The introspectable, fail-fast construction service (#157): a declarative,
replayable by-identifier op-script that builds a runnable blueprint through
validated ops and emits the #155 value, reusing the engine's existing gates
(no second validator, C24).
Surface-agnostic core = an eager/holistic gate split: the per-op-decidable
checks (name resolution, edge kind-match, the >1-cover DoubleWiredPort arm,
param bind) fire eagerly at the offending op; the only-at-end-decidable checks
(0-cover UnconnectedPort totality, DuplicateParamPath injectivity, root-role
boundness) stay holistic at finalize. Both cadences call the SAME extracted
predicates. Plus build-free introspection over the closed std_vocabulary
(enumerable companion) and a partial document's unwired slots. The JSON op-list
+ `aura graph build`/`introspect` CLI is a thin shell (iteration 2).
Spec auto-signed under /boss on a grounding-check PASS (11/11 load-bearing
current-behaviour assumptions ratified by named green tests). Derived sub-forks
logged on the issue.
refs #157
Architect drift review of cycle 0087 (#155, the C24 blueprint-serialization-and-
loader first cut). What holds (confirmed against the diff): C17 / no-RustAst (the
format carries only type identity + name + bound params + topology; the build
closure is dropped and re-derived, no node logic in the data); invariant 9 /
domain-free engine (injected resolver, the closed match in aura-std, engine lib
deps aura-core + aura-analysis only — a compiled-in closed set, not a dynamic
registry); C9 round-trip / C23 bootstrap untouched (loader's terminal step is the
unchanged Composite::new -> bootstrap_with_params; validation deferred to the
existing gate, not bypassed).
Resolution:
- fix (ledger): C24 Status refreshed from "unbuilt" to "first cut shipped"
with a cycle-0087 realization note; C9's round-trips-both-ways refinement
marked realised. The ledger no longer contradicts the code.
- backlog (debt-med): the hand-written std_vocabulary match has no guard test
that fails when a new zero-arg aura-std node lacks an arm — fails safe today
(clean UnknownNodeType, never silent-wrong). Filed as #160.
- carry-on (scaling): construction-arg builders + sinks excluded, so no real
harness round-trips yet; harness retirement blocks on the construction +
project-as-crate layers — already tracked #156/#157/#159.
No architect-sweep / regression script is declared in the project facts, so the
suite is the gate: cargo test --workspace 748 passed (737 -> 748 = the 11 new
tests); clippy --all-targets -D warnings clean.
Ephemeral cycle artifacts removed (lifecycle convention): docs/specs/0087-*,
docs/plans/0087-*.
Five tasks for #155: serde derives on the serialized plain types; the closed
aura-std std_vocabulary resolver (22 zero-arg builders); the DTO layer +
canonical serializer + format_version envelope; the resolver-injected loader +
typed LoadError; and the round-trip tests (canonical golden, named failures,
bit-identical run vs Rust twin, idempotence, recursion).
refs #155
The C24 first cut (#155): a stable, versioned, canonical serialization of a
param-generic Composite blueprint plus the data -> blueprint -> FlatGraph
loader, closing the graph-as-data loop. Format references nodes by compiled-in
type identity over a closed vocabulary (no logic, non-Turing); the loader is
generic over an injected resolver with the concrete aura-std vocabulary match
living outside the engine (engine stays domain-free). Acceptance: a serialized
blueprint runs bit-identical (C1) to its Rust-built twin.
Signed under /boss on the Step-5 grounding-check PASS (all load-bearing
assumptions ratified by currently-green tests).
refs #155
Settle the #109 fork as topology-as-data (game-engine principle, C16): node logic stays Rust (C17), topology becomes a serializable value the World owns, generates, structurally searches, and reproduces. New contract C24 + refinements to C9/C17/C18/C20/C21/C22; threads: #109 resolved -> C24. Format itself unbuilt (next brainstorm/milestone).
refs #109
Architect drift review (8d04a84..HEAD): clean, no drift/debt.
What holds (verified against code, not asserted):
- C10 cost contract preserved: the non-R-harness guard reads the *resolved*
harness, so a `run` cost flag on sma/macd (incl. the implicit default) is
exit-2 fail-loud, never a silent no-op; parse_nonneg_rate names the flag;
the eight stage1-r cost goldens are byte-unchanged.
- The three edited realization notes are grounded: C12 Arc-sharing →
aura-ingest/src/lib.rs:316; aura-std "~30 modules" → 30 node files;
C15 Session emits only bars_since_open, matching the quoted source wording.
- project-layout.md rewrite complete: no residual exposure/realistic-broker.
Non-actionable scaling note (architect): the guard hardcodes Stage1R as the
sole R-harness, coupled to the "stage1-r only" note text — three sites move
together if a second R-harness ever lands; not in plausible next scope.
Regression gate: cargo test --workspace exit 0 (48 binaries, 737 passed, 0
failed); cargo clippy --workspace --all-targets -- -D warnings exit 0. No
baseline moved → no ratify needed. cycle 0086 tidy (clean).
Ephemeral spec/plan (docs/specs/0086, docs/plans/0086) removed per the
ephemeral-artifact convention.
#153 (friction surfaced by the milestone-#148 close fieldtest). Three cost-flag
fixes on `aura run`, all on the pure parse_run_args grammar:
- Units discoverable: a COST_FLAGS_NOTE appended to the run usage + --help
(price units, charged in R as cost/|entry-stop|, per-ENGINE-cycle carry,
>= 0, stage1-r only).
- A negative rate names the cause + flag ("<flag> must be non-negative, got <v>")
via a factored parse_nonneg_rate helper, not a bare usage dump.
- A cost flag on a non-R harness (sma/macd) is refused (exit 2, "cost flags
require an R-evaluator harness (stage1-r)") instead of silently ignored — the
named spec_gap, decided reject/fail-loud (refuse-don't-guess, recorded on #153),
pinned by a new C10 ledger note.
Internal RunArgs/RunData/HarnessKind gain #[derive(Debug)] (behaviour-neutral) so
the pure parse_run_args unit tests can use expect_err.
Verified independently: cargo test -p aura-cli green, the eight stage1-r cost
goldens byte-unchanged; clippy -p aura-cli --all-targets -D warnings clean. Only
the grammar/usage strings and the previously-unguarded sma-cost path changed;
the cost-model graph and R math are untouched.
closes#153
Four tasks from spec 0086: (1) named non-negativity diagnostic via a
parse_nonneg_rate helper + perturbed-test fix; (2) non-R-harness guard
(the spec_gap, reject/exit-2); (3) COST_FLAGS_NOTE appended to the usage
+ --help surfaces; (4) the C10 ledger note + full-suite/clippy gate.
