Commit Graph

63 Commits

Author SHA1 Message Date
claude a55e4cfd10 audit: trio tidy — hoist the ns-per-minute constant
Cycle-close audit over the feature trio 75bfb93..d1b3a3d (#261 #260
#262). Architect verdict: clean — C1 (both stop variants and the
per-instrument cost round-trip through the manifest), C2 (rollover-only
emission), C18 (scalar cost wire form byte-identical; VolTf additive),
the four-scalar discipline (SessionFrankfurt bakes the timezone, no
string kind), and the match-arm lockstep across all four RiskRegime/
StopRule sites all hold; commit bodies match the diff. One low drift
item — the repeated 60·10^9 ns-per-minute literal in vol_tf_stop.rs —
fixed here as NS_PER_MINUTE rather than carried.

No regression scripts are configured (the architect is the sole gate);
full workspace suite green, clippy clean. Spec and plan working files
discarded per the audit lifecycle.

refs #262
2026-07-14 03:02:54 +02:00
claude 528e8f33d6 feat(std): VolTfStop — the timescale-matched volatility stop primitive
k · sqrt(EMA(delta^2, length)) over completed period_minutes buckets —
the vol regime on a coarser clock, as a fused primitive in the Resample
mold: the in-progress bucket lives in node state, the finished bucket's
close is differenced against the previous one on rollover, and the stop
distance is emitted ONCE per completed bucket (C2: a partial bucket
never exists downstream; Firing::Any consumers hold the last value).
EMA follows Ema's exact convention (SMA seed over the first length
deltas, alpha = 2/(length+1)), pinned by a constant-|delta|
correspondence test against the per-cycle vol regime. Not rostered in
the std vocabulary (stop primitives are risk-executor internals).

First slice of #262; the regime variants, executor arm, and manifest
round-trip follow.

refs #262
2026-07-14 02:08:28 +02:00
claude ca4a89864c feat(std,engine): SessionFrankfurt — the Session node enters the closed roster
A Frankfurt-baked zero-arg Session preset (open 09:00 Europe/Berlin as
literals) joins the std vocabulary as SessionFrankfurt, declaring
period_minutes: I64 (default 15) as its one scalar knob — the
single-knob roster pattern the cost nodes established. A data-only
blueprint can now reach a session/time-of-day stream (bars_since_open),
unblocking time-of-day conditioners for the confirm/refute research
model. Roster count pins bump 28 -> 29 in both conscious-act sites.

Fork decision on the issue: the preset variant over a param-vocabulary
extension — a timezone param would need a string kind, breaching the
four-scalar discipline; the preset keeps the vocabulary closed and is
the additive extension the roster-exclusion comment anticipates. The
4-arg Session::builder stays untouched; in_session/session_open_ts
stay deferred (#154).

closes #261
2026-07-14 00:02:50 +02:00
Brummel 249aafdb0f refactor(std,composites): interned cost[k].* port names — the leaks drop (#152)
One process-global intern pool (intern_port/cost_port, the COL_PORTS
LazyLock pattern) in the cost module is now the single source of the
cost[k].<port>/cost[k].<field> names; CostSum::builder and cost_graph
consume it and the per-build .leak()s in cost_graph are gone — the
prerequisite before cost is rebuilt per member across a sweep. Two
unit pins (same pointer for the same pair, dedup for bare names).

Verified: aura-std 166/0, cost_graph 4/4, zero .leak() in the two
sites, full workspace suite green, clippy -D warnings clean.

closes #152
refs #234
2026-07-11 06:56:21 +02:00
Brummel 99237e1d0a feat(std): fill the by-chance vocabulary gaps — Const, Div, Abs, Max, Min
Five new rostered node types (count-pin 23 -> 28, both the in-crate
shape test and the cross-boundary CLI vocabulary e2e): Const is unary
with an f64 'value' param — the clock input drives it, its value is
ignored, since a zero-input node never evaluates in the total-push
engine — mirroring EqConst's constant-as-param pattern; Div is binary
IEEE-754 (x/0 -> signed inf, 0/0 -> NaN, unit-tested, no error
channel); Abs unary mirroring Sqrt; Max/Min binary pairwise, distinct
from the windowed RollingMax/RollingMin.

Acceptance proof: the committed executable spec composes an RSI-class
gain/loss-split-and-ratio signal purely from blueprint data through
std_vocabulary and runs it to hand-computed RS values — the r_meanrev
constant-folding workaround is no longer forced.

Verified: headline test green, aura-std 163/0, full workspace suite
green (independent mini-verify), clippy -D warnings clean.

closes #236
2026-07-10 19:59:10 +02:00
Brummel 257ab0b9f2 feat(std,cli): add the Scale node, retire the r-meanrev demo to data (#159 cut 3)
Cut 3 of the hard-wired demo retirement. Unlike r-sma/r-breakout, r-meanrev could
not round-trip as data: its band computes band_k*sigma (a constant times a stream)
and the closed 22-node std_vocabulary had no way to express it (EqConst is i64->bool,
Bias is clamp(signal/scale,±1), Mul is binary, LinComb is excluded as a
construction-arg node; no Div/Const/constant-emitter). Standard operators are missing
by chance, not by design, so this adds the one r-meanrev needs.

Scale node (aura-std): out = input * factor — one f64 input, one f64 `factor` param,
stateless, warm-up-filtered (the EqConst/Bias shape). A zero-input `Const` emitter was
rejected: the per-cycle eval loop gates every node through an input-firing test
(harness.rs `fires()`), so a node with no input never fires without an engine-core
change; `Scale` fits the existing model and, by IEEE-754 commutativity, reproduces the
retiring LinComb's band byte-for-byte. Rostered (`"Scale" => Scale`); the two
vocabulary count-pins bump 22 -> 23.

r-meanrev migration: r_meanrev_signal(window, band_k) is carved out of the fused
r_meanrev_graph as a #[cfg(test)] price->bias Composite whose band is `Scale` in place
of `LinComb(1)`; production loads the shipped JSON (examples/r_meanrev{,_open}.json),
never a builder. Before the fused builder was deleted, an equivalence test proved the
carved Scale-band signal reproduces its grade byte-for-byte on the synthetic stream
(window=3, band_k=2). Durable survivors: the byte-identity of the examples to the
carve, the loaded-grades-identically-to-carve proof, the closed/open introspect
anchors (mean_window.length, var_window.length, band.factor — band_k is now a
first-class sweepable param), and — re-pointed onto the carve rather than dropped —
the fades-short-above/long-below behavioural test, which becomes the durable
carve-correctness gate the deleted equivalence test used to be.

Deletions + the dead-code cascade the retirement opened: r_meanrev_graph,
r_meanrev_sweep_family, Strategy::RMeanRev (+ all arms). r-meanrev was the last reader
of run_sweep's grid, so the whole vestigial built-in-sweep grid apparatus retires with
it: run_sweep's `grid` param, the sweep call-site grid build, and SweepCmd's
--fast/--slow/--stop-length/--stop-k/--window/--band-k (sma/momentum sweeps build their
own blueprints and ignored these; the fast/slow/stop-* had been vestigial since r-sma's
cut 1b). RGrid the struct SURVIVES — the dissolved `generalize` verb resolves its
candidate from its fast/slow/stop_length/stop_k via generalize_args_from — so only its
window/band_k fields go; its stale doc-comment (r-sma-sweep / persist_traces_r / CLI
flags, all now gone) is rewritten to its true generalize-only role. Also retired as
transitively dead: persist_traces_r and the metrics_object test helper (their only
callers were the deleted families/tests); Add/Gt/Latch/Mul/Sqrt imports are now
#[cfg(test)] (their last production caller was r_meanrev_graph).

Test surface: the two built-in --strategy r-meanrev sweep tests drop; a new negative
pins that --strategy r-meanrev on both sweep and walkforward now falls into the generic
usage error; the grid-flag stray-positional negative is re-pointed to a surviving flag.

Verification (own, not the workflow's report): full `cargo test --workspace` green
(0 failed across 62 result lines); `cargo clippy --workspace --all-targets -- -D
warnings` clean, no dead-code residue; the r-sma + r-breakout anchors and the
dissolved-verb real goldens (generalize still reads RGrid) stay green. Bundled as one
commit (the Scale node's count-pin and the r-meanrev anchors share graph_construct.rs,
so a clean two-commit split was not path-separable); the implement-loop ran all three
plan tasks in one pass and the tree was verified by hand.

refs #159
2026-07-07 22:02:50 +02:00
Brummel bd32c4fcb3 audit: cycle 0105 tidy (drift-clean after two doc-mirror alignments)
Architect drift review (range 7b429f9..57f401f): drift_found (low/medium
only), resolved inline as close-fixes:
- crates/aura-std/src/vocabulary.rs — the roster-site doc now names BOTH
  count pins a node addition trips (the in-crate shape test and aura-cli's
  cross-boundary --vocabulary count e2e); the singular phrasing understated
  the cross-crate lockstep the extra e2e introduced.
- docs/design/INDEX.md — the C24 enforcement-shift passage gains the 0105
  delivery note: resolver-vs-list drift closed by construction via the
  roster macro; the un-rostered-node residual stays fail-safe.

