Commit Graph

11 Commits

Author SHA1 Message Date
Brummel 0ce843bada feat(aura-cli): aura run --real <SYMBOL> backtests the sample on real M1 bars
The first real-data backtest from the CLI: `aura run --real <SYMBOL>
[--from <ms>] [--to <ms>]` runs the existing built-in sample signal-quality
harness over real M1 *close* bars instead of synthetic prices, printing the
same RunReport JSON as `aura run`. Bars are streamed lazily through
aura_ingest::M1FieldSource (a Box<dyn Source>) — dogfooding the #71 Source
seam, O(one chunk) resident, never eager. aura-ingest + data-server enter
aura-cli's deps (data-server git line mirrored from aura-ingest).

M1 only this cycle, deliberately. The TickSource is deferred: raw ticks are
the wrong input for the bar-semantic SMA sample (an SMA over ticks is
microstructure noise until a resampler node exists, C2), and tick's real
driver is the realistic broker's bid/ask execution (C10) — it should arrive
with that consumer, not speculatively here. Tick data is also local to only
EURUSD/XAUUSD/GER40, whereas M1 covers the test symbol AAPL.US.

Shape: run_sample_real builds sample_harness(), guards has_symbol /
M1FieldSource::open (unknown symbol or empty window -> 'aura: no local data'
+ exit 2, never a panic), and reuses sim_optimal_manifest + the run_sample
fold. parse_real_args is a pure, unit-tested grammar (mandatory symbol, then
--from/--to in any order; bad/missing/duplicate flag -> Err). Data path is
data_server::DEFAULT_DATA_PATH (no --data-path flag this cycle).

Known simplification: the manifest window is derived by draining a *separate*
single-pass probe source for first/last ts, so an unbounded window streams
the archive twice (once to bound, once to run). Acceptable and O(1)-resident
for now; a future Harness::run could surface the first/last cycle ts to drop
the probe pass.

Verified: cargo build/test/clippy --workspace all green; the gated
run_sample_real_streams_real_close_bars_deterministically RAN (not skipped)
over AAPL.US 2006-08; manual CLI smoke of the success + two error paths.
2026-06-15 11:13:14 +02:00
Brummel 5bded0ca83 feat(aura-cli): aura runs registry — persist on sweep, list + rank (cycle D / iter 3)
Final iteration of the run-registry cycle (#33): the read surface that makes a
sweep family — and runs across separate invocations — comparable over time
(C18's "compare experiments over time", which has no home in git or Gitea).

- `aura sweep` now persists each point's RunReport to runs/runs.jsonl (append-
  only, one serde_json line per run) in addition to printing it.
- `aura runs list` prints every stored record, in store order.
- `aura runs rank <metric>` prints the stored runs best-first by the metric
  (total_pips desc; max_drawdown / exposure_sign_flips asc); an unknown metric
  is a usage error (exit 2), like every other aura arg error.

sweep_report splits into a production sweep_family() (the pure run) and a
#[cfg(test)] renderer kept for the in-bin goldens; the dispatch gains run_sweep
/ runs_list / runs_rank over default_registry() (runs/runs.jsonl under cwd).
Process goldens run the binary in a temp cwd so persistence never dirties the
repo; /runs/ is git-ignored as a backstop.

Verified end-to-end: two `aura sweep` invocations accumulate 8 records;
`aura runs list` shows all 8; `aura runs rank total_pips` orders them best-first;
`aura runs rank bogus` exits 2 with the known-metrics hint. cargo test
--workspace green (cli_run 11, registry 5, engine 93, …); clippy
--workspace --all-targets -D warnings clean; no stray runs/ in the work tree.

refs #33
2026-06-10 20:37:51 +02:00
Brummel fe11cfea8a feat(engine,registry): SweepPoint carries RunReport; add aura-registry (cycle D / iter 2)
Iteration 2 of the run-registry cycle (#33): make the sweep family
self-describing and add the registry store.

Engine. SweepPoint.metrics (RunMetrics) becomes SweepPoint.report (RunReport),
and the sweep closure bound is now Fn(&[Scalar]) -> RunReport. This closes the
manifest-per-point gap cycle C explicitly deferred to #33 — each swept point now
carries its full (manifest, metrics), the unit the registry indexes (C18). All
engine-internal callers, the engine test fixture run_point, and the three sweep
tests were rethreaded in the same iteration so the crate stays green; the CLI
caller followed in the same change so `cargo test --workspace` is green again.

CLI. The sweep_report closure builds a per-point RunReport (manifest params =
param_space names zipped onto the point via scalar_as_param_f64; commit/window/
seed/broker as run_sample builds them) and prints via RunReport::to_json. The
hand-rolled sweep_point_to_json/json_string/scalar_token are retired (the report
renders itself), and the orphaned ParamSpec/SweepPoint imports dropped. Net:
aura run, aura sweep, and (next iteration) aura runs all print the same
RunReport shape. The two aura sweep goldens now pin the per-point manifest
params, NOT the commit (it is the real git HEAD, volatile).

