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-*.
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
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.
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
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
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
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
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
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
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
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
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).
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
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).
Resolve the real-path pip from the data-server geometry sidecar
(instrument_geometry) and remove the redundant authored floor
(InstrumentSpec / instrument_spec / VETTED_SYMBOLS) plus its table-only
tests. Consumption grep: only pip_size is read in production;
InstrumentSpec.instrument_id has no consumer (the position-event table's
id is a decoupled caller parameter). Speculative geometry fields are
deferred to the Stage-2 broker, read from the sidecar when needed.
Signed via grounding-check PASS (all assumptions tied to currently-green
tests, executed with the archive present). Decisions recorded on #124;
#140 closed as obsolete.
refs #124
Cycle-close audit: drift-clean on all load-bearing invariants (C7/C8/C15 hold; geometry stays non-scalar metadata, the Source seam still carries only (Timestamp, Scalar); scope boundary held — no resolver, quote_currency still &'static str, both #124's).
Tidy: completed the VETTED_SYMBOLS consolidation the feat commit over-claimed — migrated the two remaining inline vetted-symbol arrays in the crate-internal unit tests (instrument_spec_pip_value_matches_contract_times_pip, instrument_spec_ids_are_distinct) to the const, so #140 now extends one list.
Ledger: lifted this cycle's durable rationale into the C15 realization note (docs/design/INDEX.md) — the floor now carries tick_size/digits, and the recorded-metadata tier-2 source (instrument_geometry over symbol_meta -> neutral InstrumentGeometry, cross-checked against the authored floor) now exists at the ingestion edge; the tier-composing resolver remains #124.
Drop the ephemeral cycle spec + plan (docs/specs, docs/plans) per the lifecycle convention; durable rationale now in the ledger + the #143 thread.
refs #143
Consume data-server's neutral InstrumentGeometry at the aura-ingest edge to cross-check the hand-authored vetted InstrumentSpec floor (#113) against provider truth, and add the two deferred deploy-grade fields (tick_size, digits) the sidecars now supply.
Scope fork derived and recorded on #143: this cycle does NOT build #124's runtime resolver and does NOT change quote_currency's &'static str type (the geometry tier carries non-FX currency as String). Auto-signed autonomously under /boss on a grounding-check PASS (6/6 assumptions ratified); reply to the run to veto.
refs #143
The EWMA Bollinger-band mean-reversion fade is refuted: no cross-index
generalization (FRA40 leans positive, GER40 negative — two correlated indices
disagreeing in sign), no OOS-significant cell on either index, and its lone
IS-significant cell is consistent with multiple-testing noise (full verdict on
#137). The machinery (--strategy stage1-meanrev, the composed EWMA Bollinger
band, zero new nodes) is permanent and kept; only the per-cycle spec/plan are
dropped per the ephemeral-artifact lifecycle convention.
refs #137
A third price-only Stage-1 R candidate: an EWMA Bollinger-band mean-reversion
fade (price vs rolling mean +/- k*sigma, latched +-1, sign inverted vs breakout).
Composed entirely from existing aura-std primitives (the vol_stop sigma pattern)
-> zero new nodes. Screens the mean-reversion hypothesis under the same #137
lie-detector bar after the two trend candidates (momentum, breakout) were
refuted. Grounding-check PASS (9/9 load-bearing assumptions ratified).
refs #137
The Donchian channel-breakout Stage-1 R candidate is refuted: no cross-index
generalization, violent IS->OOS sign flips at long channels, no significant
positive cell (full verdict recorded on #137). The breakout machinery
(RollingMax / RollingMin nodes, --strategy stage1-breakout) is permanent and
kept; only the per-cycle spec/plan are dropped per the ephemeral-artifact
lifecycle convention.
refs #137
Donchian channel-breakout as the next Stage-1 R research candidate, after the
SMA-momentum family was refuted (cross-index non-generalization + no within-symbol
significance; #137/#141). Swaps only the signal leg of stage1_r_graph:
close -> Delay(1) -> {RollingMax,RollingMin}(N) -> {Gt,Gt} -> {Latch,Latch} ->
Sub = bias in {-1,0,+1}; the vol-stop defines R unchanged (clean A/B vs momentum).
