COST_FIELD_NAMES.to_vec());
|
||||
let agg_out: Vec<String> =
|
||||
CostSum::builder(1).schema().output.iter().map(|f| f.name.clone()).collect();
|
||||
assert_eq!(agg_out, COST_FIELD_NAMES.to_vec());
|
||||
let agg_in: Vec<String> =
|
||||
CostSum::builder(1).schema().inputs.iter().map(|p| p.name.clone()).collect();
|
||||
let expected: Vec<String> =
|
||||
COST_FIELD_NAMES.iter().map(|f| format!("cost[0].{f}")).collect();
|
||||
assert_eq!(agg_in, expected);
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
- [ ] **Step 2: Wire the module into `crates/aura-std/src/lib.rs`**
|
||||
|
||||
Insert `mod cost;` between `mod constant_cost;` (line 21) and `mod cost_sum;` (line 22):
|
||||
|
||||
```rust
|
||||
mod constant_cost;
|
||||
mod cost;
|
||||
mod cost_sum;
|
||||
```
|
||||
|
||||
Insert the re-export between `pub use constant_cost::ConstantCost;` (line 49) and
|
||||
`pub use cost_sum::CostSum;` (line 50):
|
||||
|
||||
```rust
|
||||
pub use constant_cost::ConstantCost;
|
||||
pub use cost::{cost_node_builder, CostNode, CostRunner, COST_FIELD_NAMES, COST_WIDTH};
|
||||
pub use cost_sum::CostSum;
|
||||
```
|
||||
|
||||
(`GEOMETRY_WIDTH` is NOT re-exported — it is consumed intra-crate only, via
|
||||
`crate::cost::GEOMETRY_WIDTH`.)
|
||||
|
||||
- [ ] **Step 3: Build and run the new module's tests**
|
||||
|
||||
Run: `cargo test -p aura-std`
|
||||
Expected: PASS — all existing aura-std tests still green, plus the new `cost::tests`
|
||||
(13 tests incl. `producer_and_aggregator_share_the_triple`, `geometry_width_matches_port_count`)
|
||||
and the `CostNode` doctest (`HalfSpreadCost`).
|
||||
|
||||
- [ ] **Step 4: Clippy-clean the new file**
|
||||
|
||||
Run: `cargo clippy -p aura-std --all-targets -- -D warnings`
|
||||
Expected: clean (no unused imports; every `use aura_core::{...}` symbol in `cost.rs`
|
||||
is used).
|
||||
|
||||
---
|
||||
|
||||
### Task 2: Migrate `ConstantCost` to a `CostNode` factor
|
||||
|
||||
**Files:**
|
||||
- Modify: `crates/aura-std/src/constant_cost.rs:1-89` (replace), `:103` (test `use` line)
|
||||
|
||||
- [ ] **Step 1: Replace lines 1-89 (module doc through `impl Node`) with the factor**
|
||||
|
||||
```rust
|
||||
//! `ConstantCost` — a flat round-trip cost charged once per closed trade, in R.
|
||||
//! The simplest cost node of the C10 cost-model graph: a stateless [`CostNode`]
|
||||
//! factor whose price-unit numerator is a flat `cost_per_trade`. The shared
|
||||
//! [`CostRunner`] supplies the co-temporality skeleton (geometry gating, the
|
||||
//! `cost_per_trade / |entry - stop|` R-normalization, the closed/open charge, the
|
||||
//! running `cum`, the 3-field emit). R-pure: notional cancels (C10).
|
||||
|
||||
use aura_core::{Ctx, ParamSpec, PrimitiveBuilder, ScalarKind};
|
||||
|
||||
use crate::cost::{cost_node_builder, CostNode, CostRunner};
|
||||
|
||||
/// A flat per-trade cost in price units (`cost_per_trade`), emitted in R via the
|
||||
/// shared [`CostRunner`].
