7fa3ef4e26aec98ec0e58658cccdb49aaeafa98a
133 Commits
| Author | SHA1 | Message | Date | |
|---|---|---|---|---|
 claude
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b048923f1c |
feat(engine): shared rayon pool for the disjoint-parallel core
Replace the per-call std::thread::scope fan-out in run_indexed with one process-wide rayon pool. run_indexed's callers nest — sweep (grid points), monte_carlo (seeds), and walk_forward (window bounds), where a walk_forward window runs an inner sweep — and each std::thread::scope spawned its own available_parallelism() OS-thread batch, so the two levels multiplied to ~available_parallelism()^2 threads (measured 150-240 concurrent on a 24-core box during a 42-cell campaign, ~10x oversubscription). rayon's pool is process-wide and persistent: a nested par_iter work-steals within the same N workers instead of spawning, so live workers never exceed the pool size. Determinism (C1) is preserved bit-for-bit: run_indexed collects via IndexedParallelIterator in enumeration order (not completion order), and the float aggregation (summarize_r / McAggregate / stitch) runs after the ordered collect, so IEEE-754 non-associativity introduces no variance. The existing _with_threads(1) == _with_threads(8) == public determinism tests stay green, now driving local rayon pools of 1 and N workers via ThreadPool::install. Structural inversion: the public sweep/monte_carlo/walk_forward become the core (calling run_indexed on the ambient pool through a shared assemble_* helper); the _with_threads variants collapse into thin, test-only wrappers (#[cfg(test)]) that run the same assembly inside a local pool. run_one stays Fn + Sync (no + Send): run_indexed borrows it in the map closure and the wrappers borrow it into install — passing it by value would move it into rayon's Map and force F: Send, a bound the public callers do not carry (hence the load-bearing #[allow(clippy::redundant_closure)] on run_indexed). Adds a nested-oversubscription regression test (asserts nested run_indexed never exceeds the pool size — the pre-rayon shape ran POOL^2) and an ignored wall-time benchmark. rayon admitted under the amended-C16 per-case dependency policy; it stays within C1 (parallelism across sims, never within one). This is the shared pool only — the first of three steps toward saturating the cores. The diagnosis found the larger loss is the idle valleys (~42% of the box idle: the sequential cell loop and the single-threaded bootstrap), which the pool alone does not fill. Two follow-ups are filed and recorded on #268: the Registry write path is not concurrency-safe (append_family races on a shared families.jsonl), the prerequisite for parallelizing the C1-disjoint cell loop with a RAM budget bounding concurrently-active instruments (the FileCache retains a symbol's parsed files while any reference is live). Verified: cargo test -p aura-engine (276 passed, the C1 determinism tests green), the new oversubscription test green, the benchmark runs (no overflow), clippy -D warnings clean, cargo test --workspace no failures. closes #268 |
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claude
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88667a65fd |
audit: cycle-close tidy for #275 (by-name source binding)
refs #275
Drift review (architect) over ad4249f..HEAD found the cycle drift-clean at the core
and confirmed what holds: C1 preserved (`run()`'s k-way merge / event loop has zero
diff — `run_bound` only reorders the supply via `bind_sources` then delegates to
`run`, byte-identity pinned); the C4 realization and C23 refinement ledger notes are
accurate and tightly scoped (`SourceSpec.role` is read in exactly one place, sourced
only from the lowering — no leak); and all three binding-carrying production run sites
moved to `run_bound` + `key_supply`, every remaining `.run(` being `#[cfg(test)]`. No
regression harness exists, so the architect is the sole drift gate.
One medium drift item fixed:
- FIX: the CLI's `.expect()` on `run_bound` covered Missing/Extra/Unnamed feed but not
`DuplicateFeed`. The blueprint path does not enforce root-role-name uniqueness (only
the construction op-script path does), so a duplicate-role blueprint would reach
`bind_sources`' `DuplicateFeed` and panic behind the `.expect()` instead of refusing.
Closed at the binding boundary: `resolve_binding` now refuses a duplicate input-role
name — a named `aura:`-register refusal on every CLI run path (single run, sweep, and
campaign all resolve the binding upfront), matching its existing price/close-ambiguity
refusal. The `.expect()` invariant is now genuinely true on all paths. Pinned by
`binding::duplicate_role_name_refuses`.
Two low items:
- `SourceBindError::Display` had no test (its renderer stays dead until a
decoupled-supply caller lands, #124). Added `source_bind_error_display_names_the_role`
pinning the message strings; reachability is deferred by design.
