96dc7832e571dffa16df3756f9665de3ad577f03
74 Commits
| Author | SHA1 | Message | Date | |
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 Brummel
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96dc7832e5 |
test(cli): pin the exact walkforward grade — byte-identity anchor (#210)
The third verb dissolution (walkforward) reroutes the inline per-window IS-refit (`walkforward_family` -> `select_winner` -> OOS run -> stitch/pool) through the campaign `std::walk_forward` stage. Two summary fields have no campaign equivalent today: `stitched_total_pips` (the runner discards the raw OOS pip curve, `oos_equity: vec![]`) and pooled `oos_r` (only a following `std::monte_carlo` stage produces it). Before the executor work that closes those gaps, this pins the EXACT current grade of a fixed 2025 GER40 invocation so the dissolution must reproduce it byte-for-byte (the acceptance gate). The grid is deliberately multi-point (fast 3,5 x slow 12,20): it makes the per-window winner selection non-degenerate (`param_stability` varies across the 9 windows), so a winner-pick divergence between the inline and campaign refit cannot ship green — the same gap the generalize anchor closed for its sibling shape-only test. Deterministic (C1); gated on the local GER40 archive, skips cleanly on a data refusal. refs #210 |
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Brummel
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f5bb38ed59 |
test(cli): dissolution-proof e2e for generalize (#210 T4)
`generalize_dissolves_through_the_campaign_path` asserts the verb now runs through the one campaign path: exactly one generated process document, one generated campaign document (carrying the --name handle and the stop as a non-empty risk regime), and one campaign-run record are durably auto-registered, plus the campaign-path family set (1 CrossInstrument grade family + 2 per-instrument Sweep families). The observable proof the inline path is gone. refs #210 |
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Brummel
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256ec7320c |
feat(cli): dissolve aura generalize into the campaign path (#210 T3)
`dispatch_generalize` synthesizes the bare `sma_signal` blueprint, resolves the
window (explicit --from/--to, else the first symbol's full window), and calls
the new `run_generalize_sugar`; the inline `run_generalize` is deleted. The
sugar builds the selection-bearing campaign doc, runs it through
`run_campaign_returning`, reprints the byte-identical `{"generalize":…}` +
`{"family_id":…}` lines, and persists the CrossInstrument family.
The exact-grade anchor stays green through the path shift — proving the two stop
mechanisms (former grid axis, now the risk-regime seam -> StopRule::Vol) yield
identical R. The family pin relaxes to "exactly one CrossInstrument family"
since the campaign executor now also persists a per-instrument Sweep family per
cell (the durable audit trail; #210 Q4). Two new e2e pin the window fallback and
the family member attribution order.
Deviations from the plan (necessary, verified): cross_instrument_members returns
Vec<aura_engine::RunReport> (aura_registry::RunReport is not pub); a shared
validate_before_register helper is factored out of run_sweep_sugar (DRY); the
run_generalize doc-comment and the now-unused `generalization` import removed.
refs #210
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Brummel
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f3f32b8269 |
test(cli): pin the exact generalize grade — byte-identity anchor (#210)
The current `aura generalize` binds its protective stop as a grid axis (`r_sma_sweep_family` with `stop_open=true`); the pending generalize dissolution rebinds the same stop through the risk-regime seam (`RiskRegime::Vol -> StopRule::Vol`). The existing generalize e2e (`generalize_grades_a_candidate_across_two_instruments`) asserts shape only — `worst_case` and the per-instrument R floats are never checked — so a divergence between the two stop bindings would ship green. This adds `generalize_real_e2e_pins_the_exact_current_grade`, capturing the exact current R grade of the identical invocation (GER40 0.0105637…, USDJPY 0.0057959…, worst_case 0.0057959…, sign_agreement 2). Green today against the inline path; after the dissolution the same command must reproduce these bytes — the acceptance gate that catches a stop-mechanism divergence loudly instead of silently. Resolves the generalize-dissolution grounding block (the unpinned stop-mechanism R equivalence) by the risk-regime characterization-pin pattern. refs #210 |
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Brummel
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c62f7e9878 |
feat(cli): bind the resolved regime stop and stamp it into the manifest (#210 T4)
The runtime-binding slice — the regime's stop now actually reaches the graph and
the record:
- `StopArm { Open, Bound(StopRule) }` replaces `wrap_r`'s `stop_open: bool` so a
bound stop carries its params; all call sites threaded (the r-sma sweep path
stays Open, every bound site passes the resolved rule).
- `run_blueprint_member` takes a `stop: StopRule` and stamps `stop_length` /
`stop_k` into the member manifest (the ratified C18 extension — the stop is no
longer invisible on the campaign/blueprint path); its callers thread the
default, and `CliMemberRunner` maps `cell.regime` (None -> baked default,
Some(Vol) -> that vol stop).
- The characterization pin flips from asserting the stop's ABSENCE to requiring
the stamped default; a real two-regime e2e pins that each regime stamps its
own k.