Confined to crates/aura-cli; the eight stage1-r cost goldens stay byte-green.
refs #153
Settled design from #153 (fieldtest friction of milestone #148): make the
`aura run` cost-flag surface honest — a units/constraints note in the usage,
a named non-negativity diagnostic, and a refuse-don't-guess rejection of cost
flags on a non-R harness (the spec_gap; decided reject/exit-2, recorded on
#153). CLI-ergonomics + one C10 ledger note only; no cost-model/R-math change.
Boss-signed: grounding-check PASS (independent fresh-context agent; 6/6
load-bearing assumptions ratified by currently-green tests).
refs #153
The "day in the life" worked example was stale on the #117 (exposure→bias)
and #116 (realistic broker retired → cost-model graph in R) reframes.
Rewrite steps 3/4/7 to the live model: unsized bias stream → in-R
risk-executor + R-evaluator (E[R]/SQN) → optional cost-model graph
(net R = gross R − cost-in-R); money/real-broker pushed to the live
deploy edge; the matrix axis swapped from the retired {sim-optimal,
pepperstone} broker pair to a {fixed-stop, vol-stop} risk-executor axis.
closes#151
Three drift items surfaced by the 2026-06-29 design-goal audit, all
recording shipped reality into the ledger (no contract change):
- C12: cross-sim `Arc<[T]>` sharing is no longer "still open" — the
sweep/MC/walk-forward families build members over one shared
`Arc<DataServer>`/`FileCache`, so a window is parsed once and shared
zero-copy across the disjoint sims (aura-ingest/src/lib.rs:316).
- open-threads: `aura-std` is no longer "doc-only" — ~30 node modules.
- C15: record that `Session` deliberately ships only `bars_since_open`
(the node's own contract), the other two streams deferred (refs #154).
Reconcile 68 terms against algotrading frameworks (LEAN, NautilusTrader,
backtrader, VectorBT, Zipline), quant-validation literature (Van Tharp,
Bailey & Lopez de Prado, White), and stream/dataflow vocabulary. Conservative
pass: extend Avoid lists with industry synonyms/homonyms and fold short
disambiguation notes into definitions; no canonical headings renamed.
Touched 18 entries. Avoid additions: overfit probability (PBO/CSCV), signal
(entry/exit signal, trade signal), position table (transactions, trade
blotter), conviction-based risk allocation (risk budgeting/parity/
contribution), run registry (model registry), session node (session window),
sign-agreement (market breadth). Disambiguation notes: broker vs fill/account
simulator, edge (wiring/trading/deploy senses), cycle (clock step vs DAG
loop), manifest vs Cargo.toml config, experiment vs MLflow container,
run-count (version counter), bias vs statistical bias, bootstrap vs
statistical bootstrap, deflated score anchored on the Deflated Sharpe Ratio,
Monte-Carlo (input not trade sequence), World vs Unreal UWorld.
Deferred (out of scope this pass): heading renames, a new `record` entry +
composite sense-split, the playground egui->web wording, the SoA Avoid line.
Cycle 5 of milestone #148 (per-cycle-held accrual + CarryCost). Architect drift
review over 39f9387..f5e00a9: status clean, no code drift.
What holds (architect, evidence-of-review):
- C11 byte-identity: the AtClose eval arm is the pre-cycle-5 tokens verbatim
(if closed { per } / if open { per }, the per + cum lines unchanged), so the
cycle-0083/0084 net_expectancy_r goldens (-614.3134020253314, -615.0304388396047)
stay byte-identical and the AtClose unit regressions are untouched.
- Accrual sound, no double-count: aura-analysis (summarize_r) is genuinely unchanged.
During a hold the carry lives only in open_cost_in_r (cum=0); at close it moves to
cum while open_cost->0 (open/closed mutually exclusive per cycle), so net_r_equity
subtracts cum+open singly. summarize_r reads the close-row dumped total + the
window-end accrued-so-far — one charge per trade, acc reset proven. The 3-field
cost record's semantics generalize cleanly to accrual.
- C9/C16/C23: the diff touches only aura-std + aura-cli; aura-engine stays
domain-free. CarryCost is a CostNode factor, CostRunner a plain Node, composed via
cost_graph/CostSum. label() carries its param. All three run_stage1_r call sites
threaded; the negative-rate guard is symmetric with the sibling cost flags.
Resolved this commit (the cycle-close ledger sync):
- C10 realization note (cycle 0085) added under docs/design/INDEX.md — C10's
"per-cycle-held factors accrue over the hold" clause is now first realized (the
prior 0084 note covered the cost-graph composite-builder).
Regression gate: cargo test --workspace (0 failures), cargo build --workspace, cargo
clippy --workspace --all-targets -- -D warnings clean — the architect is the primary
gate (no dedicated regression script). Ephemera (spec 0085 + plan 0085) git rm'd.
Milestone "Cost-model graph (in R)" remains OPEN.
refs #148
Parent spec docs/specs/0085 (19ba1ec). 4 tasks: (1) ChargeMode + the PerHeldCycle
accrual branch on the shared CostRunner (AtClose arm kept verbatim for byte-identity)
+ 2 RED B-proof unit tests; (2) the CarryCost node (ConstantCost twin, PerHeldCycle)
+ lib.rs registration; (3) the --carry-per-cycle CLI flag threaded through every site
(incl. the easy-to-miss main.rs:4446 bin unit-test call site); (4) two capture-then-pin
net_expectancy_r goldens + the net_r_equity-bleeds-over-the-hold integration B-proof.
summarize_r and the CLI net_eq wiring are UNCHANGED; the cycle-0083/0084 goldens are
the byte-identity regression net.
refs #148
Cycle 5 of milestone #148 (cost-model graph in R): the per-cycle-held accrual
mechanism — C10's "per-cycle-held factors accrue over the hold" — exercised by a
constant per-held-cycle CarryCost node and a --carry-per-cycle CLI flag.