|
||||
pub struct ConstantCost {
|
||||
cost_per_trade: f64,
|
||||
}
|
||||
|
||||
impl ConstantCost {
|
||||
/// A flat per-trade cost node: the factor wrapped in the shared [`CostRunner`].
|
||||
pub fn new(cost_per_trade: f64) -> CostRunner<ConstantCost> {
|
||||
assert!(cost_per_trade >= 0.0, "ConstantCost cost_per_trade must be >= 0");
|
||||
CostRunner::new(ConstantCost { cost_per_trade })
|
||||
}
|
||||
|
||||
/// The param-generic recipe: one `cost_per_trade` F64 knob, no extra inputs.
|
||||
pub fn builder() -> PrimitiveBuilder {
|
||||
cost_node_builder(
|
||||
"ConstantCost",
|
||||
Vec::new(),
|
||||
vec![ParamSpec { name: "cost_per_trade".into(), kind: ScalarKind::F64 }],
|
||||
|p| Box::new(ConstantCost::new(p[0].f64())),
|
||||
)
|
||||
}
|
||||
}
|
||||
|
||||
impl CostNode for ConstantCost {
|
||||
fn name(&self) -> &'static str {
|
||||
"ConstantCost"
|
||||
}
|
||||
fn label(&self) -> String {
|
||||
format!("ConstantCost({})", self.cost_per_trade)
|
||||
}
|
||||
fn cost_numerator(&mut self, _ctx: &Ctx<'_>) -> f64 {
|
||||
self.cost_per_trade
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
- [ ] **Step 2: Amend the test module's `use` line (now line ~63 after the rewrite)**
|
||||
|
||||
The kept test bodies use `Cell::from_f64`, which previously reached them via
|
||||
`use super::*` from the parent's `Cell` import (now removed — the non-test code no
|
||||
longer names `Cell`). Add `Cell` to the test module's import:
|
||||
|
||||
Change `use aura_core::{AnyColumn, Scalar, Timestamp};` to
|
||||
`use aura_core::{AnyColumn, Cell, Scalar, Timestamp};`
|
||||
|
||||
Everything else in the `#[cfg(test)] mod tests` block stays verbatim.
|
||||
|
||||
- [ ] **Step 3: Build and run the (unchanged) ConstantCost tests through the runner**
|
||||
|
||||
Run: `cargo test -p aura-std`
|
||||
Expected: PASS — the 7 existing `constant_cost` tests pass verbatim (now exercising
|
||||
`CostRunner<ConstantCost>`), byte-identical output (`0.5`, `1.5`), the negative-param
|
||||
panic still fires in `new`.
|
||||
|
||||
- [ ] **Step 4: Clippy-clean**
|
||||
|
||||
Run: `cargo clippy -p aura-std --all-targets -- -D warnings`
|
||||
Expected: clean.
|
||||
|
||||
---
|
||||
|
||||
### Task 3: Migrate `VolSlippageCost` to a `CostNode` factor
|
||||
|
||||
**Files:**
|
||||
- Modify: `crates/aura-std/src/vol_slippage_cost.rs:1-100` (replace), `:105` (test `use` line)
|
||||
|
||||
- [ ] **Step 1: Replace lines 1-100 (module doc through `impl Node`) with the factor**
|
||||
|
||||
```rust
|
||||
//! `VolSlippageCost` — a slippage cost that scales with a measured volatility
|
||||
//! input, charged once per closed trade, in R. The first *state-dependent*
|
||||
//! [`CostNode`] factor: its price-unit numerator is `slip_vol_mult · volatility`
|
||||
//! instead of a flat constant, so the cost-in-R varies trade-to-trade. The vol is
|
||||
//! supplied as an extra input (an upstream realized-range estimator), kept
|
||||
//! independent of the stop's own vol — scaling by the stop's vol would collapse
|
||||
//! cost-in-R to a constant. R-pure: `slip_vol_mult · vol / |entry - stop|` (C10).
|
||||
//!