- The reverted fieldtest `SourceSpec` sweep leaves the corpus one more revival break
against the current engine API — carried, as the corpus is pre-existing bit-rot
unrelated to this cycle (documented in
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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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89d703dd99 |
test: red executable-spec for #261 — SessionFrankfurt preset reachable from blueprints
A data-only op-script naming the roster id SessionFrankfurt must resolve to a Frankfurt-baked Session preset (09:00 Europe/Berlin baked, one period_minutes: I64 knob, bars_since_open: I64 out) and build to a finished Composite. Fails on std_vocabulary returning None — the preset is absent from the roster; fork decision on the issue. refs #261 |
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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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claude
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1f6b55a8e1 |
feat(cli,engine): data-only project tier at the load boundary (#241 T1-T2)
- ProjectProvenance namespace/dylib_sha256 widen to Option (Tier-1 additive serde): a data-only run stamps commit-only provenance; old string-field manifests keep parsing. - The load boundary tier-selects: a [nodes] pointer list in Aura.toml (one entry honored; MultiCrate / pointer-context refusals) loads the pointed-at crate; a root Cargo.toml stays the pre-#241 native project, unchanged; neither means data-only (std vocabulary, project-local runs/, both-tier provenance). - ProjectEnv splits into directory facts + Option<NativeEnv>; the crate pipeline (metadata -> artifact -> staleness -> ABI -> charter) relocates byte-identical into load_crate. - e2e fixtures: dataonly-project, multicrate-project, nested-nodes-project (a pointer crate resolves and stamps its namespace end to end). refs #241 |
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 Brummel
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43a427bfed |
audit: run-tail close — ledger and glossary reconciled to the shipped state
The tail audit over d1e01ef..62f6592 found no code drift against the contracts (C18 name-resolution read-only, C23 doc identity-blind and inline-dissolved, C1 fit deterministic) but four lagging records, fixed here: the #106 real-roller amendment gains the #239 fit-to-window note (fixed sizes are a ceiling on the sugar path); a #125 realization note records the composite doc as a C23 debug symbol with its serde/identity/ viewer treatment; the glossary identity-id and composite entries name the doc; GraphSession::finish states the deliberate absence of a doc-carrying op-script surface (refs #125) instead of leaving the authoring asymmetry silent. |
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Brummel
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953d04a774 |
feat(engine): composite doc field — authoring, serde, identity, model emit (refs #125)
Composite gains doc: Option<String> (the prose twin of name, a C23 debug symbol): with_doc/doc() on Composite, a doc knob on GraphBuilder, a Tier-1 additive-optional CompositeData field (no format-version bump; absent-field documents keep their exact bytes), identity-stripped like the name. The graph model emits an optional trailing doc fragment in both scopes; json_str is hardened for free text (\n/\t/\r named, control chars as \u00XX — the doc is the first multi-line value through it). e2e: a hand-authored doc'd blueprint renders with the doc embedded; the doc moves the content id but never the identity id. refs #125 |
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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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29bf601558 |
audit: param-gang cycle close — drift-clean, mirror-walk interleave pinned
Architect review over 962b249..fc9cf23: clean. What holds: check_gangs is the single structural predicate at all three minting boundaries (builder.rs:226, construction.rs:396, blueprint_serde.rs:222 — the eager op arm is the sanctioned by-identifier subset, connect/edge_kind_check precedent); identity stays debug-name-blind per #171 (gang/member names blanked, (node,pos,kind) survives); format version 1 + Tier-2 dormancy note consistent across code and C24 ledger; no stale two-axis / 'separate #61' claims survive in docs or comments; commit-body deviation claims verified true against the diff. The one [low] finding — the new collect_params<->expansion_map mirror-walk lockstep pair untested for gang members interleaved with other open params — is closed here (fix disposition) with ganged_interleave_shift_through_matches_member_bound_twin: LinComb.weights[1] ganged with Bias.scale while weights[0] stays open earlier on the SAME node and Sma.length follows the gang in walk order; equality asserted on param_space order, wiring, and full run traces vs the member-bound twin. Load-bearingness proven by an injected double-count bug failing the test. Verified: aura-engine lib 265/0, clippy -D warnings clean. refs #61 |
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Brummel
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bc88e18247 |
feat(engine,cli): GraphBuilder gang cadence + render carrier (#61 tasks 5-6)
Builder: NodeHandle::param -> ParamRef, GraphBuilder::gang, build() resolves
the gang table (collect-then-reject, BuildError::{UnknownParam,AmbiguousParam,
BadGang}) and terminates in Composite::with_gangs — the same predicate the
op-script and serde boundaries use. C24 lockstep extended: an op-script gang
replay serializes byte-identically to the GraphBuilder twin (FlatGraph edges +
sources + canonical JSON).
Render: model_to_json emits a per-scope gangs fragment (name, kind, [node,pos,
"param"] members) for ganged scopes only — the gang-free model stays
byte-identical (model_golden untouched). graph-viewer.js annotates a ganged
open param with its public knob name; guarded by a viewer_gang_param.{mjs,rs}
pair RED-first per the established viewer_bound_param convention (a welcome
extra beyond the plan's file list).
Ratified deviation: the model's kind string uses the serde form ("I64") — the
plan's implementation snippet (kind_str -> "i64") contradicted its own test;
resolved toward the test + the blueprint_serde form. Two quality nits held as
principled plan-holds (inline resolution block; the unreachable unwrap_or
placeholder check_gangs refuses first).