Noted, no action: spec/plan predicted 884 (no new test) but delivery added
one e2e (885) — consciously superseded, disclosed in the iter commit body;
the artifacts are ephemeral and removed below.

What holds (architect): byte-preserving refactor confirmed against the
diff (22 keys/order exact, signatures and module doc untouched, every
consumer unchanged); invariant 9 / C24 preserved (compile-time expansion,
no registry); the new e2e count pin is genuinely roster-tied.

Regression gates (all green): cargo build clean; cargo test --workspace
885 passed / 0 failed (884 baseline + 1 new e2e); clippy --all-targets
-D warnings clean; cargo doc --no-deps 0 warnings.

Ephemeral cycle artifacts removed per project convention (git rm):
docs/specs/0105-std-vocabulary-roster-macro.md,
docs/plans/0105-std-vocabulary-roster-macro.md.

refs #180
2026-07-02 22:00:36 +02:00
Brummel 57f401f2ab refactor(std): std_vocabulary_roster! macro — one source for the vocabulary roster
The three hand-kept copies of the 22-key zero-arg roster in
aura-std/vocabulary.rs (std_vocabulary match arms, std_vocabulary_types
list, the test's inline array) collapse into one private declarative
macro invoked once with the "TypeId" => Type pairs — the resolver and
the enumerable list now agree by construction (the #160 failure mode:
a node resolvable but silently absent from graph introspect
--vocabulary, or vice versa). Byte-preserving: same fn signatures, same
22 ids, same order; lib.rs re-export and every consumer untouched; the
vocabulary stays a closed compiled-in set (invariant 9 / C24 — a
compile-time expansion, no registry). Adding a zero-arg node is now one
roster line plus the conscious count-pin bumps.

Tests: the two unit tests reshaped (round-trip iterates the generated
list with PrimitiveBuilder::label() as the independent oracle; the shape
test keeps the count pin as deliberate friction). The E2E phase added
one cross-boundary pin beyond the plan — kept:
graph_introspect_vocabulary_lists_exactly_the_closed_roster_count checks
the same count through Env::type_ids() and the CLI print loop across the
real process boundary, which no roster-internal test can see.

Accepted residual (documented at the roster site, recorded on #160):
a new zero-arg node never rostered at all stays unguarded — no
enumeration of zero-arg builders exists — and fails safe in both
directions (clean UnknownNodeType on load; merely absent from
--vocabulary).

Verification: cargo build clean; cargo test --workspace 885 passed /
0 failed (884 baseline + 1 new e2e); clippy --all-targets -D warnings
clean; cargo doc --no-deps 0 warnings.

closes #160, refs #180
2026-07-02 21:56:07 +02:00
Brummel 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
2026-07-02 12:03:09 +02:00
Brummel 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
(ea1ca32): a declarative, replayable by-identifier op-script that builds a
runnable blueprint through validated ops, reusing the engine's existing gates at
two cadences — no second validator (C24).

- construction.rs: `Op` (Source/Input/Add/Feed/Connect/Expose, 1:1 with the
  document, dotted by-identifier ports), `OpError` (by-identifier causes),
  `GraphSession` (per-op-fallible accumulator) and the free `replay` driver
  (stop-at-first-failing-op, naming it by `(op_index, OpError)`).
  - Eager (per-op): name resolution + edge_kind_check + the >1-cover
    DoubleWiredPort arm + try_bind — all calling the §A shared predicates.
  - Holistic (finish): the 0-cover totality arm, param-namespace injectivity, and
    root-role boundness — the SAME unchanged engine gates
    (check_param_namespace_injective / validate_wiring), now at end-of-document.
  - Build-free introspection: `unwired()` (a partial document's still-open slots).
- aura-std std_vocabulary_types(): the enumerable companion to the closed
  std_vocabulary match (a `fn(&str)->Option<…>` resolver cannot be listed),
  lockstep-tested in the list->resolver direction; the reverse fails safe (#160).
- aura-engine exports replay/GraphSession/Op/OpError + re-exports BindOpError.

Acceptance (engine level): a sink-free price->fast/slow SMA->Sub->Bias signal
root built through the ops compiles to a FlatGraph byte-identical (edges +
sources) to its GraphBuilder twin (C1); an invalid op is rejected at the op,
named; vocabulary + unwired slots answer without a build. Pinned by
construction.rs unit tests + a construction_e2e.rs integration test over the
public seam the iteration-2 CLI will consume.

Notable judgement calls folded in from the implement loop: feed is all-or-nothing
(two-phase resolve-then-commit, no partial wiring on a mid-fan-out fault); the
node identifier is stamped onto the builder (`named(&id)`) so two same-type nodes
get distinct param paths and do not trip the injectivity gate prematurely; a
module-level `#![allow(dead_code)]` covers the public surface until the
iteration-2 CLI consumes it. Full suite green; clippy --all-targets -D warnings
clean.

Iteration 2 (the JSON op-list encoding + `aura graph build`/`introspect` CLI)
remains; #157 stays open. refs #157
2026-06-29 20:28:41 +02:00
Brummel 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
2026-06-29 14:54:45 +02:00
Brummel f5e00a9c72 feat(0085): per-cycle-held accrual — CarryCost + ChargeMode (approach B)
Cycle 5 of milestone #148 (cost-model graph in R): the per-cycle-held accrual
mechanism — C10's "per-cycle-held factors accrue over the hold". A carry/funding cost
is charged for every cycle a position is held, so the net_r_equity equity curve bleeds
continuously over the hold (approach B, "ja, mach B") rather than stepping at close.

Mechanism (logged on #148): ChargeMode { AtClose, PerHeldCycle } is a property of the
cost factor, read by the one shared CostRunner (no second runner type). The AtClose arm
is the pre-cycle-5 eval tokens VERBATIM (IEEE-754 byte-identity). The PerHeldCycle arm
accrues `per` into `acc` each held cycle, dumps the accrued total into `cum` at close
(resetting acc), and marks the open position via a growing open_cost_in_r. The bleed
lives in open_cost_in_r, which the net_r_equity tap already subtracts — so summarize_r
and the CLI net_eq wiring are UNCHANGED, and the cycle-0083/0084 net_expectancy_r
goldens (-614.3134020253314 flat, -615.0304388396047 composed) + the C18 no-cost golden
stay byte-identical.

CarryCost is a ConstantCost twin differing only in charge_mode() -> PerHeldCycle (a
labelled stress parameter, the flat base of the accrual family). Wired through the
existing cost_graph/CostSum aggregation; a per-trade ConstantCost and a per-held-cycle
CarryCost compose in one run (the costs sum per-field — the composed golden is exactly
the sum of the two single-cost charges). New run-path --carry-per-cycle flag
(sweep/walkforward/mc pass None, as the existing cost flags do).

Tests: 2 RED-first unit B-proofs (open_cost grows over the hold, dumps the total at
close, acc resets between trades — the discriminator a scalar net_expectancy_r cannot
see); the CarryCost twin's 5 unit tests; 2 captured net_expectancy_r goldens
(-768.2095026600887 carry, -1383.7939051991182 composed); a net_r_equity-bleeds-over-
the-hold integration test (the terminal open hold's r_equity-net_r_equity gap strictly
grows); plus negative-rate-refused-exit-2, monotone-in-rate, and zero-rate-exactly-free
guards.

Verified: cargo test --workspace (0 failures), cargo build --workspace, cargo clippy
--workspace --all-targets -- -D warnings clean. summarize_r / aura-analysis untouched.
Deferred to later #148 cycles (logged there): notional-based carry, the calendar-aware
overnight swap, sweep-path cost.

refs #148
2026-06-29 01:00:51 +02:00
Brummel d5c44dd1ea feat(0084): cost-graph composite-builder
Cycle 4 of milestone #148 (Cost-model graph in R), decision E.

New `cost_graph(Vec<PrimitiveBuilder>) -> Composite` in aura-composites: it fans
the 4 PM-geometry inputs to N cost nodes, surfaces each node's extra inputs
(discovered via schema introspection past GEOMETRY_WIDTH) as `cost[k].<port>`
roles, sums them through CostSum, and exposes the 3-field aggregate. Replaces the
CLI's manual slot-indexed cost-wiring + the hardcoded MAX_RUN_COST_NODES=2 cap
with one principled composite of arbitrary arity. GEOMETRY_WIDTH re-exported from
aura-std (first cross-crate consumer). Runtime port names .leak()'d (the
risk_executor precedent), a bounded one-time cost at blueprint construction.

Behaviour-preserving at the value level: the composite inlines at bootstrap (C11)
to the same flat fan-in, so the two cycle-3 net_expectancy_r goldens
(-614.3134020253314 flat, -615.0304388396047 composed), the C18 no-cost golden,
and the full suite stay green verbatim. Honours C9 (a composite of cost nodes is
ordinary downstream nodes), C16 (wiring lives in aura-composites, not aura-engine),
C23 (label drift under cost_graph nesting is permitted; no with-cost graph
label/shape golden exists).

