Lift the duplicated cost-node skeleton — shared verbatim by ConstantCost and
VolSlippageCost and locked by convention against CostSum — into one abstraction:
- A new aura-std/src/cost.rs owns the cost-record contract (COST_WIDTH,
COST_FIELD_NAMES, GEOMETRY_WIDTH), the CostNode factor trait (one hook:
cost_numerator, in price units), the generic CostRunner<F> adapter that holds
the shared state (cum, out) and the co-temporality skeleton (geometry gating,
numerator/latched R-normalization, closed/open charge, 3-field emit), and a
cost_node_builder schema assembler.
- ConstantCost and VolSlippageCost become thin CostNode factors; their new()
returns CostRunner<Self>, so every existing call site and unit test binds
transparently and stays green verbatim.
- CostSum and main.rs drop their local triple consts for the shared
COST_FIELD_NAMES — the cycle-2 audit-flagged by-convention 3-field lockstep is
now a structural single-source contract (the four copies of the triple collapse
to one). main.rs also reads COST_WIDTH in place of the literal slot stride.
Behaviour-preserving: the builders emit unchanged schemas (same port names), so
the wiring, the net_r_equity seam, and summarize_r are untouched; the
numerator/latched token form is preserved verbatim (IEEE-754 byte-identity). The
existing suite is the regression net — all green: the per-node unit tests pass
verbatim (0.5/1.5, 0.375/1.375), the composition E2E exact, the C18 no-cost
golden byte-identical. Two new CLI characterization goldens pin the exact
net_expectancy_r of the flat and composed cost paths (the prior tests only
asserted net < gross, which a numerator drift would pass silently). New cost.rs
runner/contract tests + the HalfSpreadCost author doctest cover the new surface.
Deviation from the plan: CostNode::name() was dropped (the plan over-specified
it) — it is dead surface, nothing consumes it (CostRunner forwards label();
cost_node_builder takes the name as an explicit arg). Removed from the trait,
both impls, the doctest, and the test stubs; build + suite + clippy green.
Verified: cargo build --workspace --all-targets clean; cargo test --workspace
0 failures; cargo clippy --workspace --all-targets -- -D warnings clean; doctest
green.
refs #148
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
Brummel