Approach B (user-decided, "ja, mach B"): the headline net_r_equity curve bleeds
continuously over each hold, not stepping at close. Mechanism (derived, logged on
#148): the bleed lives in open_cost_in_r (grown each held cycle = accrued-so-far
mark-to-market); cost_in_r dumps the accrued total into cum at close. The
net_r_equity tap already subtracts both cum_cost_in_r and open_cost_in_r, so the
curve bleeds with NO change to summarize_r or the CLI net_eq wiring — and the
AtClose runner branch is kept verbatim, so every cycle-0083/0084 net_expectancy_r
golden stays byte-identical. ChargeMode is a property of the factor read by the one
shared CostRunner (no second runner type); CarryCost is a ConstantCost twin
differing only in charge_mode() -> PerHeldCycle.
Auto-signed under /boss on a grounding-check PASS (all 6 current-behaviour
assumptions ratified against named green tests). Reference issue #148 carries the
A/B fork (user decision), the minimal-scope decision (derived), and the mechanism
refinement (derived).
refs #148
Record-reality add: 'tap' is in consistent use across the code
(ColumnarTrace.tap, the --tap flag, the equity/exposure/net_r_equity/
r_equity taps) and the design ledger, but had no glossary entry. The
entry also draws the line the 'tap/sink' shorthand blurs: a sink is
the recording-role node, a tap is the named stream it records.
Cycle 4 of milestone #148 (cost-graph composite-builder). Architect drift review
over fc52b4f..d5c44dd: drift_found, every item dispositioned.
What holds (architect, evidence-of-review): C16/C9 — cost_graph lives in
aura-composites, the factors in aura-std, aura-engine stays domain-free; the
composite is ordinary downstream nodes. C11 behaviour-preservation is structural,
not just asserted — the composite inlines to the same flat fan-in as the deleted
CLI block (identical node set/order, cost[k].field slot map, geometry fan, net_eq
terms/signs, cost_rec cols), so the cycle-0083 net_expectancy_r goldens stay
byte-identical. C23 — role/port names non-load-bearing; 4 fixtures pin the role-set
+ output triple.
Resolved this commit:
- [high] ledger C10: the cycle-0083 note's "Still deferred (decision E)" is removed
(E shipped this cycle) and a cycle-0084 realization note added.
- [medium] cost_graph .leak() provenance (aura-composites/src/lib.rs): the
"risk_executor precedent" was imprecise — that .leak() lives in risk_executor's
TEST (one-shot, leak-safe), not its production builder. Doc corrected: the leak is
fine for one-shot run-path construction but must be interned (the COL_PORTS
production pattern) before cost reaches the sweep path.
- [low] cli_run.rs golden docstring cited the deleted `slot * COST_WIDTH + f` CLI
wiring; updated to the cost_graph composite's per-node cost[k].<port> wiring.
Deferred (tracked, not pending) -> #152:
- [medium] the cost[k].<port> index-namespacing restated across CostSum / cost_graph
/ the CLI (a build-validated lockstep — a divergent name fails loudly at g.build(),
NOT the silent positional kind 0083 collapsed), AND the per-build .leak() that
becomes an allocation regression on the per-member sweep path. Both are harmless on
the current run-only cost path; the proper fix is one sweep-safe single-source
cost-port-name contract (interned), best built with the deferred sweep-cost cycle.
Regression gate: cargo test --workspace (0 failures), clippy --workspace --all-targets
-- -D warnings clean, cargo doc clean — the architect is the primary gate (no dedicated
regression script). Ephemera (spec 0084 + plan 0084) git rm'd.
Milestone "Cost-model graph (in R)" remains OPEN.
refs #148
Two tasks: (1) the cost_graph(Vec<PrimitiveBuilder>) -> Composite builder in
aura-composites + the GEOMETRY_WIDTH re-export from aura-std + two unit tests
pinning the exposed input-role set and the 3-field output; (2) the aura-cli
stage1_r_graph rewire onto cost_graph, deleting MAX_RUN_COST_NODES and
COST_SUM_PORTS. Runtime port names .leak()'d (the risk_executor precedent).
Behaviour-preserving: the cycle-3 net_expectancy_r goldens are the regression net.
refs #148
Cycle 4 of milestone #148 (Cost-model graph in R), decision E — the cost-graph
composite-builder, recorded across cycles 2-3 as the natural next.
Adds a `cost_graph(Vec<PrimitiveBuilder>) -> Composite` builder in aura-composites
that fans the 4 PM-geometry inputs to N cost nodes, surfaces each node's extra
inputs as `cost[k].<port>` roles (schema introspection past GEOMETRY_WIDTH),
sums them via CostSum, and exposes the 3-field aggregate. Replaces the CLI's
manual slot-indexed cost-wiring + the hardcoded MAX_RUN_COST_NODES=2 cap with
one principled composite of arbitrary arity. Re-exports GEOMETRY_WIDTH from
aura-std (first cross-crate consumer). Behaviour-preserving at the value level:
the composite inlines at bootstrap (C11) to the same flat computation, so the
two cycle-3 net_expectancy_r goldens, the C18 no-cost golden, and the full suite
stay green verbatim.
Routed spec-driven (specify direct-entry): settled in #148's scope + the mature
aura-composites idiom + the CostNode contract. All four forks (composite API
shape, extra-input namespacing, GEOMETRY_WIDTH visibility, CLI consumption) are
derived decisions logged on #148; none hangs on pure user preference.
Auto-signed under /boss on the Step-5 grounding-check PASS (every load-bearing
current-behaviour assumption tied to a named green test or current source; no
with-cost graph label/shape pin contradicts the C23-permitted label drift).
refs #148
Architect drift review over 6c7f5dd..HEAD. No regression scripts in this project
→ the architect is the sole gate; verdict: shipped code byte-clean.
What holds (verified against the diff):
- C9 — a CostRunner<F> is a plain downstream Node; the two cost nodes are thin
factors wired through the same cost_node_builder. No runtime sub-object.
- C18 / byte-identity — the numerator/latched token form is preserved verbatim;
the two new CLI goldens pin exact net_expectancy_r and pass; the no-cost golden
is untouched.
- C10 co-temporality + C23 + invariant-4 — the gate-on-PM-geometry-only rule
(cold factor input → 0 cost, row still emits) is now centralized once in the
runner; name() dropped cleanly (label() remains the non-load-bearing symbol);
the 3-field triple is a single source (COST_FIELD_NAMES) read by both producers
+ CostSum + the CLI — the cycle-0082 by-convention lockstep is structurally gone.