Four aura-composites unit tests pin the exposed contract: the two planned (n=2
heterogeneous role set; n=1 no-extra shape) plus two the implementer added that
strengthen the headline — arbitrary-arity per-node namespacing (n=3, two
VolSlippageCost -> distinct cost[1]/cost[2].volatility, the property that retires
the 2-node cap) and geometry fan-once (n=2 extra-free -> only the 4 geometry roles).

Accepted nit (held, non-gating): the CLI reconstructs the `cost[k].volatility`
role name to feed the vol node's extra input — a string coupling to the composite's
public role-naming convention. Kept: role-based composite wiring addresses roles by
name (as the CLI already does for "closed"/"bias"/"price"); the convention is tested
+ build-validated; a decoupling accessor would widen this cycle's scope.

Verified: cargo test --workspace (0 failures), clippy --workspace --all-targets
-D warnings clean, cargo doc -p aura-composites clean.

refs #148
2026-06-28 21:52:06 +02:00
Brummel fc52b4fced audit(0083): cycle close — drift-clean (code); C10 cycle-0083 note + lib.rs doc
Architect drift review over 6c7f5dd..HEAD. No regression scripts in this project
→ the architect is the sole gate; verdict: shipped code byte-clean.

What holds (verified against the diff):
- C9 — a CostRunner<F> is a plain downstream Node; the two cost nodes are thin
  factors wired through the same cost_node_builder. No runtime sub-object.
- C18 / byte-identity — the numerator/latched token form is preserved verbatim;
  the two new CLI goldens pin exact net_expectancy_r and pass; the no-cost golden
  is untouched.
- C10 co-temporality + C23 + invariant-4 — the gate-on-PM-geometry-only rule
  (cold factor input → 0 cost, row still emits) is now centralized once in the
  runner; name() dropped cleanly (label() remains the non-load-bearing symbol);
  the 3-field triple is a single source (COST_FIELD_NAMES) read by both producers
  + CostSum + the CLI — the cycle-0082 by-convention lockstep is structurally gone.

Resolution:
- [fix] docs/design/INDEX.md C10 — added the cycle-0083 realization note (each
  prior cost cycle got one; the deferred general CostNode trait is now shipped and
  the lockstep eliminated). Ledger deferred-work tracking re-synced.
- [fix] crates/aura-std/src/lib.rs:5 — module doc now names the CostNode/CostRunner
  authoring surface.
- [carry-on, low debt] vol_slippage_cost.rs still declares its extra-input port
  twice (the cost_node_builder arg and the trait extra_inputs()); a clean unifier
  needs design thought (builder() is static, no factor instance) and is not worth
  forcing at cycle close. Documented here; agreement rests on the helper + a test +
  the harness debug-assert.

Cycle 0083 ephemera removed (docs/specs/0083 + docs/plans/0083).

Verified: cargo build/test --workspace clean (0 failures), clippy -D warnings
clean, cargo doc -p aura-std clean (CostNode/CostRunner intra-doc links resolve).

refs #148
2026-06-28 19:32:07 +02:00
Brummel 6b53c239dd feat(0083): CostNode trait + shared cost-record contract
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
2026-06-28 19:26:34 +02:00
Brummel 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
2026-06-28 16:51:48 +02:00
Brummel e82725f2d7 audit(0081): cycle close — drift-clean (code); ledger C10 realization note + stale-broker doc sync (refs #148)
Cycle 0081 (cost-model graph, cycle 1) closes drift-clean against C10: the
architect review confirmed ConstantCost + the net-R seam realize the contract
at its floor (C9 cost node; net_r_equity a C8/C18 sink; R-pure; one home for
cost, subsuming the retired scalar round_trip_cost; pure feed-forward C1), and
the no-cost baseline is byte-identical (C18 golden held). Regression gate green
and unchanged: full workspace suite 0-fail, clippy --workspace --all-targets
-D warnings clean. No baseline moved -> no ratify.

Ledger sync (docs/design/INDEX.md): added the C10 cycle-0081 realization note
(ConstantCost node + net_r_equity seam shipped; scalar round_trip_cost retired;
run-path-scoped; later-cycle deferrals named).

Drift swept (cycle-adjacent + cheap one-liners):
- crates/aura-analysis/src/lib.rs net_expectancy_r doc: the removed in-fold
  mechanic (mean(R - round_trip_cost/latched_dist)) -> the cost-stream fold.
- crates/aura-std/src/lib.rs module doc: "realistic broker profiles" (retired
  by #116) -> the legacy SimBroker pip yardstick + cost-model nodes.

Backlogged (pre-existing, broader, predates this cycle): the
docs/project-layout.md backtest worked example is stale on #117 (exposure->bias)
and #116 (realistic broker); a proper rewrite is filed as #151, not folded here.

Architect-accepted: the #[allow(dead_code)] on r_col::ENTRY_PRICE/STOP_PRICE
(their production reader legitimately removed when summarize_r stopped recovering
latched_dist; still the layout contract + exercised by test fixtures).

Spec + plan ephemera removed (git rm docs/specs/0081, docs/plans/0081).

refs #148
2026-06-28 14:50:24 +02:00
Brummel 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
2026-06-28 14:41:45 +02:00
Brummel 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
2026-06-25 13:10:37 +02:00
Brummel 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
2026-06-25 11:00:02 +02:00
Brummel 4e6b1d9b53 audit(stage1-r): cycle-0065 close — ledger records the Stage-1 R signal-quality layer
Architect drift review of cycle 0065 (Stage-1 R: the exposure->bias rename, the
stop-rule + vol_stop, PositionManagement's dense R-record, the Sizer, summarize_r,
the public RiskExecutor, and the CLI surface): code is drift-clean - C10 fidelity
holds (bias->stop->Sizer->PositionManagement, flat-1R feed-forward, R stop-defined
and size-invariant, guarded by the cross-crate layout lockstep test), C9/C23
acyclic, the --harness selector is a compile-time match (no runtime registry/DSL,
C17). The milestone fieldtest is green after the tiny-pip tolerance fix (2ee0d74).

Lifted to the ledger (docs/design/INDEX.md):
- A C10 realization note for cycle 0065 recording the built Stage-1 R layer (the
  chain, the public RiskExecutor + StopRule axis, the CLI surface, the scale-robust
  guard, the aura-engine->aura-std normal dep) and that Stage 2
  (currency/compounding/realistic brokers) stays the deferred downstream layer.
- Amended the C10 contract's "pending Stage-1 implementation" line (it landed).

Fixed stale prose introduced by iter-3's dependency-tier change: report.rs and
position_management.rs comments cited "aura-std is only a dev-dependency" as the
rationale for the by-convention dense-record layout contract; iter-3 made it a
normal dependency, so that rationale was false. Reworded to the real,
dep-tier-independent reason - the record crosses the crate boundary as a
type-erased Scalar vector (C4 SoA), read positionally, guarded by stage1_r_e2e.rs.

Carry-on filed as follow-ons (not actioned): the exposure->bias rename tail (the
serde-stable exposure_sign_flips key + slot/param names - commented on #126, the
recommended next iteration); CLI UX friction (#131); stage1-r harness cosmetic
smells (#132); R-sweep families + rank-by-sqn (#133).

This is a drift-clean cycle-close audit, NOT a milestone-container close: the
ephemeral spec/plans stay (spec 0065's change (a) still scopes the deferred rename
tail) and the milestone close stays a deliberate act for the user.

cargo build/test --workspace green; clippy --workspace --all-targets -D warnings clean.

refs #117 #126
2026-06-24 12:35:15 +02:00
Brummel 2ee0d74a8c fix(stage1-r): scale-robust tolerance for the R-record redundancy guard
The PositionManagement redundancy `debug_assert` (position_management.rs:229)
re-derives realized_r from the dense-record columns as
dir*(exit-entry)/|entry-stop| and compared it to the stored value with an
ABSOLUTE < 1e-9 tolerance. At tiny-pip price scale (EURUSD/GBPUSD entry ~1.1,
vol-stop distance ~1e-6) the denominator reconstruction `entry - stop` is a
catastrophic-cancellation subtraction that loses ~6 significant digits; with a
deep gap-through-stop realising a large |R|, the recomputed R drifts from the
(correct) stored realized_r by more than 1e-9 - so a debug build PANICS (exit
101) while a release build (assert compiled out) returns the correct R. GER40
(large pip) never trips it.

Found by the Stage-1 R milestone fieldtest: `aura run --harness stage1-r --real
EURUSD` crashed the headline "score real FX in R" use case on the default (debug)
build, and the debug/release disagreement made the R numbers' validity
unknowable from the public surface.

Root cause (via debug): the stored realized_r uses the cancellation-free FROZEN
latched_dist and is exact - only the guard's tolerance was wrong for small price
scales. Fix: a scale-robust relative tolerance `< 1e-9 * realized.abs().max(1.0)`
(floored at the historical 1e-9 for |R| <= 1, so no change for normal-scale runs).

