The mc arm bootstraps the stage's incoming R-evidence with one
semantics, input-shaped by position (#200 decision 1): after a
walk_forward it pools the wf family's per-window OOS trade_rs in roll
order into ONE r_bootstrap (PooledOos); after sweep/gates it
bootstraps each surviving member's fresh in-memory series
(PerSurvivor, ordinals into the population family; a zero-trade
member records the engine's defined all-zero degenerate). Seeded from
the campaign doc's seed (C1). The wf family is read by reference from
the cell's families vec — no clone. run_cell's Generalize arm is an
explicit no-op naming the campaign scope.
The generalize phase runs after the cell loop (#200 decision 2):
nominees (last wf window's OOS report, else the sweep winner; None on
gate truncation) grouped by (strategy, window) across instruments via
a BTreeMap (deterministic order); >= 2 winners feed the shipped
generalization(), fewer record the shortfall (generalization: None,
missing named) — divergent per-instrument winners are exposed via
their params, never averaged away.
Gates: campaign 40/0 (4 execute_mc + 3 execute_generalize new),
workspace build clean; the known-RED cli integration test flips in
task 5.
refs #200
The execution core: cells iterate strategy x instrument x window in doc
order (sequential — C1 keeps parallelism across sims); the sweep stage
enumerates the axes odometer (BTreeMap order, last axis fastest) through
the engine sweep over a ListSpace with lowest-index-deterministic fault
capture; selection dispatches optimize / optimize_plateau /
optimize_deflated (deflation nulls seeded from the campaign doc's seed);
gates filter per-member via member_metric (metrics.r == None fails an R
predicate, conservative); an empty survivor set truncates the cell's
realization and the run continues (exit-0 semantics at the caller). The
walk-forward stage rolls the declared cell window in ms (WfMode ->
RollMode), IS-sweeps ONLY the survivor points per window, stamps
manifest.selection on OOS winner reports, and appends a WalkForward
family; realization = CampaignRunRecord over untouched family records.
The loop's task-7 BLOCKED was review-exhaustion on the task-6 stub
wording the plan itself prescribed (task 7 deletes that stub); a fresh
post-loop quality review on the final diff returned one Minor — the
campaign_id prefix slice could panic on a malformed id — fixed as a
typed PipelineShape refusal + test (execute_refuses_malformed_campaign_id).
Known and accepted: a cross-cell member fault leaves earlier cells'
families as unreferenced records in the append-only store; nested
window/member parallelism can oversubscribe cores on large campaigns.
Gates: aura-campaign 29/0, workspace 961+/0, clippy -D warnings clean.
refs #198
Brummel