162bf849ce1daec63b48656e933332fe9d7828fb
43 Commits
| Author | SHA1 | Message | Date | |
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 claude
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d8c6938027 |
feat(engine, market, strategy, backtest): NodeSchema.doc threading across the domain crates
C29 compile/unit seam, tasks 4+5 of the self-description plan. aura-engine (task 4): derive_signature stamps doc: "" with the stance recorded in-code -- a derived composite signature is graph wiring, not a vocabulary entry; no seam walks its doc, the described surface is the composite's own doc at the register seam. All in-crate test literals thread doc: "test-only schema". Domain crates (task 5): the 12 production builder sites in aura-market / aura-strategy / aura-backtest carry authored meaning lines; test sites in aura-backtest / aura-composites / aura-ingest thread the test-only doc. Three texts were corrected against the actual node semantics after quality review rather than kept from the first authoring pass: SimBroker is the frictionless integrator of held exposure times price return into cumulative pip equity (no fills/stops/lifecycle -- that is PositionManagement's domain), the shared cost-node line names the PM-geometry inputs and both charge modes (AtClose / PerHeldCycle) instead of a "per-trade gross R" mapping, and LongOnly's line conditions on its enabled param and speaks port-term "exposure". Gates: cargo test green for all six touched crates (engine, market, strategy, backtest, composites, ingest); the workspace-wide gate follows task 6 (aura-runner is the one remaining unthreaded site, E0063 by design until then). refs #316 |
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claude
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a56ab7859d |
refactor: cut the engine's backtest-metrics edge via RunReport<M>
C28 phase 2 (Stratification); realizes item 1 of the deferred #147. The engine's production surface no longer names a backtest-metric type: - RunReport becomes generic over its metric payload M; sweep/mc/walkforward/ blueprint thread the parameter (SweepPoint<M>, SweepFamily<M>, WindowRun<M>, WalkForwardResult<M>). RunManifest stays concrete and engine-owned (its selection: Option<FamilySelection> embeds the foundation-grade analysis type). - summarize and the MC assembly (McDraw/McFamily/McAggregate/RBootstrap/ r_bootstrap/monte_carlo) move to aura-backtest - McAggregate::from_draws reads RunMetrics fields by name, so generifying it is the phase-6 metric-vocabulary abstraction (#147 item 2), still deferred; wholesale relocation is the honest cut. The concrete instantiation lives in aura-backtest as `type RunReport = aura_engine::RunReport<RunMetrics>` + sibling aliases. - the statistics kernel (MetricStats/quantile/resample_block/SplitMix64) moves to the aura-analysis foundation; the engine re-imports it (inner->foundation, legal) and re-exports it so existing consumers stay source-compatible. Dependency inversion in one commit: aura-engine drops aura-backtest from [dependencies] (back to dev-deps for its SimBroker/RunMetrics test fixtures); aura-backtest gains aura-engine. Cycle-free for lib targets - the cycle closes only through the engine's dev-dep edge, the pattern aura-vocabulary already uses. aura-backtest reaches the kernel transitively through the engine re-export, so no aura-backtest -> aura-analysis edge exists (the C28 ladder permits backtest -> {core, engine} only). run_indexed / SplitMix64::next_f64 widened pub(crate) -> pub for cross-crate use. Consumers (registry/campaign/cli/composites/ingest/bench) rewired by import path only, no call-site logic changed. The c28_layering structural test extends to the full ladder: aura-analysis (no aura-* deps), aura-engine ⊆ {core, analysis}, aura-backtest ⊆ {core, engine}. Behaviour-preserving: 1448/0 tests, clippy -D warnings clean, serde shapes byte-identical (C18 - RunReport<M> keeps field order manifest,metrics; the CLI pre-serialized-splice contract unchanged), moved code traceable via git rename detection. Cycle-introduced broken intra-doc links fixed. closes #292 |
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claude
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b39fd63396 |
refactor: split the aura-std roster into C28 layer crates
Phase 4 of the Stratification milestone. aura-std held four C28 ladder layers in one roster; this cuts them into layer-aligned, aura-core-only node crates so the import direction is enforced by the crate graph: - aura-std — engine nodes only (arithmetic/logic/rolling + sinks) - aura-market — session, resample - aura-strategy — bias, stops, sizer, cost-model machinery - aura-backtest — sim_broker, position_management - aura-vocabulary — the relocated closed std_vocabulary roster Node modules move verbatim (byte-identical renames); consumers are rewired by import path only. A new structural test (aura-vocabulary/tests/c28_layering.rs) asserts each node crate's [dependencies] stay within its C28-permitted inner set, catching the acyclic-but-outward violation the compiler misses. Behaviour byte-identical: full workspace suite green (1448 tests), no golden edited, clippy -D warnings clean. C28 Status block updated. closes #288 |
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claude
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93d0ec45f2 |
feat(engine): FlatGraph::bind_tap + TapBindError (#282)
The run-mode-aware bind seam. bind_tap attaches a CALLER-BUILT Box<dyn Node> sink to a declared tap — appending the sink node + an edge from the tap's (node, field) to its input, before bootstrap so the Kahn sort orders it. The engine constructs no aura-std type (it takes a Box<dyn Node>), keeping its production dependency aura-core-only. bind_tap raises UndeclaredTap; duplicate detection across binds is the caller's (the engine keeps no cross-call state), mirroring how bind_sources' DuplicateFeed is a supply-level fault. TapBindError is exported for the CLI. A bound tap records exactly the producer's per-cycle output through the full public pipeline; an undeclared name is refused without mutating the graph. refs #282 |
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claude
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f3daded514 |
feat(engine): compile resolves and hoists declared taps (#282)
The compile core. resolve_tap_wire resolves a blueprint Tap's interior
{node, field} through the lowering table exactly as OutField re-exports and
edges resolve — a leaf to its remapped index (output-arity checked), a nested
composite through its output remap. Taps are terminal (not re-exported through
the boundary): a flat_taps accumulator threads through the lowering recursion,
so an interior composite's taps hoist to the root FlatGraph.taps with remapped
wires — the case the CLI single-run wrapper relies on. validate_wiring gains a
tap leg (threaded at all three call sites incl. GraphSession::finish) and
CompileError::TapWireOutOfRange names a bad wire. Root-resolve, out-of-arity,
and nested-hoist are pinned green.
refs #282
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claude
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17e125a90a |
feat(engine): FlatTap type + FlatGraph.taps field (#282)
Second slice: the resolved-tap carrier. FlatTap { name, node, field } is the
output-side twin of SourceSpec — its name survives compile, load-bearing for
by-name binding (#275). FlatGraph gains a taps field, threaded (empty) through
every construction site the compiler enumerates. Bootstrap ignores it (taps
materialize as real recorder nodes/edges before bootstrap in a later slice).
Purely additive: the inert-producer pin and full suite stay green.
refs #282
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claude
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7239106f4e |
feat(engine): Tap/TapWire declaration on the blueprint format (#282)
First slice of declared taps: a Tap { name, from: TapWire { node, field } }
is the output-side twin of input_roles — a pure data declaration naming an
interior output wire, no sink endpoint. Composite gains a taps field
(with_taps/taps(), additive) and the serde mirror CompositeData carries it
(Tier-1 additive: no format-version bump, absent-taps documents byte-stable).