Two new aura-std nodes (RollingMax/RollingMin, monotonic-deque sliding extremum);
the +/-1 direction latch composes from two existing Latch nodes + Sub. New
--strategy stage1-breakout + --channel grid flag; the family iterates the grid
with fully-bound graphs (compile_with_params(&[]) + Harness::bootstrap), sidestepping
parameter-ganging. Delay(1) is the C2 causality guard (channel excludes current bar).
Grounding-check PASS: all 10 load-bearing assumptions ratified by named green tests.
Auto-signed under /boss (grounding-check PASS = the signature).
refs #137
Cycle 0070 (streaming sink reductions, #138) close. Durable rationale lifted to
the ledger: C8 now records the end-of-stream `finalize` lifecycle (the second node
phase beside `eval`), its `Harness::run` topo-order epilogue, and its C1/C7/C8
reconciliation — with the open `Recorder`->`Probe` / per-cycle-allocation question
(#77) cross-referenced, since `finalize` is the "non-channel exit" that issue's
accumulate-then-read option named as missing. The per-cycle spec and plan are
git-rm'd (ephemeral, valid only for their cycle).
Audit (architect) found no invariant breakage; noted debt, left as-is: the
two-mode `stage1_r_graph` (reduce vs raw sink wiring) rests on the CLI-seam
equivalence test rather than structural unification, and `SeriesReducer.last_ts`
carries the last *warm* cycle's ts (latent only if `--trace` ever folds).
refs #138
M3 fix for BLOCKER #138: an end-of-stream `finalize` lifecycle on sinks
lets reductions fold online into O(trades)+O(1) state, so full-history
stage1-r sweeps run in bounded memory per member instead of OOM-killing.
Grounding-check PASS; signed autonomously under /boss.
refs #138
Architect audit clean (no drift): the derive is the faithful C10 book
first-difference — Close uses the stored book volume (the actual book), never an
exposure delta (the exact inversion of the abandoned 0064 exposure-integral);
post-run reduction, no in-graph node (C14), positional type-erased Scalar reads
(C7), each event's event_ts is its own cycle (C2), the >1-event-per-instant
reversal case is why it is derived not per-eval (C8/C10); aura-engine -> aura-core
only (instrument_id a caller scalar, no InstrumentSpec import).
- Ledger C10: add a "Realization (cycle 0068, #115)" note — derive_position_events
as the first difference of the executed book, the post-reframe replacement for
the rolled-back 0064 derive; fixed-fractional / currency / equity-feedback
sizing and the realistic brokers stay #116.
- Remove the ephemeral spec + plan (cycle closed; rationale in the ledger + git
history).
Accepted low debt (architect [low]): the stop-then-same-cycle-reopen producer path
emits the same closed&&open shape as a bias-flip reversal and the derive handles it
correctly (it keys on closed/open/direction/size, not exit_reason; unit-covered via
the reversal test), but is not separately asserted end-to-end. Cosmetic; the derive
is producer-agnostic.
refs #115
Derive the broker-independent position-event table (#114's PositionEvent rows)
from a completed PositionManagement run, as the first difference of the executed
book (deal = target - book - in_flight; in_flight = 0 for instant backtest
fills). A pure post-run reduction `derive_position_events(record, instrument_id)`
in aura-engine, sibling of summarize_r, reading the 14-column PM record
positionally; a reversal emits Close then the opposite open at one event_ts
(close first); a window-end open position emits its open with no synthetic Close.
Supersedes the rolled-back 0064 exposure-integral derive (abandoned per #117):
this derives from the executed book (the PM record), never from exposure deltas.
Stage-2 fixed-fractional / currency / equity-feedback sizing is out of scope
(#116 owns the equity->Sizer z^-1 register per C10).
Boss-signed: specify Step-5 grounding-check PASS (8/8 load-bearing assumptions
ratified by named green tests). Fork decisions recorded on #115.
refs #115
Architect audit clean (no drift, no debt): raw sqn verified bit-identical,
C18 serde back-compat + C4 SoA seam + C1 determinism + Part-B symmetry all hold.
- Ledger C10: add a "Realization (cycle 0067, #130 + #135)" note — SQN100 as
the turnover-robust opt-in rank key (raw sqn / default ranker byte-unchanged,
serde(default) for back-compat), and per-member --trace now symmetric across
all three sweep strategies via the shared persist_traces_r.