Verified: aura-engine lib 264/0 (model_golden, lockstep, builder, carrier all
green), viewer_gang_param 1/0, workspace clippy -D warnings clean. Slice
resumed across a transient API failure via workflow resume (cached prefix).
refs #61
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Brummel
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521cfc8b5b |
feat(engine,cli): gang serde + identity + the gang construction op (#61 tasks 3-4)
Serde: CompositeData carries an additive-optional gangs section (omitted when empty — every existing v1 document round-trips byte-identically, NO format-version bump per the #61 decision; BLUEPRINT_FORMAT_VERSION doc now records the pre-ship Tier-2 dormancy). project() emits gangs canonically (members by (node,pos), gangs by first member) so declaration order never reaches the content id; reconstruct() re-mints through Composite::with_gangs and a corrupted section refuses as the new typed LoadError::Gang. strip_debug_symbols blanks gang + member names, keeps (node,pos,kind) — the identity id stays gang-name-blind and gang-structure-sensitive. Construction: Op::Gang { as_name, into } with the feed-style two-phase eager arm (member resolution against the post-bind schemas, kind uniformity, single-gang membership; OpError::{GangKindMismatch,AlreadyGanged,GangArity}); finish() routes the assembled composite through with_gangs, and gang-name collisions surface via the existing injectivity gate on the projected space. CLI: OpDoc::Gang ({"op":"gang","as":…,"into":[…]}), kind_label/From/ format_op_error arms, and format_load_error phrases gang faults as prose (gang_fault_prose) instead of leaking Debug — a ratified improvement over the plan bytes. Held quality nit (principled plan-hold): gang()'s inline collect-then-reject param resolution is the module's established convention (bind/try_bind); a shared cross-crate helper is out of this task's scope. Verified: workspace build clean, aura-engine lib 258/0, aura-cli graph_construct 48/0 (incl. the new gang-op e2e), clippy -D warnings clean. refs #61 |
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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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5eedf060dd |
feat(engine): gang data model + validation gate (#61 task 1)
One public knob fanning into >=2 sibling params: Gang/GangMember types
(the Role name/targets split + BoundParam pos/name dual), Composite.gangs
behind the single fallible Composite::with_gangs gate, check_gangs as the
shared $A predicate (all three future minting boundaries route here), and
CompileError::BadGang(GangFault) as the typed refusal.
PrimitiveBuilder::original_pos (aura-core) extracts bind's pos-reconstruction
loop verbatim so gang members and BoundParam share one coordinate space.
Deviation ratified vs the plan: GangFault::KindMismatch carries structural
{node, name} coordinates instead of a stringly member label, consistent with
the sibling arms (plan amended). A redundant test-local fixture wrapper was
dropped after a fresh quality re-review of the blocked task diff.
Verified: cargo test -p aura-engine --lib 249/0, -p aura-core 53/0, clippy
-D warnings clean on both crates.
refs #61
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Brummel
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07a73fb66e |
docs(cli,ledger): sweep #159 demo-retirement drift — stale comments + ledger notes
Cycle-close audit tidy for the #159 demo-retirement arc: behaviour-free reword of prose/comments/docs left pointing at symbols the arc deleted. Adversarially verified by the audit workflow; cargo build --workspace --all-targets green. - README: drop the removed `--harness` token; restrict the legacy built-in form claim to walkforward/mc/generalize (run/sweep no longer resolve one). - glossary: the built-in `--strategy` sweep surface is retired (#159), not a live inline path. - INDEX.md ledger: append [HISTORY] supersession markers (house style) to the dated realization notes advertising the retired `--harness` / built-in `--strategy` CLI forms (cost-flag #153, cycles 0065/0066/0067, name-res, #210 status); historical text preserved. - aura-engine test-fixture docs: drop dead cross-crate refs to the deleted aura-cli fns sample_harness / build_sample and the deleted `macd` composite. - cli_run.rs: reword the #159-cut-2 pin doc to the current clap generic-usage reality (no strategy_from / Strategy::RBreakout); r_sma_sweep_family -> blueprint_sweep_family. - verb_sugar.rs: fix the pre-existing `E[R]` unresolved-doc-link warning. Remaining tidy — the main.rs comment cluster plus its rustdoc link at :1546 (the second cargo-doc warning) — held for a follow-up issue. The dead cost-graph branch is tracked in #221. refs #159 |
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Brummel
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ab778f2361 |
feat(campaign,registry,engine): record widenings + preflight v2 fault set (0108 tasks 1-2)
Task 1: RBootstrap and Generalization gain serde derives; lineage.rs gains StageBootstrap (per_survivor | pooled_oos) and CampaignGeneralization; StageRealization.bootstrap and CampaignRunRecord.generalizations land serde-default sparse (a pre-0108 campaign_runs.jsonl line still parses — pinned), threaded None/empty through every literal site. No behaviour change. Task 2: ExecFault::UnsupportedStage is gone; the preflight now admits the v2 shape sweep [gate]* [wf]? [mc]? [generalize]? via a monotone rank walk (precise per-pair PipelineShape prose) and statically refuses: single-instrument generalize (GeneralizeNeedsInstruments), non-R generalize metrics via check_r_metric (GeneralizeNonRMetric — no fourth roster site), zero mc params (ZeroBootstrapParam). CLI prose swapped accordingly. The loop's E2E phase added a tier-boundary pin: process validate accepts [sweep, mc, walk_forward] while campaign run refuses it data-free. KNOWN RED (documented in the plan, flips in task 5): crates/aura-cli/tests/research_docs.rs::campaign_run_v1_boundary_refuses_mc_process still pins the retired 'not executable in v1' prose. Interim gates: registry 57/0, campaign 33/0, cli --bin 111/0, workspace build clean. refs #200 |