Tap/TapWire are re-exported from the crate root beside Role/OutField so
downstream crates can author tap-bearing blueprints.
refs #282
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claude
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c8dc57e2aa |
feat(std): CumSum and When cells; roster complete at 33
Second half of the #281 clock-enable set. CumSum is the generic run-length accumulator with O(1) Neumaier-compensated state — the branching Neumaier variant, not Sma's plain Kahan, so it stays exact when a large running total absorbs a tiny sample (the standalone accumulator has no windowed-magnitude guarantee; module doc explains why the helper is not reused). When is the clock-enable driver: forwards value iff gate, else a quiet cycle (eval->None), so every stateful reducer composes gated unmodified — SMA(When(x,g),N) is the gated SMA. Rosters CumSum and When (both count pins 31->33) and ships two engine E2E fixtures: When forwarding/quiet-downstream through the real GraphBuilder->compile->run seam, and a quiet When leg suppressing a whole Resample Barrier(0) group (the deliberate stall semantics). refs #281 |
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claude
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40e962db89 |
feat(std): Sign and Select cells — the Bool→F64 bridge pair
First half of the #281 clock-enable set: Sign promotes the private sign0() semantics to vocabulary (strict comparisons; NaN and -0.0 fall to 0.0), Select is the stateless 2:1 mux that consumes Bool back into the F64 plane. Both zero-arg, Firing::Any, rostered (count pins 29→31); an engine E2E drives both through the real GraphBuilder→compile→run seam. refs #281 |
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claude
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0b620e1f26 |
feat(engine): bind ingestion sources by role key — SourceSpec.role + bind_sources/run_bound
refs #275 The engine-side half of by-name source binding. `SourceSpec` carries a load-bearing `role: Option<String>` — `Some(name)` for a spec lowered from a bound `Role` (carried through the blueprint lowering, previously dropped at compile), `None` for a hand-built raw-index spec. A pure `bind_sources(specs, keyed_supply)` resolves a `Vec<(role, Box<dyn Source>)>` into the positional `Vec` `run` consumes, in `SourceSpec` declaration order, erroring named (`SourceBindError`: Missing/Extra/Duplicate/Unnamed feed) on a mis-bind. `Harness::run_bound` is the ergonomic method the by-name production path calls. The raw-index `run(Vec)` primitive and the k-way merge / per-cycle event loop are untouched: a positional run stays byte-identical (C1, pinned by `run_bound_out_of_order_matches_positional_run`), and every existing `run(Vec)` caller keeps working (it ignores `role`). A `BTreeMap` index makes the Duplicate/Extra diagnostics deterministic. C4's tie-break guarantee ("source declaration order") is unchanged — `bind_sources` emits in `SourceSpec` order, so the merge's source-index tie-break resolves on declaration order regardless of the caller's supply order. The narrow C23 amendment (a `SourceSpec.role` is load-bearing for source binding, the rest of the flat graph stays raw-index) is deferred to the ledger note. The four error-path RED tests assert via `.map(|_| ()).unwrap_err()`: the `Ok` arm `Vec<Box<dyn Source>>` is not `Debug` (`Source` has no `Debug` supertrait), so a bare `.unwrap_err()` would not compile — a plan-byte defect corrected here. Also sweeps the 45 raw-index `SourceSpec { .. }` literals to `SourceSpec::raw(..)` across the workspace (mechanical, compiler-enumerated) and pins that a bound root role's name survives lowering. Verification: `cargo test --workspace` green (0 failed; incl. 5 `bind_sources` cases, the `run_bound` byte-identity test, the role-survives-lowering pin, and the four `.sources`-equality twins under the now-stricter `role` equality); `cargo build --workspace --all-targets` clean; `cargo clippy -p aura-engine --all-targets` clean. |
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claude
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1ebb94c1b8 |
feat(engine,cli): run manifests stamp untouched bound defaults (closes #249)
RunManifest gains defaults: Vec<(String, Scalar)> — the wrap-prefixed bound_param_space() of the signal, read after axis reopening, so a bound param an axis overrode has already left the space and flows through params instead (disjoint by construction; verified end to end: a sweep member's overridden fast.length sits in params while slow.length/bias.scale sit in defaults). params keeps its "what varied" semantics and stays the reproduce input. One-directional serde widening (#[serde(default)]) per the selection/instrument/topology_hash idiom — old records deserialize with an empty defaults; unlike the Option fields it always serializes, mirroring params. ~20 struct-literal sites across five crates gained the field (compile-mandated breadth, no behaviour change at those sites). The C14 ledger records the underlying decision (2026-07-13): generated outcome records spend redundancy on direct readability (single writer, cannot drift); authored intent artifacts admit none (every redundancy is a drift site) — so the fix lands in the manifest, never the blueprint. Verification: RED test run_manifest_stamps_untouched_bound_defaults green; cargo build --workspace; cargo test --workspace green; clippy -D warnings on the touched crates; binary-level sweep exclusivity check. |
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claude
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9ffd1952d2 |
feat(core,engine): bound params become data-merged defaults; Composite::reopen
Task 1-2 of the bound-override cycle: PrimitiveBuilder::bind/try_bind stop capturing the bound value in a wrapped build closure and store it only as BoundParam data; build() merges bound values back into the full-arity vector at call time (ascending original position — behaviour-identical to the retired closure chain). This makes the reversal possible: unbind(slot) returns the param to the declared surface at its original order. aura-engine gains the path-addressed Composite::reopen (mirroring collect_params' prefix rules, lockstep with expansion_map) plus the read-only bound_param_space() enumeration (path-qualified BoundSpec with values) and the ReopenError/BoundSpec exports. An e2e proves a reopened param rebuilds from the freshly supplied value through compile_with_params, not the stale default. refs #246 |
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 Brummel
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1d14ebc1cd |
feat(cli,engine): multi-column opening on every real-data path (#231 task 4)
The six Close-only open sites route through the resolved binding's
column set via open_columns (probe_window, open_real_source,
run_sources/windowed_sources, the campaign member open, the trace
re-run open) — a strategy declaring high/low/close roles gets exactly
those columns, merged in the canonical C4 order. Synthetic data refuses
any binding beyond {close} with the honest --real remedy (the walk
generates a close series only); the sweep/mc family builders ride their
established Err contract, run/walkforward/reproduce refuse exit-1.
Proof at two layers: an engine e2e composes an OHLC blueprint from data
and runs it over four inline VecSources to hand-computed rows (the
merge-order pin), and an archive-gated CLI e2e sweeps a high/low
blueprint over GER40 opening the High and Low columns.
Verified: engine OHLC e2e green, full workspace suite green, clippy -D
warnings clean.
