23e4cdae140348612ee0dfeeea75427cf792c556
11 Commits
| Author | SHA1 | Message | Date | |
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 Brummel
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3b49074156 |
feat(aura-std): signal-quality loop — Exposure node + sim-optimal broker
Realizes the C10 reframe (cycle 0007): the strategy DAG's output is an
intent/exposure stream, and a sim-optimal broker integrates it into a synthetic
pip-equity curve that measures SIGNAL QUALITY — the project's first trading
result, and its primary research loop.
Two new aura-std nodes (plain structs; the engine stays domain-free):
- Exposure { scale }: the decision/sizing node — clamp(signal/scale, -1, +1),
one f64 exposure per fired cycle, None until warmed up. Sizing/risk live in
`scale`.
- SimBroker { pip_size }: class (a) of C10 — consumes exposure (slot 0) + price
(slot 1), integrates the return earned by the exposure HELD INTO each cycle
(prev_exposure, decided at t-1) so it is causal / look-ahead-free (C2), and
emits cumulative pips. pip_size is held reference metadata (C7/C15), never
streamed.
End-to-end proof in the aura-engine harness test module (it dev-depends on
aura-std): a SMA(2)-SMA(4) cross -> Exposure -> SimBroker -> Recorder sink wires
a full signal-quality backtest; the recorded equity matches a hand-computed pip
curve ([0,0,0,0, 0.035]) and is bit-identical across two runs (C1). The engine
itself is unchanged — pure node authoring on the frozen substrate.
Verified: cargo test --workspace green (20 core + 30 engine + 9 std; 8 new);
clippy --all-targets -D warnings clean; engine/core surface-purity grep (no
dyn Any/Rc/RefCell) clean.
Note: the plan inlined `Window::first()`, which aura-core's Window does not
expose; the shipped code uses the semantically identical `Window::get(0)`
(newest value, or 0.0 when the exposure leg is cold).
closes #4
closes #5
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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Brummel
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e5d80959e0 |
test: M×N×K stress matrix — node fan-out, deep chains, wide layers
The milestone's green end-to-end gate (#3): prove the closed bootstrap + run substrate carries arbitrary node-level fan-out / fan-in / depth / width DAGs deterministically (C1) and computes every recorded stream correctly. Closes the two coverage holes the engine tests left open after cycle 0006 — node fan-out (one PRODUCING node read by several consumers; prior coverage was source fan-out only) and deep-chain / wide-layer topologies. Six tests appended to harness.rs's test module, composing the existing Sma / Sub / Recorder / BarrierSum fixtures (no new fixtures, no aura-std surface — C9): - node_fan_out_identical_taps_record_identical_streams - node_fan_out_divergent_consumers_each_compute_their_own - node_fan_out_under_mixed_firing_each_consumer_records_per_policy - deep_transform_chain_propagates_end_to_end - wide_parallel_layer_multi_sink_records_each_stream - milestone_end_to_end_mixed_dag_records_every_stream_deterministically Each asserts exact (Timestamp, Vec<Scalar>) recorded values (hand-computed from the SMA/Sub + firing/warm-up semantics) AND determinism via a second fresh-harness drain proving bit-identical streams. 28 engine tests green (22 + 6), clippy -D warnings clean. No engine misbehaviour surfaced. closes #3 |
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Brummel
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1100a60c76 |
feat: recording is a node role, not a type (multi-sink substrate)
Replace the engine's single observe: usize recording affordance with recording-by-node, so one run records many streams. A recording node reads its typed input windows + ctx.now() in eval and pushes the record to a destination it holds as a field (a channel, a chart handle) — an out-of-graph side effect. There is no Sink type, trait, or engine flag: a pure-consumer node returns None, and a node may record AND return a forwarded output in the same eval (the C8 "both" case). In-graph routing stays engine-owned data (the edge table); the escape out of the graph is the node's own side effect, and that boundary is the determinism / graph-as-data boundary. Engine surface shrinks: Ctx gains now: Timestamp + now() (C2-causal, the present cycle's timestamp); Harness loses the observe field, its observe >= n bootstrap check, and the per-cycle observed-row collection; bootstrap drops its 4th param; run returns (). Recorded streams are now sparse and timestamped (a record per fired cycle) instead of the dense Vec<Option<row>>. The Ctx::new signature change touched 9 call sites across three crates (not the 3 the spec estimated) — aura-std's node tests and the engine run loop were threaded too. The engine test suite migrated to a test-local Recorder fixture whose read-back is an mpsc channel, never Rc/RefCell, keeping aura-engine/src purity-clean (C7). Eight new proof tests cover the multi-sink headline, producer-and-sink, mixed-kind recording, all-fields tap, both recorder firing modes, determinism, and recorder-edge kind rejection. C8/C22 gain cycle-0006 realization notes. Gates: workspace test 45 green (core 20, std 3, engine 22), clippy -D warnings clean, purity grep clean (only a comment names Rc/RefCell). closes #2 |