|
||||
//! Co-temporality is the shared [`CostRunner`]'s contract: it gates only on the PM
|
||||
//! geometry, so a not-yet-warm `volatility` input makes this factor's numerator 0
|
||||
//! that cycle (handled below) rather than withholding and desyncing the stream.
|
||||
|
||||
use aura_core::{Ctx, Firing, ParamSpec, PortSpec, PrimitiveBuilder, ScalarKind};
|
||||
|
||||
use crate::cost::{cost_node_builder, CostNode, CostRunner, GEOMETRY_WIDTH};
|
||||
|
||||
/// A volatility-scaled per-trade slippage, emitted in R via the shared
|
||||
/// [`CostRunner`]. One extra input beyond the geometry: a `volatility` stream
|
||||
/// (price units), read at slot `GEOMETRY_WIDTH`.
|
||||
pub struct VolSlippageCost {
|
||||
slip_vol_mult: f64,
|
||||
}
|
||||
|
||||
impl VolSlippageCost {
|
||||
/// A volatility-scaled slippage cost node (the factor wrapped in the runner).
|
||||
pub fn new(slip_vol_mult: f64) -> CostRunner<VolSlippageCost> {
|
||||
assert!(slip_vol_mult >= 0.0, "VolSlippageCost slip_vol_mult must be >= 0");
|
||||
CostRunner::new(VolSlippageCost { slip_vol_mult })
|
||||
}
|
||||
|
||||
/// The param-generic recipe: one `slip_vol_mult` F64 knob; one extra
|
||||
/// `volatility` input appended after the geometry.
|
||||
pub fn builder() -> PrimitiveBuilder {
|
||||
cost_node_builder(
|
||||
"VolSlippageCost",
|
||||
vec![PortSpec { kind: ScalarKind::F64, firing: Firing::Any, name: "volatility".into() }],
|
||||
vec![ParamSpec { name: "slip_vol_mult".into(), kind: ScalarKind::F64 }],
|
||||
|p| Box::new(VolSlippageCost::new(p[0].f64())),
|
||||
)
|
||||
}
|
||||
}
|
||||
|
||||
impl CostNode for VolSlippageCost {
|
||||
fn name(&self) -> &'static str {
|
||||
"VolSlippageCost"
|
||||
}
|
||||
fn label(&self) -> String {
|
||||
format!("VolSlippageCost({})", self.slip_vol_mult)
|
||||
}
|
||||
fn extra_inputs(&self) -> Vec<PortSpec> {
|
||||
vec![PortSpec { kind: ScalarKind::F64, firing: Firing::Any, name: "volatility".into() }]
|
||||
}
|
||||
fn cost_numerator(&mut self, ctx: &Ctx<'_>) -> f64 {
|
||||
// Extra input slot 0 (after the 4 geometry inputs).
|
||||
let vol_w = ctx.f64_in(GEOMETRY_WIDTH);
|
||||
let vol = if vol_w.is_empty() { 0.0 } else { vol_w[0] }; // 0 during proxy warm-up
|
||||
self.slip_vol_mult * vol
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
- [ ] **Step 2: Amend the test module's `use` line**
|
||||
|
||||
Change `use aura_core::{AnyColumn, Scalar, Timestamp};` to
|
||||
`use aura_core::{AnyColumn, Cell, Scalar, Timestamp};`
|
||||
|
||||
(The kept test bodies — including `vol_not_yet_warm_emits_zero_cost_co_temporally` —
|
||||
use `Cell::from_f64`, previously reached via `use super::*`.) Everything else in the
|
||||
test block stays verbatim.
|
||||
|
||||
- [ ] **Step 3: Build and run the (unchanged) VolSlippageCost tests through the runner**
|
||||
|
||||
Run: `cargo test -p aura-std`
|
||||
Expected: PASS — the 8 existing `vol_slippage_cost` tests pass verbatim, byte-identical
|
||||
output (`0.375`, `1.375`), the co-temporality 0-cost-row test green, the negative-param
|
||||
panic fires.
