08d09df97df20ab1121154fa0c836d32acbdee9e
41 Commits
| Author | SHA1 | Message | Date | |
|---|---|---|---|---|
 Brummel
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92591e5dc0 |
refactor(stage1-r): name the conviction column conviction_at_entry
Rename the dense PositionManagement record's column 9 from `bias_at_entry_abs` to `conviction_at_entry` (FIELD_NAMES, the `r_col`/test index constants, the cross-crate layout guard, and the doc comments). Why: the column holds |bias| at entry, which C10 defines AS conviction (bias = direction + conviction magnitude; ledger INDEX.md ~458). The record already names the other half of that decomposition by its domain concept (`direction` = sign, not `bias_sign`), so naming the magnitude half mechanically (`bias_at_entry_abs`) was an inconsistency; `conviction_at_entry` speaks the ledger's ubiquitous language and parallels `direction`, while `_at_entry` preserves the frozen-snapshot precision. Considered and rejected: collapsing `(direction, bias_at_entry_abs)` into one signed `bias_at_entry` and dropping `direction` as redundant — it is not redundant. On a reversal row col 4 (`direction`) tracks the reopened leg while col 9 tracks the closed trade's entry conviction, so the two describe different trades and cannot be losslessly merged; they are also distinct semantic axes (current-position direction vs per-trade entry conviction). Scope: domain name at the data boundary, mechanical name internally — the internal `bias.abs()` variables (`Open.bias_abs`, the fold's `Trade.bias_abs`) keep their computation-faithful names, exactly the raw-internal / domain-external split the record uses elsewhere. Behaviour-preserving: cargo build --workspace clean; cargo test --workspace 500 passed, 0 failed (unchanged); clippy --all-targets -D warnings clean. The layout guard (`r_col_indices_match_producer_field_layout`) confirms the renamed string. refs #117 |
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Brummel
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b4e84335c4 |
feat(stage1-r): Sizer + RiskExecutor + R-metric enrichment (iter 2)
Iteration 2 of cycle 0065 (Stage-1 R signal quality) — the node + metric layer. Builds on iter-1's PositionManagement dense R-record + core summarize_r. What ships: - PositionManagement gains a 4th `size` input (slot 3 -> col 10), fed by the Sizer. R is computed size-INVARIANTLY (pure stop-distance ratio), so size never touches realized_r — pinned by a RED test (scaling size leaves every realized_r unchanged) at the node and again end-to-end through the executor. - Sizer (aura-std): `size = risk_budget / stop_distance` — flat-1R (risk_budget 1.0 => one risk unit per trade, size inversely proportional to the stop, not a constant). Reads bias (firing/presence) + stop_distance; the Stage-2 fixed-fractional sizer slots in unchanged (swap risk_budget for risk_fraction*equity, same node shape). - summarize_r enrichment: SQN (sqrt(n)*mean_R/sample-stdev_R; n<2 or zero-variance -> 0), conviction_terciles_r (E[R] by |bias_at_entry| tercile), net_expectancy_r (gross minus one round-trip cost per trade, charged in R via the latched_dist recovered from the entry_price/stop_price columns). summarize_r gains a `round_trip_cost` param (price units). The net-of-cost recovery is tested through the real producer->consumer seam, not just hand-built rows. - RunMetrics.r: Option<RMetrics> with #[serde(default, skip_serializing_if = "Option::is_none")] — legacy runs.jsonl (no `r` key) deserialise to None and a pip-only run's on-disk shape stays byte-unchanged (C14/C18 back-compat). Every RunMetrics literal threaded (report.rs, aura-registry, aura-engine/mc). - RiskExecutor (aura-engine integration-test fixture, sibling of vol_stop_composite): FixedStop -> Sizer -> PositionManagement behind open bias+price input roles, price fanned to both the stop and PM, the Sizer's size into PM. Bias is produced in-graph from the single price source (a second bias *source* would k-way-merge into separate cycles and mark stale prices). The Veto is a DOCUMENTED SEAM, not a runtime node (a pass-through identity is what C19/C23 DCE deletes). Tests: the composite bootstraps + runs + folds to the documented hand value; R invariant under risk_budget while the size column scales; a live-folded RMetrics survives the RunMetrics serde round-trip. The dense-record size column (10) is brought under the cross-crate layout guard (stage1_r_e2e r_col_indices_match_producer_field_layout) so the executor fixture's size-invariance read is drift-protected like the others. Scope: the CLI/recording surface (#129) is sub-split into a separate iteration 3 and is NOT in this commit. Verified: cargo build --workspace clean; cargo test --workspace 500 passed, 0 failed; cargo clippy --workspace --all-targets -D warnings clean. refs #117 #127 #128 #129 |
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Brummel
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0998f9aabf |
refactor(stage1-r): the vol stop is a composition, not a fused node
Applies the principle the user named: a node is a primitive only if it is NOT DAG-expressible from other primitives; a function that needs a missing primitive gets the primitive added, not fused away. - Remove the fused VolStop node (it was pure feed-forward arithmetic). - The volatility stop is now a composition of primitives, vol_stop(length, k): k * Sqrt(Ema(Mul(d,d), length)), d = Sub(price, Delay(price,1)) -- a rolling EWMA standard deviation. Built with GraphBuilder; proven end-to-end (bootstraps + runs + emits k*sigma) in tests/vol_stop_composite.rs. - Migrate the one VolStop caller (stage1_r_e2e.rs) off it: the R-is-stop-defined test now contrasts a tight vs a wide FixedStop (two constant distances still fold to different R, the property under test). Uses the Mul + Sqrt primitives added in the prior commit. FixedStop stays the only stop-rule primitive (a triggered constant). Full suite + clippy green. refs #117 #119 |
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Brummel
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831092841e |
feat(aura-std): add Mul + Sqrt primitives
The two genuinely-missing arithmetic primitives (Mul = two-stream f64 product, Sqrt = one-input f64 root, negatives clamped to 0). They are the building blocks for the volatility stop as a composition (rolling EWMA stddev), replacing the fused VolStop node. Also corrects plan 0066 Task 3 (the VolStop removal must migrate its stage1_r_e2e.rs caller — a false premise the implementer caught). refs #117 #119 |
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Brummel
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2c43296c2c |
feat(stage1-r): bias rename + stop-rule + position-management + summarize_r (iter 1)
Iteration 1 of the Stage-1 "R-based signal quality" cycle (spec 0065): a strategy's signal quality, measured in R on its unsized bias stream, feed-forward. New discrete-trade machinery, NOT a SimBroker extension. What lands: - exposure -> bias (refs #126): the Exposure node/type/file/output-field renamed to Bias (computation unchanged: clamp(signal/scale,-1,+1); the SEMANTICS change — the output is the unsized strategy bias, sizing leaves the strategy). Scoped to the semantic core; behaviour-preserving cosmetics are deferred (see below). - stop-rule nodes (refs #119): VolStop = k*EMA(|price - prev_price|) (one fused node; the volatility that defines 1R, close-to-close — true-range ATR deferred, needs OHLC) + FixedStop (constant, the test fixture / fixed-vs-vol structural-axis sibling). - PositionManagement (refs #127): the stateful heart. Latches the entry-cycle stop distance as the FROZEN R-denominator (never re-read), marks/exits no-look-ahead like SimBroker (a position earns from the next cycle; an exit realises against the cycle's close), and emits ONE dense per-cycle R-record (C8). Stop-outs are NOT capped at -1R (a gap through the stop realises R < -1 — the honest loss tail); R is computed size-invariantly (size = (exit-entry)*dir / latched_dist cancels). The trade ledger is the rows where closed_this_cycle; the R-equity is cum_realized + unrealized; a position open at window end is the last row (open=true) — explicit, never silent MtM. - summarize_r + RMetrics (refs #129): the post-run fold (NOT an in-graph node — recorders drain post-run). E[R], win-rate, profit-factor, avg win/loss R, by-trade max R-drawdown, n_open_at_end (window-end force-close). SQN / conviction terciles / net-of-cost / RunMetrics.r are iteration 2. Design adversarially hardened before implementation (12-juror refute panel; decisions on #117). Ratified implementer deviations from the plan snippet, verified by hand: - col-4 `direction` tracks the OPEN position at cycle end (window-end synthesis; names the reopened leg on a reversal), falling back to the closed trade's dir only when flat. summarize_r does not read col 4; the R-metrics are unaffected. - .named("exposure") kept on the 4 previously-unnamed Bias nodes so the auto-derived param-path stays exposure.scale (no manifest/dir-name drift) — the unnamed nodes would otherwise flip to bias.scale. - intra-doc links [`Exposure`] -> [`Bias`] in sim_broker/latch + the sample-model test pin (cosmetic, behaviour-neutral; broken intra-doc links fail cargo doc). - the E2E drives a full bootstrapped Harness (stronger than the plan's direct-node drive — exercises the real cross-crate producer->consumer seam). Deferred (behaviour-preserving, separate cosmetic pass — NOT this iteration): RunMetrics.exposure_sign_flips / Metric::ExposureSignFlips, SimBroker/LongOnly "exposure" input ports, the "exposure" tap/trace names, and the .named("exposure") instance labels. Iteration 2: the Sizer seam, the RiskExecutor composite (+ the Veto documented-seam), summarize_r enrichment, RunMetrics.r, and the CLI/recording surface. Verification (orchestrator-run, not agent-claimed): - cargo build --workspace: clean. - cargo test --workspace: all green, 0 failed (incl. the new bias/stop_rule/ position_management unit tests, the summarize_r arithmetic tests, and the stage1_r_e2e capstone + layout guard). - cargo clippy --workspace --all-targets -- -D warnings: clean (exit 0). - Keystone RED tests pass: no_lookahead_bias_exit_realises_the_held_move, stop_out_is_not_capped_at_minus_one_r, no_gap_stop_is_exactly_minus_one_r, reversal_closes_one_leg_and_reopens, open_at_window_end_is_carried_on_the_last_row. refs #117 #119 #126 #127 #129 |
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Brummel
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27f850dc52 |
feat(sweep-key): generic filesystem-portable member key + LongOnly bool node
Generalises the #105 foot-gun: the family-member trace key was derived from two hardcoded axis names (f{fast}s{slow}), collision-free only over the built-in SMA grid. It is now derived from the axes that actually VARY (SweepBinder::varying_axes) and rendered as a filesystem-conformant directory component: - charset restricted to [A-Za-z0-9._-] (valid on Linux/Windows/macOS, also URL-path- and cloud-sync-safe); any other byte sanitised; - case-less values (i64/timestamp decimal, bool true/false, f64 via Display, no scientific notation) so two members of one family never differ only by letter case -> no silent overwrite on case-insensitive filesystems (NTFS/APFS); - length-capped (MAX_KEY=200) with a version-stable FNV-1a fallback for the unbounded-grid edge. Pinned singleton axes are omitted; the SMA sweep's member dirs change from f2s4 to signals.trend.fast.length-2_signals.trend.slow.length-4 (its --trace integration test + the stale prose updated accordingly). Adds the first aura-std node with a bool *param*, LongOnly (a long-only exposure gate: enabled=true clamps short exposure to >=0, false passes through) — the block the momentum demo strategy (next commit) sweeps to prove the key generic over a bool axis. The engine change is one additive pure read accessor; no existing signature changes, trace state stays out of the engine. Self-verified: cargo build --workspace, cargo test --workspace (all green incl. the LongOnly node tests, the member_key worked-examples corpus, the varying_axes accessor test, and the updated SMA sweep-trace integration test), cargo clippy --workspace --all-targets -D warnings. refs #105 |
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Brummel
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35c5adc6f3 |
refactor(aura-ingest): fuse drain_trace taps via join_on_ts; doc the cadence rule
drain_trace now joins its four recording-sink taps through aura-engine's join_on_ts instead of a hand-rolled per-tap HashMap, resolving the #93 zip-by-index panic at its source: the four taps fire at different cardinalities (breakout one bar short via cold Delay(1); bars_since_open filtered by Session), so a positional zip misaligns or panics. The BarTrace mapping stays a thin layer with its caller-side defaults unchanged (held->0.0, bars_since_open->-1, breakout->false) — the engine reports presence, the consumer interprets absence. Behaviour is byte-preserved: the gated GER40 tests (ger40_breakout_real, ger40_breakout_blueprint, open_ohlc_seam) stay green against the real archive. The Recorder doc gains a prose note on the multi-tap cadence rule (join on ts, never by index), pointing at join_on_ts by name rather than rustdoc link since aura-std does not depend on aura-engine. Verified: cargo build/test/clippy --workspace --all-targets clean; the _by_ts hand-rolled join is gone (acceptance grep empty). closes #93 |
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Brummel
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d858caf67b |
chore: scrub dangling references to deleted specs/plans from sources
docs/specs and docs/plans were retired (prior commit); the source/test
comments that cited them ("spec 0050 §4.1", "spec §Testing N", "per spec",
"the spec's ...") now point at nothing. Strip every such pointer while
preserving the technical substance, the design-ledger contract refs
(C1/C11/C20/C34/C12.1/...), and the Gitea issue refs (#41).
Comment/doc edits only across 20 files — no logic change; full workspace
suite green, clippy clean.
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Brummel
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17197fed91 |
feat(aura-std): Session — Frankfurt bars_since_open (DST-aware)
Maps ctx.now() (epoch-ns UTC) to a Frankfurt session bar index: emits bars_since_open:i64 = (local wall-clock minutes past the 09:00 open) / period_minutes, in tz-aware DST-correct local time. So local 09:45 reads 3 in both CEST (UTC+2) and CET (UTC+1) — the close-instant convention (spec 0050 §4.1). Trigger is an f64 Any input (value ignored, wired from close15) so the node fires once per completed bar. Open/tz/period are baked structural config, not scalar params (a timezone is not a scalar, C11). Admits chrono/chrono-tz to aura-std — vetted DST math, never hand-rolled (per-case dep policy). Last node; build-step 7 of milestone 'Strategy node vocabulary I'. closes #90 |
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Brummel
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0e1eee61bd |
feat(aura-std): Resample — M1->coarse OHLC, C2 emit-on-rollover
Aggregates a fine 4-field OHLC stream into period_minutes buckets (open=first, high=max, low=min, close=last), emitting a completed bar ONLY on bucket rollover (ctx.now() crossing into the next bucket) — C2: a bar is actionable only once complete, partials are never emitted and the last partial bar is dropped (no EOF flush). Four Barrier(0) f64 inputs, a 4-field f64 record output (the first multi-field-output node in aura-std, mirroring the Ohlcv engine fixture). The bar carries no timestamp; the engine stamps the close-instant. Build-step 6 of milestone 'Strategy node vocabulary I'. closes #89 |
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Brummel
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6b14fd4be1 |
feat(aura-std): Latch — C5 set/reset register emitting f64 exposure
Level-sensitive SR latch: held -> 1.0 on set, -> 0.0 on reset (reset-dominant), sample-and-held across quiet cycles; None while both legs are cold. Emits f64 directly (1.0 long / 0.0 flat) so it feeds SimBroker's exposure slot with no cast — the resolution of the bool->f64 seam (no separate Exposure node in the strategy DAG). State persisted in the struct across cycles, like SimBroker. Build-step 5 of milestone 'Strategy node vocabulary I'. closes #88 |
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Brummel
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0426aa6a99 |
feat(aura-std): Delay — C5 lag-N register
