docs: C10 — strategy result is a broker-independent position table

Supersede 'broker is part of the strategy'. A strategy outputs a time-ordered table of position events (event_ts, action[buy/sell/close], position_id, instrument_id, volume; open time = opening event's event_ts, so no open_ts; unsigned volume, direction in action). Brokers become downstream swappable plugins: a deterministic frictionless sim-optimal broker yields synthetic pip-equity for neutral comparison/optimization; realistic broker plugins add currency friction/constraints for viability/deploy. Stays within C7 (scalar columns). Updates CLAUDE.md invariant 7, the walking-skeleton line, provenance, and the day-in-the-life doc.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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2026-06-03 08:58:06 +02:00
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@@ -69,9 +69,12 @@ recorded before it enters a backtest, and only with your per-session consent.
2. **Claude** (via the skills pipeline) writes `nodes/third-candle-long/`,
implements `schema` + `eval` against `aura-core`.
3. **Backtest:** `aura backtest nodes/third-candle-long --symbol GER40
--from 2020 --to 2024 --broker pepperstone` → a metrics table (trades,
hit-rate, P&L, max-DD, Sharpe) + a run record (manifest + metrics) under
`runs/`.
--from 2020 --to 2024` → the strategy produces a broker-independent
**position table** (open/close events); the default **sim-optimal broker**
projects it into a synthetic **pip**-equity, yielding a metrics table
(trades, hit-rate, pip-P&L, max-DD, Sharpe) + a run record (manifest +
metrics) under `runs/`. Add `--broker pepperstone` to project the same table
through a realistic broker (currency, friction) for viability. (Contract C10.)
4. **Sweep + Monte-Carlo:** `aura sweep … --grid lookback=5..50,thresh=0.5..0.9
--mc-seeds 1000` → a distribution of metrics, best params, robustness bands.
5. **Compose:** "combine it with `momentum-filter` as a weighted sum" → Claude