RED-first: the hermetic synthetic-tiny-pip test
`tiny_pip_gap_stop_does_not_trip_the_redundancy_guard` reproduces the panic and is
pinned here. Verified end-to-end: `aura run --harness stage1-r --real EURUSD` now
returns the R block (exit 0) on a debug build. cargo test --workspace green;
clippy --workspace --all-targets -D warnings clean.

refs #117
2026-06-24 12:30:08 +02:00
Brummel 92591e5dc0 refactor(stage1-r): name the conviction column conviction_at_entry
Rename the dense PositionManagement record's column 9 from `bias_at_entry_abs`
to `conviction_at_entry` (FIELD_NAMES, the `r_col`/test index constants, the
cross-crate layout guard, and the doc comments).

Why: the column holds |bias| at entry, which C10 defines AS conviction (bias =
direction + conviction magnitude; ledger INDEX.md ~458). The record already names
the other half of that decomposition by its domain concept (`direction` = sign,
not `bias_sign`), so naming the magnitude half mechanically (`bias_at_entry_abs`)
was an inconsistency; `conviction_at_entry` speaks the ledger's ubiquitous
language and parallels `direction`, while `_at_entry` preserves the
frozen-snapshot precision.

Considered and rejected: collapsing `(direction, bias_at_entry_abs)` into one
signed `bias_at_entry` and dropping `direction` as redundant — it is not
redundant. On a reversal row col 4 (`direction`) tracks the reopened leg while
col 9 tracks the closed trade's entry conviction, so the two describe different
trades and cannot be losslessly merged; they are also distinct semantic axes
(current-position direction vs per-trade entry conviction).

Scope: domain name at the data boundary, mechanical name internally — the
internal `bias.abs()` variables (`Open.bias_abs`, the fold's `Trade.bias_abs`)
keep their computation-faithful names, exactly the raw-internal / domain-external
split the record uses elsewhere.

Behaviour-preserving: cargo build --workspace clean; cargo test --workspace 500
passed, 0 failed (unchanged); clippy --all-targets -D warnings clean. The layout
guard (`r_col_indices_match_producer_field_layout`) confirms the renamed string.

refs #117
2026-06-24 10:25:18 +02:00
Brummel b4e84335c4 feat(stage1-r): Sizer + RiskExecutor + R-metric enrichment (iter 2)
Iteration 2 of cycle 0065 (Stage-1 R signal quality) — the node + metric layer.
Builds on iter-1's PositionManagement dense R-record + core summarize_r.

What ships:

- PositionManagement gains a 4th `size` input (slot 3 -> col 10), fed by the
  Sizer. R is computed size-INVARIANTLY (pure stop-distance ratio), so size
  never touches realized_r — pinned by a RED test (scaling size leaves every
  realized_r unchanged) at the node and again end-to-end through the executor.

- Sizer (aura-std): `size = risk_budget / stop_distance` — flat-1R (risk_budget
  1.0 => one risk unit per trade, size inversely proportional to the stop, not a
  constant). Reads bias (firing/presence) + stop_distance; the Stage-2
  fixed-fractional sizer slots in unchanged (swap risk_budget for
  risk_fraction*equity, same node shape).

- summarize_r enrichment: SQN (sqrt(n)*mean_R/sample-stdev_R; n<2 or zero-variance
  -> 0), conviction_terciles_r (E[R] by |bias_at_entry| tercile), net_expectancy_r
  (gross minus one round-trip cost per trade, charged in R via the latched_dist
  recovered from the entry_price/stop_price columns). summarize_r gains a
  `round_trip_cost` param (price units). The net-of-cost recovery is tested
  through the real producer->consumer seam, not just hand-built rows.

- RunMetrics.r: Option<RMetrics> with #[serde(default, skip_serializing_if =
  "Option::is_none")] — legacy runs.jsonl (no `r` key) deserialise to None and a
  pip-only run's on-disk shape stays byte-unchanged (C14/C18 back-compat). Every
  RunMetrics literal threaded (report.rs, aura-registry, aura-engine/mc).

- RiskExecutor (aura-engine integration-test fixture, sibling of
  vol_stop_composite): FixedStop -> Sizer -> PositionManagement behind open
  bias+price input roles, price fanned to both the stop and PM, the Sizer's size
  into PM. Bias is produced in-graph from the single price source (a second bias
  *source* would k-way-merge into separate cycles and mark stale prices). The
  Veto is a DOCUMENTED SEAM, not a runtime node (a pass-through identity is what
  C19/C23 DCE deletes). Tests: the composite bootstraps + runs + folds to the
  documented hand value; R invariant under risk_budget while the size column
  scales; a live-folded RMetrics survives the RunMetrics serde round-trip.

The dense-record size column (10) is brought under the cross-crate layout guard
(stage1_r_e2e r_col_indices_match_producer_field_layout) so the executor
fixture's size-invariance read is drift-protected like the others.

Scope: the CLI/recording surface (#129) is sub-split into a separate iteration 3
and is NOT in this commit.

Verified: cargo build --workspace clean; cargo test --workspace 500 passed,
0 failed; cargo clippy --workspace --all-targets -D warnings clean.

refs #117 #127 #128 #129
2026-06-24 02:15:51 +02:00
Brummel 0998f9aabf refactor(stage1-r): the vol stop is a composition, not a fused node
Applies the principle the user named: a node is a primitive only if it is NOT
DAG-expressible from other primitives; a function that needs a missing primitive
gets the primitive added, not fused away.

- Remove the fused VolStop node (it was pure feed-forward arithmetic).
- The volatility stop is now a composition of primitives, vol_stop(length, k):
  k * Sqrt(Ema(Mul(d,d), length)), d = Sub(price, Delay(price,1)) -- a rolling
  EWMA standard deviation. Built with GraphBuilder; proven end-to-end
  (bootstraps + runs + emits k*sigma) in tests/vol_stop_composite.rs.
- Migrate the one VolStop caller (stage1_r_e2e.rs) off it: the R-is-stop-defined
  test now contrasts a tight vs a wide FixedStop (two constant distances still
  fold to different R, the property under test).

Uses the Mul + Sqrt primitives added in the prior commit. FixedStop stays the
only stop-rule primitive (a triggered constant). Full suite + clippy green.

refs #117 #119
2026-06-24 01:04:19 +02:00
Brummel 831092841e feat(aura-std): add Mul + Sqrt primitives
The two genuinely-missing arithmetic primitives (Mul = two-stream f64 product,
Sqrt = one-input f64 root, negatives clamped to 0). They are the building blocks
for the volatility stop as a composition (rolling EWMA stddev), replacing the
fused VolStop node. Also corrects plan 0066 Task 3 (the VolStop removal must
migrate its stage1_r_e2e.rs caller — a false premise the implementer caught).

refs #117 #119
2026-06-24 00:53:28 +02:00
Brummel 2c43296c2c feat(stage1-r): bias rename + stop-rule + position-management + summarize_r (iter 1)
Iteration 1 of the Stage-1 "R-based signal quality" cycle (spec 0065): a
strategy's signal quality, measured in R on its unsized bias stream, feed-forward.
New discrete-trade machinery, NOT a SimBroker extension.

What lands:
- exposure -> bias (refs #126): the Exposure node/type/file/output-field renamed to
  Bias (computation unchanged: clamp(signal/scale,-1,+1); the SEMANTICS change — the
  output is the unsized strategy bias, sizing leaves the strategy). Scoped to the
  semantic core; behaviour-preserving cosmetics are deferred (see below).
- stop-rule nodes (refs #119): VolStop = k*EMA(|price - prev_price|) (one fused node;
  the volatility that defines 1R, close-to-close — true-range ATR deferred, needs
  OHLC) + FixedStop (constant, the test fixture / fixed-vs-vol structural-axis sibling).
- PositionManagement (refs #127): the stateful heart. Latches the entry-cycle stop
  distance as the FROZEN R-denominator (never re-read), marks/exits no-look-ahead like
  SimBroker (a position earns from the next cycle; an exit realises against the cycle's
  close), and emits ONE dense per-cycle R-record (C8). Stop-outs are NOT capped at -1R
  (a gap through the stop realises R < -1 — the honest loss tail); R is computed
  size-invariantly (size = (exit-entry)*dir / latched_dist cancels). The trade ledger
  is the rows where closed_this_cycle; the R-equity is cum_realized + unrealized; a
  position open at window end is the last row (open=true) — explicit, never silent MtM.
- summarize_r + RMetrics (refs #129): the post-run fold (NOT an in-graph node —
  recorders drain post-run). E[R], win-rate, profit-factor, avg win/loss R, by-trade
  max R-drawdown, n_open_at_end (window-end force-close). SQN / conviction terciles /
  net-of-cost / RunMetrics.r are iteration 2.

