main
8 Commits
| Author | SHA1 | Message | Date | |
|---|---|---|---|---|
 claude
|
d8c6938027 |
feat(engine, market, strategy, backtest): NodeSchema.doc threading across the domain crates
C29 compile/unit seam, tasks 4+5 of the self-description plan. aura-engine (task 4): derive_signature stamps doc: "" with the stance recorded in-code -- a derived composite signature is graph wiring, not a vocabulary entry; no seam walks its doc, the described surface is the composite's own doc at the register seam. All in-crate test literals thread doc: "test-only schema". Domain crates (task 5): the 12 production builder sites in aura-market / aura-strategy / aura-backtest carry authored meaning lines; test sites in aura-backtest / aura-composites / aura-ingest thread the test-only doc. Three texts were corrected against the actual node semantics after quality review rather than kept from the first authoring pass: SimBroker is the frictionless integrator of held exposure times price return into cumulative pip equity (no fills/stops/lifecycle -- that is PositionManagement's domain), the shared cost-node line names the PM-geometry inputs and both charge modes (AtClose / PerHeldCycle) instead of a "per-trade gross R" mapping, and LongOnly's line conditions on its enabled param and speaks port-term "exposure". Gates: cargo test green for all six touched crates (engine, market, strategy, backtest, composites, ingest); the workspace-wide gate follows task 6 (aura-runner is the one remaining unthreaded site, E0063 by design until then). refs #316 |
||
|
claude
|
5c2ac982bc |
refactor: extract the member-run recipe into library crates (#295 part 1)
The shell no longer defines what an aura backtest is. Tasks 1-9 of the shell-boundary cycle — structural extraction, behaviour byte-identical: - aura-runner (new; the C28 assembly position): input binding (the C26 module, moved whole), the C1-load-bearing param<->config translators, harness assembly (wrap_r / run_signal_r / run_blueprint_member and the probe/reopen cluster), axis + risk-regime conventions (bind_axes et al.), the campaign family builders + MC guards, reproduce (process::exit -> RunnerError, shell remaps to identical bytes), the measurement-run orchestration, project loading (Env / cdylib load / charter / staleness, moved whole), the coverage gap-walk (deduplicated onto interior_gap_months), and DefaultMemberRunner — the public implementation of aura_campaign::MemberRunner (ex CliMemberRunner). The MemberRunner trait stays in aura-campaign; the column still imports no harness/data-binding machinery. - aura-measurement (new; seeds C28 rung 3): the IcMetrics/IcKey vocabulary + information_coefficient, verbatim incl. serde derives (#294 duplicate-timestamp semantics move as-is, unresolved). - aura-backtest: the pure per-run scaffold (point_from_params, wf_ms_sizes / fit_wf_ms_sizes, intersect_shared_window). - shell residue: main.rs / campaign_run.rs keep argv/dispatch, argv->document translation, and presentation only; walkforward_summary_json_from_reports now calls the public aura_engine::param_stability instead of its inline twin. - worked example (crates/aura-runner/examples/world_member_run.rs): a World program runs a member backtest through the library alone. Held quality findings, adjudicated: the plan's literal pub-visibility list for binding.rs kept (cosmetic); ~20 refusal sites inside aura-runner (family/member/measure/translate) still process::exit — behaviour-identical today, conversion to RunnerError is filed forward (refs #297); rustfmt line-width drift on re-pathed call sites left for a repo-wide fmt decision. Verification: cargo test --workspace green (1471 passed, 0 failed); cargo clippy --workspace --all-targets -D warnings clean. Byte-identity is pinned by the untouched shell E2E suites (cli_run, measure_ic, run_measurement, research_docs, run_refuses_unrunnable_blueprint, tap_recording — zero assertion edits). Remaining in this cycle: full-workspace c28_layering + shell-content check, ledger amendments (C28 assembly position, C25/C14 control-surface consequence, C26 realization note). refs #295 |
||
|
claude
|
2cf4574e33 |
audit: cycle metric-vocabulary tidy — ledger records the retired #147 deferral