refs #231
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Brummel
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a0098fc8c1 |
test(engine): RED — RSI-class blueprint needs the absent std vocabulary ops
Executable spec for the by-chance vocabulary gaps: an RSI-like gain/loss-split-and-ratio composition authored purely as blueprint data (Const/Div/Abs/Max/Min) must load through std_vocabulary, build, and run to hand-computed RS values (2.0 at t3, 3.0 at t4 over 10,12,11,14). Fails with UnknownNodeType(Const) — feature absent. Const is unary with an f64 'value' param (clock input, value ignored) mirroring EqConst's constant-as-param pattern; Div/Max/Min binary mirroring Add/Sub; Abs unary mirroring Sqrt; Div follows IEEE-754. refs #236 |
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Brummel
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123620442f |
feat(engine): gang param-space projection + compile-front point expansion (#61 task 2)
param_space()/derive_signature project each frame's gang table: member addresses are skipped, the gang's single public address (prefixed like any knob at that frame) is emitted once at its FIRST member's raw position — so every consumer of param_space (binders, grids, campaign axes, --list-axes, registry coverage) inherits the gang with zero changes. compile_with_cells expands the public point back onto the raw layout via expansion_map (the collect_params mirror walk): a gang's cell is duplicated into every member slot, un-ganged slots pass through. For a gang-free blueprint the map is the identity and behaviour is byte-identical; the lower_items cursor walk and all build closures are untouched. The load-bearing equivalence is pinned in-module (ganged compile == the member-bound un-ganged twin, bit-identical wiring and run output) and again from OUTSIDE the crate in tests/gang_e2e.rs — the C24 consumer seam a project crate or the World actually uses. Verified: cargo test -p aura-engine 253/0 lib + 5/0 gang_e2e (all groups green), workspace clippy -D warnings clean. RED-first evidenced by the loop via temporary call-site reversion (all 4 new tests failed for the expected reason, then the implementation was restored). refs #61 |
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Brummel
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b43def7d75 |
feat(engine,registry): ListSpace + campaign-run realization store (0107 tasks 2-3)
aura-engine: ListSpace — explicit point set implementing Space beside GridSpace/RandomSpace (a gate's survivor subset has no cartesian structure); GridSpace-identical arity/kind validation reusing the existing SweepError variants (KindMismatch.value_index carries the point ordinal for a list); empty point list is valid and sweeps to an empty family; re-exported at the crate root. aura-registry: CampaignRunRecord/CellRealization/StageRealization/ StageSelection — the thin campaign-level linking record over untouched family records (#198 decision 4) — with append_campaign_run (assigns run via next_campaign_run, a parallel counter beside next_run) and load_campaign_runs (missing file => empty) on the campaign_runs.jsonl sibling store; blueprint_path and find_blueprint_by_identity promoted to pub (the campaign executor resolves the same refs the referential tier validates). Gates: engine 290/0, registry 54/0, clippy -D warnings clean. refs #198 |
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Brummel
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4928e289f7 |
feat(project): the project-as-crate load boundary (cycle 0102)
A research project is now a loadable external cdylib crate. Inside a directory whose ancestry holds an Aura.toml, aura discovers the project root cargo-style, locates the compiled dylib via cargo metadata (debug default, --release opt-in), loads it load-and-hold, and refuses mismatches before trusting anything: the AURA_PROJECT descriptor (aura-core::project, #[repr(C)]) carries a C-ABI stamp prefix (rustc + aura-core version, baked per consuming build by the new aura-core build.rs) validated before any Rust-ABI field is read. The vocabulary charter gates the merged resolution: project type ids are ::-namespaced (std stays bare), duplicates refuse, and the enumerable type-id list must agree with the resolver, so introspection can never silently omit a project type. All blueprint verbs resolve through the merged project + std vocabulary via a per-invocation Env threaded through the dispatch chains; registry, trace-store, and data paths anchor at the project runs root (Aura.toml [paths], paths-only by design — instrument geometry stays the recorded sidecar, C15). RunManifest gains the Tier-1 project provenance field (namespace + dylib sha256 + best-effort commit), stamped beside topology_hash on the blueprint-run paths; pre-0102 registry lines load unchanged. Default node names strip the namespace, so :: never reaches the param-path address space. Proven by the demo-project fixture (built by the e2e via cargo, path-dep on this workspace): run twice bit-identical, provenance recorded, introspection lists demo::* beside std, registry anchors at the discovered root from a subdirectory; the badcharter fixture proves the charter refusal through the real libloading path; a never-built project refuses with a cargo-build hint. Outside a project every path collapses to the previous literals — goldens and manifest pins byte-identical. Verification: cargo build --workspace clean; cargo test --workspace 862 passed / 0 failed (incl. 7 project_load e2e); clippy -D warnings clean (one precedent-matching allow(too_many_arguments) on run_oos_blueprint, whose arity the Env threading raised to 8); doc build unchanged. Docs/ledger aligned: Aura.toml field lists are paths-only in project-layout.md, glossary, C16/C17; new C13 realization note records the per-invocation-reload reading and the load-and-hold one-shot scope boundary. New deps, per-case review (aura-cli leaf binary only, never the frozen artifact): libloading, toml. refs #180 |
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Brummel
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4de6d5cbad |
rename: retire the stage1-* family for the r-family (r-sma / r-breakout / r-meanrev)
The stage1 ordinal has been dead vocabulary since the C10 reframe dropped the two-stage research model: a 1 structurally implies a 2 that no longer exists. The family is renamed by its live discriminator - the R yardstick - with members named by their signal, uniform with their signal-named siblings (sma, macd, momentum): - selectors: stage1-r -> r-sma, stage1-breakout -> r-breakout, stage1-meanrev -> r-meanrev (old tokens are usage errors, exit 2 - no silent alias) - identifiers: Strategy::RSma/RBreakout/RMeanRev, HarnessKind::RSma, r_sma_*/r_breakout_*/r_meanrev_*, wrap_r, run_signal_r, RGrid, R_SMA_* - persisted identity: the sma_signal composite (param prefix sma_signal.fast.length / .slow.length; fixtures regenerated; content-ids shift - no test pins a literal hash, the registry parses no record names) - e2e test files git-mv'd to r_sma_e2e / r_breakout_e2e / r_meanrev_e2e - dead Stage-1/Stage-2 prose reworded to post-C10 vocabulary across rustdoc, Cargo.tomls, ledger live lines, and the glossary (historical entries stay; fieldtests corpus untouched) - CLAUDE.md invariant 7 rewritten to record the ratified C10 reframe faithfully (the token-swap alone would have laundered the retired gated-currency/realistic-broker design into unmarked live prose); the unbacked account-mode clause dropped Verification: cargo build/test --workspace green (51 targets), clippy -D warnings clean, doc build clean, acceptance grep gate leaves exactly the one resampling-stage false positive (harness.rs), smoke: --harness r-sma runs, --harness stage1-r exits 2 with the new usage line. Decision log: forks and rationale recorded on the issue (reconciliation + implementation-phase comments). closes #174 |
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Brummel
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ff4a1b3d4a |
feat(0092): run-from-blueprint infrastructure — restructure + topology_hash + shared seam (Tasks 1-3)
Cycle-1 infrastructure for #165 (World/C21). Behaviour-preserving + workspace green; the CLI arm + tests (Tasks 4-5) follow. Task 1 — restructured stage1_r_graph into stage1_signal() (the serializable signal leg: SMA-cross -> Bias, a `price` input-role + a `bias` output) + wrap_stage1r(signal, ...) (broker/sinks/exec/cost around a nested signal), with stage1_r_graph() = wrap_stage1r(stage1_signal(...)). DEVIATION from the plan's "callers untouched" claim, verified behaviour-preserving: nesting the signal prefixes its param-space names (stage1_signal.fast.length), which broke the sweep's bare .axis("fast.length"); fixed exactly as the #137 stop-knob machinery does — FAST_LENGTH_SUFFIX/SLOW_LENGTH_SUFFIX suffix-resolution + stage1_r_friendly_name arms mapping the prefixed names back to the bare manifest names. All observable behaviour (manifest names, member keys, metrics, traces) byte-identical; the flat graph and every metric unchanged (full suite green, incl. sweep/walkforward/MC). Task 2 — RunManifest.topology_hash: Option<String> (Tier-1 optional, serde default/skip — old manifests byte-identical, #156), threaded None into all 24 literal sites across 7 crates. Also fixed the aura-registry RunManifestRead read-mirror to carry topology_hash (it was hardcoding None on load) — else a stored hash would silently drop on the registry round-trip once Task 3 stores a real one. Task 3 — the shared run_signal_stage1r seam (hash the signal, wrap, compile with params, bootstrap, run, manifest with params from param_space + topology_hash) + the sha256_hex topology_hash helper (sha2 in aura-cli, off the frozen engine, invariant 8). run_stage1_r now carries its topology_hash too (every run becomes self-identifying, #158). The seam is unwired until Task 4 (transient #[allow(dead_code)], retired there); RED-first seam tests added. Verified: cargo test --workspace green (51 suites, 0 failures); cargo clippy --workspace --all-targets -D warnings clean. refs #165 |
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Brummel
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cdd2da6337 |
feat(0090): blueprint format forward-compat — Tier-1 tolerance pinned, two-tier discipline codified (closes #156)
The blueprint data format (C24) extends additively under one codified two-tier discipline: - Tier-1 (additive-optional): a new optional field/section is tolerated by an older reader (serde ignores unknown fields — no deny_unknown_fields), with no format_version bump; by C1 a new optional field defaults to prior behaviour, so an old blueprint reproduces the same graph. - Tier-2 (must-understand: a new node type, edge semantics, or structural-axis kind): bumps format_version, so an old reader refuses cleanly (LoadError::UnsupportedVersion / UnknownNodeType) rather than silently building a different graph. Most of #156 already shipped with #155 (cycle 0087): the envelope, omit-defaults canonical form, and both Tier-2 load-path refusals were present and green. This cycle pins the one previously-unproven property — Tier-1 forward-tolerance of an unknown optional field on the current loader — and codifies the discipline. Changes: - New characterization pin (in-crate, blueprint_serde.rs): unknown_optional_field_is_tolerated_byte_identically — an unknown optional key at doc and primitive level loads byte-identically and runs bit-identically. - Two public-seam E2E pins (blueprint_serde_e2e.rs, added by the E2E phase): unknown_envelope_field_tolerated_through_public_api and unknown_primitive_field_tolerated_through_public_api — split the two distinct tolerance surfaces (envelope vs primitive) across the World/cdylib crate boundary, where a deny_unknown_fields added to one would break forward-compat while leaving the in-crate test green. - LoadError::UnsupportedVersion doc reworded from the deferred "is #156" note to the settled two-tier discipline statement. - C24 ledger (docs/design/INDEX.md): Status codification sentence added; #156 dropped from Remaining (#158/#159 stay). Derived fork (recorded on #156): the per-section required-flag mechanism (PNG critical-vs-ancillary) is NOT built — the version envelope already gives the must-understand refusal at version granularity, no current Tier-2 section validates a finer scheme, and C1 holds either way. The pin is a characterization test (GREEN on first run) — it documents existing serde silent-ignore behaviour, no production code changed. Verified: cargo test -p aura-engine green (all targets, three new tests confirmed by name); cargo clippy --workspace --all-targets -- -D warnings clean. |
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Brummel
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f1ab81d1b8 |
feat(0089): construction diagnostics read by-identifier (closes #162)
The cycle-0088 fieldtest found three presentation defects on the construction
op-script surface, all where the surface dropped out of its by-identifier register.