Design adversarially hardened before implementation (12-juror refute panel; decisions
on #117). Ratified implementer deviations from the plan snippet, verified by hand:
- col-4 `direction` tracks the OPEN position at cycle end (window-end synthesis; names
  the reopened leg on a reversal), falling back to the closed trade's dir only when
  flat. summarize_r does not read col 4; the R-metrics are unaffected.
- .named("exposure") kept on the 4 previously-unnamed Bias nodes so the auto-derived
  param-path stays exposure.scale (no manifest/dir-name drift) — the unnamed nodes
  would otherwise flip to bias.scale.
- intra-doc links [`Exposure`] -> [`Bias`] in sim_broker/latch + the sample-model test
  pin (cosmetic, behaviour-neutral; broken intra-doc links fail cargo doc).
- the E2E drives a full bootstrapped Harness (stronger than the plan's direct-node
  drive — exercises the real cross-crate producer->consumer seam).

Deferred (behaviour-preserving, separate cosmetic pass — NOT this iteration):
RunMetrics.exposure_sign_flips / Metric::ExposureSignFlips, SimBroker/LongOnly
"exposure" input ports, the "exposure" tap/trace names, and the .named("exposure")
instance labels. Iteration 2: the Sizer seam, the RiskExecutor composite (+ the Veto
documented-seam), summarize_r enrichment, RunMetrics.r, and the CLI/recording surface.

Verification (orchestrator-run, not agent-claimed):
- cargo build --workspace: clean.
- cargo test --workspace: all green, 0 failed (incl. the new bias/stop_rule/
  position_management unit tests, the summarize_r arithmetic tests, and the
  stage1_r_e2e capstone + layout guard).
- cargo clippy --workspace --all-targets -- -D warnings: clean (exit 0).
- Keystone RED tests pass: no_lookahead_bias_exit_realises_the_held_move,
  stop_out_is_not_capped_at_minus_one_r, no_gap_stop_is_exactly_minus_one_r,
  reversal_closes_one_leg_and_reopens, open_at_window_end_is_carried_on_the_last_row.

refs #117 #119 #126 #127 #129
2026-06-23 19:48:58 +02:00
Brummel 27f850dc52 feat(sweep-key): generic filesystem-portable member key + LongOnly bool node
Generalises the #105 foot-gun: the family-member trace key was derived from two
hardcoded axis names (f{fast}s{slow}), collision-free only over the built-in SMA
grid. It is now derived from the axes that actually VARY
(SweepBinder::varying_axes) and rendered as a filesystem-conformant directory
component:
- charset restricted to [A-Za-z0-9._-] (valid on Linux/Windows/macOS, also
  URL-path- and cloud-sync-safe); any other byte sanitised;
- case-less values (i64/timestamp decimal, bool true/false, f64 via Display, no
  scientific notation) so two members of one family never differ only by letter
  case -> no silent overwrite on case-insensitive filesystems (NTFS/APFS);
- length-capped (MAX_KEY=200) with a version-stable FNV-1a fallback for the
  unbounded-grid edge.

Pinned singleton axes are omitted; the SMA sweep's member dirs change from f2s4
to signals.trend.fast.length-2_signals.trend.slow.length-4 (its --trace
integration test + the stale prose updated accordingly).

Adds the first aura-std node with a bool *param*, LongOnly (a long-only exposure
gate: enabled=true clamps short exposure to >=0, false passes through) — the
block the momentum demo strategy (next commit) sweeps to prove the key generic
over a bool axis. The engine change is one additive pure read accessor; no
existing signature changes, trace state stays out of the engine.

Self-verified: cargo build --workspace, cargo test --workspace (all green incl.
the LongOnly node tests, the member_key worked-examples corpus, the varying_axes
accessor test, and the updated SMA sweep-trace integration test), cargo clippy
--workspace --all-targets -D warnings.

refs #105
2026-06-21 11:15:22 +02:00
Brummel 35c5adc6f3 refactor(aura-ingest): fuse drain_trace taps via join_on_ts; doc the cadence rule
drain_trace now joins its four recording-sink taps through aura-engine's
join_on_ts instead of a hand-rolled per-tap HashMap, resolving the #93
zip-by-index panic at its source: the four taps fire at different
cardinalities (breakout one bar short via cold Delay(1); bars_since_open
filtered by Session), so a positional zip misaligns or panics. The BarTrace
mapping stays a thin layer with its caller-side defaults unchanged
(held->0.0, bars_since_open->-1, breakout->false) — the engine reports
presence, the consumer interprets absence. Behaviour is byte-preserved: the
gated GER40 tests (ger40_breakout_real, ger40_breakout_blueprint,
open_ohlc_seam) stay green against the real archive.

The Recorder doc gains a prose note on the multi-tap cadence rule (join on
ts, never by index), pointing at join_on_ts by name rather than rustdoc link
since aura-std does not depend on aura-engine.

Verified: cargo build/test/clippy --workspace --all-targets clean; the
_by_ts hand-rolled join is gone (acceptance grep empty).

closes #93
2026-06-18 15:02:11 +02:00
Brummel d858caf67b chore: scrub dangling references to deleted specs/plans from sources
docs/specs and docs/plans were retired (prior commit); the source/test
comments that cited them ("spec 0050 §4.1", "spec §Testing N", "per spec",
"the spec's ...") now point at nothing. Strip every such pointer while
preserving the technical substance, the design-ledger contract refs
(C1/C11/C20/C34/C12.1/...), and the Gitea issue refs (#41).

Comment/doc edits only across 20 files — no logic change; full workspace
suite green, clippy clean.
2026-06-18 11:16:28 +02:00
Brummel 17197fed91 feat(aura-std): Session — Frankfurt bars_since_open (DST-aware)
Maps ctx.now() (epoch-ns UTC) to a Frankfurt session bar index: emits
bars_since_open:i64 = (local wall-clock minutes past the 09:00 open) /
period_minutes, in tz-aware DST-correct local time. So local 09:45 reads 3 in
both CEST (UTC+2) and CET (UTC+1) — the close-instant convention (spec 0050
§4.1). Trigger is an f64 Any input (value ignored, wired from close15) so the
node fires once per completed bar. Open/tz/period are baked structural config,
not scalar params (a timezone is not a scalar, C11). Admits chrono/chrono-tz to
aura-std — vetted DST math, never hand-rolled (per-case dep policy). Last node;
build-step 7 of milestone 'Strategy node vocabulary I'.

closes #90
2026-06-17 17:14:32 +02:00
Brummel 0e1eee61bd feat(aura-std): Resample — M1->coarse OHLC, C2 emit-on-rollover
Aggregates a fine 4-field OHLC stream into period_minutes buckets (open=first,
high=max, low=min, close=last), emitting a completed bar ONLY on bucket rollover
(ctx.now() crossing into the next bucket) — C2: a bar is actionable only once
complete, partials are never emitted and the last partial bar is dropped (no EOF
flush). Four Barrier(0) f64 inputs, a 4-field f64 record output (the first
multi-field-output node in aura-std, mirroring the Ohlcv engine fixture). The bar
carries no timestamp; the engine stamps the close-instant. Build-step 6 of
milestone 'Strategy node vocabulary I'.

closes #89
2026-06-17 17:07:51 +02:00
Brummel 6b14fd4be1 feat(aura-std): Latch — C5 set/reset register emitting f64 exposure
Level-sensitive SR latch: held -> 1.0 on set, -> 0.0 on reset (reset-dominant),
sample-and-held across quiet cycles; None while both legs are cold. Emits f64
directly (1.0 long / 0.0 flat) so it feeds SimBroker's exposure slot with no
cast — the resolution of the bool->f64 seam (no separate Exposure node in the
strategy DAG). State persisted in the struct across cycles, like SimBroker.
Build-step 5 of milestone 'Strategy node vocabulary I'.

closes #88
2026-06-17 17:03:25 +02:00
Brummel 0426aa6a99 feat(aura-std): Delay — C5 lag-N register
Emits the value its series input carried 'lag' fired cycles ago, held in a
node-owned ring (lookbacks()=[1], the past in node state not the input column).
Warm-up is skip-emit (None for the first 'lag' cycles — never a fabricated
sentinel). Output is a pure function of pre-cycle state, the precondition for a
future engine to close a feedback loop (the RTL register C5 names). prevHigh15 =
Delay[1] on high15. Build-step 4 of milestone 'Strategy node vocabulary I'.

closes #87
2026-06-17 17:00:09 +02:00
Brummel 657bdf5c22 feat(aura-std): And — bool->bool conjunction
Stateless bool x bool -> bool, out = (a && b). Computes entry = breakout &&
isBar3 in the session-breakout strategy. The bool-input twin of Gt; seed of the
logic family (Or/Not are separate node types, the operator is topology, never a
swept param). Build-step 3 of milestone 'Strategy node vocabulary I'.

closes #86
2026-06-17 16:57:15 +02:00
Brummel 4ade475dc3 feat(aura-std): Gt — strict f64->bool greater-than comparator
Stateless f64 x f64 -> bool, out = (a > b), STRICT: a == b emits false (a close
exactly equal to the previous bar's high is not a breakout). Computes
breakout = close15 > prevHigh15 in the session-breakout strategy. First
bool-emitting f64 comparator; the operator is topology (relational siblings are
separate types, never a swept param). Build-step 2 of milestone 'Strategy node
vocabulary I'.

closes #85
2026-06-17 16:55:19 +02:00
Brummel 550895d5fd feat(aura-std): EqConst — i64->bool equality gate
Stateless gate, out = (value == target): the i64->bool comparator the
session-breakout strategy needs to turn Session's bars_since_open into
isBar3/isBar5Close (two instances bound to 3 and 5). The operator is topology
(a concrete node type), only target is a knob (C11/C12). Build-step 1 of
milestone 'Strategy node vocabulary I'.

closes #84
2026-06-17 16:44:11 +02:00
Brummel 67c1f51cfe perf(aura-std): O(1) Kahan-compensated running-sum SMA (was O(length) re-sum)
Sma::eval re-summed the whole window every tick — O(length)/tick, multiplied
across millions of bars and every sweep point. Replace with the industry-standard
incremental running sum (ta-lib shape): the node owns the window ring and keeps a
running sum, adding the new sample and subtracting the evicted one each cycle, so
the input column drops to depth 1 (lookbacks() = [1], like Ema). The running sum
carries Kahan/Neumaier compensation (the fix pandas' rolling mean adopted) so it
does not drift over long runs; Ema needs none — its recurrence is contractive.

