feat(aura-engine): seeded source + live RunManifest.seed (C12 seed-as-input)
A seeded source whose stream is fully determined by a u64 seed, making RunManifest.seed a live captured input instead of the dead 0 it was. This is C12's reconciliation of stochastic runs with C1: a run is bit-identical for a fixed seed (the seed is a captured input, not hidden nondeterminism), and a different seed gives a different-but-reproducible run. Precondition for the Monte-Carlo family (#68) and random param-sweep (#52). Engine (aura-engine): - SplitMix64: a ~10-line private, dependency-free PRNG. Chosen over a rand-family crate for guaranteed bit-stability across toolchains/crate versions — the whole value of seed-as-input is reproducibility, and a crate whose algorithm is not version-stable would silently break a recorded seed on a dep bump. No new direct dep. - SyntheticSpec + source(seed) -> impl Source: the Fn(u64) -> impl Source contract (Fork B — seed at the data-generation edge, outside the engine graph). Returns a Source, never a Vec, so the MC family can re-seed N times without materializing N streams. First cut collects to a VecSource internally; the signature does not name Vec, so a lazy generator is a drop-in replacement. Re-exported from lib.rs beside VecSource. CLI (aura-cli): - sim_optimal_manifest gains a seed: u64 param recorded into the manifest (the single Fork B capture site). All four existing seed-free callers (run_sample, run_sample_real, the sweep grid-report, run_macd) pass 0 unchanged — their determinism tests stay green. - A test-only run_sample_seeded + SeededTrace exercise a live seed and expose the drained sink trace, so the three e2e tests assert bit-identity at the trace level (strictly stronger than the folded 3-field metrics). Tests (RED-first): 2 engine producer tests (same-seed identical / different-seed differs) + 3 cli e2e tests (bit-identical trace, different-seed metrics differ, seed recorded in manifest). Full workspace green; clippy -D warnings clean. Errata vs plan 0042 (two compile-forced deviations, neither alters the spec contract): - source returns `impl Source + use<>`: under edition 2024 a bare `impl Source` captures the &self lifetime, which blocks boxing as Box<dyn Source + 'static> for run() (E0597). The source owns its data, so use<> (captures nothing) is correct. - SyntheticSpec is imported inside `#[cfg(test)] mod tests` in main.rs: it is used only by the seeded test vehicle, so a top-level import is unused in the non-test build under clippy -D warnings. closes #66
This commit is contained in:
@@ -122,12 +122,16 @@ fn sample_harness() -> (
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/// built-in harnesses — only `params` and `window` vary. Centralizing the broker
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/// label keeps it a single source (and a single edit point for #22's per-asset
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/// pip work).
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fn sim_optimal_manifest(params: Vec<(String, f64)>, window: (Timestamp, Timestamp)) -> RunManifest {
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fn sim_optimal_manifest(
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params: Vec<(String, f64)>,
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window: (Timestamp, Timestamp),
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seed: u64,
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) -> RunManifest {
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RunManifest {
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commit: option_env!("AURA_COMMIT").unwrap_or("unknown").to_string(),
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params,
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window,
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seed: 0,
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seed,
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broker: "sim-optimal(pip_size=0.0001)".to_string(),
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}
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}
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@@ -158,6 +162,7 @@ fn run_sample() -> RunReport {
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("exposure_scale".to_string(), 0.5),
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],
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window,
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0,
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),
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metrics,
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}
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@@ -220,6 +225,7 @@ fn run_sample_real(symbol: &str, from_ms: Option<i64>, to_ms: Option<i64>) -> Ru
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("exposure_scale".to_string(), 0.5),
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],
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window,
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0,
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),
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metrics,
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}
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@@ -382,7 +388,7 @@ fn sweep_family() -> SweepFamily {
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.map(|(ps, v)| (ps.name.clone(), scalar_as_param_f64(v)))
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.collect();
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RunReport {
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manifest: sim_optimal_manifest(params, window),
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manifest: sim_optimal_manifest(params, window, 0),
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metrics: summarize(&equity, &exposure),
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}
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})
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@@ -569,6 +575,7 @@ fn run_macd() -> RunReport {
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("exposure_scale".to_string(), 0.5),
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],
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window,
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0,
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),
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metrics,
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}
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@@ -607,6 +614,70 @@ fn main() {
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#[cfg(test)]
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mod tests {
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use super::*;
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// `SyntheticSpec` is used only by the seeded test vehicle below, so it is
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// imported here rather than at module top (a top-level import would be
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// `unused` in the non-test binary build under `clippy -D warnings`).