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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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45fb06dba3 |
feat(engine+cli): topology-identity hash — --identity-id beside --content-id
Engine (aura-engine/blueprint_serde): blueprint_to_json factored into build_doc/serialize_doc (byte-preserving — canonical golden unchanged) and blueprint_identity_json added: the canonical document with every non-load-bearing debug symbol (C23) blanked (composite name, instance names, bound-param names, role names, output re-export names) while everything load-bearing survives (type ids, node order, edges, role targets/order, output pairs/order, bound pos/kind/value — openness stays identity-bearing). Re-exported from lib.rs. Six property tests: renamed twins (equal identity, unequal canonical), open-vs-bound, bound-value, edge-swap, nested-composite interior names, role/output renames — the last two are additive beyond the plan and cover the recursion and role/output arms the planned four did not. CLI (aura-cli): graph introspect gains --identity-id, a sibling of --content-id through the same shared content_id SHA-256 primitive; composite_from_str factored out of build_from_str (fault strings byte-identical). The exactly-one introspect dispatch is DELIBERATELY relaxed: the two id flags form one group and may combine — one build, both ids, one per line, content id first. In-crate cross-path twin test (Rust sma_signal vs op-script twin: distinct content ids, one identity id) beside the existing cross-surface pins; four e2e tests incl. the previously uncovered count!=1 usage exit-2 path. topology_hash, the blueprint store, reproduce, and every --content-id byte stay untouched (spec acceptance 3; all existing pins green). Verification: cargo build clean; cargo test --workspace 884 passed / 0 failed (873 baseline + 11 new); clippy -D warnings clean; doc build 0 warnings. The implement-loop's Task-4 spec-compliance block was a plan-byte count mismatch only (plan under-counted pre-existing blueprint_serde tests 6-vs-7 and did not anticipate the two sibling-accepted extra tests); gates re-run by hand, all green. closes #171, refs #180 |
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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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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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4a3ae05db2 |
test(graph_model): cover a producer backing >1 re-exported output field
#47 — close a coverage gap in the graph model serializer: a single interior producer node backing more than one re-exported output field was never exercised by a fixture (every existing one maps each output to a distinct producer or a single field). The issue was filed at cycle 0022 against `aura-cli/src/graph.rs`'s `render_definition` / `output_binding` helper, which rendered a textual `(n1, n2) := <producer>` tuple binding. That file and helper no longer exist — the textual definition renderer was replaced by the JSON model emission now in `aura-engine/src/graph_model.rs`, where the multi-OutField case is plain flat iteration over `c.output()` (one `[name,kind]` entry + one `#N` boundary binding per `OutField`, by `(node, field)`), not a special tuple-binding arm. So the original branch is gone; this guards the flat emission that replaced it. New test `multi_outfield_producer_emits_one_binding_per_field` (+ two fixtures): a two-field producer (`hi`:f64, `lo`:i64 — distinct kinds, so the per-field `field_kind` lookup is exercised) re-exported as both composite outputs, nested in a root so it renders through `composite_def_json`. Asserts both fields surface with their own kind (`"outputs":[["hi","f64"],["lo","i64"]]`) and both bindings reference the same producer at distinct ordinals (`0.o0`/`#0`, `0.o1`/`#1`). Test-only; no production code touched (the behaviour was already correct). Verified: cargo test -p aura-engine green (237 in the lib suite); clippy clean. closes #47 |
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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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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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16520429be |
fix(0088): reject dataflow cycles in construction build (closes #161)
The construction op-script service accepted a dataflow cycle and exited 0,
emitting a non-DAG blueprint — violating domain invariant 5 / C9 (the graph is a
DAG; the only feedback path is an explicit delay/state node). The cycle-0088
fieldtest surfaced it (fieldtests/cycle-0088-construction-op-script/FINDINGS.md).
The construction gate set had no acyclicity check: a cyclic interior-edge set
passed both the eager per-op gates and the holistic finish, so replay() returned
Ok. Fix: an eager reachability check at the connect op that closes the cycle —
GraphSession::closes_cycle(from, to) asks "does the `to` node already reach the
`from` node through the edges added so far?" and rejects with a new by-identifier
OpError::WouldCycle { from, to } ("connecting from -> to would close a cycle"),
threaded through the CLI's exhaustive format_op_error. The fault is attributed to
the offending connect op, consistent with the surface's eager per-op diagnostics.
Eager rather than a holistic topological check at finish: a cycle is closed by
one specific connect, and naming that connect is the sharpest by-identifier error.
RED-first: two tests pin the symptom (a 2-cycle a<->b and a self-loop), both red
before the fix and green after; the 19 existing construction tests, the full
workspace suite, and clippy stay green.
Scope is the cycle only. The validity-floor cases the fieldtest also noted (an
unfed declared source role, an output-less graph) are degenerate-but-well-formed,
not invariant violations, and are deferred (refs #161) pending the build->consume
edge (#28) that defines what a valid emitted blueprint must guarantee.