|
||||
|
||||
- [ ] **Step 4: Clippy-clean**
|
||||
|
||||
Run: `cargo clippy -p aura-std --all-targets -- -D warnings`
|
||||
Expected: clean.
|
||||
|
||||
---
|
||||
|
||||
### Task 4: `CostSum` reads the shared cost-record contract
|
||||
|
||||
**Files:**
|
||||
- Modify: `crates/aura-std/src/cost_sum.rs:9-75`
|
||||
|
||||
- [ ] **Step 1: Add the shared-contract import after the `aura_core` use block (line 11)**
|
||||
|
||||
```rust
|
||||
use aura_core::{
|
||||
Cell, Ctx, FieldSpec, Firing, Node, NodeSchema, PortSpec, PrimitiveBuilder, ScalarKind,
|
||||
};
|
||||
|
||||
use crate::cost::{COST_FIELD_NAMES, COST_WIDTH};
|
||||
```
|
||||
|
||||
- [ ] **Step 2: Delete the local triple consts (lines 19-20) and update the doc comment**
|
||||
|
||||
Remove:
|
||||
|
||||
```rust
|
||||
const COST_FIELDS: [&str; 3] = ["cost_in_r", "cum_cost_in_r", "open_cost_in_r"];
|
||||
const COST_WIDTH: usize = COST_FIELDS.len();
|
||||
```
|
||||
|
||||
Replace the doc comment above them (lines 13-18) so it points at the shared source
|
||||
rather than declaring the triple locally:
|
||||
|
||||
```rust
|
||||
/// The cost-record field triple and its width come from the shared cost contract
|
||||
/// (`crate::cost::{COST_FIELD_NAMES, COST_WIDTH}`) — one source of truth, read by
|
||||
/// both the producer side (`cost_node_builder`) and this aggregator. The input-name
|
||||
/// loop, the output schema, the lookback vector, and the eval accumulator all read
|
||||
/// it, so the producer↔aggregator field match is structural, not by-convention.
|
||||
```
|
||||
|
||||
- [ ] **Step 3: Rewrite the `COST_FIELDS` references to `COST_FIELD_NAMES`**
|
||||
|
||||
In `builder` (line 43): `for field in COST_FIELDS` → `for field in COST_FIELD_NAMES`.
|
||||
In `builder`'s output (line 55): `output: COST_FIELDS` → `output: COST_FIELD_NAMES`.
|
||||
In the eval-accumulator comment (line 72): `COST_FIELDS order` → `COST_FIELD_NAMES order`.
|
||||
|
||||
All `COST_WIDTH` references (struct field line 28, `new` line 34, builder capacity
|
||||
line 41, lookbacks line 68, eval line 72, `ctx.f64_in(k * COST_WIDTH + f)` line 75)
|
||||
stay as written — they now resolve to the imported `COST_WIDTH`.
|
||||
|
||||
- [ ] **Step 4: Build and run the (unchanged) CostSum tests**
|
||||
|
||||
Run: `cargo test -p aura-std`
|
||||
Expected: PASS — the 6 existing `cost_sum` tests pass verbatim (they assert literal
|
||||
port names `cost[0].cost_in_r` etc., unchanged); `input_slots_are_named_cost_index_field`
|
||||
green; the whole aura-std suite green.
|
||||
|
||||
- [ ] **Step 5: Clippy-clean**
|
||||
|
||||
Run: `cargo clippy -p aura-std --all-targets -- -D warnings`
|
||||
Expected: clean.
|
||||
|
||||
---
|
||||
|
||||
### Task 5: `main.rs` reads the shared `COST_FIELD_NAMES`
|
||||
|
||||
**Files:**
|
||||
- Modify: `crates/aura-cli/src/main.rs:31-34,2580,2589,2765,2779`
|
||||
|
||||
- [ ] **Step 1: Add `COST_FIELD_NAMES` to the `aura_std` import (lines 31-34)**
|
||||
|
||||
In the `use aura_std::{...}` block that already re-exports `PM_FIELD_NAMES,
|
||||
PM_RECORD_KINDS` (line 34), add `COST_FIELD_NAMES` (alpha-ordered within the block).