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Brummel
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5228542bfd |
feat: node output is a record (composite stream), not a single scalar
Cycle 0005 (BLOCKER #1): a node's output generalizes from one scalar to a record of K >= 1 named base-scalar columns, with a scalar being the degenerate K = 1 case. A node keeps exactly one output port; its payload is now an ordered bundle of base columns (a composite stream, C7). This unblocks every multi-column producer the engine needs next -- OHLCV bars and, later, the C10 position-event table -- none of which could exist while a node emitted at most one column. Revises C8, sharpens C7 in the design ledger. Contract (aura-core): - `NodeSchema.output: ScalarKind` -> `Vec<FieldSpec>` (FieldSpec = { name: &'static str, kind }; the field position is what an Edge binds, the name is metadata for later sinks/playground, C18). - `Node::eval -> Option<Scalar>` -> `-> Option<&[Scalar]>`: a node fills a buffer it owns (sized once at construction) and returns a borrowed K-field row; `None` still means filter/not-warmed. This is the C7-faithful representation chosen with the user: zero per-cycle heap allocation on the forward path (rejected: Option<Vec<Scalar>> allocates per fire; an inline fixed [Scalar; N] bakes a width cap; engine-owned output columns invert the eval model). Scalar output is the degenerate 1-field record -- no separate scalar path. Field-wise binding (aura-engine): - `Edge` gains `from_field: usize` -- which producer column this edge forwards. Consuming a whole record is N edges; there is no "bind whole record" mechanism. - bootstrap kind-checks per field (`from.output.get(from_field)` -> BadIndex if out of range; `field.kind != slot.kind` -> KindMismatch). - the run loop copies a producer's returned row into one reused scratch buffer (resolving the borrow; no per-cycle alloc once warm) and scatters scratch[from_field] into each out-edge slot. `NodeBox.out_len` (set at bootstrap) backs a debug_assert on the returned row width. `run` returns `Vec<Option<Vec<Scalar>>>` (the observed node's full row per cycle -- a materialization-surface alloc, not the inter-node hot path). - the K fields of one record are co-fresh by construction (one eval, one timestamp), so C6 is untouched. aura-std: Sma/Sub migrate to the 1-field degenerate case (hold a [Scalar; 1] buffer; behaviour unchanged). Sub drops #[derive(Default)] (Scalar has no Default) for a manual Default. Proof (aura-engine tests, +5): an Ohlcv 5-field bundler fed by five timestamp-aligned barrier sources emits one complete bar per timestamp (ohlcv_bundles_five_field_record); a downstream Sub binds high(1)-low(2) field-wise, observed end-to-end + a determinism re-run (edge_binds_single_field_high_minus_low); a second consumer binds close(3)-open(0) on the same record (distinct_edges_read_distinct_fields); must-fail: bootstrap_rejects_from_field_out_of_range (BadIndex), bootstrap_rejects_per_field_kind_mismatch (a TwoField [f64,i64] producer, the i64 field into an f64 slot). All prior 0003/0004 tests adapted to from_field + the Vec return, expected vectors unchanged (scalar = 1-field record). Gates re-run by the orchestrator (not just the agent): cargo build/test --workspace --all-targets (36: aura-core 19 + aura-std 3 + aura-engine 14, 0 failed) / clippy --workspace --all-targets -D warnings clean; surface-purity grep (no dyn-Any / Rc / RefCell) clean. Ledger C8/C7 edits verified (Option<&[Scalar]> present, "one series per node" gone, cycle-0005 realization note added). The glossary composite/node record-reality pass is the audit-time follow-up. closes #1 refs walking-skeleton Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> |
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Brummel
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9ff90b5d80 |
audit: cycle 0004 tidy — diamond-barrier test + ledger/glossary record-reality
Architect drift review over 02fe891..f37b2a3 (firing-policies-and-merge):
drift_found, all medium/low, no contract violation. Invariants hold: C1 (the
merge is a deterministic linear scan, strict < on (timestamp, source-index) gives
C4 tie-break by declaration order; only per-call allocs), C3 (one merge at
ingestion), C5/C6 (both rails proven with worked vectors; sample-and-hold falls
out of the push model), C7 (type-erased edges, no dyn-Any/Rc/RefCell — purity grep
clean). Resolved the 0003 forward-note: cycle_id is now a real read field (the
freshness epoch, fresh_at == cycle_id), not write-only.