- Glossary: R-metrics list gains sqn_normalized; the SQN entry documents the
SQN100 variant (was "deferred #130").
- Remove the ephemeral spec + plan (cycle closed; rationale lives in the ledger
and git history).
refs #130, refs #135
Two settled, additive follow-ups to the cycle-0065/0066 R-sweep surface,
named together by the user under /boss. Signed on the grounding-check PASS
(9 load-bearing current-behaviour assumptions, each ratified by a named
green test).
Part A (refs #130) — n-normalized SQN (SQN100): a new opt-in ranking metric
sqn_normalized = (mean_R/stdev_R)·√(min(n,100)), turnover-robust across sweep
members with different trade counts. Additive RMetrics field (serde(default)
for C18 back-compat) + a new Metric::SqnNormalized rank key mirroring Sqn.
Raw sqn and the default ranker are unchanged; the 0066 single-run golden is
re-baselined (the r: block gains one field — intended, not drift).
Part B (refs #135) — wire --trace for the stage1-r sweep: stage1_r_sweep_family
honours --trace by persisting each member's equity/exposure/r_equity under
runs/traces/<n>/<member_key>/ via the existing persist_traces_r, mirroring
momentum_sweep_family; the interim refusal guard in run_sweep is dropped.
Makes --trace symmetric across all three sweep strategies.
Derived fork decisions logged on #130 and #135 (reconciliation comments).
Cycle 0066 (#133) closed. The close audit (architect) found the family ratified against C12 axis-2 (rank-by-metric over the C18 family store) and the C10 R framing, with one [high] gap (swept-member manifest omitted the fixed R-defining params) fixed forward in 499121e.
- Ledger: a C10 realization note records the durable rationale -- SQN as the single-number sweep objective, the signal-only grid (the stop defines R, so varying it breaks cross-member SQN comparability -- the SQN100 #130 motivation), the R-metric rank vocabulary, and the manifest-completeness fix.
- Glossary: new 'R metrics' and 'SQN' entries.
- The ephemeral spec + plan are removed; the ledger + git history are the durable record.
Follow-ups filed: #135 (per-member --trace for the stage1-r sweep). refs #133
Cycle 0066, reference issue #133. Settled design (deferred from 0065): make SQN
the single-number objective for ranking a Stage-1 sweep family by R signal
quality.
Two halves:
- aura-registry: metric_cmp learns sqn / expectancy_r / net_expectancy_r (all
higher-is-better, reaching into RunReport.metrics.r); a member with r:None sorts
to the worst position. No persistence change (the family store already carries r).
- aura-cli: --strategy stage1-r sweeps the stage1-r harness over a fast×slow signal
grid (stop & sizing fixed — risk_budget is R-invariant, bias.scale is sign-only
for flat-1R, both degenerate axes; the stop defines the R unit so varying it
breaks cross-member SQN comparability — see the #133 decision log). The stage1-r
topology is extracted into a shared helper so the single run keeps its identical
binding (output unchanged by construction) and only the sweep floats fast/slow.
Signed under /boss via the grounding-check PASS (the autonomous signature). The
first grounding pass BLOCKed a false claim that the stage1-r single-run output was
already byte-pinned; the spec was revised so a golden characterization test is
added against current HEAD before the refactor (verifying byte-preservation rather
than assuming it), and re-grounded to PASS.
refs #133#117
The 'R-based signal quality (Stage 1)' milestone is complete and ratified
(iter-1/2/3 + the corrective primitives mini, the tiny-pip fix, the metric rename;
end-to-end fieldtest green). Closing the cycle:
- Milestone container + issues #119/#126/#127/#128/#129 closed on the tracker.
- The ephemeral per-cycle spec (0065) and plans (0065-0069) are git-rm'd per the
cycle-close convention; the durable rationale lives in the design ledger (the C10
cycle-0065 realization note) plus git history.
Follow-ons tracked: #130 (n-normalized SQN), #131 (CLI UX), #132 (harness polish),
#133 (R-sweep + rank-by-sqn), #134 (strategy-output param-namespace rename).
refs #117
Amend the cycle-0065 spec with the "Iteration 3 - the CLI surface" design:
make the Stage-1 R layer operable from the command line (the research loop's
primary verb, ergonomic for Claude to drive), splitting the CLI/recording
surface out of the originally-lumped iter-2.
