docs(project-layout): retire exposure/realistic-broker framing → bias/R/cost-model
The "day in the life" worked example was stale on the #117 (exposure→bias) and #116 (realistic broker retired → cost-model graph in R) reframes. Rewrite steps 3/4/7 to the live model: unsized bias stream → in-R risk-executor + R-evaluator (E[R]/SQN) → optional cost-model graph (net R = gross R − cost-in-R); money/real-broker pushed to the live deploy edge; the matrix axis swapped from the retired {sim-optimal, pepperstone} broker pair to a {fixed-stop, vol-stop} risk-executor axis. closes #151
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@@ -93,28 +93,34 @@ per-session consent.
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2. **Claude** (via the skills pipeline) writes `nodes/third-candle-long/`,
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implements `schema` + `eval` against `aura-core`.
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3. **Backtest:** `aura backtest nodes/third-candle-long --symbol GER40
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--from 2020 --to 2024` → the strategy produces a broker-independent
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**exposure stream** (one bounded signed value per cycle = intent); the default
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**sim-optimal broker** integrates `exposure·return` into a synthetic
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**pip**-equity — the signal's *quality* — yielding a metrics table
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(pip-P&L, max-DD, Sharpe) + a run record (manifest + metrics) under `runs/`.
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Brokers are consumer **nodes**: the sim-optimal one reads the exposure stream
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directly, while a realistic broker reads the *derived* position-event table —
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add `--broker pepperstone` to get a realistic currency curve *alongside* the
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sim-optimal pip curve, two comparable equity curves. (Contract C10.)
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--from 2020 --to 2024` → the strategy produces a broker-independent, unsized
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**bias stream** (one signed, bounded `f64 ∈ [-1,+1]` per cycle — sign = direction,
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magnitude = optional conviction). A downstream **risk-based executor** (stop-rule →
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position-management, in **R**, the protective stop defining 1R) turns the bias into
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tracked trades, and the **R-evaluator** integrates the per-trade R-outcomes into an
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**R-expectancy / R-curve** — the signal's *quality*, measured account- and
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instrument-agnostically in **R** (E[R], SQN), not currency. Optionally compose a
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**cost model** — a C9 graph of cost nodes, in R (`net R = gross R − cost-in-R`) — to
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draw the **net-R** curve beside the gross one. The run yields an R-metrics table + a
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run record (manifest + metrics) under `runs/`. (Contract C10.) Money, a real broker,
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and a currency curve are a later **live/deploy-edge** concern (the only reliable ground
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truth, measured forward — never an authored historical "realistic broker"); the legacy
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`SimBroker` pip yardstick survives only as an optional dual readout, not the model.
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4. **Sweep / Monte-Carlo / matrix — a Rust experiment.** Anything beyond a
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single backtest is an *experiment* in `experiments/` (Rust, builder API): a
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parameter sweep, Monte-Carlo over seeds, or a structural matrix like "these 10
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strategies × these 3 instruments × {sim-optimal, pepperstone}". The matrix is
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plain Rust loops, not a config schema (C20). `aura run experiments/compare`
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strategies × these 3 instruments × {fixed-stop, vol-stop} risk-executors". The
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matrix is plain Rust loops, not a config schema (C20). `aura run experiments/compare`
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bootstraps the matrix, fans the disjoint sims over all cores (C1), and writes
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the comparable runs to `runs/`.
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5. **Compose:** "combine it with `momentum-filter` as a weighted sum" → Claude
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writes a composite node (fractal, C9).
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6. **Walk-forward:** another experiment kind (rolling in-sample optimize +
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out-of-sample test) → an out-of-sample verdict.
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7. **Freeze:** `aura freeze nodes/strategy-y --broker pepperstone
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--out bots/strategy-y` → a standalone, statically-linked bot (C13).
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7. **Freeze:** `aura freeze nodes/strategy-y --out bots/strategy-y` → a standalone,
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statically-linked bot (C13); the live broker connection (e.g. cTrader Open API) is
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bound at this **deploy edge** — the only place account money appears, measured forward
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against a real venue, never an authored historical broker.
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8. **Explore — `aura play`.** The playground plays *any* harness and shows what
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your **sinks** recorded (C22): live equity/signal streams while a run
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executes, and recorded traces + meta-views afterwards — stitched walk-forward
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