Determinism (C1) holds: same input -> same run, reproducibly. The float output
differs from the full re-sum in the last ULPs (a new, deterministic baseline); the
suite needed only one arity-assumption update (Sma lookback 3 -> 1), no equity
golden changed.

closes #39
2026-06-17 10:18:42 +02:00
Brummel 43716be10e refactor(aura-engine): Cell into the construction path — param-plane base/frontend split
Cell becomes the carrier of the construction path; Scalar narrows to the author/render boundaries. The validated/enumerated param point carries no redundant kind (it lives once, in the declared param-space); at the author edge the kind is a checksum — two independent sources, the typed value vs. the slot — so the self-describing Scalar stays there. The name->slot binding is dynamic (C23), so the check is necessarily a runtime one and the value must self-describe for it.

Base/frontend split (the AnyColumn push/push_cell pattern one level up): compile_with_cells / bootstrap_with_cells are the kind-check-free base; compile_with_params / bootstrap_with_params are the frontend that adds only the per-value kind checksum, strips to cells (new Scalar::cell(), the partner of Scalar::from_cell), and delegates. lower_items loses its per-primitive kind-check; PrimitiveBuilder::build and the std node builders (sma/ema/exposure/lincomb) read cells.

Boundary: construction -> Cell (PrimitiveBuilder::build, lower_items, GridSpace.axes/points, SweepPoint.params, the sweep closure). Author edges stay Scalar (GridSpace::new, bind, compile_with_params/bootstrap_with_params). walkforward chosen_params stays a self-describing Scalar report record (Option A — WalkForwardResult carries no space); the cell winner is reconstructed once at the WindowRun site via from_cell.

injective-check moved ahead of the arity-check in the frontend to preserve the pre-split error order (DuplicateParamPath before ParamArity). The lossy i64->f64 param projection (scalar_as_f64 / scalar_as_param_f64) is deliberately untouched — a separate follow-up.

Behaviour-preserving (C1): build --all-targets / test / clippy -D warnings / doc all clean across the workspace.
2026-06-16 16:22:17 +02:00
Brummel 82635fa259 refactor: Cell becomes the hot-path value carrier (C7/C8 realization)
Motivation
----------
The C7 realization note (cd3d1ca / 049f22a) deferred this step: with
Scalar split into { kind, cell }, the tag-free Cell could become the
hot-path carrier, but eval and the edges still flowed the fatter
self-describing Scalar. This lands the swap.

Change
------
- Node::eval now returns Option<&[Cell]>; every node out-buffer is
  [Cell; N]. The inter-node forward copies the row into a Vec<Cell> and
  pushes each field via a new branch-free, infallible AnyColumn::push_cell
  — the edge from_field->slot kind match is verified once at bootstrap
  (C7), so the runtime push needs no per-value kind check. It only removes
  a Result the forward path already .expect()ed.
- Scalar stays on the self-describing dynamic boundaries: the param plane
  (build / bind / compile_with_params / sweep points / RunManifest),
  AnyColumn::get (the type-erased read for sinks / serde), and source
  ingestion (Source::next, the heterogeneous C3 merge). The fallible
  AnyColumn::push is retained for ingestion + the kind-guard tests.

Trade
-----
The per-value runtime kind check on node OUTPUT is removed: a node that
builds a wrong-kind cell pushes raw bits with no panic. This is the same
authoring-bug class C8 already leaves to a debug_assert (output width);
node-output-kind correctness is the node's declared FieldSpec contract,
caught by each node's own eval test. Cross-node kind agreement still rests
on the bootstrap kind-check (bootstrap_rejects_*_kind_mismatch, green).

Tests
-----
Behaviour-preserving (C1): 285 green, 0 red. The only test-expectation
edits are carrier re-spellings (Scalar::f64(x) -> Cell::from_f64(x)) of
identical values; test column writes and out-of-graph channel rows stay
Scalar (the spec's three-role rule). Adds an AnyColumn::push_cell
round-trip test plus a cross-kind end-to-end forward test (a mixed
f64/i64 record whose bit patterns diverge across kinds — pins the i64
forward path the f64-only tests cannot catch). Ledger C7/C8 notes updated.

Gates: cargo build / test / clippy --all-targets -D warnings / doc
--workspace all clean.

closes #74
2026-06-16 13:17:49 +02:00
Brummel cd3d1ca9ed refactor(aura-core): split Scalar into a tag-free Cell + ScalarKind
Motivation
----------
`Scalar` was a tagged enum (I64/F64/Bool/Ts), so every scalar value
physically carried its own kind tag. But the kind is already known from
the schema/port/column the value flows through (C7: the type is a
property of the column, not of the value — the hot path is already
columnar `Column<T>`, and `AnyColumn::get` *reconstructs* the tag from
the column on the way out). The per-value tag was therefore redundant
with the kind the surrounding context already holds.

That redundancy had three costs:

  * It baked an implicit `match` (a branch) into every function that read
    a Scalar payload — even where the caller statically knew the type.
    The tag could never be exploited away.
  * Size: a tagged enum is tag + payload = 16 bytes (f64/i64 alignment),
    twice the 8 bytes the value needs. A `Column<Scalar>` would be double
    the memory and half the cache utilisation.
  * It is the shared root of several downstream papercuts we keep hitting
    — the lossy f64 manifest field, the `unreachable!` panic on a
    non-numeric param, the serde-tag question — all symptoms of "the type
    is baked into the value".

Change
------
Introduce `Cell`: a type-erased 64-bit word (`struct Cell(u64)`) that is
not readable without external type context. It is constructed per base
type (`from_i64/from_f64/from_bool/from_ts`) and read only by naming the
type at the call site (`i64()/f64()/bool()/ts()`) — each a branch-free
bit-cast. The hot path resolves the kind once at the boundary (from the
schema) and then reads natively, with no per-value branch. `Cell` knows
nothing of `Scalar` or `ScalarKind`; the dependency is strictly one-way,
and it lives in its own `cell.rs` (more is planned on top of it).

`Scalar` becomes `struct { kind: ScalarKind, cell: Cell }` — the
self-describing form for the dynamic boundaries (builder binding,
serialization, rendering), built on top of `Cell`. Its `as_*` accessors
now `debug_assert` the kind and return the native value (free in
release); calling the wrong accessor is a caller bug, not a checked
`Option`. The variant constructors `Scalar::I64(..)` become associated
fns `Scalar::i64(..)`.

`PartialEq` is hand-written (not derived) to preserve the former enum's
value semantics: kinds must match, then native payloads compare, so f64
keeps IEEE-754 behaviour (`NaN != NaN`, `+0.0 == -0.0`) and a kind
mismatch is never equal even when the raw words coincide. A fixture
(`scalar_eq_is_value_not_bitwise`) pins exactly the cases where bit- and
value-equality diverge, so it can't silently regress. `Cell`'s own
`Eq`/`Hash` stay bitwise — correct for a raw word.

The change is behaviour-preserving: Scalar's observable behaviour is
identical to the pre-Cell enum (the value-equality fixture proves it);
only the internal representation changed. The ~440 call sites across the
workspace are a mechanical constructor rename plus ~12 destructuring
sites (match-arms / `let`-patterns) rewritten to `kind()` + `as_*`.

Verified: cargo build --workspace --all-targets, cargo clippy --workspace
--all-targets -- -D warnings, cargo test --workspace — all green.
2026-06-16 12:12:52 +02:00
Brummel a8bd52eaff refactor(aura-core): own FieldSpec.name to drop the derive_signature heap leak
FieldSpec.name was &'static str, forcing derive_signature to Box::leak
every re-exported composite OutField name. Because compile_with_params
reruns derive_signature per sweep point, an N-point sweep over an
M-output-field composite leaked N×M boundary names unbounded — a scaling
wall the moment the World/sweep layer compiles families per point.

