94c88eb7e1738419114bae66c1dbe7ecb7430ecc
7 Commits
| Author | SHA1 | Message | Date | |
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 Brummel
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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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Brummel
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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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Brummel
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fe11cfea8a |
feat(engine,registry): SweepPoint carries RunReport; add aura-registry (cycle D / iter 2)
Iteration 2 of the run-registry cycle (#33): make the sweep family self-describing and add the registry store. Engine. SweepPoint.metrics (RunMetrics) becomes SweepPoint.report (RunReport), and the sweep closure bound is now Fn(&[Scalar]) -> RunReport. This closes the manifest-per-point gap cycle C explicitly deferred to #33 — each swept point now carries its full (manifest, metrics), the unit the registry indexes (C18). All engine-internal callers, the engine test fixture run_point, and the three sweep tests were rethreaded in the same iteration so the crate stays green; the CLI caller followed in the same change so `cargo test --workspace` is green again. CLI. The sweep_report closure builds a per-point RunReport (manifest params = param_space names zipped onto the point via scalar_as_param_f64; commit/window/ seed/broker as run_sample builds them) and prints via RunReport::to_json. The hand-rolled sweep_point_to_json/json_string/scalar_token are retired (the report renders itself), and the orphaned ParamSpec/SweepPoint imports dropped. Net: aura run, aura sweep, and (next iteration) aura runs all print the same RunReport shape. The two aura sweep goldens now pin the per-point manifest params, NOT the commit (it is the real git HEAD, volatile). Registry. New crate aura-registry: Registry::{open, append, load} over an append-only runs/runs.jsonl (one serde_json line per RunReport), free rank_by (best-first per metric — total_pips desc, max_drawdown/exposure_sign_flips asc), and RegistryError (Io / Parse{line} / UnknownMetric). Five unit tests cover append->load round-trip, missing-file = empty, corrupt-line = Parse{line}, per-metric ranking, and unknown-metric error. Built and unit-tested; NOT yet CLI-wired (aura sweep persistence + aura runs list/rank are iteration 3). Verified: cargo test --workspace green (aura-registry 5, aura-engine 93, aura-cli 7+8, others unchanged); clippy --workspace --all-targets -D warnings clean; aura run stdout shape unchanged; aura sweep now emits full RunReports. refs #33 |
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Brummel
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eec876975c |
feat(engine): serde foundation + amend C16 dependency policy (cycle D / iter 1)
Iteration 1 of the run-registry cycle (#33): lay the dependency + serde foundation the registry's typed read-path needs, and amend the contract that forbade it. Contract change (load-bearing — C18/C16). C16's blanket "zero-external- dependency by commitment" + "aura-ingest is the sole external-dependency firewall" framing is struck and replaced by a considered, per-case dependency policy: dependencies are admitted by deliberate review (what a crate pulls in vs. what it buys), with particular scrutiny for anything entering the frozen deploy artifact (C13); standard vetted crates (serde, rayon, ...) pass that review and are used wherever they do the job, including in the bot; hand-rolling what a vetted crate does is the anti-pattern. C16's engine/project split + three-tier node reuse are unchanged. The five source comments that asserted the struck framing (aura-engine/aura-ingest Cargo.toml + aura-ingest/report.rs docs) are rewritten to match; no live source or ledger text still asserts it. Per-case justification for serde (the policy now requires one): it gives the run-report types a typed (de)serialization path — exactly what ranking/compare over stored runs needs, and what the writer-only hand-rolled JSON (C14) could never provide; closes the typed-read-path gap (#17). Its closure is tiny, ubiquitous, heavily audited, and its output deterministic (C1-safe). serde_json is test-only this iteration (dev-dependency); no production serde_json yet. Changes: [workspace.dependencies] serde (derive) + serde_json; serde derives on Timestamp (aura-core) and RunMetrics/RunManifest/RunReport (aura-engine), with serde_json round-trip tests (window renders as a [from,to] integer array via the transparent Timestamp newtype). The hand-rolled to_json writers are untouched (still drive stdout). No aura-registry crate, no SweepPoint change — those are iterations 2 and 3. Verified: cargo test --workspace green (incl. the two new round-trip tests); clippy --workspace --all-targets -D warnings clean; no surviving assertion of the struck zero-dep framing in live source or the ledger. refs #33 |