Registry. New crate aura-registry: Registry::{open, append, load} over an
append-only runs/runs.jsonl (one serde_json line per RunReport), free rank_by
(best-first per metric — total_pips desc, max_drawdown/exposure_sign_flips asc),
and RegistryError (Io / Parse{line} / UnknownMetric). Five unit tests cover
append->load round-trip, missing-file = empty, corrupt-line = Parse{line},
per-metric ranking, and unknown-metric error. Built and unit-tested; NOT yet
CLI-wired (aura sweep persistence + aura runs list/rank are iteration 3).

Verified: cargo test --workspace green (aura-registry 5, aura-engine 93, aura-cli
7+8, others unchanged); clippy --workspace --all-targets -D warnings clean; aura
run stdout shape unchanged; aura sweep now emits full RunReports.

refs #33
2026-06-10 20:28:31 +02:00
Brummel eec876975c feat(engine): serde foundation + amend C16 dependency policy (cycle D / iter 1)
Iteration 1 of the run-registry cycle (#33): lay the dependency + serde
foundation the registry's typed read-path needs, and amend the contract that
forbade it.

Contract change (load-bearing — C18/C16). C16's blanket "zero-external-
dependency by commitment" + "aura-ingest is the sole external-dependency
firewall" framing is struck and replaced by a considered, per-case dependency
policy: dependencies are admitted by deliberate review (what a crate pulls in
vs. what it buys), with particular scrutiny for anything entering the frozen
deploy artifact (C13); standard vetted crates (serde, rayon, ...) pass that
review and are used wherever they do the job, including in the bot; hand-rolling
what a vetted crate does is the anti-pattern. C16's engine/project split +
three-tier node reuse are unchanged. The five source comments that asserted the
struck framing (aura-engine/aura-ingest Cargo.toml + aura-ingest/report.rs docs)
are rewritten to match; no live source or ledger text still asserts it.

Per-case justification for serde (the policy now requires one): it gives the
run-report types a typed (de)serialization path — exactly what ranking/compare
over stored runs needs, and what the writer-only hand-rolled JSON (C14) could
never provide; closes the typed-read-path gap (#17). Its closure is tiny,
ubiquitous, heavily audited, and its output deterministic (C1-safe). serde_json
is test-only this iteration (dev-dependency); no production serde_json yet.

Changes: [workspace.dependencies] serde (derive) + serde_json; serde derives on
Timestamp (aura-core) and RunMetrics/RunManifest/RunReport (aura-engine), with
serde_json round-trip tests (window renders as a [from,to] integer array via the
transparent Timestamp newtype). The hand-rolled to_json writers are untouched
(still drive stdout). No aura-registry crate, no SweepPoint change — those are
iterations 2 and 3.

Verified: cargo test --workspace green (incl. the two new round-trip tests);
clippy --workspace --all-targets -D warnings clean; no surviving assertion of
the struck zero-dep framing in live source or the ledger.

refs #33
2026-06-10 20:11:39 +02:00
Brummel 66dff88528 feat(aura-cli): render the graph as a self-contained WASM-Graphviz viewer; retire ascii-dag
Iteration 2 of cycle 0026 (graph render redesign). `aura graph` no longer emits
ASCII: it now prints one self-contained `.html` to stdout — the ported prototype
pin-graph viewer (drill / inline-expand / styled tooltips / breadcrumb) driven by
the deterministic model serializer that shipped in iteration 1, with layout and
SVG done in-browser by Graphviz compiled to WebAssembly. Closes the redesign
opened by spec 0026; unblocked by cycle 0027 (input ports are now named, so the
viewer labels every input pin from the model's real names instead of inventing
"a"/"b").

What ships:
- crates/aura-cli/assets/: the ported graph-viewer.js (prototype genDot/chrome
  verbatim + a normalizeModel adapter mapping aura's real model tuple shape —
  ins = [kind, firing, name], index node keys, `comp` refs, `src_<role>` — into
  the viewer's native shape), plus the vendored Graphviz-WASM (@viz-js/viz@3.7.0)
  and svg-pan-zoom@3.6.1 blobs and a refresh-assets.sh provenance script.
- crates/aura-cli/src/render.rs: render_html(&Composite) -> String, a read-only
  (C9) assembly — model_to_json + include_str! of the inlined assets, no eval,
  no build, no serde (C14). The `["graph"]` arm calls it.
- Retired: the ascii-dag adapter (graph.rs), the `ascii-dag` dependency, the
  `--compiled`/`--macd` graph flag plumbing, render_compiled, the color/terminal
  plumbing, and the 12 ascii-dag-asserting tests + the now-orphaned helpers.
  The cli_run integration test now pins the HTML page envelope.
- crates/aura-core/src/node.rs: the two last ascii-dag prose justifications
  re-grounded (single-line label rule kept, re-justified generically; the
  param-generic rule re-justified on C23, not on a renderer limitation).
- docs/design/INDEX.md: the cycle-0026 C9 realization note (both iterations).