Pull FieldSpec.name to String, mirroring the already-owned PortSpec.name
and ParamSpec.name: a composite re-exports interior fields under runtime
boundary names, so ownership is the correct model, not a workaround.
FieldSpec loses Copy; the only fallout is one borrow at the render site.
leak_name/Box::leak deleted.

Behaviour-preserving: signature contents unchanged, all 231 tests green.
2026-06-14 22:21:15 +02:00
Brummel 7d587d0c4e feat(aura-core): PrimitiveBuilder::bind — fix a node param as a structural constant
Add `PrimitiveBuilder::bind(slot, value)`: bind a declared param to a structural
constant, removed from param_space entirely rather than pinned in the injected
vector. This closes the gap #55 names — param-bearing nodes (Sma/Exposure/LinComb)
had no constant path, only the no-sweep-mode SimBroker precedent. The motivating
case is "SMA2-entry": the 2 is bound to the two-candle construction, so sweeping
it would enumerate deformed strategies as valid family members.

Approach (Option B, builder-level — the originally-planned direction): bind shrinks
the builder's declared param surface (schema.params) and wraps its build closure to
re-splice the captured constant at its original positional slot. The construction
layer (collect_params / lower_items / param_space / compile_with_params) is
byte-unchanged: both dock sites already key off builder.params(), so the shrink
propagates for free. Addressing is by param name (the by-name authoring address
space, C23/0032); the compilat stays wired by raw index — names never reach it.

bind enforces "exactly one open param matches" itself (collect-all-then-reject,
panic on zero / on duplicate), mirroring the resolve binder's posture, because a
node's own schema.params is not covered by check_param_namespace_injective. Chained
binds reconstruct the correct positional vector because each layer computes its
slot index relative to the param list it sees (no global position table).

Considered and rejected: a per-node builder_const(N) constructor (explodes
combinatorially over which subset is constant, not dynamic); a ParamBinding overlay
struct on Composite (would need new bookkeeping the builder-level form avoids).

Verified: cargo build/clippy/test --workspace all green; new tests cover slot
removal, positional reconstruction (chained + partial, via eval), the three panic
paths, and the composite param_space projection; blueprint.rs construction layer
confirmed byte-unchanged.

Deferred (out of scope, follow-up issue): exporting a named frozen strategy as a
blueprint-as-values collection — the issue's third fork, needs its own brainstorm.

closes #55
2026-06-12 16:26:28 +02:00
Brummel e304dbaae1 feat(aura-core): name input ports
PortSpec gains a non-load-bearing `name: String`, so an input port is named just
as FieldSpec.name (output) and ParamSpec.name (param) already are — input ports
were the lone unnamed member of the node signature. Identity stays positional by
slot (C23); the name is render/debug only, never read by bootstrap or the run
loop. PortSpec drops Copy (String is not Copy), exactly as ParamSpec already does.

- Every aura-std node names its input slots: SMA/EMA "series", Sub/Add "lhs"/"rhs",
  Exposure "signal", SimBroker "exposure"/"price" (the slots become
  self-documenting), LinComb "term[i]" and Recorder "col[i]" generated in their
  build loops (mirroring LinComb's existing weights[i] param loop).
- derive_signature carries a composite's Role.name into the derived input port
  (it was dropped before — the output side already carried FieldSpec.name), so the
  graph model is homogeneously named at both levels.
- model_to_json (port_json + the composite-header inputs in scope_json) emits the
  name as a third tuple element: ["f64","any","exposure"]. The byte golden was
  re-captured (machine bytes) and its substring twins updated; the model is now
  fully named across inputs/outputs/params.
- All 16 PortSpec construction sites threaded in one compile-gate change; test
  fixtures carry fixture names. C8 realization note added to the design ledger.

Why name-only, no validation: the name is a pure debug symbol. Wire-by-name was
rejected (it would be a C23 contract change). Bootstrap slot-wiring validation
(which would close #21's same-kind swap footgun) is deferred to its own cycle —
a name alone does not catch the swap; it makes the slots self-documenting and
gives a future validation something to check against.

Verified: cargo test --workspace 168 green; clippy --all-targets -D warnings
clean; cargo build --workspace clean. Read-only render path (C9), no serde (C14),
scalar kinds unchanged (C4).

closes #50
refs #21
refs #51
2026-06-10 16:19:08 +02:00
Brummel d6f59d7a52 audit: cycle 0024 (#43, #36) — drift-clean; ledger reconciled to the pre-build signature
Architect drift review (862882b..1b39093): NO code drift, no contract weakened.
C1 (behaviour-preserving: 150 tests green, render goldens byte-identical, no
behavioural assertion altered), C8 (sink output: vec![] preserved), C9/C23
(read-only render touches no eval/build; derive_signature's Box::leak is
cold-path-only, leaked names non-load-bearing) all hold. Regression scripts:
none configured (no-op) — the architect review is the gate.

The only drift was design-ledger prose, anticipated and deferred to this audit
by the plan. Resolved here (fix path, orchestrator-applied — docwriter is barred
from the design ledger):

- docs/design/INDEX.md C8 Guarantee: rewritten — a node's signature (NodeSchema)
  is declared pre-build on the value-empty recipe; the built node implements
  lookbacks() (the one param-dependent sizing quantity) + eval(); schema() is gone.
- INDEX.md C8 cycle-0015 note: Blueprint::param_space -> Composite::param_space;
  the #36 lockstep-debt clause marked closed by 0024.
- INDEX.md: added a C8 cycle-0024 realization (signature lives once on the recipe,
  the signature/sizing split, #43/#36 closed) and a C19 cycle-0024 realization
  (struct Blueprint collapsed into the root Composite; Role.source/runnable-iff-
  bound/UnboundRootRole; FlatGraph as the named compilat). Stale symbol names in
  the dated 0016/0017 notes annotated in place with their 0024 renames.
- aura-std/src/lincomb.rs module doc: Blueprint::param_space -> Composite::param_space.

Ledger-gap (four new load-bearing invariants previously unrecorded) closed by the
two new realization notes. Green baseline re-confirmed after the edits: cargo test
--workspace 150 passed / 0 failed; cargo clippy --all-targets -D warnings clean.

refs #43 #36
2026-06-09 13:02:42 +02:00
Brummel 1b3909316e feat(aura): node signature lives in the blueprint; collapse Blueprint into Composite
Consolidate the node data structure so every node's signature (NodeSchema:
inputs/output/params) is declared once and exists in the blueprint pre-build,
and dissolve the special "root graph" type. Behaviour-preserving (C1).

Signature vs sizing
- NodeSchema is now the static signature only: InputSpec -> PortSpec{kind,firing},
  with lookback removed. The signature is fully static per blueprint (input
  kinds/firing, output fields, params); LinComb's variable arity is a builder arg,
  not an injected param.
- The one param-dependent quantity, an input's buffer lookback (e.g. Sma's window =
  its injected length), moves out of the signature to Node::lookbacks() -> Vec<usize>,
  read only by bootstrap for sizing. Node::schema() is removed.
- LeafFactory -> PrimitiveBuilder, which carries the full NodeSchema. The built node
  no longer re-declares it: closes the params-declared-twice drift (#36, the 8
  per-node factory_params_match_built_node_schema lockstep tests are deleted — their
  subject is now structurally impossible) and a value-empty recipe exposes its full
  I/O interface pre-build (#43).

Root is just a bound composite
- struct Blueprint is deleted; its compile/bootstrap/param_space methods move onto
  Composite. Role gains source: Option<ScalarKind> (None = open interior port,
  Some = bound ingestion feed). A composite is runnable iff every root role is bound;
  the "main graph" is no longer a category, only the fully-source-bound composite.
  New error CompileError::UnboundRootRole for an open root role.
- BlueprintNode::signature() answers uniformly for both arms: Primitive returns the
  builder's declared schema, Composite derives it from the interior (role kinds in,
  OutField kinds out, aggregated params), pre-build, no build.

compile -> FlatGraph -> bootstrap
- compile validates structure pre-build via signature() (validate_wiring: range +
  kind, returning the same variants as before, so an edge kind fault is now caught
  before any build closure fires) and emits FlatGraph{nodes,signatures,sources,edges}.
- bootstrap consumes the FlatGraph: kinds/firing/output from the carried signatures,
  buffer depth from node.lookbacks(). SourceSpec survives as the flat descriptor.

Renames: BlueprintNode::Leaf -> Primitive, LeafFactory -> PrimitiveBuilder.

Render (aura-cli/src/graph.rs) is migrated compile-only: it takes &Composite, maps
bound roles to the same source-entry shape, so both render goldens reproduce
byte-identical output (no re-capture needed). Render-fidelity tuning is the next cycle.

Verification (orchestrator-run, not agent-reported): cargo build --workspace green;
cargo test --workspace 150 passed / 0 failed; cargo clippy --workspace --all-targets
-D warnings clean. All pinned determinism/run-output tests pass with values unchanged;
no behavioural assertion was altered to go green. 5 new tests assert the signature is
pre-build and uniform, that compile rejects a kind mismatch without building (via a
panicking builder), UnboundRootRole, and lookbacks()/signature arity agreement.