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86841b0740 |
audit(0088): cycle close — drift fixes + C24 ledger refresh; close construction service
Architect drift review of cycle 0088 (#157, the introspectable fail-fast construction service: §A shared gate predicates, §B the GraphSession/Op/replay per-op surface + introspection, §C the aura graph build/introspect CLI). What holds (confirmed against the diff): no-second-validator (C24) — edge_kind_check is the single kind-check site called by both validate_wiring and GraphSession::connect, and validate_wiring / check_param_namespace_injective are reused verbatim in finish(); engine domain-free (invariant 9) — construction takes an injected Fn(&str)->Option<PrimitiveBuilder>, no registry, the closed match + std_vocabulary_types live in aura-std; topology-as-data / no DSL (C24/C17/inv 10) — the engine Op is serde-free, the OpDoc wire DTO is CLI-side, ops are static and non-Turing-complete; replay-equals-builder byte-identity (construction_e2e.rs) protects C9/C19/C23. Resolution: - fix (drift-med): the root-role-boundness gate was the one holistic check finish() re-implemented instead of sharing — extracted check_root_roles_bound (blueprint.rs) and called from BOTH compile_with_cells and finish(), so finish() now reuses ALL the holistic gates and the no-second-validator claim is literally true. Behaviour- preserving (same UnboundRootRole variant; unbound_root_role_is_rejected stays green). - fix (drift-med): removed the #![allow(dead_code)] on construction.rs — empirically unnecessary (the pub re-exported surface is reachable; clippy -D warnings green without it) — and its now-inaccurate comment (it claimed removal "when the consumer lands", but the consumer is a separate crate). Also tidied a stale graph_construct.rs module-doc line. - fix (ledger): C24 Status refreshed — #157 moved out of "Remaining" with a cycle-0088 realization note (the construction service: eager/holistic gate split, build-free introspection, emits the #155 blueprint); #159 reframed as paired with #157. - carry-on (debt-med, forward-noted): the std_vocabulary roster is now a third hand-kept copy (match + test list + std_vocabulary_types) and introspect --vocabulary escalates #160's gap to user-facing — noted on #160; still fails safe. - carry-on (scaling-low, forward-noted): the engine Op -> wire OpDoc direction is unguarded for future Op variants — noted on #156 (the format-extension track). No architect-sweep / regression script is declared in the project facts, so the suite is the gate: cargo test --workspace 51 suites green; clippy --all-targets -D warnings clean. Cycle drift-clean. Ephemeral cycle artifacts removed (lifecycle convention): docs/specs/0088-*, docs/plans/0088-*. closes #157 |
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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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ea1ca32dbd |
feat(0088): §A shared gate predicates — edge_kind_check, resolution helpers, try_bind
Iteration-1 §A of the construction service (#157): the surface-agnostic shared predicates the eager op-script path and the holistic finalize gates both call — no second validator (C24). - edge_kind_check (blueprint.rs): the per-edge producer/consumer kind check, lifted verbatim out of validate_wiring's edge loop into a pub(crate) fn that validate_wiring now calls — behaviour-preserving (same Bootstrap(KindMismatch) variant; the existing compile-time gate test stays green). - resolve_input_slot / resolve_output_field (builder.rs): the exactly-one-match name→index resolution extracted as pub(crate) fns over (&NodeSchema, &str), so the runtime-String op-script names share GraphBuilder's resolution; GraphBuilder delegates and maps to the unchanged BuildError variants. - try_bind + BindOpError (aura-core node.rs): the fallible Result twin of bind (bind keeps its panic contract and pinned messages verbatim; try_bind is a separate method reporting the same three conditions as values). - check_param_namespace_injective + validate_wiring widened to pub(crate) for the finalize-stage reuse by the upcoming GraphSession::finish (§B). Partial iteration: §B (the GraphSession/Op/replay surface + introspection) and the §A→§B integration land next (plan Tasks 4-8). compile_with_params / check_ports_connected are behaviourally unchanged. Full suite green; clippy clean. Plan correction folded in: Task 3's test originally referenced aura_std::Sma — infeasible inside aura-core (aura-std depends on aura-core; the reverse edge is a dependency cycle). Adapted to a local PrimitiveBuilder probe with identical assertions. refs #157 |
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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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04c581a441 |
refactor(0080): relocate FamilySelection/SelectionMode to aura-analysis (refs #136)