Emits the value its series input carried 'lag' fired cycles ago, held in a node-owned ring (lookbacks()=[1], the past in node state not the input column). Warm-up is skip-emit (None for the first 'lag' cycles — never a fabricated sentinel). Output is a pure function of pre-cycle state, the precondition for a future engine to close a feedback loop (the RTL register C5 names). prevHigh15 = Delay[1] on high15. Build-step 4 of milestone 'Strategy node vocabulary I'. closes #87 |
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Brummel
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657bdf5c22 |
feat(aura-std): And — bool->bool conjunction
Stateless bool x bool -> bool, out = (a && b). Computes entry = breakout && isBar3 in the session-breakout strategy. The bool-input twin of Gt; seed of the logic family (Or/Not are separate node types, the operator is topology, never a swept param). Build-step 3 of milestone 'Strategy node vocabulary I'. closes #86 |
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Brummel
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4ade475dc3 |
feat(aura-std): Gt — strict f64->bool greater-than comparator
Stateless f64 x f64 -> bool, out = (a > b), STRICT: a == b emits false (a close exactly equal to the previous bar's high is not a breakout). Computes breakout = close15 > prevHigh15 in the session-breakout strategy. First bool-emitting f64 comparator; the operator is topology (relational siblings are separate types, never a swept param). Build-step 2 of milestone 'Strategy node vocabulary I'. closes #85 |
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Brummel
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550895d5fd |
feat(aura-std): EqConst — i64->bool equality gate
Stateless gate, out = (value == target): the i64->bool comparator the session-breakout strategy needs to turn Session's bars_since_open into isBar3/isBar5Close (two instances bound to 3 and 5). The operator is topology (a concrete node type), only target is a knob (C11/C12). Build-step 1 of milestone 'Strategy node vocabulary I'. closes #84 |
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Brummel
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67c1f51cfe |
perf(aura-std): O(1) Kahan-compensated running-sum SMA (was O(length) re-sum)
Sma::eval re-summed the whole window every tick — O(length)/tick, multiplied across millions of bars and every sweep point. Replace with the industry-standard incremental running sum (ta-lib shape): the node owns the window ring and keeps a running sum, adding the new sample and subtracting the evicted one each cycle, so the input column drops to depth 1 (lookbacks() = [1], like Ema). The running sum carries Kahan/Neumaier compensation (the fix pandas' rolling mean adopted) so it does not drift over long runs; Ema needs none — its recurrence is contractive. Determinism (C1) holds: same input -> same run, reproducibly. The float output differs from the full re-sum in the last ULPs (a new, deterministic baseline); the suite needed only one arity-assumption update (Sma lookback 3 -> 1), no equity golden changed. closes #39 |
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Brummel
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43716be10e |
refactor(aura-engine): Cell into the construction path — param-plane base/frontend split
Cell becomes the carrier of the construction path; Scalar narrows to the author/render boundaries. The validated/enumerated param point carries no redundant kind (it lives once, in the declared param-space); at the author edge the kind is a checksum — two independent sources, the typed value vs. the slot — so the self-describing Scalar stays there. The name->slot binding is dynamic (C23), so the check is necessarily a runtime one and the value must self-describe for it. Base/frontend split (the AnyColumn push/push_cell pattern one level up): compile_with_cells / bootstrap_with_cells are the kind-check-free base; compile_with_params / bootstrap_with_params are the frontend that adds only the per-value kind checksum, strips to cells (new Scalar::cell(), the partner of Scalar::from_cell), and delegates. lower_items loses its per-primitive kind-check; PrimitiveBuilder::build and the std node builders (sma/ema/exposure/lincomb) read cells. Boundary: construction -> Cell (PrimitiveBuilder::build, lower_items, GridSpace.axes/points, SweepPoint.params, the sweep closure). Author edges stay Scalar (GridSpace::new, bind, compile_with_params/bootstrap_with_params). walkforward chosen_params stays a self-describing Scalar report record (Option A — WalkForwardResult carries no space); the cell winner is reconstructed once at the WindowRun site via from_cell. injective-check moved ahead of the arity-check in the frontend to preserve the pre-split error order (DuplicateParamPath before ParamArity). The lossy i64->f64 param projection (scalar_as_f64 / scalar_as_param_f64) is deliberately untouched — a separate follow-up. Behaviour-preserving (C1): build --all-targets / test / clippy -D warnings / doc all clean across the workspace. |
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Brummel
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82635fa259 |
refactor: Cell becomes the hot-path value carrier (C7/C8 realization)
Motivation ---------- The C7 realization note ( |
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Brummel
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cd3d1ca9ed |
refactor(aura-core): split Scalar into a tag-free Cell + ScalarKind
Motivation
----------
`Scalar` was a tagged enum (I64/F64/Bool/Ts), so every scalar value
physically carried its own kind tag. But the kind is already known from
the schema/port/column the value flows through (C7: the type is a
property of the column, not of the value — the hot path is already
columnar `Column<T>`, and `AnyColumn::get` *reconstructs* the tag from
the column on the way out). The per-value tag was therefore redundant
with the kind the surrounding context already holds.
That redundancy had three costs:
* It baked an implicit `match` (a branch) into every function that read
a Scalar payload — even where the caller statically knew the type.
The tag could never be exploited away.
* Size: a tagged enum is tag + payload = 16 bytes (f64/i64 alignment),
twice the 8 bytes the value needs. A `Column<Scalar>` would be double
the memory and half the cache utilisation.
* It is the shared root of several downstream papercuts we keep hitting
— the lossy f64 manifest field, the `unreachable!` panic on a
non-numeric param, the serde-tag question — all symptoms of "the type
is baked into the value".
Change
------
Introduce `Cell`: a type-erased 64-bit word (`struct Cell(u64)`) that is
not readable without external type context. It is constructed per base
type (`from_i64/from_f64/from_bool/from_ts`) and read only by naming the
type at the call site (`i64()/f64()/bool()/ts()`) — each a branch-free
bit-cast. The hot path resolves the kind once at the boundary (from the
schema) and then reads natively, with no per-value branch. `Cell` knows
nothing of `Scalar` or `ScalarKind`; the dependency is strictly one-way,
and it lives in its own `cell.rs` (more is planned on top of it).
`Scalar` becomes `struct { kind: ScalarKind, cell: Cell }` — the
self-describing form for the dynamic boundaries (builder binding,
serialization, rendering), built on top of `Cell`. Its `as_*` accessors
now `debug_assert` the kind and return the native value (free in
release); calling the wrong accessor is a caller bug, not a checked
`Option`. The variant constructors `Scalar::I64(..)` become associated
fns `Scalar::i64(..)`.
`PartialEq` is hand-written (not derived) to preserve the former enum's
value semantics: kinds must match, then native payloads compare, so f64
keeps IEEE-754 behaviour (`NaN != NaN`, `+0.0 == -0.0`) and a kind
mismatch is never equal even when the raw words coincide. A fixture
(`scalar_eq_is_value_not_bitwise`) pins exactly the cases where bit- and
value-equality diverge, so it can't silently regress. `Cell`'s own
`Eq`/`Hash` stay bitwise — correct for a raw word.
The change is behaviour-preserving: Scalar's observable behaviour is
identical to the pre-Cell enum (the value-equality fixture proves it);
only the internal representation changed. The ~440 call sites across the
workspace are a mechanical constructor rename plus ~12 destructuring
sites (match-arms / `let`-patterns) rewritten to `kind()` + `as_*`.
Verified: cargo build --workspace --all-targets, cargo clippy --workspace
--all-targets -- -D warnings, cargo test --workspace — all green.