Presentation only — every fault still fires identically (same exit code, same
op/finalize attribution); only the rendered cause changes.
- Item 1 (finalize by-identifier). The holistic finalize fault leaked the raw
index Debug form (`UnconnectedPort { node: 2, slot: 1 }`). `GraphSession::finish()`
now translates the three reachable index-carrying CompileErrors into new
by-identifier OpError variants (UnconnectedPort{node,slot} / RoleKindMismatch{role}
/ UnboundRootRole{role}) using the session's `ids`/`schemas` and the composite's
`input_roles()` — the holistic gate calls (validate_wiring,
check_param_namespace_injective, check_root_roles_bound) stay byte-for-byte
unchanged (C24: no second validator; only the `.map_err` closures changed).
`aura graph build` now prints `finalize: slot sub.rhs is unconnected`.
- Item 2 (bind mismatch prose). `format_op_error`'s BadParam arm matches the
BindOpError variants instead of `{:?}`: `op 1 (add): param fast.length expects I64
but got F64`, matching the connect mismatch register.
- Item 3 (discoverable bind form). `introspect --node` shows the typed-Scalar bind
form: `param length:I64 (bind {"I64": <v>})`.
Item 1 spans both crates atomically (adding OpError variants forces the exhaustive
format_op_error match; the finish() translation flips behavioural test pins in both
crates). Five test touches: the two in-file unit tests, the two E2E twins plan-recon
found that the spec's testing strategy under-enumerated
(construction_e2e.rs, tests/graph_construct.rs), and a new unbound-root-role test;
the implementer added RoleKindMismatch / Ambiguous/UnknownParam coverage too. The
CLI finalize test was tightened (orchestrator) to pin `sub.rhs` and the absence of a
raw `node:` index.
Spec boss-signed on a grounding-check PASS (docs/specs+plans/0089). Verified: full
workspace suite + clippy green; the three messages reproduce exactly against the
built binary on the fieldtest fixtures.
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Brummel
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27ac4dc537 |
feat(0088): §B construction op-script surface — GraphSession/Op/replay + introspection
Iteration-1 §B of the construction service (#157), on the §A shared predicates
(
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Brummel
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d5602ec5ad |
feat(0087): blueprint serialization & loader — close the graph-as-data loop
C24 first cut (#155): a blueprint — the param-generic, named graph-as-data a Rust builder produces — is now a first-class serializable data value with a canonical, versioned format, and the engine has the missing load path (data -> blueprint -> FlatGraph), not only the Rust-builder construction path. What ships: - `blueprint_to_json` / `blueprint_from_json` in a new `aura-engine` blueprint_serde module: a faithful serde DTO projection (the build closures dropped; re-derived on load), top-level `format_version` envelope, canonical compact JSON (struct field order, defaults omitted via skip_serializing_if). - A resolver seam: the loader is generic over an injected `Fn(&str) -> Option<PrimitiveBuilder>`; the concrete closed `match` over the aura-std vocabulary lives in aura-std (`std_vocabulary`), never in the engine (the engine stays domain-free: lib deps aura-core + aura-analysis only, never the node-vocabulary crate). This is C24's compiled-in closed-set referenced by type identity, NOT a dynamic/marketplace node registry (domain invariant 9). - serde derives on the serialized plain types (Edge, Target, OutField, Role, BoundParam, ScalarKind); BoundParam additionally re-exported from aura-core's root (an additive fix the plan's file list missed). Load-bearing scope decisions (derived, logged on #155): - Sinks are excluded from the serialized blueprint — a recording sink captures an mpsc::Sender (runtime identity, not param/topology, C19 value-empty); sink addressing is the C18-registry / #101 concern. The round-trip test attaches identical sinks post-load to both twins. - Construction-arg builders (LinComb(arity), CostSum(n), SimBroker(pip), Session(..)) are out of the round-trippable set: their structural args are a C20 structural-axis concern the param-generic format does not yet encode; an absent type_id fails the load cleanly (UnknownNodeType), never a silent wrong graph. #155's vocabulary is the 22 zero-arg aura-std builders. Additively extensible later (#156). Orchestrator hardening on review: the serializer now emits bound params in ascending original-slot order (mirroring the loader), so the canonical form is bind-order-independent — a precondition for content-addressing (#158). Identity today (every #155 node has <=1 param); holds by construction for future multi-param nodes. Acceptance (all green): a serialized blueprint runs bit-identical (C1) to its Rust-built twin; serializer/loader are inverse (canonical idempotence, incl. a recursive nested composite); unknown-type and unsupported-version fail named, never panicking. cargo test --workspace 748 passed; clippy --all-targets -D warnings clean. closes #155 |
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7f3756a395 |
feat(0082): cost-graph composition — VolSlippageCost + CostSum net-R aggregate
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 |
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3fe4684190 |
feat(0081): cost-model graph cycle 1 — ConstantCost node + net-R seam
Lands the first cycle of the "Cost-model graph (in R)" milestone: cost is
now a composable in-graph node, not a post-run scalar (C10).
- ConstantCost (aura-std): a flat round-trip cost per trade, emitted in R
as a 3-field record {cost_in_r, cum_cost_in_r, open_cost_in_r} isomorphic
to PositionManagement's R-triple. R-pure: cost_in_r = cost_per_trade /
|entry-stop|; notional cancels, no equity held.
- summarize_r folds the cost stream into net_expectancy_r, replacing its
scalar round_trip_cost (one home for cost, no double-count). Positional
co-temporal join; an empty stream is the gross-R baseline.
- net_r_equity tap (stage1_r_graph): LinComb(4) over [cum_realized_r,
unrealized_r, -cum_cost_in_r, -open_cost_in_r] -> Recorder, a sibling of
r_equity; --cost-per-trade on the run path wires the node + tap + fold.
- A no-cost run is byte-identical: no net_r_equity tap, net == gross, the
C18 golden unchanged.
Tests: exact-subsumption (the node-stream net == mean(r_i - cost_i) over
ALL trades incl. the window-end open one), the in-graph net_r_equity tap +
net < gross E2E, the no-cost golden held. Full suite green; clippy clean.
Implement-time decisions ratified (recorded on #148): the cost stream is
recorded 3-wide (the node's full output; summarize_r reads col 0/2, col 1
feeds the in-graph net curve) — resolving a 2-wide/3-wide inconsistency in
the plan's Step 3; Trade drops its `latched` field (cost now arrives in R),
so r_col ENTRY_PRICE/STOP_PRICE become #[allow(dead_code)] layout contract.
Scoped to the run path (non-reduce); sweep/walkforward/mc pass None — cost
on the reduce-mode sweep path and OOS-pooling cost are a deferred follow-up.