Design (forks derived under /boss, user-delegated "du entscheidest das Design",
recorded on #117):
- Promote vol_stop + risk_executor from test fixtures to public aura-engine
composite-builders; the embedded stop generalizes to a StopRule{Fixed,Vol}
enum (a C11 structural axis), vol_stop the volatility-defined default.
- aura run --harness <name>: a compile-time selector (sma|macd|stage1-r) over
Rust-authored built-ins - running, not wiring (C9/C17 intact: no runtime
registry, no DSL). Replaces the run literal-slice arms with a parse_run_args
tokenizer so --harness/--real/--trace compose orthogonally; --macd kept as an
alias.
- The stage1-r harness fans one bias into both SimBroker (pip) and the
RiskExecutor (R), so one RunReport carries both yardsticks honestly; the run
path folds summarize_r -> RunMetrics.r (additive, skip_serializing_if keeps
pip-only/legacy JSON byte-unchanged), round_trip_cost=0.0 (Stage-1 is
frictionless; a --cost knob is a follow-on).
- An r_equity tap (LinComb of cum_realized_r+unrealized_r) persists via an
extended persist_traces and renders through the existing aura chart --tap -
no new viewer code.
Scope line: "operable from the CLI" = run+inspect a Rust-authored harness (the
#109 (a) reading the contracts settle), not authoring topology in the CLI; the
broad #109 meta-level stays a separate future milestone. Deferred follow-ons:
R-sweep families + rank-by-sqn, rich R-record charting, the bias_sign_flips
metric rename (never carried out in iter-0; field is still exposure_sign_flips).
Verified before signing: grounding-check PASS (all substrate + post-patch
current-code claims ratified by green tests) - the autonomous /boss signature;
plus an advisory 5-lens spec-skeptic panel (criterion/invariants/scope SOUND;
ambiguity + plan-readiness BLOCKs resolved inline: the argv tokenizer, the
3-tap persist change, the round_trip_cost value, the dual-tap arg provenance),
re-grounded after the patch.
refs #129#117
VolStop was a design error (a fused node justified by a missing primitive). A
node is a primitive only if not DAG-expressible from other primitives; a missing
primitive is added, not fused away. Adds Mul + Sqrt primitives, removes the fused
VolStop, expresses the vol stop as a composition (rolling EWMA stddev = k *
Sqrt(Ema(Mul(d,d), length))). Spec 0065 b gets a correction note; full record on #117.
refs #117#119
Stage-1 "R-based signal quality" cycle spec (milestone #119/#126/#127/#128/#129,
contract C10). Signal quality measured in R on a strategy's unsized bias stream,
feed-forward (no equity feedback): bias -> stop-rule -> position-management ->
per-trade R-outcomes -> summarize_r fold -> E[R]/SQN.
Design adversarially hardened (12-juror refute panel; decisions logged on #117):
- R is stop-defined and LATCHED at entry (frozen R-denominator, never re-read).
- Stop-outs are NOT capped at -1R (honest loss tail; gap-through -> R < -1).
- Fills one-cycle-lagged (SimBroker no-look-ahead discipline; RED test mandatory).
- First stop is volatility-scaled (VolStop = k * EMA(|d price|)), not constant
(a constant makes R just rescaled pips).
- position-management emits a dense per-cycle R-record (trade ledger + R-equity +
window-end handling), tapped by a Recorder, folded post-run by summarize_r
(a post-run fold, NOT an in-graph node).
- Sizer = load-bearing flat-1R seam; R computed size-invariantly. Veto = doc seam,
not a runtime node (DCE deletes an identity).
- exposure -> bias rename lands first (compiler-driven).
Grounding-check PASS (11 assumptions ratified by green tests; auto-signed under /boss).
refs #117
Cycle-close tidy for broker-foundation (InstrumentSpec deploy metadata #113 +
PositionEvent schema #114).
Architect drift review (3638d48..HEAD): code is drift-clean. PositionEvent matches
the C10 column spec field-for-field (no open_ts, unsigned volume, direction-is-action,
bare-i64 action); the engine run-loop is untouched (C14); InstrumentSpec stays Copy
metadata at the ingestion edge (C7/C15); no instrument identity reaches the hot path.
The only drift was stale ledger prose, fixed here:
- C10 realization note: added a cycle-0063 entry recording that the position-event
*schema* landed (PositionAction/PositionEvent), while derivation (#115) and the
realistic broker nodes (#116) remain the deferred decoupled layer.