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use aura_engine::SyntheticSpec;
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/// The drained sink trace of a seeded run — the recorded rows of the equity
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/// and exposure sinks. Compared row-for-row so the C1 seed-determinism
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/// property is tested at the trace level (strictly stronger than the folded
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/// 3-field metrics). `PartialEq` not `Eq`: `Scalar` carries `f64`.
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#[derive(Debug, PartialEq)]
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struct SeededTrace {
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equity: Vec<(Timestamp, Vec<Scalar>)>,
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exposure: Vec<(Timestamp, Vec<Scalar>)>,
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}
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/// A seeded run of the sample harness: the synthetic stream is generated
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/// from `seed`, that same seed is recorded into the manifest, and the
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/// drained sink trace is returned alongside the report. Every byte of both
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/// is a function of `seed`.
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fn run_sample_seeded(seed: u64) -> (RunReport, SeededTrace) {
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let (mut h, rx_eq, rx_ex) = sample_harness();
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let spec = SyntheticSpec { start: 1.0, len: 64, step: 1 };
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let window = (Timestamp(1), Timestamp((spec.len as i64 - 1) * spec.step + 1));
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h.run(vec![Box::new(spec.source(seed))]);
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let eq_rows: Vec<(Timestamp, Vec<Scalar>)> = rx_eq.try_iter().collect();
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let ex_rows: Vec<(Timestamp, Vec<Scalar>)> = rx_ex.try_iter().collect();
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let metrics = summarize(&f64_field(&eq_rows, 0), &f64_field(&ex_rows, 0));
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let report = RunReport {
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manifest: sim_optimal_manifest(
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vec![
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("sma_fast".to_string(), 2.0),
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("sma_slow".to_string(), 4.0),
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("exposure_scale".to_string(), 0.5),
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],
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window,
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seed,
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),
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metrics,
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};
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(report, SeededTrace { equity: eq_rows, exposure: ex_rows })
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}
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#[test]
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fn same_seed_bit_identical_trace() {
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// Bit-identical sink trace for a fixed seed (acceptance bullet 1, C1).
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let (_, trace_a) = run_sample_seeded(42);
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let (_, trace_b) = run_sample_seeded(42);
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assert_eq!(trace_a, trace_b);
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}
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#[test]
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fn different_seed_different_trace() {
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// Different seeds perturb the trace (acceptance bullet 2).
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let (a, _) = run_sample_seeded(1);
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let (b, _) = run_sample_seeded(2);
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assert_ne!(a.metrics, b.metrics);
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}
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#[test]
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fn seed_recorded_in_manifest() {
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// The seed that drove the run is recorded (acceptance bullet 3).
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let (report, _) = run_sample_seeded(7);
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assert_eq!(report.manifest.seed, 7);
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}
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#[test]
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fn sample_blueprint_with_sinks_bootstraps_runs_and_drains() {
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@@ -90,6 +90,72 @@ impl Source for VecSource {
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}
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}
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/// A tiny, fully-deterministic, dependency-free PRNG (SplitMix64). The seed
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/// completely determines the sequence; no external entropy, no global state.
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/// Bit-stable across toolchains and crate versions — the property C1 needs for
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/// seed-as-input reproducibility (C12).
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struct SplitMix64 {
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state: u64,
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}
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impl SplitMix64 {
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fn new(seed: u64) -> Self {
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Self { state: seed }
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}
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fn next_u64(&mut self) -> u64 {
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self.state = self.state.wrapping_add(0x9E37_79B9_7F4A_7C15);
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let mut z = self.state;
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z = (z ^ (z >> 30)).wrapping_mul(0xBF58_476D_1CE4_E5B9);
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z = (z ^ (z >> 27)).wrapping_mul(0x94D0_49BB_1331_11EB);
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z ^ (z >> 31)
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}
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/// A uniform `f64` in `[0, 1)` from the top 53 bits.
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fn next_f64(&mut self) -> f64 {
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(self.next_u64() >> 11) as f64 / ((1u64 << 53) as f64)
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}
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}
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/// Config for a seeded synthetic price walk — everything *except* the seed.