The last trading-domain types still defined in aura-engine's report module — the selection-provenance types FamilySelection and SelectionMode — move to aura-analysis, finishing the #136 goal of getting the trading types out of the engine. aura-analysis is the only non-cyclic home that removes them from the engine: RunManifest.selection: Option<FamilySelection> needs the type and the engine already depends on aura-analysis; aura-registry and aura-cli reach them unchanged via aura-engine's re-export (report.rs pub-re-exports them, lib.rs untouched). Their tests stay in report.rs (one round-trips through RunManifest, which stays in the engine) and reach the types via the re-export. Behaviour-preserving (C1): full suite 665/0 unchanged incl. the C18 goldens, clippy clean, only report.rs and aura-analysis/src/lib.rs change. Staying in the engine (trace-coupled, deferred to the World/C21 layer, not #136): RunManifest, RunReport, summarize. The aura-registry Metric/metric_cmp vocabulary stays in the registry by design — the registry is the trading selection layer, not the domain-free engine (the deflation statistics branch on metric identity, irreducibly domain). See the #136 thread for the rationale. |
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94c88eb7e1 |
refactor(0079): extract the trading-analysis leaf into aura-analysis (refs #136)
aura-engine is documented (C16) and named as the reusable, domain-agnostic reactive SoA substrate, yet `report.rs` concentrated the trading-domain analysis layer inside it. This cycle relocates the pure-domain leaf into a new `aura-analysis` crate (deps: aura-core + serde only), erecting the engine/domain seam before the Stage-2 broker milestone deposits more currency/position-event code into the same module. Behaviour-preserving (C1): the full workspace suite stays green unchanged (665 passed), including the C18 on-disk byte-identity goldens (cli_run, the registry legacy-line loads). Moved to aura-analysis (bodies verbatim — no float expression re-associated): RunMetrics, RMetrics (+ its hand-written PartialEq), the private r_col column indices + SQN_CAP, summarize_r, r_metrics_from_rs, derive_position_events, PositionAction (+ From/TryFrom<i64>), PositionEvent, and the deflation stats helpers inv_norm_cdf / expected_max_of_normals. Their unit tests and private helpers (r_row / r_row_full / pm_row) relocate with them — tests live with their subject (the r_col helpers reach the private module directly, which a re-export cannot bridge). Stays in aura-engine for this cycle: the generic trace plumbing (ColumnarTrace, join_on_ts, JoinedRow, f64_field), RunManifest, RunReport, and summarize (it bridges recorded trace columns into RunMetrics, so it is trace-coupled). The mis-placed orchestration types FamilySelection / SelectionMode also stay (their relocation is entangled with the registry-vocabulary fork, deferred). report.rs pub-re-exports the moved symbols, so aura-engine's lib.rs re-export block and every `crate::report::X` / `aura_engine::X` consumer (aura-registry, aura-cli, aura-composites, aura-ingest) compile byte-unchanged; only the new crate, the workspace member list, aura-engine's Cargo.toml dep, and report.rs itself change. Deferred to later cycles (genuine design forks, route through specify when reached): making RunReport generic over a metric type M and re-bounding sweep/mc/walkforward; relocating the aura-registry Metric / metric_cmp / rank vocabulary; relocating FamilySelection / SelectionMode. Fork decisions logged on #136. |
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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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d50a4828ad |
audit(0077): cycle close — drift addressed; legacy-load fixture + ledger sync; drop ephemera
Architect drift review over 9c6b9c7..cb32658 returned drift_found (3 items); all resolved here. What holds (architect): C23 default-argmax byte-identical, C9 separation (selector in aura-registry, walk_forward selection-agnostic), C1/C2 (plateau pure/deterministic/in-sample), one higher_is_better direction source. Resolutions: - [medium] Backfilled the pre-0077 FamilySelection legacy-load fixture (report.rs family_selection_loads_a_pre_0077_legacy_line). The feat commit and the struct doc-comment claimed "a legacy line still loads (C14/C18)" as landed, but no test pinned the field-level mapping: bare deflation scalars -> Some(...), absent plateau keys -> None. families.jsonl/runs.jsonl are append-only, so a winner stamped pre-0077 must read back; now pinned. - [low] Synced the ledger's inferential-validation open thread (docs/design/INDEX.md): #145 plateau-over-peak landed (cycle 0077), selection is now a pluggable objective (bare argmax -> trials-deflated -> plateau) on the manifest carrier; only #146 (cross-instrument generalization) remains of the milestone's three pieces. - [medium-high] Removed the cycle ephemera (git rm docs/specs/0077-*, docs/plans/0077-*) per the cycle-close convention. Regression: full workspace suite green and clippy --all-targets -D warnings clean (verified at feat-review time). No baseline scripts configured; the test + clippy gates are the regression gate. Cycle 0077 tidy (clean) — drift-clean, not a milestone close (the milestone fieldtest is a separate deliberate gate). |
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cb32658fd1 |
feat(0077): prefer a robust parameter plateau over the in-sample peak