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Brummel
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a8bd52eaff |
refactor(aura-core): own FieldSpec.name to drop the derive_signature heap leak
FieldSpec.name was &'static str, forcing derive_signature to Box::leak every re-exported composite OutField name. Because compile_with_params reruns derive_signature per sweep point, an N-point sweep over an M-output-field composite leaked N×M boundary names unbounded — a scaling wall the moment the World/sweep layer compiles families per point. Pull FieldSpec.name to String, mirroring the already-owned PortSpec.name and ParamSpec.name: a composite re-exports interior fields under runtime boundary names, so ownership is the correct model, not a workaround. FieldSpec loses Copy; the only fallout is one borrow at the render site. leak_name/Box::leak deleted. Behaviour-preserving: signature contents unchanged, all 231 tests green. |
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Brummel
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7d587d0c4e |
feat(aura-core): PrimitiveBuilder::bind — fix a node param as a structural constant
Add `PrimitiveBuilder::bind(slot, value)`: bind a declared param to a structural constant, removed from param_space entirely rather than pinned in the injected vector. This closes the gap #55 names — param-bearing nodes (Sma/Exposure/LinComb) had no constant path, only the no-sweep-mode SimBroker precedent. The motivating case is "SMA2-entry": the 2 is bound to the two-candle construction, so sweeping it would enumerate deformed strategies as valid family members. Approach (Option B, builder-level — the originally-planned direction): bind shrinks the builder's declared param surface (schema.params) and wraps its build closure to re-splice the captured constant at its original positional slot. The construction layer (collect_params / lower_items / param_space / compile_with_params) is byte-unchanged: both dock sites already key off builder.params(), so the shrink propagates for free. Addressing is by param name (the by-name authoring address space, C23/0032); the compilat stays wired by raw index — names never reach it. bind enforces "exactly one open param matches" itself (collect-all-then-reject, panic on zero / on duplicate), mirroring the resolve binder's posture, because a node's own schema.params is not covered by check_param_namespace_injective. Chained binds reconstruct the correct positional vector because each layer computes its slot index relative to the param list it sees (no global position table). Considered and rejected: a per-node builder_const(N) constructor (explodes combinatorially over which subset is constant, not dynamic); a ParamBinding overlay struct on Composite (would need new bookkeeping the builder-level form avoids). Verified: cargo build/clippy/test --workspace all green; new tests cover slot removal, positional reconstruction (chained + partial, via eval), the three panic paths, and the composite param_space projection; blueprint.rs construction layer confirmed byte-unchanged. Deferred (out of scope, follow-up issue): exporting a named frozen strategy as a blueprint-as-values collection — the issue's third fork, needs its own brainstorm. closes #55 |
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e304dbaae1 |
feat(aura-core): name input ports
PortSpec gains a non-load-bearing `name: String`, so an input port is named just as FieldSpec.name (output) and ParamSpec.name (param) already are — input ports were the lone unnamed member of the node signature. Identity stays positional by slot (C23); the name is render/debug only, never read by bootstrap or the run loop. PortSpec drops Copy (String is not Copy), exactly as ParamSpec already does. - Every aura-std node names its input slots: SMA/EMA "series", Sub/Add "lhs"/"rhs", Exposure "signal", SimBroker "exposure"/"price" (the slots become self-documenting), LinComb "term[i]" and Recorder "col[i]" generated in their build loops (mirroring LinComb's existing weights[i] param loop). - derive_signature carries a composite's Role.name into the derived input port (it was dropped before — the output side already carried FieldSpec.name), so the graph model is homogeneously named at both levels. - model_to_json (port_json + the composite-header inputs in scope_json) emits the name as a third tuple element: ["f64","any","exposure"]. The byte golden was re-captured (machine bytes) and its substring twins updated; the model is now fully named across inputs/outputs/params. - All 16 PortSpec construction sites threaded in one compile-gate change; test fixtures carry fixture names. C8 realization note added to the design ledger. Why name-only, no validation: the name is a pure debug symbol. Wire-by-name was rejected (it would be a C23 contract change). Bootstrap slot-wiring validation (which would close #21's same-kind swap footgun) is deferred to its own cycle — a name alone does not catch the swap; it makes the slots self-documenting and gives a future validation something to check against. Verified: cargo test --workspace 168 green; clippy --all-targets -D warnings clean; cargo build --workspace clean. Read-only render path (C9), no serde (C14), scalar kinds unchanged (C4). closes #50 refs #21 refs #51 |
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d6f59d7a52 |
audit: cycle 0024 (#43, #36) — drift-clean; ledger reconciled to the pre-build signature
Architect drift review (862882b..1b39093): NO code drift, no contract weakened. C1 (behaviour-preserving: 150 tests green, render goldens byte-identical, no behavioural assertion altered), C8 (sink output: vec![] preserved), C9/C23 (read-only render touches no eval/build; derive_signature's Box::leak is cold-path-only, leaked names non-load-bearing) all hold. Regression scripts: none configured (no-op) — the architect review is the gate. The only drift was design-ledger prose, anticipated and deferred to this audit by the plan. Resolved here (fix path, orchestrator-applied — docwriter is barred from the design ledger): - docs/design/INDEX.md C8 Guarantee: rewritten — a node's signature (NodeSchema) is declared pre-build on the value-empty recipe; the built node implements lookbacks() (the one param-dependent sizing quantity) + eval(); schema() is gone. - INDEX.md C8 cycle-0015 note: Blueprint::param_space -> Composite::param_space; the #36 lockstep-debt clause marked closed by 0024. - INDEX.md: added a C8 cycle-0024 realization (signature lives once on the recipe, the signature/sizing split, #43/#36 closed) and a C19 cycle-0024 realization (struct Blueprint collapsed into the root Composite; Role.source/runnable-iff- bound/UnboundRootRole; FlatGraph as the named compilat). Stale symbol names in the dated 0016/0017 notes annotated in place with their 0024 renames. - aura-std/src/lincomb.rs module doc: Blueprint::param_space -> Composite::param_space. Ledger-gap (four new load-bearing invariants previously unrecorded) closed by the two new realization notes. Green baseline re-confirmed after the edits: cargo test --workspace 150 passed / 0 failed; cargo clippy --all-targets -D warnings clean. refs #43 #36 |
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1b3909316e |
feat(aura): node signature lives in the blueprint; collapse Blueprint into Composite
Consolidate the node data structure so every node's signature (NodeSchema:
inputs/output/params) is declared once and exists in the blueprint pre-build,
and dissolve the special "root graph" type. Behaviour-preserving (C1).
Signature vs sizing
- NodeSchema is now the static signature only: InputSpec -> PortSpec{kind,firing},
with lookback removed. The signature is fully static per blueprint (input
kinds/firing, output fields, params); LinComb's variable arity is a builder arg,
not an injected param.
- The one param-dependent quantity, an input's buffer lookback (e.g. Sma's window =
its injected length), moves out of the signature to Node::lookbacks() -> Vec<usize>,
read only by bootstrap for sizing. Node::schema() is removed.
- LeafFactory -> PrimitiveBuilder, which carries the full NodeSchema. The built node
no longer re-declares it: closes the params-declared-twice drift (#36, the 8
per-node factory_params_match_built_node_schema lockstep tests are deleted — their
subject is now structurally impossible) and a value-empty recipe exposes its full
I/O interface pre-build (#43).
Root is just a bound composite
- struct Blueprint is deleted; its compile/bootstrap/param_space methods move onto
Composite. Role gains source: Option<ScalarKind> (None = open interior port,
Some = bound ingestion feed). A composite is runnable iff every root role is bound;
the "main graph" is no longer a category, only the fully-source-bound composite.
New error CompileError::UnboundRootRole for an open root role.
- BlueprintNode::signature() answers uniformly for both arms: Primitive returns the
builder's declared schema, Composite derives it from the interior (role kinds in,
OutField kinds out, aggregated params), pre-build, no build.
compile -> FlatGraph -> bootstrap
- compile validates structure pre-build via signature() (validate_wiring: range +
kind, returning the same variants as before, so an edge kind fault is now caught
before any build closure fires) and emits FlatGraph{nodes,signatures,sources,edges}.
- bootstrap consumes the FlatGraph: kinds/firing/output from the carried signatures,
buffer depth from node.lookbacks(). SourceSpec survives as the flat descriptor.
Renames: BlueprintNode::Leaf -> Primitive, LeafFactory -> PrimitiveBuilder.
Render (aura-cli/src/graph.rs) is migrated compile-only: it takes &Composite, maps
bound roles to the same source-entry shape, so both render goldens reproduce
byte-identical output (no re-capture needed). Render-fidelity tuning is the next cycle.
Verification (orchestrator-run, not agent-reported): cargo build --workspace green;
cargo test --workspace 150 passed / 0 failed; cargo clippy --workspace --all-targets
-D warnings clean. All pinned determinism/run-output tests pass with values unchanged;
no behavioural assertion was altered to go green. 5 new tests assert the signature is
pre-build and uniform, that compile rejects a kind mismatch without building (via a
panicking builder), UnboundRootRole, and lookbacks()/signature arity agreement.