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/// Partially applying it (`|seed| spec.source(seed)`) yields the
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/// `Fn(u64) -> impl Source` contract the Monte-Carlo family (#68) consumes
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/// (C12 seed-as-input). The produced stream is an ordinary ingestion-boundary
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/// `Source` (C3), generated at the data-generation edge outside the engine graph.
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#[derive(Clone, Copy, Debug)]
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pub struct SyntheticSpec {
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/// Opening price.
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pub start: f64,
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/// Number of M1 steps.
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pub len: usize,
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/// Timestamp increment per step.
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pub step: i64,
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}
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impl SyntheticSpec {
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/// Produce a synthetic price stream **fully determined by `seed`** (C1/C12):
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/// a multiplicative random walk, each step a small seeded perturbation.
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/// Returns a `Source` (the C3 ingestion producer), NOT a `Vec` — so a
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/// Monte-Carlo family can re-seed without materializing N streams (#68).
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/// (First cut collects to a `VecSource` internally; the signature does not
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/// name `Vec`, so a later lazy generator is a drop-in replacement.)
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///
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/// `use<>`: the returned source owns its data (it captures nothing from
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/// `&self` — `start`/`len`/`step` are copied into the stream before return),
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/// so under the edition-2024 capture rules it is `'static` and boxable into
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/// the `Box<dyn Source + 'static>` the k-way merge holds (C3).
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pub fn source(&self, seed: u64) -> impl Source + use<> {
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let mut rng = SplitMix64::new(seed);
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let mut price = self.start;
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let stream: Vec<(Timestamp, Scalar)> = (0..self.len)
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.map(|i| {
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let shock = (rng.next_f64() - 0.5) * 0.004; // ±0.2% per step
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price *= 1.0 + shock;
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(Timestamp(i as i64 * self.step + 1), Scalar::F64(price))
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})
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.collect();
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VecSource::new(stream)
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}
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}
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/// The flat, type-erased, index-wired output of `Composite::compile` — the target
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/// `Harness::bootstrap` consumes (C23's "flat graph", now a named type). `signatures[i]`
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/// is the static signature of `nodes[i]` (gathered from each primitive's builder at
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@@ -395,6 +461,36 @@ mod tests {
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points.iter().map(|&(t, v)| (Timestamp(t), Scalar::F64(v))).collect()
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}
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#[test]
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fn seeded_source_same_seed_same_stream() {
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// Same seed -> bit-identical stream (C1/C12 determinism).
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let spec = SyntheticSpec { start: 1.0, len: 32, step: 1 };
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let drain = |seed| {
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let mut s = spec.source(seed);
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let mut out: Vec<(Timestamp, Scalar)> = Vec::new();
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while let Some(item) = Source::next(&mut s) {
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out.push(item);
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}
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out
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};
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assert_eq!(drain(7), drain(7));
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}
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#[test]
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fn seeded_source_different_seed_differs() {
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// Different seeds -> different streams.
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let spec = SyntheticSpec { start: 1.0, len: 32, step: 1 };
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let drain = |seed| {
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let mut s = spec.source(seed);
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let mut out: Vec<(Timestamp, Scalar)> = Vec::new();
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while let Some(item) = Source::next(&mut s) {
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out.push(item);
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}
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out
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};
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assert_ne!(drain(1), drain(2));
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}
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#[test]
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fn vec_source_peek_is_non_consuming_and_idempotent() {
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let mut s = VecSource::new(vec![(Timestamp(1), Scalar::F64(10.0)), (Timestamp(2), Scalar::F64(20.0))]);
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@@ -43,7 +43,9 @@ pub use blueprint::{
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};
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pub use builder::{BuildError, GraphBuilder, InPort, NodeHandle, OutPort, RoleHandle};
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pub use graph_model::model_to_json;
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pub use harness::{BootstrapError, Edge, FlatGraph, Harness, Source, SourceSpec, Target, VecSource};
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pub use harness::{
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BootstrapError, Edge, FlatGraph, Harness, Source, SourceSpec, SyntheticSpec, Target, VecSource,
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};
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pub use report::{f64_field, summarize, RunManifest, RunMetrics, RunReport};
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pub use sweep::{sweep, GridSpace, SweepError, SweepFamily, SweepPoint};
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// #29: re-export the core scalar vocabulary a Blueprint builder needs
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