Known pre-existing concern (not this cycle): aura-std lib.rs module doc
still names "realistic broker profiles", retired by the C10 rework.
refs #148
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0a06afed29 |
feat(0078): cross-instrument generalization as a validation step
Last piece of the Inferential-validation milestone (#146): a new `aura generalize` subcommand grades how consistently a single candidate holds across a set of instruments — the across-instrument axis of the same anti-false-discovery concern as trials-deflation (#144, within one family) and plateau-over-peak (#145, within one instrument's surface). Aggregator/validator, not a third selector (user-ratified): it runs a brought candidate (a single-cell stage1-r grid — --fast/--slow/--stop- length/--stop-k pinned to single values) across an instrument list (--real SYM1,SYM2,...), 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 account/instrument-agnostic unit); the worst-case min is the cross- instrument sibling of PlateauMode::Worst and satisfies the non- domination constraint by construction (a strong instrument cannot lift a min). Rejected: a cross-instrument t-stat mean/std*sqrt(M), which reintroduces the pooled mean the milestone warns against. - RunManifest gains a first-class `instrument` lineage field (serde- widened, C14/C18 — legacy lines load as None, existing manifest bytes unchanged); the compat read-mirror threads it in lockstep. - FamilyKind::CrossInstrument (C12 comparison axis); the M per-instrument runs persist as a CrossInstrument family, each member self-identifying via its stamped instrument. The aggregate is recomputable from the members (McAggregate precedent), printed live. - The generalization reduction lives registry-side beside optimize_ deflated/optimize_plateau (C9), reusing resolve_metric/metric_value/ is_r_metric; check_r_metric is the data-free pre-check the CLI runs before evaluating any instrument. - Additive: existing sweep/walkforward/mc/standalone paths stay byte- identical (C23 — instrument omitted when None via skip_serializing_if). Verified by the orchestrator: cargo test --workspace green (0 failed — the new generalization_*, check_r_metric, parse_generalize_*, and the gated cross-instrument E2E all pass; the E2E ran the real GER40/USDJPY path on this host, exit 0); cargo clippy --workspace --all-targets -D warnings clean. closes #146 |
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a2959050a4 |
feat(0076): deflate the sweep winner's metric for the number of trials
Adds optimize_deflated beside optimize in aura-registry: the in-sample walk-forward selection now records, on each OOS winner's manifest, how much the winner's metric is inflated by the size of the search it won — a deflated score and (R arm) an overfit probability — without changing which member wins (additive, C23; a regression test pins optimize_deflated's winner == optimize's). - R arm (sqn_normalized/expectancy_r/...): a centred moving-block reality-check. Each member's per-trade R series is mean-subtracted to impose the no-edge null, resampled via the r_bootstrap kernel (extracted to a shared resample_block, byte-identical), and the best-of-K null-max gives overfit_probability = (count(null >= raw)+1)/(n+1) and deflated_score = raw - p95(null). Deterministic given the seed (C1). - total_pips arm: a closed-form expected-max-of-K dispersion floor (inv_norm_cdf + expected_max_of_normals), no probability. The record (FamilySelection on RunManifest) rides the proven serde(default, skip_serializing_if) widening + a compat.rs mirror, so legacy runs.jsonl/families.jsonl lines load unchanged and unstamped sweep/mc/standalone manifests stay byte-identical (C14/C18). The SelectionMode enum reserves a Plateau slot for #145. CLI: walk-forward stamps both arms; runs family <id> rank surfaces a human-readable deflated/overfit line. Quality review (re-dispatched after the implement-loop's quality gate exhausted) caught a real defect: on the R arm with positive resamples but no member carrying trade_rs (a family loaded from disk — trade_rs is serde-skipped), the null was all-NEG_INFINITY, turning deflated_score into +inf. Fixed by collapsing "no usable null" (zero resamples OR no trade_rs) into one degenerate floor (deflated == raw, overfit == 1.0); pinned by optimize_deflated_no_trade_rs_floors_instead_of_infinity. Verified: cargo test --workspace and cargo clippy --workspace --all-targets -D warnings both green. Frictionless Stage-1 R; n_eff advisory and reload-time recompute deferred (spec 0076 Out of scope). closes #144 |
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f0949578a3 |
test(0072): mean-reversion signal-composition e2e (characterization pin)
Hand-wired EWMA Bollinger-band fade subgraph (price -> Ema mean + dev -> Mul square -> Ema var -> Sqrt sigma -> LinComb k-band -> Add/Sub bands -> Gt/Gt -> Latch/Latch -> Sub bias). Pins the fade direction (above mean+k*sigma -> short, below -> long), the latch hold, and flat-series -> no fade. Green on arrival (composes only existing aura-std nodes; no new node), so it is a characterization pin rather than a RED->GREEN unit. refs #137 |
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d845c509d3 |
feat(0071): stage1 breakout candidate — Donchian channel signal (#137)
A second Stage-1 R strategy candidate for the edge-research milestone, a structurally
different trend mechanic than the refuted SMA-momentum: a Donchian channel breakout.
Swaps only the signal leg of the stage1-r graph —
close -> Delay(1) -> {RollingMax,RollingMin}(N) -> {Gt,Gt} -> {Latch,Latch} ->
Sub = bias in {-1,0,+1} — keeping the vol-stop R definition unchanged, so it screens
under the identical R yardstick (clean A/B vs momentum).
- aura-std: new RollingMax / RollingMin nodes (sliding-window extremum via a monotonic
deque, O(1) amortized; mirror the Sma/Delay ring-buffer shape, warm-up skip-emit,
C7/C8). The +/-1 direction latch composes from two existing Latch nodes + Sub (no new
latch type).
- aura-cli: stage1_breakout_graph + a manual-grid stage1_breakout_sweep_family
(fully-bound graph per point, sidestepping parameter-ganging since one channel length
drives both rolling nodes); --strategy stage1-breakout + --channel grid flag; usage
strings updated.
- Causality (C2): one Delay(1) on close feeds both rolling nodes, so each channel covers
close[t-N..t-1] — the current bar is excluded. Pinned by a contrastive e2e test (a
strictly rising series up-breaks every warmed bar; a window including the current bar
never could) plus a +/-1-latch-hold test.
All existing goldens byte-identical (stage1-r/sma/momentum untouched); folded-no-trace
== raw-trace metrics; workspace tests + clippy green.