Deferred to cycle-close audit (per plan): docs/design/INDEX.md and some aura-std
module docs still name the old Node::schema()/LeafFactory/BlueprintNode::Leaf/
Blueprint::param_space contracts; prose reconciliation is the architect's at audit.
closes #43 #36
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ae1d4564f5 |
feat(aura-std): EMA node (SMA-seeded, O(1) per cycle)
Add Ema, the std-lib's first recursive/stateful producer: exponential moving average with alpha = 2/(length+1). The building block MACD (and DEMA, MACD-histogram, etc.) needs, and a worked example of a node whose param sizes its math, not its input window. Seeding is ratified as SMA-seeded (ta-lib convention): the EMA stays silent until it has seen length samples, seeds with their SMA, then runs the recurrence. Chosen over a first-value seed for three substantive reasons -- warm-up consistency with Sma (both emit None until length samples), parity with the EMA traders expect (ta-lib MACD seeds this way), and statistical honesty (no average claimed from a single observation). A first-value seed was the proof-of-concept convenience; rejected. Performance: recursive state means lookback = 1 (length sizes alpha, not the window); eval is O(1) time and state via ema += alpha*(x - ema), with no hot-path allocation (the output buffer is reused). Tested: warm-up-then-smooth (a step input separates it from a plain SMA), length-1 identity, label, and factory/schema agreement. |
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4b64409036 |
feat(aura-core,aura-std,aura-engine,aura-cli): inject a param-set vector at bootstrap (#31)
Cycle B of milestone "The World — parameter-space & sweep". A blueprint is now value-empty: a leaf holds a param-generic recipe, not a built node, and a positional Scalar vector is bound slot-by-slot at bootstrap — so one blueprint bootstraps into many distinct instances under different vectors, with no cdylib rebuild (C12/C19). This is the binding primitive a sweep (#32) drives. Ratified design (brainstorm): value-empty reconstruct-through-new() over mutate-in-place and over a default-bearing variant. The value lives only in the injected vector (no baked default), keeping the blueprint a pure param-generic recipe (C19); every injected value flows through the node's own constructor (the single sizing/validation gate). - aura-core: LeafFactory { name, params, build } — the recipe (params -> sized node through `new`); Scalar::as_i64/as_f64 value accessors. Node trait unchanged. - aura-std: each of the 7 nodes exposes factory() (SMA length:I64, Exposure scale:F64, LinComb arity x weights[i]:F64; Sub/Add/SimBroker/Recorder paramless, capturing their non-param construction args — pip_size, the Recorder channel). - aura-engine: BlueprintNode::Leaf(LeafFactory), From<LeafFactory>; param_space() reads factory.params() pre-build; compile_with_params/bootstrap_with_params build each leaf from its kind-checked slice while lowering (build-then-wire), arity checked up front via param_space().len(); CompileError::{ParamKindMismatch, ParamArity}. compile/inline/edge-rewrite are structurally unchanged, so the compilat stays bit-identical for a given point (the bit-identity and both param_space mirror tests stay green). The vestigial pre-build Composite::schema / BlueprintNode::schema (no live caller — interface resolution is structural on the built flat nodes) are removed. - aura-cli: the blueprint view labels leaves by bare type via LeafFactory::label() (`[SMA]`) — the ascii-dag renderer cannot render wide cluster-sibling labels (see spec); the compiled view still labels valued (`SMA(2)`). The sample supplies its point as a vector; the mis-wiring swap moved to the compiled view. The #34 dual-traversal drift hazard is subsumed: compile_with_params consumes the vector in the same recipe walk param_space() reports, so the two share one traversal. Verified: cargo build/test --workspace green (127 tests, incl. bit-identity, both mirror tests, and 4 new injection tests — different-vector-different-run, kind mismatch, arity, determinism); clippy --workspace --all-targets -D warnings clean; `aura graph` blueprint view renders cleanly. Scope: one vector -> one instance. Deferred: sweep enumeration (#32), domain validation (#32/C20), single-run authoring convenience (#35). closes #31 |
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931109df58 |
feat(aura-core,aura-std,aura-engine): declare node tunable params (#30)
Cycle A of milestone 'The World — parameter-space & sweep'. A node now declares its tunable parameters in its C8 schema, and a blueprint aggregates them into one flat, inspectable param-space — the root that unlocks the C12 orchestration axes (#31 bind, #32 sweep), filling the gap C8/C23 name 'deliberately not in the schema yet'. - aura-core: ParamSpec { name: String, kind: ScalarKind } as a third schema- declaration type; NodeSchema gains a third field 'params'. name is String (not &'static like FieldSpec) because a vector knob carries a runtime index and aggregation prefixes the composite path. - aura-std: Sma declares [length:I64], Exposure [scale:F64], LinComb expands to N flat [weights[i]:F64] (N = its input arity, topology-fixed per C19); Sub/Add/ SimBroker/Recorder declare none (pip_size is metadata, C10/C15; Recorder is wiring). - aura-engine: Blueprint::param_space() walks the graph-as-data depth-first in lower_items order, path-qualifying via the already-public Composite::name() — a read-only projection (C9). compile/inline_composite/lower_items are untouched, so the compilat stays bit-identical (composite_sma_cross_runs_bit_identical_to_hand_wired and the golden render tests stay green). Design: param identity is positional (slot after the deterministic inline order, C23 'by index not name'); the path-qualified name is a non-load-bearing debug symbol — same-type siblings in one composite share a name, uniqueness is at the slot. Flat over a structured arity-bearing ParamSpec because flattening is unavoidable (a sweep enumerates a flat point-space) and structure-in-the-runtime is the nested-composite reading C23 rejects (see spec 0015 for the full rationale). Scope is declaration + aggregation + inspection only; binding (#31), sweep enumeration (#32), search-range, validity-constraint, and default-range/slider are deferred. An E2E test pins the load-bearing C23/#31 invariant: param_space() slot order mirrors compile()'s flat-node param order, kind-by-slot, on the SMA-cross harness. fieldtests/ (excluded crates) left as frozen snapshots. Verified: cargo build/test --workspace green (64 tests), clippy --all-targets -D warnings clean; compile/inline diff empty. closes #30 |
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0a855c3943 |
feat(aura-cli): aura graph renders a wired graph as an ASCII DAG (#13)
Make a wired graph introspectable so a mis-wiring becomes visible. Two
selectable views, both authored from one built-in sample blueprint:
aura graph clustered blueprint view — composites drawn as named
ascii-dag cluster boxes (pre-inline, C9)
aura graph --compiled flat compilat view — composite boundaries dissolved
(C23); the graph the run loop actually runs
The payoff is intrinsic, param-carrying node labels: two SMAs read SMA(2) /
SMA(4), so a swapped fast/slow input reads back differently. This is realized
by a `label()` default method on the core Node trait — a non-load-bearing
render symbol the run loop never reads (wiring is by index), the symbol C23
already reserves citing #13. Recorded as a C8 refinement in the ledger.
Rejected the alternatives in brainstorm: a separate Describe trait (forces a
combined trait-object dance for a label the ledger calls non-load-bearing) and
extrinsic parallel labels (decoupled from the node, so an author can label the
slow SMA "fast" and mask the very bug the render exists to surface).
Mechanism:
- aura-core: Node::label() default method (additive, object-safe, single-line).
- aura-std: per-node overrides — SMA(n)/Exposure(s)/SimBroker(p) carry params;
Sub/Add/LinComb/Recorder are bare (their identity is not a mis-wiring axis).
- aura-engine: Composite gains an authored `name` (cluster title; dissolves at
inline) + read-only graph-as-data accessors on Blueprint/Composite. No
external dependency — the engine stays dependency-pure (C16); ascii-dag lives
only in aura-cli. The label-free index-wired compilat (C23) is unchanged.
- aura-cli: ascii-dag v0.9.1 + a graph.rs adapter (Vertical mode; labels
materialized into an owned Vec<String> that outlives the borrow-based Graph).
`aura run` is untouched (the sample duplication is dedup idea #14).