Resolved [med] (test gap): the barrier's timestamp token was proven only for the
multi-source same-timestamp case; C6's within-source diamond rejoin (one source,
two unequal-latency paths rejoining at a barrier) was claimed by the spec but
untested. Added `within_source_diamond_rejoin_barrier_fires`
(source -> {SMA(2), SMA(4)} -> BarrierSum): once SMA(4) warms at cycle 4, both
paths emit each cycle at the same timestamp and the barrier fires
(15+13, 17+15, 19+17). The code was already correct — every push in a cycle
stamps last_ts = that cycle's timestamp (source pushes and produced-edge forwards
alike) — so this closes the coverage gap, not a bug.
Resolved [med] (glossary record-reality): the run-count entry claimed it "drives
freshness-gated recompute", now false — the engine's firing gate reads the
per-wiring-slot cycle epoch (fresh_at), not Column::run_count. Sharpened the entry
to record reality: run-count is the node-visible per-column push counter;
fresh_at is the engine's per-slot freshness epoch. Not redundant (different
levels); both are maintained consistently on every push.
Resolved [low] (ledger silent on the barrier token): added a C6 "Realization
(cycle 0004)" note recording the load-bearing decision — barrier token is the
timestamp not cycle_id (forced by C4's same-timestamp-tie rule), firing tagged
per input with Firing::{Any, Barrier(u8)}, a mode-A input being its own trivial
group (so "per input group" and the per-input tag coincide).
Carry-on forward notes (next-cycle owners, not fixes now):
- [low] cycle_id is materialized internally (the freshness epoch) but not yet
surfaced in run output (run returns Vec<Option<Scalar>>). Its first observable
consumer is a sink / clock node (C18) or a timestamped trace — materialize the
surfacing then.
- [low] all join fixtures declare lookback 1; a test guarding C8's "a node never
reads beyond its declared lookback" for a depth>1 join is still owed (the
substrate already enforces it via Window bounds, so this is confirmation, not a
hole).
Regression gate: profile regression list empty — architect is the sole gate, now
clean (31 tests: aura-core 19 + aura-std 3 + aura-engine 9; clippy -D warnings
clean; purity grep clean). Cycle 0004 is drift-clean. NOT a milestone close: the
walking-skeleton milestone still needs its end-to-end fieldtest (ingest -> signal
-> backtest -> position table -> broker -> pip-equity), of which this cycle
delivers the firing/merge layer.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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Brummel
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f37b2a35d3 |
feat(engine): firing policies A/B + the k-way ingestion merge
Cycle 0004: the reactive-semantics layer. The engine now merges multiple
timestamped sources into one chronological cycle stream (C3) and gates each
node's re-evaluation by a per-input firing policy (C5/C6) — both rails shipping
together, as the user required ("must sit right from the start").
- `Firing` (aura-core) — a per-input enum on `InputSpec`, where C8 places firing:
`Any` (mode A, fire-on-any-fresh + hold / as-of join) and `Barrier(u8)` (mode B,
all-fresh barrier / synchronizing join). Default-free; Sma/Sub declare
`Firing::Any`, so under a single source ticking every cycle their behavior is
unchanged (backward compatible — the 0003 fan-out/join DAG still emits
[None,None,None,2,2,2]).