Add an opt-in plateau selection objective for walk-forward, recorded on the same RunManifest.selection carrier #144 introduced. Default argmax is byte-identical (C23); plateau is reached only via a new --select flag. What landed: - FamilySelection / SelectionMode reshape (report.rs): the selection RULE (mode) and its ANNOTATION are orthogonal — deflation fields become Option (present iff Argmax), plus PlateauMean/PlateauWorst variants and neighbourhood_score/n_neighbours (present iff Plateau*). Legacy lines still load: the deflation scalars deserialize from bare values via serde default (C14/C18). compat.rs embeds FamilySelection by value — reshape flows through untouched. - GridSpace::axis_lens() + SweepBinder::sweep_with_lattice (engine): the grid radixes in param_space()/odometer order. sweep() delegates to sweep_with_lattice with the lattice dropped, so every existing .sweep() caller is byte-unchanged. - optimize_plateau + PlateauMode + closed_neighbourhood (aura-registry, C9): each member scores as the mean/worst of its closed mixed-radix grid neighbourhood's metric_value; the winner is the smoothed argmax by the metric's direction (earliest-odometer tie, as optimize). Pure, no RNG (C1); in-sample only (C2). A higher_is_better helper now sources the per-metric direction once, shared by metric_cmp and optimize_plateau. - CLI --select <argmax|plateau:mean|plateau:worst> (default argmax; unknown token exits 2). walkforward_family dispatches via a select_winner helper; sweep_over/stage1_r_sweep_over carry the lattice as Option<Vec<usize>>. runs-family display gains a plateau(<mode>)=<score> over <n> cells line. RandomSpace-refuse: walkforward has no --random producer, so the plateau-without-lattice guard is structural — select_winner returns the refuse on a None lattice (the caller prints the message and exits 2), unit-tested at the helper, not via a --random E2E (decided + recorded on #145 comment 1974, with the lattice-seam fork). Tests: plateau-picks-plateau-not-spike, mean-vs-worst, lower-is-better direction-flip, closed-neighbourhood golden, single-member degeneracy, C1 determinism; CLI select-parse, select_winner refuse; E2E argmax-byte-identical (C23), plateau:mean and plateau:worst provenance. Full workspace suite green; clippy --all-targets -D warnings clean. closes #145 |
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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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c192dfd344 |
audit(0075): cycle close — drift-clean; doc-link + trade_rs tripwire tidy; drop ephemera
Architect drift review (c99e7b8..2e77ab1) against the design ledger +
CLAUDE.md invariants: drift-clean, debt only — no contract or spec
violation. Verified intact: C18 wire shape (trade_rs is #[serde(skip)] +
excluded from the hand-written PartialEq; runs.jsonl/families.jsonl bytes
and digests unmoved; mc_r_bootstrap is a printed line, never a record),
C1 determinism (seeded r_bootstrap + disjoint walkforward windows, both
pinned by byte-identical-rerun e2e tests), C7 frictionless Stage-1
(round_trip_cost stays 0.0), C8/C12 streaming reduction (IS sweep folds
O(trades)/member, OOS run non-reduce). The verbatim summarize_r /
r_metrics_from_rs float duplication is guarded by the cross-reducer
equality test — sound.
Tidy applied this close:
- doc-link drift: the new E[R] notation in r_bootstrap / RBootstrap /
run_mc_r_bootstrap doc-comments was parsed by rustdoc as an intra-doc
link `[R]` (4 warnings). Wrapped in backticks; doc build now clean.
- coverage micro-gap [low, architect]: added a tripwire asserting a
populated trade_rs is absent from the serialized JSON (the serde(skip)
C18-preservation property had no direct test — only Vec::new() was
serialized before).
Carry-on (benign debt, not fixed): the mc usage literal carries a `usage:`
prefix the sibling sweep/walkforward usages omit — required because the
new `["mc", rest @ ..]` arm now handles the `--real` rejection and the
preserved golden asserts stderr.contains("usage"); churning the golden to
drop the prefix is not worth it.
Removed the cycle's ephemeral spec + plans (docs/specs/0075,
docs/plans/0075, docs/plans/0076) per the lifecycle rule.
Verified: cargo test --workspace 610 passed / 0 failed, clippy -D warnings
clean, cargo doc --no-deps clean.
closes #139
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2e77ab1dda |
feat(0075): Monte-Carlo R-bootstrap for OOS validation (iter 2)
Add `aura mc --strategy stage1-r [--real <SYM>]`: run the stage1-r
walk-forward, pool its OOS per-trade R series, and report a moving-block
bootstrap E[R] distribution / CI (one `mc_r_bootstrap` line with an `e_r`
quantile block + P(E[R]<=0)). Completes spec 0075's Monte-Carlo half on top
of iter 1's walk-forward R-reporting.
Engine: `r_bootstrap(rs, n_resamples, block_len, seed) -> RBootstrap` — a
deterministic moving-block bootstrap (non-circular, final block truncated;
block_len=1 = i.i.d. trade-shuffle; clamped to [1,n]; empty -> all-zero),
reusing the existing MetricStats/quantile and SplitMix64.
CLI: parse_mc_args/McArgs split — bare/`--name`/`--trace` route to the
unchanged synthetic seed-resweep `run_mc` (byte-for-byte preserved); the R
path accepts ONLY `--strategy stage1-r`, so a bare `--real` stays a usage
error (mc_rejects_real_flag_with_usage_exit_2 preserved, doc-comment
refreshed). run_mc_r_bootstrap reuses walkforward_family + RMetrics.trade_rs.
Corrective fixes over the plan snippets, both verified: the mc usage string
carries a `usage:` token (the new `["mc", rest @ ..]` arm now handles the
`--real` rejection, and the preserved golden asserts `stderr.contains
("usage")`); `#[allow(clippy::large_enum_variant)]` on McArgs keeps the
unboxed Stage1RGrid field layout.
Scope: single `--real <SYM>` per invocation; cross-symbol pooling is a
deferred follow-on (needs a multi-symbol grammar). Verified: cargo build
clean, full `cargo test --workspace` green (609 passed), clippy -D warnings
clean; bare `aura mc`, SMA walkforward, stage1-r single-run, and C18
round-trip goldens all preserved.