Tests: a concern-defining test (swapped sample renders != correct), structure
pins (cluster present in blueprint view, absent in compiled view), per-node
label disambiguation, and two frozen byte-goldens of the deterministic render.
The cycle-0012 bit-identical and run-sample non-regression tests stay green.
Verified by the orchestrator (not the agent report): cargo build --workspace
clean; cargo test --workspace all green; cargo clippy --workspace --all-targets
-D warnings clean; both views run live and render as expected.
closes #13
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559903a14e |
feat(aura-cli): aura run — end-to-end sample-harness CLI
The Walking-skeleton milestone's closing seam: a real `aura run` binary that
bootstraps a built-in sample harness, runs it deterministically, and prints the
cycle-0009 metrics+manifest report as canonical JSON to stdout — the headline
C14 "run a sim, emit structured metrics" move, end-to-end, from a binary for the
first time.
Two deliverables:
- aura-std::Recorder — a reusable recording sink node (the glossary *sink* role,
C8/C22): a pure consumer (output: vec![]) over kinds.len() input columns,
holding an mpsc::Sender<(Timestamp, Vec<Scalar>)> as its out-of-graph
destination. mpsc keeps the engine's purity invariant (C7): no Rc/RefCell.
Supports all four base scalar kinds; returns None until every column is warm.
Promotes the shape the #[cfg(test)] fixtures already proved into a shipped,
reusable block (the fixtures stay as historical snapshots; de-dup is a later
tidy).
- aura-cli `run` subcommand — synthetic_prices / sample_harness / run_sample /
main. The sample harness (synthetic source → SMA(2)/SMA(4) → Sub → Exposure →
SimBroker → two Recorder sinks) is authored in plain Rust over the raw
Harness::bootstrap(nodes, sources, edges) API (C17/C20) — the open
experiment-builder DSL thread is deliberately not committed this cycle. main
hand-parses one subcommand: `run` prints run_sample().to_json() (exit 0),
anything else prints a one-line usage to stderr (exit 2). aura-cli gains
aura-std + aura-core path deps; the workspace stays zero-(external-)dependency.
The built-in synthetic stream (7 ticks, rises then reverses) yields a non-trivial
demo trace: equity [0,0,0,0,-0.08,-0.17,-0.13] → total_pips -0.13, max_drawdown
0.17, exposure_sign_flips 1. The run_sample unit test pins the integer flip count
exactly and the two f64 metrics within 1e-9 (the real run's float dust is ~7e-15,
confirming the tolerance); determinism is pinned exactly (two runs → identical
JSON). tests/cli_run.rs drives the built binary for the observable exit/stdout
contract.
manifest.commit is filled from option_env!("AURA_COMMIT") (defaults to
"unknown"); real HEAD capture via build.rs is deferred. Non-goals untouched:
experiment-builder DSL, aura new, Aura.toml schema, the data-server source (#7).
One deviation from the plan's verbatim code: a scoped
#[allow(clippy::type_complexity)] on sample_harness (its (Harness, Receiver,
Receiver) return tuple trips the lint under -D warnings) — consistent with the
identical allow on the build_two_sink_harness fixture in aura-engine. Verified
myself: cargo test --workspace (61 green, 0 red), clippy --all-targets
-D warnings (clean), cargo doc -D warnings (clean), and both smoke runs.
closes #8
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521a16e56f |
docs(aura-std): document Add/LinComb firing policy + multi-row-per-ts shape
Resolves the two spec_gaps from the cycle-0008 fieldtest
(docs/specs/fieldtest-0008-sum-combinators.md), the same class the 0007 fieldtest
raised for SimBroker (and which
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45920faa8f |
audit: cycle 0008 tidy — correct LinComb param-claim wording
Architect drift review (fa2835e..HEAD) at cycle close. Regression gate is a no-op (commands.regression empty); architect is the sole gate. What holds (no drift): purely additive C16 extension, one node per file, no engine/manifest change; C2/C8 warm-up discipline correct (None until every leg present, no implicit cold-leg 0.0); C7 zero per-cycle alloc. Shipping the named convenience nodes Add (and pre-existing Sub) beside the general LinComb is NOT C9 adapter-zoo drift — they are distinct named producers, not coercion shims, mirroring the already-shipped Sub. Fixed [ledger-gap/high]: lincomb.rs rustdoc and the feat commit body called the weights "the node's tunable parameters (C8/C12)", but aura_core/src/node.rs states tunable params (C12/C19) are deliberately not part of the schema yet (spec 0002 "Out of scope"). The weights are construction parameters that configure the node and fix its arity (C11) — the natural home for combination tuning params once the schema-level param surface lands, but not yet surfaced to any optimizer. Rustdoc reworded to say exactly that. No ledger change: the C8 text vs node.rs tension pre-exists this cycle and is already documented in node.rs; only the new rustdoc over-claimed. Carry-on [drift/high]: the cycle-0007 fieldtest still imports Sub-only and keeps its hand-authored Add2 (acceptance said the fieldtest *can* drop it). The 0007 fieldtest crate is a historical snapshot of what that run did; rewriting it retroactively would falsify why Add2 existed. The structural drop-in feasibility (the acceptance content) is confirmed by the architect (add.rs == sub.rs modulo operator; LinComb([1,1]) == Add; Add2 byte-identical to Add). End-to-end demonstration belongs to a cycle-0008 fieldtest (fresh example on the shipped node), dispatched next — not a retroactive edit of the 0007 record. Gates: cargo test -p aura-std 14 passed / 0 failed; clippy --all-targets -D warnings clean; RUSTDOCFLAGS="-D warnings" cargo doc -p aura-std clean. |
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84130c2cab |
feat(aura-std): Add + LinComb sum combinators
aura-std shipped Sma, Sub, Exposure, SimBroker but no sum, so the north-star
"combine one signal with another" research move (C10) could not be expressed
from shipped blocks — the cycle-0007 fieldtest had to hand-author a project-local
Add2. This adds the missing combinator(s):
- Add — two-input f64 sum (a + b), the parameterless companion to Sub. Mirrors
sub.rs modulo the operator.
- LinComb { weights } — N-input weighted sum (Σ wᵢ·xᵢ). The weights are the
node's tunable parameters (C8/C12) and fix its arity (weights.len() inputs);
this is the form the north-star "combine A and B *with weights*" reaches for.
LinComb([1,1]) is Add; LinComb([1,-1]) is Sub.
Both withhold output (None) until *all* inputs are present — consistent with Sub,
and causally clean: a cold input leg is never silently folded in as 0.0.
LinComb::new panics on empty weights (build-time param error, like Sma::new).
Both ship because each is independently reached-for: Add for readability symmetry
with Sub, LinComb for the weighted/tunable combination — mirroring the project's
already-shipped choice to keep Sub as a named node beside a general form.
Hand-driven unit tests in the established aura-std style (5 new): Add sum, the
Add == LinComb([1,1]) identity, the N>2 warm-up, and the empty-weights panic.
Verified: cargo test -p aura-std (14 passed), clippy --all-targets -D warnings
clean, RUSTDOCFLAGS="-D warnings" cargo doc -p aura-std --no-deps clean.
closes #11
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e9f4352640 |
docs(aura-std): document SimBroker input slots + firing/warm-up shape
Resolves the two spec_gaps from the cycle-0007 fieldtest
(docs/specs/fieldtest-0007-signal-quality.md): the consumer-facing SimBroker
struct rustdoc stated only the integration formula, leaving two things a
downstream author cannot infer from the public surface —
- input slot order (slot 0 = exposure, slot 1 = price). Both slots are f64, so
a swapped wiring is NOT caught at bootstrap (no kind mismatch) and silently
yields a wrong-but-plausible equity curve. The order is now documented as
load-bearing on the struct doc, with that hazard called out.
- firing / warm-up emission shape: both inputs are Firing::Any, so the broker
fires on every price-fresh cycle and reads a cold exposure leg as flat 0.0 —
emitting equity rows (leading 0.0s) from the first price tick, one per price
cycle, not one per exposure value. A consumer needs this to predict the
recorded curve's length and leading values.