Resolution:
- [fix] docs/design/INDEX.md C10 — added the cycle-0083 realization note (each
prior cost cycle got one; the deferred general CostNode trait is now shipped and
the lockstep eliminated). Ledger deferred-work tracking re-synced.
- [fix] crates/aura-std/src/lib.rs:5 — module doc now names the CostNode/CostRunner
authoring surface.
- [carry-on, low debt] vol_slippage_cost.rs still declares its extra-input port
twice (the cost_node_builder arg and the trait extra_inputs()); a clean unifier
needs design thought (builder() is static, no factor instance) and is not worth
forcing at cycle close. Documented here; agreement rests on the helper + a test +
the harness debug-assert.
Cycle 0083 ephemera removed (docs/specs/0083 + docs/plans/0083).
Verified: cargo build/test --workspace clean (0 failures), clippy -D warnings
clean, cargo doc -p aura-std clean (CostNode/CostRunner intra-doc links resolve).
refs #148
Cycle 3 of the cost-model-graph milestone: lift the duplicated cost-node
skeleton (shared verbatim by ConstantCost/VolSlippageCost, locked by convention
against CostSum) into a CostNode factor trait + a generic CostRunner<F> adapter,
with one source of truth for the 3-field cost record. Behaviour-preserving: same
schemas, same wiring, byte-identical output; the existing suite is the regression
net. Cost-graph composite-builder deferred (decision E).
Grounding-check PASS (7/7 assumption groups against named green tests).
Fork decisions logged on the reference issue.
refs #148
Cycle 0082 (cost-graph composition, cycle 2) closes drift-clean against C10. The
architect review confirms the cycle is fundamentally sound:
What holds: VolSlippageCost + CostSum are ordinary aura-std downstream nodes
(C9/C8), cost stays out of aura-engine; the vol proxy is a trailing realized range
(C2, no look-ahead); feed-forward, no equity feedback (C1); the co-temporality
contract (gate cost nodes on PM geometry only, 0-cost on a cold state input) is
consistent with C1/C2/C9 and the cycle-1 positional join, and charging 0 during
warm-up is honest (no estimate yet, not a fabricated guess). The no-cost C18 golden
is byte-identical.
Drift resolved at close:
- [medium -> fixed] docs/design/INDEX.md (C10): added the cycle-0082 realization
note. The load-bearing co-temporality contract (generalizes to all future cost
factors) lived only in code comments + spec 0082; the ledger is now its durable
home once the spec is removed.
- [low -> fixed] crates/aura-cli/src/main.rs: --cost-per-trade now rejects negatives
at parse, symmetric with --slip-vol-mult (it previously deferred to the node
assert's panic). Run-path tests + the no-cost golden stay green.
Carry-on (documented deferrals, not this cycle's debt to fix):
- The 3-field cost triple {cost_in_r, cum_cost_in_r, open_cost_in_r} is restated
by-convention across ConstantCost, VolSlippageCost, and CostSum (compiler-unlinked
lockstep) — to be unified by the general CostNode trait, now justified by two
concrete nodes (#148).
- SLIP_VOL_LENGTH=5 is sized to warm within the synthetic smoke fixture; documented
in the const doc (on real M1 data any reasonable window warms).
- A future per-cycle-held accrual (carry/funding) accrues over holding duration,
which will force a summarize_r fold change and stress the positional seam — flagged
for that deferred cycle.
Regression gate green and unchanged: full workspace suite 0-fail, clippy --workspace
--all-targets -D warnings clean. No baseline moved -> no ratify.
Spec + plan ephemera removed (git rm docs/specs/0082, docs/plans/0082).
refs #148
Cycle 2 of the "Cost-model graph (in R)" milestone (#148): the milestone's real
architectural claim — the cost graph composes. Two cost nodes now sum into one
net-R curve while summarize_r and the net_r_equity tap stay structurally
unchanged.
- VolSlippageCost (aura-std): a second, STATE-DEPENDENT cost node; per-trade
charge = slip_vol_mult * volatility / |entry-stop|, in R. The vol is an
independent short-horizon realized range (SLIP_VOL_LENGTH=5, distinct from the
stop's EWMA-3) — scaling slippage by the stop's own vol would collapse cost-in-R
to a constant (indistinguishable from ConstantCost).
- CostSum (aura-std): the cost-graph OUTPUT node — sums N cost nodes' 3-field
cost-in-R records per-field into one aggregate. summarize_r and net_r_equity
read the aggregate (one home for cost; n=1 is the identity, so the cost path is
uniform). A future CostNode trait (deferred) will unify the cost-triple the two
producer nodes currently restate by-convention.
- Run path: --cost-per-trade and --slip-vol-mult combine, their costs summing into
the net-R curve; a hoisted vol proxy (RollingMax-RollingMin) keeps the single
feed. Run-path-scoped; sweep/walkforward/mc pass None.
Co-temporality contract (the load-bearing design decision; corrected from the
signed spec after the implement-loop correctly BLOCKED Task 3 on it). summarize_r
positional-joins cost[i] <-> record[i], so the cost stream must be co-temporal
1:1 with the PM record. A cost node is therefore gated ONLY by the PM geometry
(closed/open/entry/stop); a not-yet-warm state input (the vol proxy warms later
than PM) contributes 0 cost that cycle rather than withholding and desyncing the
stream. This makes co-temporality structural + warmup-independent, preserves the
C18 golden, and generalizes to any future cost factor. The rejected alternative
(a key-join in summarize_r) would have moved the golden and pushed cost-graph
logic into the post-run fold. Recorded on #148.
Tests: VolSlippageCost + CostSum unit sets (incl. the co-temporal-zero-during-
warmup case); the CLI composition run (both flags -> net_both < net_flat,
net_r_equity persisted); node-level EXACT additive composition (net_both ==
net_flat + net_vol - gross over the real nodes), the aggregate net_r_equity ==
post-run net total, and CostSum(1) identity. Full workspace suite green; clippy
-D warnings clean; the no-cost C18 golden byte-identical (the regression floor).