- `SourceSpec` + the k-way merge (aura-engine) — `run` takes one
`(Timestamp, Scalar)` stream per source and merges them by (timestamp, source
index) (C4 ties by declaration order). One record = one cycle. This is the
permanent ingestion core; the Source trait + data-server IO (C3/C11) are a
later orthogonal cycle (the user scoped this cycle to the reactive semantics).
- Two read clocks, both load-bearing (resolves the 0003 audit's "0004 owns
cycle_id" with no write-only field): each push stamps the input slot with
`fresh_at` (the cycle_id — freshness epoch, C5: fresh iff fresh_at == cycle_id)
and `last_ts` (the data timestamp — barrier token, C6: a barrier group is
complete iff all members carry last_ts == T). The `fires()` predicate ORs the
groups; the ">=1 member fresh this cycle" clause is the once-per-timestamp
guard. Sample-and-hold falls out of the push model: a non-firing node pushes
nothing, so consumers keep seeing the held value via window[0].
Key design call, studied against RustAst (src/ast/rtl/streams/): the barrier
token is the data *timestamp*, not cycle_id. RustAst's
last_cycle_per_input.all(== cycle_id) synchronizes one source's fan-out but
cannot synchronize independent sources — under C4 four same-timestamp sources
are four different cycle_ids, so the cycle_id barrier never fires for C6's own
OHLC example. Substituting timestamp is the minimal faithful generalization
(fires both the diamond rejoin and the multi-source bar). Mode A and the k-way
merge are both new (RustAst had neither); RustAst's total_count push counter is
aura's already-built Column::run_count.
Both rails proven on identical sources, firing-only difference:
- mode A (AsOfSum): [None,None,120,130,140,240] — holds the slow input;
- mode B (BarrierSum): [None,None,120,None,None,240] — waits for timestamp
coincidence;
- mixed A+B (MixedSum): the OR-combine fires both when the barrier pair completes
(holding the as-of input) and when the as-of input ticks (holding the pair).
Plus determinism (C1, bit-identical re-run of each rail) and the three bootstrap
rejections re-expressed on SourceSpec.
Gates green (re-run by the orchestrator, not just the agent): cargo build/test
(30: aura-core 19 + aura-std 3 + aura-engine 8) / clippy --workspace
--all-targets -D warnings clean; surface-purity grep (no dyn-Any / Rc / RefCell)
clean — the harness doc phrases RustAst's model without the literal tokens to
avoid self-match.
refs walking-skeleton
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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Brummel
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02fe89176f |
audit: cycle 0003 tidy — rename Sim -> Harness (glossary alignment)
Architect drift review over 71c8f6e..dd5c3fa (deterministic-sim-loop). Invariants hold: C1 (single-threaded, bit-identical re-run, alloc-free per-cycle ring path), C7 (AnyColumn type-erased edges, Box<dyn Node> is the node object not a dyn-Any payload, kinds checked once at bootstrap), C8/C9 (DAG wired, Kahn rejects cycles, None forwards nothing = sample-and-hold seed). Column::run_count already exists, so the C5 freshness primitive lives at the substrate — the deferral is honest, not a hole. Resolved [high]: the runtime type was named `Sim`, colliding with the glossary's load-bearing distinction — `sim` is the disjoint *executable unit / parallelism* framing, whereas the thing built here (a closed root graph of source + nodes + observe under a clock) is by C20 / the glossary a **harness**. Renamed `Sim` -> `Harness`, `sim.rs` -> `harness.rs`, and the module/exports/doc to match, before any other code takes a dependency on the wrong term. Gates re-run green (26 tests, clippy -D warnings, purity grep). Resolved [med] (glossary gap): added an `edge` entry anchoring the new wiring vocabulary (Edge / source target) to the glossary — record-reality per the boss glossary-write authority. Carry-on with forward notes (next-cycle owners, not fixes now): - [med] C4 monotonic cycle_id has no realization in the runtime type yet (the cycle clock is the record iteration; the explicit counter's first reader is freshness). Cycle 0004 owns materializing it together with C5. - [low] Sub declares lookback 1; once depth>1 join nodes exist, add a test guarding C8's "a node never reads beyond its declared lookback". Regression gate: profile regression list empty — architect is the sole gate, now clean. Next direction: freshness-gated recompute + a second source (C5/C3). |
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Brummel
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dd5c3fad96 |
feat(engine): the deterministic single-source sim loop
Cycle 0003: aura-engine's first real content — a Sim that runs a wired DAG of
nodes deterministically, cycle by cycle. First point in the project where
authored nodes execute against data, not just under a hand-fed Ctx.