Doc-only change; no behaviour change. Verified: RUSTDOCFLAGS="-D warnings" cargo
doc -p aura-std clean (intra-doc links to crate::Exposure and aura_core::Firing
resolve); clippy -p aura-std --all-targets -D warnings clean.
refs #5
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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3b49074156 |
feat(aura-std): signal-quality loop — Exposure node + sim-optimal broker
Realizes the C10 reframe (cycle 0007): the strategy DAG's output is an
intent/exposure stream, and a sim-optimal broker integrates it into a synthetic
pip-equity curve that measures SIGNAL QUALITY — the project's first trading
result, and its primary research loop.
Two new aura-std nodes (plain structs; the engine stays domain-free):
- Exposure { scale }: the decision/sizing node — clamp(signal/scale, -1, +1),
one f64 exposure per fired cycle, None until warmed up. Sizing/risk live in
`scale`.
- SimBroker { pip_size }: class (a) of C10 — consumes exposure (slot 0) + price
(slot 1), integrates the return earned by the exposure HELD INTO each cycle
(prev_exposure, decided at t-1) so it is causal / look-ahead-free (C2), and
emits cumulative pips. pip_size is held reference metadata (C7/C15), never
streamed.
End-to-end proof in the aura-engine harness test module (it dev-depends on
aura-std): a SMA(2)-SMA(4) cross -> Exposure -> SimBroker -> Recorder sink wires
a full signal-quality backtest; the recorded equity matches a hand-computed pip
curve ([0,0,0,0, 0.035]) and is bit-identical across two runs (C1). The engine
itself is unchanged — pure node authoring on the frozen substrate.
Verified: cargo test --workspace green (20 core + 30 engine + 9 std; 8 new);
clippy --all-targets -D warnings clean; engine/core surface-purity grep (no
dyn Any/Rc/RefCell) clean.
Note: the plan inlined `Window::first()`, which aura-core's Window does not
expose; the shipped code uses the semantically identical `Window::get(0)`
(newest value, or 0.0 when the exposure leg is cold).
closes #4
closes #5
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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1100a60c76 |
feat: recording is a node role, not a type (multi-sink substrate)
Replace the engine's single observe: usize recording affordance with recording-by-node, so one run records many streams. A recording node reads its typed input windows + ctx.now() in eval and pushes the record to a destination it holds as a field (a channel, a chart handle) — an out-of-graph side effect. There is no Sink type, trait, or engine flag: a pure-consumer node returns None, and a node may record AND return a forwarded output in the same eval (the C8 "both" case). In-graph routing stays engine-owned data (the edge table); the escape out of the graph is the node's own side effect, and that boundary is the determinism / graph-as-data boundary. Engine surface shrinks: Ctx gains now: Timestamp + now() (C2-causal, the present cycle's timestamp); Harness loses the observe field, its observe >= n bootstrap check, and the per-cycle observed-row collection; bootstrap drops its 4th param; run returns (). Recorded streams are now sparse and timestamped (a record per fired cycle) instead of the dense Vec<Option<row>>. The Ctx::new signature change touched 9 call sites across three crates (not the 3 the spec estimated) — aura-std's node tests and the engine run loop were threaded too. The engine test suite migrated to a test-local Recorder fixture whose read-back is an mpsc channel, never Rc/RefCell, keeping aura-engine/src purity-clean (C7). Eight new proof tests cover the multi-sink headline, producer-and-sink, mixed-kind recording, all-fields tap, both recorder firing modes, determinism, and recorder-edge kind rejection. C8/C22 gain cycle-0006 realization notes. Gates: workspace test 45 green (core 20, std 3, engine 22), clippy -D warnings clean, purity grep clean (only a comment names Rc/RefCell). closes #2 |
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5228542bfd |
feat: node output is a record (composite stream), not a single scalar
Cycle 0005 (BLOCKER #1): a node's output generalizes from one scalar to a record of K >= 1 named base-scalar columns, with a scalar being the degenerate K = 1 case. A node keeps exactly one output port; its payload is now an ordered bundle of base columns (a composite stream, C7). This unblocks every multi-column producer the engine needs next -- OHLCV bars and, later, the C10 position-event table -- none of which could exist while a node emitted at most one column. Revises C8, sharpens C7 in the design ledger. Contract (aura-core): - `NodeSchema.output: ScalarKind` -> `Vec<FieldSpec>` (FieldSpec = { name: &'static str, kind }; the field position is what an Edge binds, the name is metadata for later sinks/playground, C18). - `Node::eval -> Option<Scalar>` -> `-> Option<&[Scalar]>`: a node fills a buffer it owns (sized once at construction) and returns a borrowed K-field row; `None` still means filter/not-warmed. This is the C7-faithful representation chosen with the user: zero per-cycle heap allocation on the forward path (rejected: Option<Vec<Scalar>> allocates per fire; an inline fixed [Scalar; N] bakes a width cap; engine-owned output columns invert the eval model). Scalar output is the degenerate 1-field record -- no separate scalar path. Field-wise binding (aura-engine): - `Edge` gains `from_field: usize` -- which producer column this edge forwards. Consuming a whole record is N edges; there is no "bind whole record" mechanism. - bootstrap kind-checks per field (`from.output.get(from_field)` -> BadIndex if out of range; `field.kind != slot.kind` -> KindMismatch). - the run loop copies a producer's returned row into one reused scratch buffer (resolving the borrow; no per-cycle alloc once warm) and scatters scratch[from_field] into each out-edge slot. `NodeBox.out_len` (set at bootstrap) backs a debug_assert on the returned row width. `run` returns `Vec<Option<Vec<Scalar>>>` (the observed node's full row per cycle -- a materialization-surface alloc, not the inter-node hot path). - the K fields of one record are co-fresh by construction (one eval, one timestamp), so C6 is untouched. aura-std: Sma/Sub migrate to the 1-field degenerate case (hold a [Scalar; 1] buffer; behaviour unchanged). Sub drops #[derive(Default)] (Scalar has no Default) for a manual Default. Proof (aura-engine tests, +5): an Ohlcv 5-field bundler fed by five timestamp-aligned barrier sources emits one complete bar per timestamp (ohlcv_bundles_five_field_record); a downstream Sub binds high(1)-low(2) field-wise, observed end-to-end + a determinism re-run (edge_binds_single_field_high_minus_low); a second consumer binds close(3)-open(0) on the same record (distinct_edges_read_distinct_fields); must-fail: bootstrap_rejects_from_field_out_of_range (BadIndex), bootstrap_rejects_per_field_kind_mismatch (a TwoField [f64,i64] producer, the i64 field into an f64 slot). All prior 0003/0004 tests adapted to from_field + the Vec return, expected vectors unchanged (scalar = 1-field record). Gates re-run by the orchestrator (not just the agent): cargo build/test --workspace --all-targets (36: aura-core 19 + aura-std 3 + aura-engine 14, 0 failed) / clippy --workspace --all-targets -D warnings clean; surface-purity grep (no dyn-Any / Rc / RefCell) clean. Ledger C8/C7 edits verified (Option<&[Scalar]> present, "one series per node" gone, cycle-0005 realization note added). The glossary composite/node record-reality pass is the audit-time follow-up. closes #1 refs walking-skeleton Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> |
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Brummel
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f37b2a35d3 |
feat(engine): firing policies A/B + the k-way ingestion merge
Cycle 0004: the reactive-semantics layer. The engine now merges multiple
timestamped sources into one chronological cycle stream (C3) and gates each
node's re-evaluation by a per-input firing policy (C5/C6) — both rails shipping
together, as the user required ("must sit right from the start").
- `Firing` (aura-core) — a per-input enum on `InputSpec`, where C8 places firing:
`Any` (mode A, fire-on-any-fresh + hold / as-of join) and `Barrier(u8)` (mode B,
all-fresh barrier / synchronizing join). Default-free; Sma/Sub declare
`Firing::Any`, so under a single source ticking every cycle their behavior is
unchanged (backward compatible — the 0003 fan-out/join DAG still emits
[None,None,None,2,2,2]).