Deferred (later cycles of this milestone): the general CostNode trait + cost-graph
composite-builder (now justified by two concrete nodes), the conviction-weighting
R-aggregation axis, and cost on the reduce-mode sweep path. Spec + plan amended to
the corrected contract; both are cycle ephemera (git rm at cycle close).
refs #148
Task-by-task plan for spec 0082: the VolSlippageCost node (Task 1) and the
CostSum aggregator (Task 2) in aura-std; the run-path wiring as one compile-gate
task (Task 3) — stage1_r_graph cost-param widening + vol-proxy hoist + the
CostSum-aggregated cost block + the --slip-vol-mult thread-through across all
call sites, with a CLI composition test and the no-cost golden floor; and the
node-level exact-sum composition tests (Task 4). RED-first per task. The
&'static str CostSum port names are interned (COST_SUM_PORTS, mirroring
COL_PORTS); summarize_r is unchanged (it folds the CostSum aggregate).
refs #148
Cycle 2 of the "Cost-model graph (in R)" milestone (#148): the milestone's
real architectural claim — the cost graph composes. Two pieces:
- VolSlippageCost (aura-std): a second, state-dependent cost node whose
per-trade charge scales with a measured volatility input (k * vol /
|entry - stop|), distinct from ConstantCost's flat charge. The vol is an
independent short-horizon realized range, deliberately NOT the stop's own
vol — scaling slippage by the vol the stop already normalizes would collapse
cost-in-R to a constant (indistinguishable from ConstantCost).
- CostSum (aura-std): the cost-graph output node — sums N cost nodes' 3-field
cost-in-R records per-field into one aggregate record. So summarize_r and the
net_r_equity LinComb(4) read the AGGREGATE and stay structurally unchanged
(one home for cost; n=1 is the identity, keeping the cost path uniform).
Run-path wiring: --cost-per-trade and --slip-vol-mult combine, their costs
summing into the net-R curve; a hoisted vol proxy keeps the single-feed pattern.
A no-cost run stays byte-identical (C18 golden floor). Scope is the run path;
sweep/walkforward/mc still pass None (sweep-path cost remains deferred), and the
general CostNode trait stays deferred (designed against two shipped nodes later).
Auto-signed under /boss on the grounding-check PASS: all 8 load-bearing
existing-behaviour assumptions tie to named green tests. Fork decisions recorded
on #148.
refs #148
Cycle 0081 (cost-model graph, cycle 1) closes drift-clean against C10: the
architect review confirmed ConstantCost + the net-R seam realize the contract
at its floor (C9 cost node; net_r_equity a C8/C18 sink; R-pure; one home for
cost, subsuming the retired scalar round_trip_cost; pure feed-forward C1), and
the no-cost baseline is byte-identical (C18 golden held). Regression gate green
and unchanged: full workspace suite 0-fail, clippy --workspace --all-targets
-D warnings clean. No baseline moved -> no ratify.
Ledger sync (docs/design/INDEX.md): added the C10 cycle-0081 realization note
(ConstantCost node + net_r_equity seam shipped; scalar round_trip_cost retired;
run-path-scoped; later-cycle deferrals named).
Drift swept (cycle-adjacent + cheap one-liners):
- crates/aura-analysis/src/lib.rs net_expectancy_r doc: the removed in-fold
mechanic (mean(R - round_trip_cost/latched_dist)) -> the cost-stream fold.
- crates/aura-std/src/lib.rs module doc: "realistic broker profiles" (retired
by #116) -> the legacy SimBroker pip yardstick + cost-model nodes.
Backlogged (pre-existing, broader, predates this cycle): the
docs/project-layout.md backtest worked example is stale on #117 (exposure->bias)
and #116 (realistic broker); a proper rewrite is filed as #151, not folded here.
Architect-accepted: the #[allow(dead_code)] on r_col::ENTRY_PRICE/STOP_PRICE
(their production reader legitimately removed when summarize_r stopped recovering
latched_dist; still the layout contract + exercised by test fixtures).
Spec + plan ephemera removed (git rm docs/specs/0081, docs/plans/0081).
refs #148
Task-by-task plan for spec 0081: the ConstantCost node (aura-std), the
summarize_r scalar->cost-stream change (the workspace-wide call-site
migration as one compile-gate task), and the run-path wiring (net_r_equity
tap + --cost-per-trade) — RED-first per task. Scoped to the run path
(non-reduce); sweep/walkforward/mc pass None this cycle.
refs #148
Cycle 1 of the "Cost-model graph (in R)" milestone (#148): a single
ConstantCost node (flat round-trip cost per trade) plus the net-R seam —
an in-graph cost_in_r stream, a net_r_equity sink (sibling of r_equity),
and summarize_r folding that one stream into net_expectancy_r (replacing
the scalar round_trip_cost). A run with no cost stays a byte-identical
gross-R baseline. Defers the general CostNode trait, the cost-graph
composite-builder, data-grounded factors, and the conviction axis.
Auto-signed under /boss on the grounding-check PASS: all load-bearing
existing-behaviour assumptions are ratified by green tests. Fork
decisions recorded on #148.
refs #148
Follows the C10 rework (29cdc8c). C15: the deploy-grade geometry fields now defer
to the cost model's currency→R normalization / the live deploy edge, not the
retired Stage-2 realistic broker. Glossary: "realistic broker" and "Stage 1 /
Stage 2" marked superseded (kept as history); bias/broker/equity-stream/position-
table/R/R-metrics/R-evaluator/RiskExecutor/Sizer/sim-optimal-broker/veto reworked
to the cost-model-in-R model; added cost model, gross R, net R, net-R equity
curve, conviction-based risk allocation.
Reworks the C10 contract per a ratified in-context design discussion (#116). The
historical "realistic broker" with authored frictions is retired as
horseshoe-throwing: real friction (slippage, swaps, spread) is not historically
knowable; the only reliable friction is measured forward against a real broker.
In its place:
- Cost is a composable C9 graph of cost nodes, in R, that approximates (never
claims) realism — generalizing/subsuming the scalar round_trip_cost. Output is
a net-R equity curve (gross R = signal, net R = after cost).
- Research is pure feed-forward: the Sizer and compounding leave the loop; the
z^-1 fill-edge register and the flat-1R-vs-compounding structural axis are gone.
Compounding/Kelly/drawdown are post-hoc transforms at the deploy/account layer.
- Executor = stop-rule + position-management in R. size/volume is a deploy
concept; the position-event table is demoted to a deploy/reconciliation artifact.
- Conviction-based risk allocation survives as an R-aggregation axis (flat vs
|bias|-weighted), distinct from the removed money-Sizer.
- Money, a real broker, and cTrader Open API are a separate, later live/deploy
edge (C11 record-then-replay; C13 frozen deploy) — the only ground truth.