Cycle-close audit (architect: drift_found, design core clean). What holds, architect-confirmed: C18 bit-identity for RunMetrics (prose derived byte-identically, rng order preserved, registry suite unchanged); the C10 wall (monomorphic R-gates, r_based in the R vocabulary, cross-vocabulary refusal tested both ways — no leak); C28 direction (trait in aura-analysis, vocabulary supplied from the outer rungs, zero Cargo edge changes); C1 determinism pinned through the generic path. Drift items, all resolved as fixes in this commit: - design ledger: the C28 #147 disposition now records item 2 SHIPPED (the A1 cut) with A2 still deliberately deferred; the #136 one-implementor clause carries a supersession note (the IC is the second implementor). - seven stale doc comments describing the pre-#147 or mid-cycle state (analysis trait + estimator docs, registry check_r_metric C9 claim, engine re-export note, campaign PER_MEMBER_METRICS roster note, member-seam guard comment, research vocabulary note) updated to the shipped state. - R_BASED_METRICS is now oracle-pinned against RunMetricKey::r_based() in the vocabulary test (it feeds the NonRMetric refusal prose; a divergence would have misreported the R-gate silently). Noted, not amended (history stays): commit 6744f67's body says 'three syntax-only edits' where the test module actually took five. No regression scripts are configured (the bench is report-only); the architect review is the gate. Verification: extended vocabulary test, campaign suites, analysis/research suites green; clippy --workspace -D warnings clean. refs #147 |
||
|
claude
|
0651e16146 |
feat: the IC becomes the second metric vocabulary; rosters single-sourced
The A1 cut of #147 item 2, part 2 of 2 (the consumers), completing what part 1 (the MetricVocabulary substrate) set up: - aura-campaign's RANKABLE_METRICS hand-copy becomes a re-export of the backtest vocabulary's roster; the #190 guard test extends to pin the roster nesting (rankable == vocabulary roster, rankable within per-member, per-member within the research vocabulary) and the legacy exposure_sign_flips alias, so any drift fails a test loudly. The research and per-member rosters themselves stay hand-copies by ratified isolation (#190 accepted residual) — now oracle-pinned instead of trusted. - aura-cli gains IcMetrics + IcKey implementing MetricVocabulary: the second PRODUCTION implementor. The standalone `aura measure ic` reduction now computes its permutation p via the shared null_draw + one_sided_p_laplace building blocks (independent draws instead of chained shuffles — statistically equivalent, deterministic per seed; emitted p values may differ in the last digits from #290's). - Acceptance proven at the registry boundary: an engineered SweepFamily<IcMetrics> deflates through optimize_deflated to a LOW overfit probability and a noise family to a HIGH one (the permutation null, dispatched by the vocabulary — the deflation machinery is no longer baked-in R-only); same seed reproduces the identical FamilySelection; cross-vocabulary names are refused with the family's own roster in the prose (the C10 guard). A new cli_run E2E exercises the legacy alias through the real `aura runs family … rank` boundary. Deviation from the plan, forced by the compiler: IcMetrics additionally derives Debug (unwrap_err on the deflation Result needs it; mirrors RunMetrics). Verification: full workspace suite green (no FAILED, no compile errors), clippy -D warnings clean, C18 goldens (cli_run, measure_ic, c28_layering) green unchanged. A2 — measurement runs as sweep-family citizens — stays deliberately deferred until a concrete campaign demand exists. closes #147 |
||
|
claude
|
6744f670b1 |
refactor: registry deflation dispatch generic over the MetricVocabulary trait
The A1 cut of #147 item 2, part 1 of 2 (the substrate): the registry's ranking/deflation machinery no longer bakes in the R metric vocabulary. - aura-analysis gains the deliberately narrow MetricVocabulary trait (name resolution, roster, direction, value read, one null draw) and the single-sourced one_sided_p_laplace estimator; re-exported through aura-engine's existing seam (no Cargo.toml edge changes anywhere). - aura-backtest now OWNS the R vocabulary: RunMetricKey (was the registry's private Metric enum, exposure_sign_flips alias preserved), r_based (the C10 classification), R_BASED_METRICS/RANKABLE_METRICS rosters, the centred moving-block null_draw, and member_metric_from_rs. - aura-registry: metric_cmp/rank_by/null_best_of_k/member_sd generic over M: MetricVocabulary; optimize/optimize_plateau/optimize_deflated over M: MetricVocabulary + Clone (SweepPoint<M>: Clone bounds on M: Clone); the private vocabulary deleted; check_r_metric/generalization stay monomorphic on the RunMetrics vocabulary (the C10 wall by type); RegistryError::UnknownMetric carries the vocabulary's roster so the refusal prose derives instead of being hand-strung (byte-identical for R). Bit-identity (C18): rng consumption order, centring, Laplace arithmetic, floors, tie rules, and refusal prose are all unchanged for RunMetrics inputs — the full registry suite (75 tests) passes unchanged except three syntax-only edits for the UnknownMetric variant reshape; clippy -D warnings clean on the three touched crates. Alternatives considered: a vocabulary table in aura-core (rejected: inverts C28's supplied-from-outer-rungs direction and cannot host the null model); a parallel measurement-side deflation path (rejected: duplicates the machinery and adds a fifth roster). Part 2 lands the consumers (campaign roster single-sourcing, the IC implementor, acceptance tests). refs #147 |