refs #137
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cfe7bad0ff |
feat(0070): streaming sink reductions — finalize hook + folding sinks (#138)
M3 machinery for BLOCKER #138: sink reductions can now fold online instead of buffering every per-cycle row to an unbounded channel. - aura-core: additive `Node::finalize` end-of-stream hook (default no-op) + `SeriesFold` online accumulator (last / max_drawdown / sign_flips). - aura-engine: `Harness::run` calls `finalize` once per node in topo order after the source loop; `summarize` refactored to drive `SeriesFold` (byte-identical), the now-dead `sign0` removed. - aura-std: `GatedRecorder` (emits only gated rows + the final row on finalize) and `SeriesReducer` (folds one f64 series, emits one summary row on finalize), both emitting the `Recorder` channel type — no aura-engine dependency. - Integration tests: folded reductions are byte-for-byte equal to the raw-recorder path; the R-reduction's peak memory is O(trades), independent of cycle count. Ratified two off-plan fixes the implementer made in the tests (both plan defects, not code defects): the GatedRecorder correctly flushes the final non-gated row on finalize, so the retained count is K_TRADES + 1; and the heterogeneous PM record needs kind-correct zero scalars (a blanket f64 zero is rejected by the kind-typed AnyColumn::push). Wiring these reducers into the stage1-r sweep (the actual O(cycles)->O(trades) win) follows next. refs #138 |
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7aaa3e5d5c |
feat(0068): position-event derive — book first-difference table (#115)
Add `derive_position_events(record, instrument_id) -> Vec<PositionEvent>` to aura-engine (report.rs), the broker-independent Stage-2 audit layer of C10: the first difference of the executed book derived from a PositionManagement dense record. A pure post-run reduction, sibling of summarize_r — same positional, type-erased Scalar read of the 14-column record, no in-graph node (the hot path stays domain-free, C14). 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 (the table records actual executed events — unlike summarize_r, which force-closes for the R metric). instrument_id is a caller-supplied scalar (aura-engine depends only on aura-core; it cannot import InstrumentSpec). Two r_col indices added (DIRECTION=4, SIZE=10), the lockstep guard in stage1_r_e2e.rs extended to name-pin `direction`, and an agreement E2E folds both summarize_r and derive_position_events over one recorded ledger (one Close per closed round-trip; every open closed-or-open-at-end; referential integrity). Scope: the derive only. Fixed-fractional / currency / equity-feedback sizing is #116 (it owns the equity->Sizer z^-1 register per C10) — deferring it here avoids a circular dependency. Supersedes the rolled-back 0064 exposure-integral derive (abandoned per #117): this derives from the executed book, never exposure deltas. Verified by the orchestrator: cargo build + clippy --all-targets -D warnings clean; full workspace suite 0 failed; aura-engine lib 214 pass (incl. the 6 derive_* unit tests); stage1_r_e2e 11 pass (incl. the new E2E + extended guard). Fork decisions recorded on #115. closes #115 |
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89d967a940 |
feat(0067): SQN100 metric + stage1-r sweep --trace
Two additive follow-ups to the cycle-0065/0066 R-sweep surface. Part A (#130) — n-normalized SQN (SQN100): RMetrics gains sqn_normalized = (mean_R/stdev_R)·√(min(n,100)), a turnover-robust ranking objective comparable across sweep members with different trade counts. The raw sqn is kept byte-identical (computed sqrt(n)*mean/sd, NOT via a factored shared ratio, so the existing metric does not drift even by 1 ULP). The field carries #[serde(default)] for C18 back-compat (a pre-0067 r: block deserialises with sqn_normalized = 0.0). The registry learns Metric::SqnNormalized (opt-in; the default ranker and raw sqn are unchanged), so `runs family rank sqn_normalized` works. The 0066 single-run golden is re-baselined (the r: block gains the field; for n=3 ≤ 100 the cap is inactive so sqn_normalized == sqn). Part B (#135) — wire --trace for the stage1-r sweep: stage1_r_sweep_family now honours --trace, 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 run_sweep refusal guard is dropped. --trace is now symmetric across all three sweep strategies and a swept member is chartable (chart <n>/<member> --tap r_equity). Tests: SQN100 cap / below-cap / empty + serde back-compat (engine); rank-by sqn_normalized + unknown-metric message (registry); an E2E guard that both SQN values fold from recorded records and agree below the cap (the cross-crate column seam); inverted stage1-r --trace persistence + a CLI rank-by- sqn_normalized integration. Full workspace suite green (527 passed, 0 failed); clippy --all-targets -D warnings clean. Derived fork decisions logged on #130 and #135 (cap = fixed const 100; opt-in metric, default ranker unchanged; serde(default); Part B mirrors momentum_sweep_family + reuses persist_traces_r). closes #130 closes #135 |
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1a6eafa056 |
refactor(composites): extract Stage-1 composite-builders into their own crate
Dissolve the aura-engine -> aura-std dependency by moving the vol_stop /
risk_executor composite-builders out of aura-engine into a new aura-composites
crate. This restores the engine's domain-free layering, which the
composites-in-engine placement (cycle 0065) had inverted.
Why: the engine routes type-erased Scalar records and never names a concrete
node -- summarize_r reads the PositionManagement record positionally, by column
index, without linking aura-std (which is exactly why aura-std was a dev-only
dependency before 0065). Parking the node-naming composite-builders inside
aura-engine forced the engine's production code to reference the node library
for the first time (aura-engine -> aura-std), an upside-down layering: the
engine is the foundation the node library builds upon, not the reverse.
The clean home is a dedicated crate that depends on BOTH the engine's
GraphBuilder and the std nodes, leaving each lower crate untouched:
aura-composites -> { aura-engine, aura-std } -> aura-core (acyclic)
aura-engine -> aura-core only (domain-free again)
aura-std -> aura-core only (lean node library)
aura-std reverts to a [dev-dependency] of aura-engine (the engine's own E2E
tests -- stage1_r_e2e, random_sweep_e2e, ger40_breakout -- still drive real
std nodes through a bootstrapped Harness; that test-only edge creates no cycle).
Moved with history (git mv):
- crates/aura-engine/src/composites.rs -> crates/aura-composites/src/lib.rs
- crates/aura-engine/tests/risk_executor.rs -> crates/aura-composites/tests/
- crates/aura-engine/tests/vol_stop_composite.rs -> crates/aura-composites/tests/
Consumers rewired: aura-cli imports risk_executor / StopRule from aura_composites;
the moved tests import the builders from the crate under test. The intra-doc link
to RollMode and the module rationale doc are updated for the new home.
Behaviour-preserving: workspace build clean; clippy --all-targets -D warnings
clean; full suite 513 passed / 0 failed, identical to baseline (the two moved
test files run unchanged under aura-composites); cargo doc --no-deps clean (no
broken intra-doc links).
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c6c1d3bb10 |
feat(stage1-r): rename the exposure_sign_flips metric to bias_sign_flips (#126)
Complete the typed-field half of the exposure->bias rename - the one the cycle-0065
close audit flagged as aging worst (a serde-stable on-disk key).
- RunMetrics.exposure_sign_flips -> bias_sign_flips with
#[serde(alias = "exposure_sign_flips")], so legacy runs.jsonl still deserialises
(pinned by the legacy-read tests, which keep the old key); new output serialises
bias_sign_flips (the byte-pin tests updated to the new key).
- The registry rank metric: Metric::ExposureSignFlips -> BiasSignFlips, the rank
string accepts BOTH "bias_sign_flips" and "exposure_sign_flips" (CLI back-compat),
the error/listing updated; the rank tests exercise both names.
- The MC aggregate field renamed too (McAggregate is hand-rendered to JSON, not
serde-derived - no alias needed).
Scope held to the typed metric. The strategy-output PARAM NAMESPACE - the
.named("exposure") Bias instance, its exposure.scale knob path (Composite::param_space
derives the knob from the node name), and the exposure_scale manifest label - is a
coherent ~30-site, sweep-pinned surface (the implement loop correctly flagged renaming
the knob as an unscoped expansion touching walkforward + the cli_run byte-pins). Kept
uniformly as "exposure" and deferred to a follow-on so the cluster renames as one
consistent unit. SimBroker's pre-reframe exposure concept and the on-disk "exposure"
tap label stay by the #117 fork decision.
cargo test --workspace green; clippy --workspace --all-targets -D warnings clean; a
live `aura run --harness stage1-r` emits "bias_sign_flips".
closes #126
refs #117
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a6fc48daa7 |
feat(stage1-r): operate the R layer from the CLI (iter 3)
`aura run --harness stage1-r [--real <SYM>] [--trace <n>]` now runs a Stage-1 R
backtest and prints its signal-quality metrics (the R block) in the RunReport
JSON - one shell call, the research loop's primary verb, ergonomic for Claude
to drive.
What shipped:
- vol_stop + risk_executor promoted from test fixtures to public aura-engine
composite-builders, with a StopRule{Fixed,Vol} axis (C11). aura-std becomes a
normal dependency of aura-engine (the composites are the engine's convenience
layer over the standard nodes - the sibling tier of summarize_r; the graph
stays acyclic: aura-engine -> aura-std -> aura-core). Both fixtures call the
public fns; a Vol-backed RED test pins the new match arm.
- stage1_r_blueprint fans one bias into BOTH a SimBroker (pip) and the
RiskExecutor (R), so one report carries both yardsticks honestly. run_stage1_r
folds summarize (pip) + summarize_r (R, round_trip_cost 0.0 - Stage-1 is
frictionless signal quality) and sets RunMetrics.r = Some(..). An r_equity tap
(cum_realized_r + unrealized_r via LinComb) persists through a separate 3-tap
persist_traces_r and renders via the existing `aura chart --tap r_equity`.
- `aura run --harness <sma|macd|stage1-r>`: a parse_run_args tokenizer replaces
the five `run` literal-slice arms so --harness/--real/--from/--to/--trace
compose in any order; --macd kept as a back-compat alias; --harness sma the
default. A compile-time match over Rust-authored built-ins - not a runtime node
registry, not a DSL (C9/C17): the CLI runs an authored harness, it does not
wire one.