Stage-1 R realizations preserved as history; the #117 reframe's R spine survives,
its Stage-2/currency/register/compounding portions superseded.
Cycle 0080 was a 44-line behaviour-preserving re-export relocation along the
exact engine↔domain seam the 0079 architect review just blessed, so the drift
review is carried from 0079 rather than re-dispatched; the only drift introduced
is the ledger note, synced here. Regression gate green and unchanged: full suite
665/0 (incl. the C18 goldens), clippy --workspace --all-targets -D warnings
clean.
Ledger sync (docs/design/INDEX.md): added a cycle-0080 realization note —
FamilySelection/SelectionMode are now in aura-analysis (engine-side extraction
complete); recorded the user-ratified decision that the aura-registry
Metric/metric_cmp/deflation vocabulary stays in the registry by design (it is
the trading selection layer, its deflation statistics branch irreducibly on
metric identity, and genericity would be a one-implementor abstraction); and
that making RunReport generic / a domain-agnostic orchestration substrate is
deferred to the World/C21 layer, explicitly out of #136.
No baseline moved (the suite is the regression gate; green-unchanged), so no
ratify statement. No spec/plan ephemera to drop.
Architect drift review (3e8fd73..HEAD): the extraction is faithful and
behaviour-preserving — every moved symbol's definition left report.rs, 35 unit
tests relocated with their subject, aura-engine/src/lib.rs byte-unchanged, the
four downstream crates byte-unchanged. No code defect. Regression gate green:
cargo build/test --workspace = 665 passed / 0 failed (incl. the C18 cli_run
goldens and the registry legacy-line loads); clippy --workspace --all-targets
-D warnings clean.
Ledger sync (docs/design/INDEX.md) — pre-existing crate-topology drift the
extraction made visible:
- C10 notes (cycles 0063/0068) placed PositionAction / PositionEvent /
derive_position_events "in aura-engine beside RunMetrics / summarize_r";
cycle 0079 moved all of them to aura-analysis — corrected, with a forward
pointer to the new C16 note.
- C10 cycle-0065 note claimed "RiskExecutor ships as a public aura-engine
composite-builder" and "Composites live in aura-engine ... aura-engine ->
aura-std a normal dependency"; both stale — composites live in
aura-composites and aura-std is now an aura-engine [dev-dependencies] only.
Corrected.
- Added a C16 realization note recording the aura-analysis extraction as an
architecture fact: the engine<->domain seam, the current five non-node
workspace crates, and the deferred #136 generic-over-M tail.
serde_json moved from [dependencies] to [dev-dependencies] in aura-analysis
(architect debt item): the production types derive serde, but JSON rendering
lives in aura-engine's RunReport::to_json, so serde_json is test-only here and
must not enter the frozen artifact's library link (C16 frozen-artifact
scrutiny). Build + the 35 crate tests stay green after the move.
No baseline moved (the suite is the regression gate; it stayed green), so no
ratify statement. No spec/plan ephemera to drop (compiler-driven / agent-driven
cycle — no docs/specs or docs/plans files were created).
Resolves the four non-bug findings from the inferential-validation milestone
fieldtest (the bug — the broken-pipe panic — is fixed in 1088320):
- [friction] generalize refusals now carry a reason instead of a bare usage dump:
<2 instruments, a multi-value candidate flag, a missing knob, a duplicate
symbol, and a non-stage1-r strategy each get a one-line why (mirroring the
R-only metric refusal). Two parser tests strengthened to pin the message.
- [friction] --select <argmax|plateau:mean|plateau:worst> added to the
walkforward branch of the global USAGE (aura --help) — the plateau objective
was undiscoverable from the only help the CLI prints (the per-subcommand usage
already carried it).
- [spec_gap] C1 gains a scope note: bit-identity is per-run; a derived metric
recomputed by two different command paths may differ by floating-point
reassociation (<=1 ULP), which is not a C1 violation — ratifies the
fieldtester's reading of the sweep-vs-generalize sqn difference.
- [spec_gap] the milestone vocabulary is added to docs/glossary.md:
cross-instrument generalization, deflated score, overfit probability,
neighbourhood score, plateau selection, sign-agreement, worst-case floor.
The fieldtest triage spec (docs/specs/fieldtest-*) is removed now its findings
are resolved; the tracked fieldtests/ scenario corpus stays.
Verified: cargo test --workspace green (0 failed), clippy --workspace
--all-targets -D warnings clean; `aura --help` shows --select; the refusals
print their reason.
refs #146
Milestone-close gate for "Inferential validation (defend against false
discovery at sweep scale)". Downstream-consumer exercise from the public
interface only (CLI --help, ledger, glossary, examples — never the source).
All four end-to-end scenarios PASS — the milestone delivers its promise:
trials-deflation (#144), plateau-over-peak (#145), and cross-instrument
generalization (#146) all reach the output and read sensibly, and the
composed "is this edge real or overfit?" verdict is honest (scenario 4: a
GER40 in-sample winner sqn 0.994 does NOT generalize — worst_case -0.149 on
EURUSD, sign_agreement 2/3 → instrument-specific / likely overfit).
Milestone status roll-up: bugs_found — NOT green, so the milestone is NOT yet
closeable (the green roll-up is the functional leg of the close gate). Findings:
- [bug] a family-emitting command piped into an early-closing reader
(`aura sweep|walkforward|mc|runs family … | head`) panics "Broken pipe
(os error 32)" on stdout (exit 101 under pipefail) instead of exiting
cleanly on EPIPE. Pre-existing (not a #146 regression — reproduced on
`aura sweep | head -1`); surfaced by the milestone commands. -> debug (RED-first).
- [friction] two generalize refusals (single --real symbol; multi-value
candidate flag) dump bare usage with no reason. -> tidy iteration.
- [friction] the --select plateau objective is absent from `aura --help`. -> tidy.
- [spec_gap] sweep vs generalize recompute the same member's sqn with a stable
1-ULP difference; the ledger's C1 / "recomputable" is silent on cross-command
metric agreement. -> ratify (ledger note).
- [spec_gap] the milestone vocabulary (deflated_score / overfit_probability /
worst_case / sign_agreement) is absent from docs/glossary.md. -> docwriter.
Artefacts: docs/specs/fieldtest-milestone-inferential-validation.md +
fieldtests/milestone-inferential-validation/ (README + 4 scenario scripts).