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Brummel
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a24729e97f |
feat(aura-ingest): data-server M1 ingestion at the one merge boundary
aura's first real data source (closes #7, Walking-skeleton milestone). A new aura-ingest workspace crate transposes data-server's AoS M1Parsed records into SoA base columns (C7), normalizes Unix-ms to canonical epoch-ns at the one ingestion boundary (C3), and feeds the existing k-way merge a real close-price stream so a backtest runs over real bars, deterministically (C1). Surface: - unix_ms_to_epoch_ns(time_ms) -> Timestamp (= ms * 1_000_000), the single C3 unit normalization. - M1Columns: the OHLCV bar as a bundle of base columns (open/high/low/close/ spread: f64, volume: i64, ts: epoch-ns) — SoA, C7. - transpose_m1(&[M1Parsed]) -> M1Columns: pure AoS->SoA (C1). - M1Columns::close_stream() -> Vec<(Timestamp, Scalar)>: the price input the SMA-cross sample strategy consumes. - load_m1_window(server, symbol, from_ms, to_ms): drains data-server's chronological chunks, transposes once at the boundary. Design (per spec 0011): - Eager materialization, not a lazy/shared Source abstraction: C12's cross-sim Arc<[T]> sharing has no consumer until the multi-sim orchestration cycle; deferred, the transpose logic carries over. - aura-ingest is the external-dependency firewall. data-server transitively pulls chrono + regex + zip (+ their trees) into Cargo.lock; isolating it in this one crate keeps aura-core/std/engine zero-external-dependency and the frozen deploy artifact (C6 replays recorded streams, never re-ingests) clean. cargo test --workspace now needs a populated cargo cache (one Gitea fetch, done). - Scope: boundary + tests only, no aura run CLI arg surface (M1 first; tick and the CLI wiring are follow-ups). Tests: 6 hermetic unit tests on hand-built M1Parsed (normalization, field-wise transpose, purity, close_stream order, empty edges) + one gated integration test (tests/real_bars.rs) that runs the cycle-0007 sample harness over real AAPL.US 2006-08 close bars and asserts finite metrics + two-run bit-identical JSON (C1); it skips cleanly where /mnt/tickdata is absent. On this machine it ran the real path. Workspace gates green: test (86), clippy -D warnings, doc -D warnings. Minor: transient unused-import warnings in the new lib.rs across the additive build steps resolved once load_m1_window consumed the imports; final -D warnings gate clean. |
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Brummel
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b99912ca59 |
docs+scaffold: engine/project split (C16-C18), aura-std, usage doc
Refine the structure per interview: aura is the reusable engine, research projects are separate external repos depending on it (C16). Add aura-std (universal standard-node tier) to the workspace; remove nodes/ from the engine (project concept). Record authoring-surface = Claude Code + skills pipeline, no embedded coding-LLM (C17), and project management = one-repo-one-project + Aura-native run registry (C18). Add CLAUDE.md invariants 9-10, code_roots -> [crates], and docs/project-layout.md documenting the day-in-the-life and project repo layout. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> |
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Brummel
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744c2f31a8 |
chore: scaffold aura workspace and wire the skills dev-cycle
Cargo workspace aura-core -> aura-engine -> aura-cli (bin `aura`) plus nodes/ for hot-reloadable cdylib node crates. Crate bodies are intentionally API-free; types arrive from the first spec. Adds the skills profile (.claude/dev-cycle-profile.yml), the project CLAUDE.md with the eight domain invariants, and the design-ledger skeleton. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> |