|
||||
|
||||
- [ ] **Step 2: Delete the local const (line 2580)**
|
||||
|
||||
Remove:
|
||||
|
||||
```rust
|
||||
const COST_FIELDS: [&str; 3] = ["cost_in_r", "cum_cost_in_r", "open_cost_in_r"];
|
||||
```
|
||||
|
||||
- [ ] **Step 3: Rewrite the three `COST_FIELDS` references to `COST_FIELD_NAMES`**
|
||||
|
||||
- `COST_SUM_PORTS` builder loop (line 2589): `for field in COST_FIELDS` → `for field in COST_FIELD_NAMES`.
|
||||
- `ConstantCost` wiring loop (line 2765): `for (f, field) in COST_FIELDS.iter().copied().enumerate()` → `... COST_FIELD_NAMES.iter().copied().enumerate()`.
|
||||
- `VolSlippageCost` wiring loop (line 2779): same rewrite.
|
||||
|
||||
`MAX_RUN_COST_NODES` (line 2576) and the `COST_SUM_PORTS` LazyLock structure stay
|
||||
unchanged; only the field-name source changes (identical string values → identical
|
||||
port names → identical wiring).
|
||||
|
||||
- [ ] **Step 4: Build and verify the C18 golden is byte-identical**
|
||||
|
||||
Run: `cargo test -p aura-cli stage1_r_single_run_output_golden`
|
||||
Expected: PASS — the no-cost golden is byte-identical (it pins no cost field by string;
|
||||
the wiring is unchanged).
|
||||
|
||||
- [ ] **Step 5: Verify the both-costs composition still holds**
|
||||
|
||||
Run: `cargo test -p aura-cli stage1_r_both_costs`
|
||||
Expected: PASS — `stage1_r_both_costs_compose_net_below_each_alone` green (the wiring
|
||||
and the cost streams are unchanged).
|
||||
|
||||
- [ ] **Step 6: Clippy-clean the cli crate**
|
||||
|
||||
Run: `cargo clippy -p aura-cli --all-targets -- -D warnings`
|
||||
Expected: clean (the local const removed; `COST_FIELD_NAMES` imported and used).
|
||||
|
||||
---
|
||||
|
||||
### Task 6: Workspace verification (behaviour-preservation gate)
|
||||
|
||||
**Files:** none (verification only)
|
||||
|
||||
- [ ] **Step 1: Full workspace build**
|
||||
|
||||
Run: `cargo build --workspace --all-targets`
|
||||
Expected: clean, 0 errors.
|
||||
|
||||
- [ ] **Step 2: Full workspace test suite**
|
||||
|
||||
Run: `cargo test --workspace`
|
||||
Expected: PASS, 0 failures — including the aura-engine composition E2E
|
||||
(`cost_sum_composes_constant_and_vol_slippage_exactly`,
|
||||
`aggregate_net_r_equity_final_sample_agrees_with_summarize_r_net_total`,
|
||||
`cost_sum_of_one_is_identity_for_vol_slippage`, which construct the REAL migrated
|
||||
nodes via `::new()` and bind `CostRunner<_>` transparently) and the C18 golden.
|
||||
|
||||
- [ ] **Step 3: Workspace clippy gate**
|
||||
|
||||
Run: `cargo clippy --workspace --all-targets -- -D warnings`
|
||||
Expected: clean.
|
||||
|
||||
- [ ] **Step 4: Doc build (no broken intra-doc links from the new `cost.rs` items)**
|
||||
|
||||
Run: `cargo doc --workspace --no-deps 2>&1`
|
||||
Expected: builds; no warnings about the new `CostNode`/`CostRunner` doc links.
|
||||
Reference in New Issue
Block a user