The existing fieldtests/ tree was untouched.
refs #146
Architect drift review (d50a482..feat): drift_found — documentation only,
NO contract violation. C1/C9/C10/C23 verified preserved against the diff:
`generalization` is a pure deterministic fold (registry-side, C9; R-only,
C10); the sole `instrument = Some` production site is `run_generalize`, every
other manifest constructor threads `None` + `skip_serializing_if`, so
sweep/mc/walkforward/standalone manifest bytes are byte-identical (C23); the
compat read-mirror was threaded in lockstep.
Drift fixed in this commit (ledger sync, docs/design/INDEX.md):
- The inferential-honesty thread read "now two of three pieces built" / "#146
remains the last open piece" — false now that #146 landed. Updated to record
the inferential half as structurally complete (all three built, cycle 0078)
+ the #146 realization, including the aggregator/validator-vs-selector
distinction (#146 is a recomputable aggregate, not a FamilySelection
annotation).
- C18 realization block: added the cycle-0078 note — the comparison axis (C12)
realized as FamilyKind::CrossInstrument + the first-class RunManifest.instrument
lineage field.
Regression: no regression scripts configured (project facts name only
Build/Test/Lint/Doc); architect is the gate. cargo test --workspace green
(0 failed) and cargo clippy --workspace --all-targets -D warnings clean,
orchestrator-verified.
Ephemera removed per the project lifecycle convention: docs/specs/0078-* and
docs/plans/0078-* (git rm). Durable rationale lifted to the ledger above.
refs #146
Three tasks for #146: (1) RunManifest.instrument serde-widened field +
compat-mirror lockstep + thread all in-workspace literals + back-compat tests;
(2) aura-registry FamilyKind::CrossInstrument + the R-only generalization
reduction (worst-case floor + sign-agreement + breakdown) + check_r_metric +
two RegistryError variants; (3) aura-cli generalize subcommand (single-cell
stage1-r candidate x instrument list), data-free arity/metric refusals, a
gated-skip cross-instrument E2E.
fieldtests/ confirmed outside the workspace compile set; FamilyKind has no
exhaustive match (serde-derive); only RegistryError's Display match is a gate.
refs #146
Last piece of the Inferential-validation milestone (#146): grade how
consistently a brought candidate holds across a set of instruments.
Aggregator/validator, not a third selector (user-ratified "mach es so",
decision + derivations minuted on #146): a new `aura generalize` subcommand
runs a single candidate (single-cell stage1-r grid) across an instrument list,
collects per-instrument R-metrics, and reduces them to a worst-case floor
(min over instruments) + a sign-agreement count + the per-instrument breakdown.
R-only (C10 — R is the only cross-instrument-comparable unit); the worst-case
min is the cross-instrument sibling of PlateauMode::Worst and satisfies the
non-domination constraint by construction. New FamilyKind::CrossInstrument (C12)
+ a first-class RunManifest.instrument lineage field (serde-widened, C14/C18);
the reduction lives registry-side beside optimize_deflated/optimize_plateau (C9).
Additive — existing sweep/walkforward/mc paths stay byte-identical (C23).
grounding-check PASS: all 9 current-behaviour assumptions ratified by green tests.
refs #146
Architect drift review over 9c6b9c7..cb32658 returned drift_found (3 items);
all resolved here. What holds (architect): C23 default-argmax byte-identical,
C9 separation (selector in aura-registry, walk_forward selection-agnostic),
C1/C2 (plateau pure/deterministic/in-sample), one higher_is_better direction
source.
Resolutions:
- [medium] Backfilled the pre-0077 FamilySelection legacy-load fixture
(report.rs family_selection_loads_a_pre_0077_legacy_line). The feat commit
and the struct doc-comment claimed "a legacy line still loads (C14/C18)" as
landed, but no test pinned the field-level mapping: bare deflation scalars ->
Some(...), absent plateau keys -> None. families.jsonl/runs.jsonl are
append-only, so a winner stamped pre-0077 must read back; now pinned.
- [low] Synced the ledger's inferential-validation open thread
(docs/design/INDEX.md): #145 plateau-over-peak landed (cycle 0077), selection
is now a pluggable objective (bare argmax -> trials-deflated -> plateau) on
the manifest carrier; only #146 (cross-instrument generalization) remains of
the milestone's three pieces.
- [medium-high] Removed the cycle ephemera (git rm docs/specs/0077-*,
docs/plans/0077-*) per the cycle-close convention.
Regression: full workspace suite green and clippy --all-targets -D warnings
clean (verified at feat-review time). No baseline scripts configured; the test
+ clippy gates are the regression gate. Cycle 0077 tidy (clean) — drift-clean,
not a milestone close (the milestone fieldtest is a separate deliberate gate).
Executable plan for cycle 0077 (#145), decomposed into 5 tasks with the
compile-gates sequenced:
1. Reshape FamilySelection/SelectionMode across 3 crates (mechanical,
byte-preserving): deflation fields -> Option, add PlateauMean/PlateauWorst
+ neighbourhood_score/n_neighbours; thread optimize_deflated + all tests +
the runs_family display (argmax bytes unchanged).
2. GridSpace::axis_lens() + SweepBinder::sweep_with_lattice (sweep delegates,
every existing .sweep() caller byte-unchanged).
3. optimize_plateau + PlateauMode + closed_neighbourhood (mixed-radix grid
neighbourhood, argmax of the smoothed surface) + a higher_is_better refactor
so direction lives in one place.
4. CLI --select parse + Selection threading + sweep-entry Option<lattice>
tuples + select_winner (the RandomSpace-refuse guard) + walkforward_family
dispatch; all signature-change callers threaded before the build gate.
5. runs-family plateau E2E golden.
Two plan-time forks were derived and recorded on #145 (comment 1974): the
lattice surfaces at the engine terminal (only the post-resolve_axes GridSpace
holds param_space order), and the RandomSpace-refuse is a structural guard
unit-tested at select_winner (walkforward has no --random producer to E2E).
refs #145
Second cycle of the inferential-validation milestone. Adds an opt-in plateau
selection objective: optimize_plateau beside optimize/optimize_deflated scores
each grid member by the mean/worst of its grid-neighbourhood metric and argmaxes
the smoothed surface (mixed-radix neighbours over GridSpace axis_lens, passed as
an argument not a SweepFamily field). Strictly opt-in via --select
<argmax|plateau:mean|plateau:worst>, default argmax (C23 byte-preserving).