Back-compat: --harness sma/macd leave RunMetrics.r = None, so skip_serializing_if
keeps pip-only and legacy runs.jsonl JSON byte-unchanged; the plain-run tap list
stays ["equity","exposure"].
Refactor beyond the plan (verified behavior-equivalent): the old standalone
parse_real_args was orphaned by the new tokenizer, so it and its now-redundant
unit test were removed and run's --real parsing inlined into parse_run_args. The
--real strictness (empty-symbol, non-i64 ms, repeated-flag, window-requires-real
-> exit 2) is preserved and now pinned by
parse_run_args_rejects_malformed_real_and_repeated_flags (added to restore the
deleted coverage). All five run_real integration tests stay green.
Verification: cargo build/test --workspace green (every crate, 0 failed); clippy
--workspace --all-targets -D warnings clean. The full diff was adversarially
reviewed (run-arg refactor equivalence against the removed function, harness
wiring, C1/C2/C9/C17, the serde back-compat pin) - verdict SOUND; the one flagged
coverage gap is closed here.
Follow-on (noted, not done): the stage1-r manifest reuses the
"sim-optimal(pip_size=...)" broker label; a dedicated "risk-executor" label would
read more honestly for a dual-tap harness that runs a RiskExecutor branch.
closes #129
refs #117 #128
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92591e5dc0 |
refactor(stage1-r): name the conviction column conviction_at_entry
Rename the dense PositionManagement record's column 9 from `bias_at_entry_abs` to `conviction_at_entry` (FIELD_NAMES, the `r_col`/test index constants, the cross-crate layout guard, and the doc comments). Why: the column holds |bias| at entry, which C10 defines AS conviction (bias = direction + conviction magnitude; ledger INDEX.md ~458). The record already names the other half of that decomposition by its domain concept (`direction` = sign, not `bias_sign`), so naming the magnitude half mechanically (`bias_at_entry_abs`) was an inconsistency; `conviction_at_entry` speaks the ledger's ubiquitous language and parallels `direction`, while `_at_entry` preserves the frozen-snapshot precision. Considered and rejected: collapsing `(direction, bias_at_entry_abs)` into one signed `bias_at_entry` and dropping `direction` as redundant — it is not redundant. On a reversal row col 4 (`direction`) tracks the reopened leg while col 9 tracks the closed trade's entry conviction, so the two describe different trades and cannot be losslessly merged; they are also distinct semantic axes (current-position direction vs per-trade entry conviction). Scope: domain name at the data boundary, mechanical name internally — the internal `bias.abs()` variables (`Open.bias_abs`, the fold's `Trade.bias_abs`) keep their computation-faithful names, exactly the raw-internal / domain-external split the record uses elsewhere. Behaviour-preserving: cargo build --workspace clean; cargo test --workspace 500 passed, 0 failed (unchanged); clippy --all-targets -D warnings clean. The layout guard (`r_col_indices_match_producer_field_layout`) confirms the renamed string. refs #117 |
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b4e84335c4 |
feat(stage1-r): Sizer + RiskExecutor + R-metric enrichment (iter 2)
Iteration 2 of cycle 0065 (Stage-1 R signal quality) — the node + metric layer. Builds on iter-1's PositionManagement dense R-record + core summarize_r. What ships: - PositionManagement gains a 4th `size` input (slot 3 -> col 10), fed by the Sizer. R is computed size-INVARIANTLY (pure stop-distance ratio), so size never touches realized_r — pinned by a RED test (scaling size leaves every realized_r unchanged) at the node and again end-to-end through the executor. - Sizer (aura-std): `size = risk_budget / stop_distance` — flat-1R (risk_budget 1.0 => one risk unit per trade, size inversely proportional to the stop, not a constant). Reads bias (firing/presence) + stop_distance; the Stage-2 fixed-fractional sizer slots in unchanged (swap risk_budget for risk_fraction*equity, same node shape). - summarize_r enrichment: SQN (sqrt(n)*mean_R/sample-stdev_R; n<2 or zero-variance -> 0), conviction_terciles_r (E[R] by |bias_at_entry| tercile), net_expectancy_r (gross minus one round-trip cost per trade, charged in R via the latched_dist recovered from the entry_price/stop_price columns). summarize_r gains a `round_trip_cost` param (price units). The net-of-cost recovery is tested through the real producer->consumer seam, not just hand-built rows. - RunMetrics.r: Option<RMetrics> with #[serde(default, skip_serializing_if = "Option::is_none")] — legacy runs.jsonl (no `r` key) deserialise to None and a pip-only run's on-disk shape stays byte-unchanged (C14/C18 back-compat). Every RunMetrics literal threaded (report.rs, aura-registry, aura-engine/mc). - RiskExecutor (aura-engine integration-test fixture, sibling of vol_stop_composite): FixedStop -> Sizer -> PositionManagement behind open bias+price input roles, price fanned to both the stop and PM, the Sizer's size into PM. Bias is produced in-graph from the single price source (a second bias *source* would k-way-merge into separate cycles and mark stale prices). The Veto is a DOCUMENTED SEAM, not a runtime node (a pass-through identity is what C19/C23 DCE deletes). Tests: the composite bootstraps + runs + folds to the documented hand value; R invariant under risk_budget while the size column scales; a live-folded RMetrics survives the RunMetrics serde round-trip. The dense-record size column (10) is brought under the cross-crate layout guard (stage1_r_e2e r_col_indices_match_producer_field_layout) so the executor fixture's size-invariance read is drift-protected like the others. Scope: the CLI/recording surface (#129) is sub-split into a separate iteration 3 and is NOT in this commit. Verified: cargo build --workspace clean; cargo test --workspace 500 passed, 0 failed; cargo clippy --workspace --all-targets -D warnings clean. refs #117 #127 #128 #129 |
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0998f9aabf |
refactor(stage1-r): the vol stop is a composition, not a fused node
Applies the principle the user named: a node is a primitive only if it is NOT DAG-expressible from other primitives; a function that needs a missing primitive gets the primitive added, not fused away. - Remove the fused VolStop node (it was pure feed-forward arithmetic). - The volatility stop is now a composition of primitives, vol_stop(length, k): k * Sqrt(Ema(Mul(d,d), length)), d = Sub(price, Delay(price,1)) -- a rolling EWMA standard deviation. Built with GraphBuilder; proven end-to-end (bootstraps + runs + emits k*sigma) in tests/vol_stop_composite.rs. - Migrate the one VolStop caller (stage1_r_e2e.rs) off it: the R-is-stop-defined test now contrasts a tight vs a wide FixedStop (two constant distances still fold to different R, the property under test). Uses the Mul + Sqrt primitives added in the prior commit. FixedStop stays the only stop-rule primitive (a triggered constant). Full suite + clippy green. refs #117 #119 |
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2c43296c2c |
feat(stage1-r): bias rename + stop-rule + position-management + summarize_r (iter 1)