Vendoring decision (spec deferred it to the plan): the WASM/JS blobs are checked
in, not fetched at build time. include_str! needs them at compile time, and a
build-time unpkg fetch would make the build non-hermetic/non-offline and let the
shipped artifact drift with the registry — against C1 (determinism) and C8
(frozen artifacts). ~1.4 MB is the price of a hermetic, frozen render asset.

Three adaptations beyond the plan, each verified: (1) render.rs imports
`aura_engine::Composite` (the path model_to_json takes), not aura_core; (2)
macd_blueprint is now test-only — removing the `--macd` arm left it used solely
by the param-space test, so it took `#[cfg(test)]` rather than removal or an
`#[allow]` suppression (the production `aura run --macd` path is intact, verified
emitting JSON); (3) the `grep ascii-dag` over crates/ matches only the new
contract test, which names the term deliberately to document the retirement — no
stale justification prose remains.

Invariants held (verified independently, not on agent report): C9 (render path
read-only), C10 (viewer is a render asset, no logic/DSL), C4 (four-colour palette
= the four scalar base types), C14 (no serde). The iteration-1 model byte golden
is unchanged and green. cargo build --workspace: 0 errors. cargo test --workspace:
157 passed, 0 failed (incl. the two new HTML tests + the unchanged model_golden).
cargo clippy --workspace --all-targets -- -D warnings: clean. ascii-dag absent
from `cargo tree -p aura-cli`.

closes #51
2026-06-10 17:09:12 +02:00
Brummel 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
2026-06-05 20:56:52 +02:00
Brummel a24729e97f feat(aura-ingest): data-server M1 ingestion at the one merge boundary
aura's first real data source (closes #7, Walking-skeleton milestone). A new
aura-ingest workspace crate transposes data-server's AoS M1Parsed records into
SoA base columns (C7), normalizes Unix-ms to canonical epoch-ns at the one
ingestion boundary (C3), and feeds the existing k-way merge a real close-price
stream so a backtest runs over real bars, deterministically (C1).

Surface:
- unix_ms_to_epoch_ns(time_ms) -> Timestamp (= ms * 1_000_000), the single C3
  unit normalization.
- M1Columns: the OHLCV bar as a bundle of base columns (open/high/low/close/
  spread: f64, volume: i64, ts: epoch-ns) — SoA, C7.
- transpose_m1(&[M1Parsed]) -> M1Columns: pure AoS->SoA (C1).
- M1Columns::close_stream() -> Vec<(Timestamp, Scalar)>: the price input the
  SMA-cross sample strategy consumes.
- load_m1_window(server, symbol, from_ms, to_ms): drains data-server's
  chronological chunks, transposes once at the boundary.

Design (per spec 0011):
- Eager materialization, not a lazy/shared Source abstraction: C12's cross-sim
  Arc<[T]> sharing has no consumer until the multi-sim orchestration cycle;
  deferred, the transpose logic carries over.
- aura-ingest is the external-dependency firewall. data-server transitively
  pulls chrono + regex + zip (+ their trees) into Cargo.lock; isolating it in
  this one crate keeps aura-core/std/engine zero-external-dependency and the
  frozen deploy artifact (C6 replays recorded streams, never re-ingests) clean.
  cargo test --workspace now needs a populated cargo cache (one Gitea fetch,
  done).
- Scope: boundary + tests only, no aura run CLI arg surface (M1 first; tick and
  the CLI wiring are follow-ups).

Tests: 6 hermetic unit tests on hand-built M1Parsed (normalization, field-wise
transpose, purity, close_stream order, empty edges) + one gated integration
test (tests/real_bars.rs) that runs the cycle-0007 sample harness over real
AAPL.US 2006-08 close bars and asserts finite metrics + two-run bit-identical
JSON (C1); it skips cleanly where /mnt/tickdata is absent. On this machine it
ran the real path. Workspace gates green: test (86), clippy -D warnings, doc
-D warnings.

Minor: transient unused-import warnings in the new lib.rs across the additive
build steps resolved once load_m1_window consumed the imports; final -D warnings
gate clean.
2026-06-04 21:52:33 +02:00
Brummel 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
2026-06-04 20:45:30 +02:00
Brummel 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
2026-06-03 13:02:47 +02:00
Brummel 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>
2026-06-03 02:04:18 +02:00
Brummel 744c2f31a8 chore: scaffold aura workspace and wire the skills dev-cycle
Cargo workspace aura-core -> aura-engine -> aura-cli (bin `aura`) plus nodes/ for hot-reloadable cdylib node crates. Crate bodies are intentionally API-free; types arrive from the first spec. Adds the skills profile (.claude/dev-cycle-profile.yml), the project CLAUDE.md with the eight domain invariants, and the design-ledger skeleton.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
2026-06-03 01:31:14 +02:00