- C15 realization note: replaced "minimal today (pip only)" with the six-field
deploy-grade floor and the #124 currency-type forward note (quote_currency is
&'static str; the #124 resolver chooses how its runtime tier carries currency).
Regression (verbatim): cargo test --workspace = 458 passed / 0 failed (exit 0);
cargo clippy --workspace --all-targets -- -D warnings = clean (exit 0).
Carry-on (not actioned, justified): the inline reversal test is a shape-pin only —
the behaviour test arrives with #115's derive, and the E2E twin already exercises the
reversal wire shape. The quote_currency &'static str / #124 resolver concern is logged
on #124 as a deliberate deferred design choice.
This is drift-clean, NOT a milestone close — the realistic-broker milestone needs its
end-to-end fieldtest green, which depends on #115/#116/#120-123 still to land.
Removed the ephemeral cycle artifacts (spec + plan) per the lifecycle convention.
The broker milestone's (C10 A-side) foundation: two pure value-type
deliverables, no broker and no derivation yet.
- #113: extend InstrumentSpec with deploy-grade fields (instrument_id,
contract_size, pip_value_per_lot, min_lot, lot_step, quote_currency) +
populate the vetted table for the five instruments; refuse-don't-guess
arm stays. Permanent authored floor of the override hierarchy (#124).
- #114: PositionAction { Buy, Sell, Close } (closed enum, serde-encoded as
i64) + PositionEvent row in aura-engine, faithful to the C10 column spec
(no open_ts, unsigned volume, direction is the action).
Signed under /boss on a grounding-check PASS (all current-state assumptions
ratified by green tests; the two new types are greenfield, expected).
Derived fork decisions (quote_currency &'static str; action enum encoded as
i64 0/1/2; stable instrument_id + overridable vetted values) recorded on #113.
refs #113#114
Cycle-close tidy for visual-world-cut-2 (decimation #108 + run-context header #102).
Architect drift review (53eeba5..HEAD): the only drift was a STALE LEDGER — the C22
section still listed #102 (run-context header) and #108 (decimation) as deferred/open
after they shipped in 476342d. Resolved in this commit:
- the #101 first-cut note no longer claims "not yet a run-context header";
- a new "served-page hardening — cut 2" amendment records #102 (ChartMeta +
buildHeader, family window = span across members) and #108 (the pure decimate
min-max transform) as landed, both CLI-side (C14);
- the "Open architectural threads" list drops the now-landed run-context header.
Substantive gates (self-verified): C14 honoured — all decimation/header/pixel logic
is in aura-cli (render.rs/main.rs/chart-viewer.js); the only engine touch in range is
the one-line #100 cell.rs doc. C1 preserved — decimate is pure, deterministic
bucketing over the sorted-deduped spine, no-op under budget, monotonic spine (pinned
by a unit test). Regression: cargo test --workspace = 446 passed / 0 failed; cargo
clippy --workspace --all-targets -D warnings clean. No separate baseline script.
Residual debt filed as #110 (idea): the decimation budget is a fixed const (no
--width flag), and the min-then-max sub-pixel ordering is a real ts-displacement in
the non-default continuous x-mode. Both are local aura-cli refinements, neither a bug.
Ephemeral spec/plan removed at cycle close (docs/specs/0062, docs/plans/0062).
Cycle 0062 tidy: drift-clean after this ledger amendment.
Served-page hardening for the families-comparison chart, bundling two issues that
share one code locus (the aura-cli render path) and one purpose (C22/C14: make the
#107 view openable + legible on real multi-year families):
- #108 — serve-time min-max decimation as a pure ChartData->ChartData transform in
emit_chart (both single-run and family paths), bounding the served page to a few
thousand points regardless of the underlying M1 point count; full data stays on
disk; the WFO null-fill page collapses for free. Engine/registry untouched.
- #102 — a ChartMeta threaded from RunManifest into window.AURA_TRACES, rendered by
a new pure buildHeader in chart-viewer.js (headless .mjs guarded), showing
name/window/broker/commit/taps (+ member count for a family).
Signed under /boss on the Step-5 grounding-check PASS (10/10 load-bearing
assumptions ratified by green tests).
refs #108
refs #102
Brummel