- `Sim` (aura-engine) — a bootstrapped, frozen root graph: a flat Vec<NodeBox>
(each node owns its input columns, the cycle-0002 shape) + an index edge
table, topologically ordered (Kahn). `bootstrap` sizes every input column from
its node's schema, kind-checks each edge and source target, and rejects
directed cycles — C7's "type check paid once at wiring" generalized to the
whole topology (`BootstrapError::{KindMismatch, BadIndex, Cycle}`).
- `run` — the deterministic loop: per record, forward the source value into its
target slots, evaluate nodes in topo order, capture the observed node's output
at eval time, and forward each `Some` output into its consumers' input columns
(a `None` forwards nothing — the structural seed of sample-and-hold). The loop
destructures `&mut self` into disjoint field borrows and allocates nothing on
the per-cycle path. This is the flat, monomorphized sharpening of RustAst's
reference-counted, interior-mutable observer push graph (C1/C7).
- `Edge` / `Target` (aura-engine) — producer->consumer and source->consumer wiring.
- `Sub` (aura-std) — a 2-input f64-difference node, so the loop is proven on a
real fan-out + join DAG (source -> {SMA(2), SMA(4)} -> Sub), with a determinism
assertion (C1: a second identical run is bit-identical).
Engine library depends only on aura-core; a test-only dev-dependency on aura-std
lets the integration test wire real Sma/Sub nodes. Sim carries a hand-written,
node-opaque `Debug` impl (Box<dyn Node> is not Debug; the impl prints
nodes.len() + the index/topology fields, needed by the bootstrap-rejection tests'
`unwrap_err`).
Deliberately deferred (recorded as decisions): freshness-gated recompute /
sample-and-hold (C5 -> cycle 0004, with the second source that makes it testable);
the explicit monotonic cycle_id counter (its first reader is freshness, 0004);
the Source trait + data-server ingestion + k-way merge (C3/C11); the builder API
(C19); the real sink + run registry (C18/C22).
Gates green: cargo build/test (26: 18 aura-core + 3 aura-std + 5 aura-engine)/
clippy -D warnings clean; surface-purity grep (no dyn-Any / Rc / RefCell) clean.
refs walking-skeleton
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Brummel
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1467fcd30f |
docs: brokers are consumer nodes (C10), several attachable for comparable curves
Correct the broker mechanism: a broker is an ordinary downstream consumer node (C8/C9), not an external plugin/subsystem. It consumes the position-event stream + price streams and emits an equity stream; several brokers (e.g. sim-optimal pip + realistic currency) can be attached to the same position table at once, yielding directly comparable equity curves. Updates C10, CLAUDE.md invariant 7, aura-engine/aura-std crate docs, and the day-in-the-life doc. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> |
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Brummel
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d8ccdcd806 |
docs: fix three drifts found in the session audit
C8: a node is producer/consumer/both — at most one output, pure consumers (sinks: chart/equity/logger) have none; records the node-role taxonomy the substrate requires (was wrongly 'exactly one output', contradicting pure consumers and C14). C3: merge by timestamp, normalizing source-native units (data-server Unix-ms) to the canonical epoch-ns of C7. aura-engine lib doc: broker is a downstream plugin over the position table (sim-optimal pip / realistic currency), not an in-strategy 'broker/portfolio node'. Plus a provenance line-wrap nit. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> |
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Brummel
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744c2f31a8 |
chore: scaffold aura workspace and wire the skills dev-cycle
Cargo workspace aura-core -> aura-engine -> aura-cli (bin `aura`) plus nodes/ for hot-reloadable cdylib node crates. Crate bodies are intentionally API-free; types arrive from the first spec. Adds the skills profile (.claude/dev-cycle-profile.yml), the project CLAUDE.md with the eight domain invariants, and the design-ledger skeleton. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> |