Reconciles the shared RunManifest.selection carrier with #144's landed reality:
the selection RULE (argmax vs plateau) and the deflation ANNOTATION are orthogonal,
so FamilySelection is extended — deflation fields become Option, SelectionMode gains
PlateauMean/PlateauWorst (the reserved slot), and neighbourhood_score/n_neighbours
are added. A small wire change to the one-cycle-old type; legacy lines still load.
RandomSpace plateau refused (exit 2 — no lattice); kNN deferred.
Grounding-check PASS (12 assumptions ratified). refs #145
Architect drift review (c192dfd..a295905): drift_found, medium/low only — no
ledger or hot-path contract crossed. C23-additive, C1-deterministic, C14/C18
back-compat all verified green (full workspace suite + clippy). No regression
scripts configured (test+clippy are the gate).
Resolution:
- [medium] three spec-promised optimize_deflated tests were missing (the
centring control, the all-noise high-p companion, the C2 IS-only read) — the
centring was unprotected ("removing it would pass every test"). Plus an
unguarded dispersion-floor sign assumption. FIXED in 0076.tidy (ecc9541).
- [low, RATIFY] the ledger's "Open architectural threads" inferential entry was
stale on one fact (it described optimize as having no trials penalty). Synced:
it now records that #144's trials-deflation landed this cycle (additive
optimize_deflated, winner unchanged — C23; optimize/rank_by stay bare argmax),
that #139's per-candidate OOS bootstrap landed in 0075, and that #145/#146
remain open. This ratifies the cycle-0076 intent; the gap description is
preserved for the still-open default-ranker path.
Deferred (spec 0076 Out of scope, not drift): n_eff effective-trials advisory,
reload-time recompute of the R-arm statistic, deflated-score re-ranking, CLI
flags for the resampling config.
Ephemeral spec + plan (docs/specs/0076-*, docs/plans/0076-*) removed per the
cycle-close convention. refs #144
First cycle of the inferential-validation milestone. Adds optimize_deflated
beside optimize: an additive selection-provenance record (deflated score +
overfit probability) stamped on the OOS winner's manifest, never re-ranking
(C23). R arm = centred moving-block reality-check reusing the r_bootstrap
kernel; total_pips arm = expected-max-of-K dispersion floor. Shared
RunManifest.selection carrier with a SelectionMode::Plateau slot reserved
for #145.
refs #144
Architect drift review (c99e7b8..2e77ab1) against the design ledger +
CLAUDE.md invariants: drift-clean, debt only — no contract or spec
violation. Verified intact: C18 wire shape (trade_rs is #[serde(skip)] +
excluded from the hand-written PartialEq; runs.jsonl/families.jsonl bytes
and digests unmoved; mc_r_bootstrap is a printed line, never a record),
C1 determinism (seeded r_bootstrap + disjoint walkforward windows, both
pinned by byte-identical-rerun e2e tests), C7 frictionless Stage-1
(round_trip_cost stays 0.0), C8/C12 streaming reduction (IS sweep folds
O(trades)/member, OOS run non-reduce). The verbatim summarize_r /
r_metrics_from_rs float duplication is guarded by the cross-reducer
equality test — sound.
Tidy applied this close:
- doc-link drift: the new E[R] notation in r_bootstrap / RBootstrap /
run_mc_r_bootstrap doc-comments was parsed by rustdoc as an intra-doc
link `[R]` (4 warnings). Wrapped in backticks; doc build now clean.
- coverage micro-gap [low, architect]: added a tripwire asserting a
populated trade_rs is absent from the serialized JSON (the serde(skip)
C18-preservation property had no direct test — only Vec::new() was
serialized before).
Carry-on (benign debt, not fixed): the mc usage literal carries a `usage:`
prefix the sibling sweep/walkforward usages omit — required because the
new `["mc", rest @ ..]` arm now handles the `--real` rejection and the
preserved golden asserts stderr.contains("usage"); churning the golden to
drop the prefix is not worth it.
Removed the cycle's ephemeral spec + plans (docs/specs/0075,
docs/plans/0075, docs/plans/0076) per the lifecycle rule.
Verified: cargo test --workspace 610 passed / 0 failed, clippy -D warnings
clean, cargo doc --no-deps clean.
closes#139
Family-selection across a sweep has no false-discovery control (no
trials-deflation, plateau-over-peak, or cross-instrument generalization);
recorded as the World's third unbuilt half. refs #144#145#146#139
Iteration 2 of cycle 0075: the engine primitive r_bootstrap (moving-block
bootstrap over a flat R series, reusing MetricStats/SplitMix64); the CLI
parse_mc_args/McArgs split (synthetic seed-resweep preserved byte-for-byte;
the --strategy stage1-r real-R path reuses iter-1's walkforward_family +
RMetrics.trade_rs); run_mc_r_bootstrap prints one mc_r_bootstrap line. The
mc real-R path accepts only --strategy stage1-r, so a bare --real stays a
usage error (mc_rejects_real_flag_with_usage_exit_2 preserved).
refs #139
Make the World layer's two OOS validation verbs candidate-aware and
R-reporting instead of locked to the SMA sample blueprint:
- aura walkforward --strategy stage1-r --real <SYM>: roll IS->OOS, sweep
the stage1-r grid in-sample, pick by an R metric, run OOS, report
per-window + across-window-pooled OOS R-metrics.
- aura mc --strategy stage1-r --real <SYM>: moving-block bootstrap of the
pooled OOS per-trade R series -> E[R] distribution / CI.
Frictionless Stage-1 R (costs are Stage-2). Bare walkforward/mc paths and
their goldens preserved byte-for-byte. Grounding-check PASS; signed under
/boss (design forks recorded on the reference issue).
refs #139
Architect audit: drift-clean. The ledger and source now point at the recorded
geometry sidecar; no live reference to the removed authored floor survives in
code or any live contract. Refuse-don't-guess preserved.
Recorded debt (non-blocking, accepted):
- fieldtests/milestone-runway references the removed instrument_spec; a frozen
non-workspace snapshot, left untouched per the tracked-fieldtests convention.
- cli_run.rs test fn names retain unspecced/vetted vocabulary (plan prescribed
substring-only edits); cosmetic.
#124 stays open for the deferred override/floor tiers the Stage-2 broker needs.
Drops the ephemeral cycle spec + plan (rationale lifted to the ledger).
Brummel