Deferred to cycle-close audit (per plan): docs/design/INDEX.md and some aura-std
module docs still name the old Node::schema()/LeafFactory/BlueprintNode::Leaf/
Blueprint::param_space contracts; prose reconciliation is the architect's at audit.

closes #43 #36
2026-06-09 12:49:22 +02:00
Brummel ae1d4564f5 feat(aura-std): EMA node (SMA-seeded, O(1) per cycle)
Add Ema, the std-lib's first recursive/stateful producer: exponential moving average with alpha = 2/(length+1). The building block MACD (and DEMA, MACD-histogram, etc.) needs, and a worked example of a node whose param sizes its math, not its input window.

Seeding is ratified as SMA-seeded (ta-lib convention): the EMA stays silent until it has seen length samples, seeds with their SMA, then runs the recurrence. Chosen over a first-value seed for three substantive reasons -- warm-up consistency with Sma (both emit None until length samples), parity with the EMA traders expect (ta-lib MACD seeds this way), and statistical honesty (no average claimed from a single observation). A first-value seed was the proof-of-concept convenience; rejected.

Performance: recursive state means lookback = 1 (length sizes alpha, not the window); eval is O(1) time and state via ema += alpha*(x - ema), with no hot-path allocation (the output buffer is reused).

Tested: warm-up-then-smooth (a step input separates it from a plain SMA), length-1 identity, label, and factory/schema agreement.
2026-06-07 23:20:25 +02:00
Brummel 4b64409036 feat(aura-core,aura-std,aura-engine,aura-cli): inject a param-set vector at bootstrap (#31)
Cycle B of milestone "The World — parameter-space & sweep". A blueprint is now
value-empty: a leaf holds a param-generic recipe, not a built node, and a positional
Scalar vector is bound slot-by-slot at bootstrap — so one blueprint bootstraps into
many distinct instances under different vectors, with no cdylib rebuild (C12/C19).
This is the binding primitive a sweep (#32) drives.

Ratified design (brainstorm): value-empty reconstruct-through-new() over
mutate-in-place and over a default-bearing variant. The value lives only in the
injected vector (no baked default), keeping the blueprint a pure param-generic
recipe (C19); every injected value flows through the node's own constructor (the
single sizing/validation gate).

- aura-core: LeafFactory { name, params, build } — the recipe (params -> sized node
  through `new`); Scalar::as_i64/as_f64 value accessors. Node trait unchanged.
- aura-std: each of the 7 nodes exposes factory() (SMA length:I64, Exposure
  scale:F64, LinComb arity x weights[i]:F64; Sub/Add/SimBroker/Recorder paramless,
  capturing their non-param construction args — pip_size, the Recorder channel).
- aura-engine: BlueprintNode::Leaf(LeafFactory), From<LeafFactory>; param_space()
  reads factory.params() pre-build; compile_with_params/bootstrap_with_params build
  each leaf from its kind-checked slice while lowering (build-then-wire), arity
  checked up front via param_space().len(); CompileError::{ParamKindMismatch,
  ParamArity}. compile/inline/edge-rewrite are structurally unchanged, so the
  compilat stays bit-identical for a given point (the bit-identity and both
  param_space mirror tests stay green). The vestigial pre-build Composite::schema /
  BlueprintNode::schema (no live caller — interface resolution is structural on the
  built flat nodes) are removed.
- aura-cli: the blueprint view labels leaves by bare type via LeafFactory::label()
  (`[SMA]`) — the ascii-dag renderer cannot render wide cluster-sibling labels (see
  spec); the compiled view still labels valued (`SMA(2)`). The sample supplies its
  point as a vector; the mis-wiring swap moved to the compiled view.

The #34 dual-traversal drift hazard is subsumed: compile_with_params consumes the
vector in the same recipe walk param_space() reports, so the two share one
traversal.

Verified: cargo build/test --workspace green (127 tests, incl. bit-identity, both
mirror tests, and 4 new injection tests — different-vector-different-run, kind
mismatch, arity, determinism); clippy --workspace --all-targets -D warnings clean;
`aura graph` blueprint view renders cleanly.

Scope: one vector -> one instance. Deferred: sweep enumeration (#32), domain
validation (#32/C20), single-run authoring convenience (#35).

closes #31
2026-06-07 21:04:52 +02:00
Brummel 931109df58 feat(aura-core,aura-std,aura-engine): declare node tunable params (#30)
Cycle A of milestone 'The World — parameter-space & sweep'. A node now declares
its tunable parameters in its C8 schema, and a blueprint aggregates them into one
flat, inspectable param-space — the root that unlocks the C12 orchestration axes
(#31 bind, #32 sweep), filling the gap C8/C23 name 'deliberately not in the schema
yet'.

- aura-core: ParamSpec { name: String, kind: ScalarKind } as a third schema-
  declaration type; NodeSchema gains a third field 'params'. name is String (not
  &'static like FieldSpec) because a vector knob carries a runtime index and
  aggregation prefixes the composite path.
- aura-std: Sma declares [length:I64], Exposure [scale:F64], LinComb expands to N
  flat [weights[i]:F64] (N = its input arity, topology-fixed per C19); Sub/Add/
  SimBroker/Recorder declare none (pip_size is metadata, C10/C15; Recorder is
  wiring).
- aura-engine: Blueprint::param_space() walks the graph-as-data depth-first in
  lower_items order, path-qualifying via the already-public Composite::name() — a
  read-only projection (C9). compile/inline_composite/lower_items are untouched, so
  the compilat stays bit-identical (composite_sma_cross_runs_bit_identical_to_hand_wired
  and the golden render tests stay green).

Design: param identity is positional (slot after the deterministic inline order,
C23 'by index not name'); the path-qualified name is a non-load-bearing debug
symbol — same-type siblings in one composite share a name, uniqueness is at the
slot. Flat over a structured arity-bearing ParamSpec because flattening is
unavoidable (a sweep enumerates a flat point-space) and structure-in-the-runtime
is the nested-composite reading C23 rejects (see spec 0015 for the full rationale).

Scope is declaration + aggregation + inspection only; binding (#31), sweep
enumeration (#32), search-range, validity-constraint, and default-range/slider are
deferred. An E2E test pins the load-bearing C23/#31 invariant: param_space() slot
order mirrors compile()'s flat-node param order, kind-by-slot, on the SMA-cross
harness. fieldtests/ (excluded crates) left as frozen snapshots.

Verified: cargo build/test --workspace green (64 tests), clippy --all-targets -D
warnings clean; compile/inline diff empty.

closes #30
2026-06-07 15:29:58 +02:00
Brummel 0a855c3943 feat(aura-cli): aura graph renders a wired graph as an ASCII DAG (#13)
Make a wired graph introspectable so a mis-wiring becomes visible. Two
selectable views, both authored from one built-in sample blueprint:

  aura graph             clustered blueprint view — composites drawn as named
                         ascii-dag cluster boxes (pre-inline, C9)
  aura graph --compiled  flat compilat view — composite boundaries dissolved
                         (C23); the graph the run loop actually runs

The payoff is intrinsic, param-carrying node labels: two SMAs read SMA(2) /
SMA(4), so a swapped fast/slow input reads back differently. This is realized
by a `label()` default method on the core Node trait — a non-load-bearing
render symbol the run loop never reads (wiring is by index), the symbol C23
already reserves citing #13. Recorded as a C8 refinement in the ledger.
Rejected the alternatives in brainstorm: a separate Describe trait (forces a
combined trait-object dance for a label the ledger calls non-load-bearing) and
extrinsic parallel labels (decoupled from the node, so an author can label the
slow SMA "fast" and mask the very bug the render exists to surface).

Mechanism:
- aura-core: Node::label() default method (additive, object-safe, single-line).
- aura-std: per-node overrides — SMA(n)/Exposure(s)/SimBroker(p) carry params;
  Sub/Add/LinComb/Recorder are bare (their identity is not a mis-wiring axis).
- aura-engine: Composite gains an authored `name` (cluster title; dissolves at
  inline) + read-only graph-as-data accessors on Blueprint/Composite. No
  external dependency — the engine stays dependency-pure (C16); ascii-dag lives
  only in aura-cli. The label-free index-wired compilat (C23) is unchanged.
- aura-cli: ascii-dag v0.9.1 + a graph.rs adapter (Vertical mode; labels
  materialized into an owned Vec<String> that outlives the borrow-based Graph).
  `aura run` is untouched (the sample duplication is dedup idea #14).

Tests: a concern-defining test (swapped sample renders != correct), structure
pins (cluster present in blueprint view, absent in compiled view), per-node
label disambiguation, and two frozen byte-goldens of the deterministic render.
The cycle-0012 bit-identical and run-sample non-regression tests stay green.

Verified by the orchestrator (not the agent report): cargo build --workspace
clean; cargo test --workspace all green; cargo clippy --workspace --all-targets
-D warnings clean; both views run live and render as expected.

closes #13
2026-06-05 20:56:52 +02:00