||
|
claude
|
a56ab7859d |
refactor: cut the engine's backtest-metrics edge via RunReport<M>
C28 phase 2 (Stratification); realizes item 1 of the deferred #147. The engine's production surface no longer names a backtest-metric type: - RunReport becomes generic over its metric payload M; sweep/mc/walkforward/ blueprint thread the parameter (SweepPoint<M>, SweepFamily<M>, WindowRun<M>, WalkForwardResult<M>). RunManifest stays concrete and engine-owned (its selection: Option<FamilySelection> embeds the foundation-grade analysis type). - summarize and the MC assembly (McDraw/McFamily/McAggregate/RBootstrap/ r_bootstrap/monte_carlo) move to aura-backtest - McAggregate::from_draws reads RunMetrics fields by name, so generifying it is the phase-6 metric-vocabulary abstraction (#147 item 2), still deferred; wholesale relocation is the honest cut. The concrete instantiation lives in aura-backtest as `type RunReport = aura_engine::RunReport<RunMetrics>` + sibling aliases. - the statistics kernel (MetricStats/quantile/resample_block/SplitMix64) moves to the aura-analysis foundation; the engine re-imports it (inner->foundation, legal) and re-exports it so existing consumers stay source-compatible. Dependency inversion in one commit: aura-engine drops aura-backtest from [dependencies] (back to dev-deps for its SimBroker/RunMetrics test fixtures); aura-backtest gains aura-engine. Cycle-free for lib targets - the cycle closes only through the engine's dev-dep edge, the pattern aura-vocabulary already uses. aura-backtest reaches the kernel transitively through the engine re-export, so no aura-backtest -> aura-analysis edge exists (the C28 ladder permits backtest -> {core, engine} only). run_indexed / SplitMix64::next_f64 widened pub(crate) -> pub for cross-crate use. Consumers (registry/campaign/cli/composites/ingest/bench) rewired by import path only, no call-site logic changed. The c28_layering structural test extends to the full ladder: aura-analysis (no aura-* deps), aura-engine ⊆ {core, analysis}, aura-backtest ⊆ {core, engine}. Behaviour-preserving: 1448/0 tests, clippy -D warnings clean, serde shapes byte-identical (C18 - RunReport<M> keeps field order manifest,metrics; the CLI pre-serialized-splice contract unchanged), moved code traceable via git rename detection. Cycle-introduced broken intra-doc links fixed. closes #292 |
||
|
claude
|
94aaa4cde8 |
refactor: split aura-analysis into statistics and backtest metrics
C28 phase 5 (Stratification): the backtest reductions - RunMetrics, RMetrics, summarize_r, r_metrics_from_rs, and the position-event table - move verbatim into aura-backtest::metrics, beside the position_management producer whose record layout they read (the r_col/cost_col lockstep contract is now intra-crate; its stale "aura-std" comment corrected). aura-analysis is reduced to the domain-free half: the multiple-comparison hurdle math (inv_norm_cdf, expected_max_of_normals) and the selection-provenance types (FamilySelection/SelectionMode - kept beside the statistics so RunManifest.selection embeds a foundation-grade type), [dependencies] = serde only. The engine re-export surface is name-unchanged (report.rs re-imports from both crates), so no indirect consumer needed a source edit; aura-backtest moves from aura-engine's dev-dependencies into [dependencies] as a commented TRANSIENT widening of the C28 violation, removed by the phase-2 edge cut on this branch. The campaign drift guard imports its pinned types from their new source crates. Behaviour-preserving: 1448/0 tests, clippy -D warnings clean, serde shapes byte-identical (C18), moved code traceable via git copy detection. closes #291 |
||
|
claude
|
b39fd63396 |
refactor: split the aura-std roster into C28 layer crates
Phase 4 of the Stratification milestone. aura-std held four C28 ladder layers in one roster; this cuts them into layer-aligned, aura-core-only node crates so the import direction is enforced by the crate graph: - aura-std — engine nodes only (arithmetic/logic/rolling + sinks) - aura-market — session, resample - aura-strategy — bias, stops, sizer, cost-model machinery - aura-backtest — sim_broker, position_management - aura-vocabulary — the relocated closed std_vocabulary roster Node modules move verbatim (byte-identical renames); consumers are rewired by import path only. A new structural test (aura-vocabulary/tests/c28_layering.rs) asserts each node crate's [dependencies] stay within its C28-permitted inner set, catching the acyclic-but-outward violation the compiler misses. Behaviour byte-identical: full workspace suite green (1448 tests), no golden edited, clippy -D warnings clean. C28 Status block updated. closes #288 |