refs #139
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f286bb85f7 |
feat(0075): walk-forward strategy-selectable + R-reporting (iter 1)
Make `aura walkforward --strategy stage1-r [--real <SYM>]` roll IS->OOS windows, sweep the stage1-r grid in-sample, pick the winner by an R metric (sqn_normalized), run it out-of-sample, and report per-window + pooled OOS R-metrics. The bare SMA walkforward path is byte-identical (its dispatch arm is verbatim today's body; the pooled `oos_r` block is emitted only when a window carries an `r` block). Engine: - RMetrics gains an in-memory `trade_rs: Vec<f64>` (realised R per closed trade), excluded from serde (`#[serde(skip)]`) and from a hand-written PartialEq, so the C18 wire shape and every existing equality assertion / round-trip stay unchanged. summarize_r now retains the per-trade R vector it used to drop. - New `r_metrics_from_rs(&[f64])` reduces a flat (pooled across-window) R series to RMetrics. Its R-distribution arithmetic is copied verbatim from summarize_r (the byte-pinned floats must not be algebraically refactored); the two copies are guarded in lockstep by a cross-reducer equality test. net_expectancy_r = expectancy_r (exact at the Stage-1 cost=0 invariant); conviction_terciles_r = [0,0,0] (per-trade conviction is not pooled). CLI: - walkforward gains --strategy + the four stage1-r grid flags (reusing parse_csv_list / Stage1RGrid); walkforward_family is strategy-dispatched. - Windowed stage1-r helpers: stage1_r_sweep_over (reduce-mode folded IS sweep, O(trades)/member) and run_oos_r (non-reduce OOS run, for the stitched pip-equity curve), plus stage1_r_space. Frictionless Stage-1 R (costs are Stage-2). Verified: cargo build clean, full `cargo test --workspace` green (SMA walkforward, synthetic mc, stage1_r_single_run_output_golden, and the C18 round-trips all preserved), clippy -D warnings clean. Monte-Carlo R-bootstrap is iter 2. refs #139 |
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7e4b91ab5f |
feat(0074): source real-path pip from the geometry sidecar; drop the authored floor
The data-server now ships per-symbol geometry sidecars, so aura no longer hard-codes instrument geometry. A consumption grep showed production reads exactly one `InstrumentSpec` field — `pip_size` — at the real-data path; the other eight (incl. `instrument_id`) were constructed but never read. - aura-cli resolves the real-path pip from the recorded sidecar (`instrument_geometry` -> `InstrumentGeometry.pip_size`), refusing (exit 2) on absent geometry. The authored table no longer gates: any symbol with a sidecar + bars now runs (new test: USDJPY, never vetted, resolves its JPY pip 0.01 from the sidecar). - Removed the redundant authored floor: `InstrumentSpec`, `instrument_spec`, `VETTED_SYMBOLS`, and the table-only tests. The `InstrumentGeometry` seam (the surviving pip source) and its nameability guard are kept. - `instrument_id` (the "find out"): no production consumer. The position-event table's `instrument_id` is a decoupled caller parameter; the engine never imports an instrument spec. Dropped with the struct. - The example `pip_size_of` is re-sourced to the sidecar; the pure-structural blueprint tests use a literal pip to stay archive-independent. Speculative deploy-grade fields and the #124 override/floor tiers are deferred to the Stage-2 broker that will consume them, read from the sidecar geometry then. Ledger (C8/C15/#22/#106) updated; #124 collapses to "recorded sidecar geometry -> refuse" in the meantime. Verified: cargo test --workspace (all green), clippy -D warnings clean, cargo doc clean, with the local archive present so the sidecar paths run. refs #124 |
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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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68605b7d88 |
refactor(stage1-r): rename the strategy-output param namespace exposure -> bias
Complete the deferred rename tail from cycle 0065's #126 (which renamed only the typed metric, keeping the param namespace uniformly "exposure" so the single-run rename would not smuggle in a ~30-site sweep-pinned change). Now renamed together as one consistent unit, all driven by the Bias node's instance name: - Bias::builder().named("exposure") -> .named("bias") (the harness builders + the engine fixtures in test_fixtures.rs / blueprint.rs); - the derived knob path exposure.scale -> bias.scale (Composite::param_space derives the knob from the node name) -- the sweep .axis/.range bindings and .with() points (blueprint.rs, main.rs), the walkforward ParamSpecs (walkforward.rs), the member_key dir names, and the JSON byte-pins in cli_run.rs / report.rs / main.rs tests; - the exposure_scale manifest param label -> bias_scale (the single-run manifest builders + the streaming_seam / real_bars fixtures). The rename is surgical: the three targets (named("exposure"), exposure.scale, exposure_scale) are syntactically distinct from the deliberately-kept "exposure" forms, which are untouched -- SimBroker's pre-reframe exposure input slot + prev_exposure + the exposure-integral; the LongOnly / gate / latch ports named "exposure"; and the on-disk "exposure" tap label (the recorded bias series that feeds `chart --tap exposure`, decoupled from the node name via ColumnarTrace::from_rows("exposure", ...)). No on-disk back-compat break: the knob path is a runtime param address, and recorded params in old runs.jsonl / families.jsonl are inert data strings (a pre-existing recorded "exposure.scale" still loads, it is just data). INDEX.md cycle-0065 realization note amended: the param namespace is recorded as the now-completed tail; the SimBroker slot + the on-disk tap label remain the deliberate permanent keeps (#117), and exposure_sign_flips stays a serde alias. Verified: cargo build --workspace --all-targets clean; clippy --all-targets -D warnings clean; full suite 514 passed / 0 failed (source + byte-pins renamed together); live `aura run` emits "bias_scale", `aura sweep` emits "bias.scale". closes #134 refs #126 #117 |
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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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