Iteration 1 of the Stage-1 "R-based signal quality" cycle (spec 0065): a strategy's signal quality, measured in R on its unsized bias stream, feed-forward. New discrete-trade machinery, NOT a SimBroker extension. What lands: - exposure -> bias (refs #126): the Exposure node/type/file/output-field renamed to Bias (computation unchanged: clamp(signal/scale,-1,+1); the SEMANTICS change — the output is the unsized strategy bias, sizing leaves the strategy). Scoped to the semantic core; behaviour-preserving cosmetics are deferred (see below). - stop-rule nodes (refs #119): VolStop = k*EMA(|price - prev_price|) (one fused node; the volatility that defines 1R, close-to-close — true-range ATR deferred, needs OHLC) + FixedStop (constant, the test fixture / fixed-vs-vol structural-axis sibling). - PositionManagement (refs #127): the stateful heart. Latches the entry-cycle stop distance as the FROZEN R-denominator (never re-read), marks/exits no-look-ahead like SimBroker (a position earns from the next cycle; an exit realises against the cycle's close), and emits ONE dense per-cycle R-record (C8). Stop-outs are NOT capped at -1R (a gap through the stop realises R < -1 — the honest loss tail); R is computed size-invariantly (size = (exit-entry)*dir / latched_dist cancels). The trade ledger is the rows where closed_this_cycle; the R-equity is cum_realized + unrealized; a position open at window end is the last row (open=true) — explicit, never silent MtM. - summarize_r + RMetrics (refs #129): the post-run fold (NOT an in-graph node — recorders drain post-run). E[R], win-rate, profit-factor, avg win/loss R, by-trade max R-drawdown, n_open_at_end (window-end force-close). SQN / conviction terciles / net-of-cost / RunMetrics.r are iteration 2. Design adversarially hardened before implementation (12-juror refute panel; decisions on #117). Ratified implementer deviations from the plan snippet, verified by hand: - col-4 `direction` tracks the OPEN position at cycle end (window-end synthesis; names the reopened leg on a reversal), falling back to the closed trade's dir only when flat. summarize_r does not read col 4; the R-metrics are unaffected. - .named("exposure") kept on the 4 previously-unnamed Bias nodes so the auto-derived param-path stays exposure.scale (no manifest/dir-name drift) — the unnamed nodes would otherwise flip to bias.scale. - intra-doc links [`Exposure`] -> [`Bias`] in sim_broker/latch + the sample-model test pin (cosmetic, behaviour-neutral; broken intra-doc links fail cargo doc). - the E2E drives a full bootstrapped Harness (stronger than the plan's direct-node drive — exercises the real cross-crate producer->consumer seam). Deferred (behaviour-preserving, separate cosmetic pass — NOT this iteration): RunMetrics.exposure_sign_flips / Metric::ExposureSignFlips, SimBroker/LongOnly "exposure" input ports, the "exposure" tap/trace names, and the .named("exposure") instance labels. Iteration 2: the Sizer seam, the RiskExecutor composite (+ the Veto documented-seam), summarize_r enrichment, RunMetrics.r, and the CLI/recording surface. Verification (orchestrator-run, not agent-claimed): - cargo build --workspace: clean. - cargo test --workspace: all green, 0 failed (incl. the new bias/stop_rule/ position_management unit tests, the summarize_r arithmetic tests, and the stage1_r_e2e capstone + layout guard). - cargo clippy --workspace --all-targets -- -D warnings: clean (exit 0). - Keystone RED tests pass: no_lookahead_bias_exit_realises_the_held_move, stop_out_is_not_capped_at_minus_one_r, no_gap_stop_is_exactly_minus_one_r, reversal_closes_one_leg_and_reopens, open_at_window_end_is_carried_on_the_last_row. refs #117 #119 #126 #127 #129 |
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b91c89f964 |
feat(broker-foundation): InstrumentSpec deploy metadata + PositionEvent schema
The realistic-broker milestone's (C10 A-side) two foundation value types — no broker, no derivation yet, fully tested. #113 — InstrumentSpec gains six deploy-grade fields (instrument_id, contract_size, pip_value_per_lot, min_lot, lot_step, quote_currency) and the vetted table is populated for GER40/FRA40/EURUSD/GBPUSD/USDCAD. The struct stays Copy (quote_currency is &'static str); the _ => None refuse-don't-guess arm is the permanent floor. This is the milestone's permanent authored floor (recorded-metadata tier is forward work, #124). #114 — PositionAction { Buy, Sell, Close } (closed enum, serde-encoded as a bare i64 0/1/2 via From/TryFrom) + PositionEvent in aura-engine beside RunMetrics, faithful to the C10 column spec: event_ts, action, position_id, instrument_id, unsigned volume; no open_ts; direction is the action (no signed-volume trick). Re-exported from the crate root. Derived fork decisions (recorded on #113): quote_currency &'static str; action as ordinal i64; stable instrument_id + overridable vetted values. Verified by the orchestrator: cargo test --workspace = 458 passed / 0 failed; clippy --all-targets -D warnings clean. An adversarial 4-lens review (ledger faithfulness, downstream soundness, serde/wire robustness, test honesty) returned 3 SOUND + 1 CONCERN: quote_currency &'static str cannot hold a runtime-sourced currency at the #124 resolver — not a blocker (#115/#116 read only the authored floor), logged on #124 as a deliberate deferred design choice. The implementer's deviation from the plan snippet (vec![..] -> [..]) avoids clippy::useless_vec; semantics identical. Two tester-authored consumer-boundary E2E tests added beyond the inline units: instrument_spec_deploy_metadata.rs (public resolution seam) and position_event_table.rs (persisted bare-int wire shape + reversal table). closes #113 #114 |
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d858caf67b |
chore: scrub dangling references to deleted specs/plans from sources
docs/specs and docs/plans were retired (prior commit); the source/test
comments that cited them ("spec 0050 §4.1", "spec §Testing N", "per spec",
"the spec's ...") now point at nothing. Strip every such pointer while
preserving the technical substance, the design-ledger contract refs
(C1/C11/C20/C34/C12.1/...), and the Gitea issue refs (#41).
Comment/doc edits only across 20 files — no logic change; full workspace
suite green, clippy clean.
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4187f3bbc1 |
test(aura-engine): GER40 session-breakout e2e — the milestone capstone
Hand-wires all seven new aura-std nodes (Resample, Delay, Gt, Session, EqConst x2, And, Latch) + SimBroker into a raw-index FlatGraph over one synthetic Frankfurt session, pinning the whole vocabulary composed end-to-end: - held = [0,0,1,1,0] over the 5 bar emissions: flat, latched bar3-close (the strict breakout landing on session bar 3) through bar4, exit at bar5-close; - equity = [0,0,0,3,8] pips (SimBroker lagged-exposure integration, pip=1.0); - a no-entry control (bar3 close == bar2 high) pins the strict-> semantic; - two disjoint runs byte-identical (C1). Both spec traps exercised (bar6 rollover closes bar5; bars 1-2 warm Delay[1]). Phase-1 C9 deliverable; build-step 8 (capstone) of milestone 'Strategy node vocabulary I'. closes #91 |
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e17d78f24f |
feat(aura-engine): random param-sweep — RandomSpace + a Space trait + typed ParamRange
Ship the random half of the C12.1 param-sweep axis (grid landed in 0028).
A new `Space` trait (`points`/`param_specs`) generalizes `sweep`/`sweep_with_threads`
from `&GridSpace` to `&S: Space`; `GridSpace`'s trait impl forwards to its existing
inherent methods, so the grid path is behaviour-preserving (C1, every pre-existing
grid sweep test stays green). `RandomSpace` is the second `Space` producer: N seeded
uniform points over per-slot typed `ParamRange { lo, hi }` ranges (I64 inclusive
[lo,hi], F64 half-open [lo,hi)), validated in `new` against the param-space — a
non-numeric slot, a range-kind mismatch, and an empty range are the three new typed
`SweepError` variants, all caught before any run. Sampling reuses the existing
bit-stable `SplitMix64` (promoted to `pub(crate)`) as a code-path-disjoint instance
from the data-edge seed RNG — the #52/#71 World-II source-seam firewall: they share
only the `u64` type, never a path. The sweep-layer signature stays param-only
(`Fn(&[Cell]) -> RunReport`); no `Source`/stream type enters it.
Deviation from the spec's verbatim sampler, accepted as a correctness hardening:
the I64 draw guards the full-width span ([i64::MIN, i64::MAX] computes a span of
2^64 that wraps a u64 to 0) and uses `lo.wrapping_add(draw as i64)` instead of a
plain `+`. This avoids both the `% 0` divide-by-zero at the full domain and the
signed-overflow panic the literal form hits on wide ranges in debug builds, while
preserving uniform-over-[lo,hi] draws and determinism (an extra RED test,
random_points_full_range_i64_does_not_panic, pins it). Modulo bias for spans not
dividing 2^64 remains the spec's documented, accepted simplification (param search
needs no cryptographic uniformity).
Includes a public-API E2E suite (tests/random_sweep_e2e.rs) exercising the feature
exactly as a downstream researcher would — reproducibility at the report boundary,
seed-sensitivity, in-range draws, the typed NonNumericRange gate, a well-formed
empty (count==0) family, and Grid/Random interchangeability through `Space`.
Verified: cargo test --workspace green (incl. 17 new engine tests + 6 E2E);
cargo clippy --workspace --all-targets -- -D warnings clean.
closes #52
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