- `SourceSpec` + the k-way merge (aura-engine) — `run` takes one
`(Timestamp, Scalar)` stream per source and merges them by (timestamp, source
index) (C4 ties by declaration order). One record = one cycle. This is the
permanent ingestion core; the Source trait + data-server IO (C3/C11) are a
later orthogonal cycle (the user scoped this cycle to the reactive semantics).
- Two read clocks, both load-bearing (resolves the 0003 audit's "0004 owns
cycle_id" with no write-only field): each push stamps the input slot with
`fresh_at` (the cycle_id — freshness epoch, C5: fresh iff fresh_at == cycle_id)
and `last_ts` (the data timestamp — barrier token, C6: a barrier group is
complete iff all members carry last_ts == T). The `fires()` predicate ORs the
groups; the ">=1 member fresh this cycle" clause is the once-per-timestamp
guard. Sample-and-hold falls out of the push model: a non-firing node pushes
nothing, so consumers keep seeing the held value via window[0].
Key design call, studied against RustAst (src/ast/rtl/streams/): the barrier
token is the data *timestamp*, not cycle_id. RustAst's
last_cycle_per_input.all(== cycle_id) synchronizes one source's fan-out but
cannot synchronize independent sources — under C4 four same-timestamp sources
are four different cycle_ids, so the cycle_id barrier never fires for C6's own
OHLC example. Substituting timestamp is the minimal faithful generalization
(fires both the diamond rejoin and the multi-source bar). Mode A and the k-way
merge are both new (RustAst had neither); RustAst's total_count push counter is
aura's already-built Column::run_count.
Both rails proven on identical sources, firing-only difference:
- mode A (AsOfSum): [None,None,120,130,140,240] — holds the slow input;
- mode B (BarrierSum): [None,None,120,None,None,240] — waits for timestamp
coincidence;
- mixed A+B (MixedSum): the OR-combine fires both when the barrier pair completes
(holding the as-of input) and when the as-of input ticks (holding the pair).
Plus determinism (C1, bit-identical re-run of each rail) and the three bootstrap
rejections re-expressed on SourceSpec.
Gates green (re-run by the orchestrator, not just the agent): cargo build/test
(30: aura-core 19 + aura-std 3 + aura-engine 8) / clippy --workspace
--all-targets -D warnings clean; surface-purity grep (no dyn-Any / Rc / RefCell)
clean — the harness doc phrases RustAst's model without the literal tokens to
avoid self-match.
refs walking-skeleton
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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Brummel
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dd5c3fad96 |
feat(engine): the deterministic single-source sim loop
Cycle 0003: aura-engine's first real content — a Sim that runs a wired DAG of
nodes deterministically, cycle by cycle. First point in the project where
authored nodes execute against data, not just under a hand-fed Ctx.
- `Sim` (aura-engine) — a bootstrapped, frozen root graph: a flat Vec<NodeBox>
(each node owns its input columns, the cycle-0002 shape) + an index edge
table, topologically ordered (Kahn). `bootstrap` sizes every input column from
its node's schema, kind-checks each edge and source target, and rejects
directed cycles — C7's "type check paid once at wiring" generalized to the
whole topology (`BootstrapError::{KindMismatch, BadIndex, Cycle}`).
- `run` — the deterministic loop: per record, forward the source value into its
target slots, evaluate nodes in topo order, capture the observed node's output
at eval time, and forward each `Some` output into its consumers' input columns
(a `None` forwards nothing — the structural seed of sample-and-hold). The loop
destructures `&mut self` into disjoint field borrows and allocates nothing on
the per-cycle path. This is the flat, monomorphized sharpening of RustAst's
reference-counted, interior-mutable observer push graph (C1/C7).
- `Edge` / `Target` (aura-engine) — producer->consumer and source->consumer wiring.
- `Sub` (aura-std) — a 2-input f64-difference node, so the loop is proven on a
real fan-out + join DAG (source -> {SMA(2), SMA(4)} -> Sub), with a determinism
assertion (C1: a second identical run is bit-identical).
Engine library depends only on aura-core; a test-only dev-dependency on aura-std
lets the integration test wire real Sma/Sub nodes. Sim carries a hand-written,
node-opaque `Debug` impl (Box<dyn Node> is not Debug; the impl prints
nodes.len() + the index/topology fields, needed by the bootstrap-rejection tests'
`unwrap_err`).
Deliberately deferred (recorded as decisions): freshness-gated recompute /
sample-and-hold (C5 -> cycle 0004, with the second source that makes it testable);
the explicit monotonic cycle_id counter (its first reader is freshness, 0004);
the Source trait + data-server ingestion + k-way merge (C3/C11); the builder API
(C19); the real sink + run registry (C18/C22).
Gates green: cargo build/test (26: 18 aura-core + 3 aura-std + 5 aura-engine)/
clippy -D warnings clean; surface-purity grep (no dyn-Any / Rc / RefCell) clean.
refs walking-skeleton
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Brummel
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77a1d26017 |
feat(core): the node contract — Node, schema/eval, Ctx, and a worked SMA
Cycle 0002, the second walking-skeleton slice on top of the 0001 substrate:
the interface every node forever implements (C8), proven end-to-end by a real
node with no engine present.
- `Node` (aura-core) — `schema() -> NodeSchema` declares inputs (kind +
lookback) and the single output kind; `eval(&mut self, Ctx) -> Option<Scalar>`
computes one cycle's output (`None` = filter / not-yet-warmed-up). `&mut self`
so a node may keep its own derived state.
- `Ctx<'a>` (aura-core) — a `Copy` borrow-wrapper handing `eval` zero-copy,
financial-indexed `Window`s per input (`ctx.f64_in(i)[k]`, index 0 = newest).
A kind mismatch panics ("engine bug") — wiring guarantees the kind, so a
mismatch can only mean the wiring layer is broken; this keeps node-author code
clean (`w[k]`, not `w?[k]`).
- `AnyColumn::as_f64/as_i64/as_bool/as_ts` (aura-core) — the read-side mirror of
the existing `as_*_mut`, the mechanism `Ctx` uses to get a typed window from a
type-erased edge. Closes the read-side gap the cycle-0001 audit recorded.
- `Sma` (aura-std) — the skeleton's first real block: a producer node computing
the moving mean of one f64 input, emitting `None` until warmed up. Authored in
a downstream crate (proving aura-core's contract is usable across the crate
boundary) and driven by a hand-written test that mimics exactly what the sim
loop will later generalize: push fresh input, eval, collect.
Deliberately deferred (spec 0002 "Out of scope", recorded as decisions): the
firing policies (C6 — InputSpec carries no firing field yet), the sim loop (C4)
and freshness gating (C5), schema-level tunable params (C12/C19), and the
no-output sink refinement (C8 consumer side).
Gates green: cargo build/test (20: 18 aura-core + 2 aura-std)/clippy -D warnings
all clean; surface-purity grep (no dyn-Any / Rc / RefCell) clean.
refs walking-skeleton
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Brummel
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1467fcd30f |
docs: brokers are consumer nodes (C10), several attachable for comparable curves
Correct the broker mechanism: a broker is an ordinary downstream consumer node (C8/C9), not an external plugin/subsystem. It consumes the position-event stream + price streams and emits an equity stream; several brokers (e.g. sim-optimal pip + realistic currency) can be attached to the same position table at once, yielding directly comparable equity curves. Updates C10, CLAUDE.md invariant 7, aura-engine/aura-std crate docs, and the day-in-the-life doc. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> |
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Brummel
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b99912ca59 |
docs+scaffold: engine/project split (C16-C18), aura-std, usage doc
Refine the structure per interview: aura is the reusable engine, research projects are separate external repos depending on it (C16). Add aura-std (universal standard-node tier) to the workspace; remove nodes/ from the engine (project concept). Record authoring-surface = Claude Code + skills pipeline, no embedded coding-LLM (C17), and project management = one-repo-one-project + Aura-native run registry (C18). Add CLAUDE.md invariants 9-10, code_roots -> [crates], and docs/project-layout.md documenting the day-in-the-life and project repo layout. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> |