Known deferred gap (concern, documented descope): `persist_campaign_traces`
re-runs the nominee to persist its traces and — since `CellRealization` carries
no regime — binds that re-run to the DEFAULT stop, so a non-default-regime
nominee's persisted trace would reflect the wrong stop. Only the persist path
(non-empty `persist_taps`) is affected; the core run/stamp/generalize path is
correct. Filed as a follow-up. Full workspace suite green.
refs #210
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Brummel
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455916db73 |
test(cli): pin the stop-less campaign member manifest (risk-regime grounding)
The dissolved real-data sweep member manifest carries only the swept signal axes today — no stop param; the R-path stop is a wrap_r constant baked outside the signal param_space. The existing member-line pin (sweep_real_blueprint_member_lines_pin_the_dissolved_contract) locates each binding by `find`, so it never pinned this absence. This characterization pin does, as the grounding ratification for the risk-regime-axis design pass: the resolved-regime manifest stamp will flip it to require the stop key — the ratified additive contract extension, exactly like the instrument stamp. refs #210 |
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Brummel
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c9d962f0ea |
fix(cli): sweep-entry ergonomics — honest refusals, no store litter (#210 c0110 fieldtest)
Three test-first fixes from the cycle-0110 fieldtest findings: - Axis-name preflight on the dissolved sweep arm: every --axis name is checked against the wrapped probe namespace (the --list-axes names) BEFORE the #203 strip; an unknown or raw-form name is refused house-style echoing exactly what the user typed, with a --list-axes pointer — no more stripped-then-mangled fragments from the deep referential refusal. Data-free, fires before the archive is touched. - Validate-before-register in the sweep sugar: intrinsic doc checks + executor preflight + the pure bind_axes coverage check (reused, not re-inlined; now pub(crate)) all run in-memory before register_generated — a refused invocation leaves no generated document in the content-addressed store and no campaign_runs.jsonl line (previously P2/P3 refusals littered runs/campaigns, one doc malformed). - blueprint_slot_prose: the sweep/walkforward/mc loaded-blueprint slots share one dispatch-boundary presenter — an op-script array gets a targeted 'run aura graph build first' hint, every load error goes through blueprint_load_prose + the missing-project hint, and the raw {e:?} Debug leak (#184's pattern, deliberately left on these three slots back then) is gone. Two stale Debug-leak pins flipped, two new refusal tests. Suite 1060/0, clippy -D warnings clean. refs #210 |
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Brummel
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b7aaa0ba59 |
feat(cli): dissolve the real-data blueprint sweep into the campaign path (#210 T4)
aura sweep <bp.json> --real ... --axis ... now runs as thin sugar over its generated campaign document through the one campaign executor: the dispatch registers the canonical blueprint (topology_hash IS content_id_of over the same canonical bytes, so the strategy ref resolves against the existing single store write), strips the CLI's wrapped axis names to the raw campaign namespace (#203 bind convention), converts the probed archive window back through the ingest seam's own epoch_ns_to_unix_ms (made pub; C3 — the seam owns the ms/ns convention, never an inline division), and hands off to verb_sugar::run_sweep_sugar. The inline real-data arm is gone; the synthetic arm and --list-axes are untouched. campaign_run gains RunPresentation {Full, MemberLinesOnly}: run_campaign keeps Full (record line unchanged, project gate unchanged); the sugar path runs MemberLinesOnly — the generated doc's emit already limits stdout to family_table member lines, the mode suppresses only the final record line. The record append is identical in both modes; no project gate on the by-id path (the dissolved verb works project-less, exactly as before). The characterization pin survives the re-cut with exactly the one sanctioned assertion flip (instrument-absence -> instrument==GER40) and now also pins the generated artifacts: one process + one campaign document auto-registered (dedup on a second identical invocation), raw axis keys in the stored document, the stored window a ms sub-range of the request, C1 at the member-report level with the registry's run-suffix increment isolated. Suite 1055/0, clippy clean, gated real-data paths executed locally. refs #210 |
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Brummel
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8235cee4d7 |
test(cli): characterization pins ahead of the sweep dissolution
Two green pins the sweep-dissolution cycle rests on (refs #210): - sweep_real_blueprint_member_lines_pin_the_inline_contract: the inline real-data blueprint sweep prints one member line per grid point in odometer axis order, carries the swept bindings in manifest.params, persists exactly one Sweep family — and never stamps an instrument key (RunManifest::instrument stays None on this path). - campaign_run_real_e2e_sweep_gate_walkforward (extended): every family_table member line emitted by the real campaign member-runner path is stamped with the instrument under test. Together they pin the one behavioural delta between the two paths (the additive instrument stamp) that the dissolution's parity contract is phrased against. |
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Brummel
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61c8828fad |
feat(cli): house-style loader-error prose + missing-project hint on the run path
aura run leaked the raw LoadError Debug form (UnknownNodeType("..."))
while graph build already phrased the same fault house-style (#162
convention: engine error types are Display-free, the CLI presents them).
Route the run path through the shared blueprint_load_prose presenter (now
pub(crate), env-agnostic) so both surfaces phrase a LoadError identically
and neither leaks the Debug token (#184). Add unresolved_namespace_hint:
when the unresolved id looks project-namespaced (::) and no project was
loaded (env.provenance() is None), append a hint pointing at the missing
Aura.toml — the newcomer running the host from the wrong directory now
gets an orienting diagnosis instead of a bare type error (#185). The hint
is applied on both the run and graph-build paths. RED-first: the two
existing run-path pins were flipped to assert the prose + absence of the
Debug token before implementing; suite green (1043/0).
closes #184
closes #185
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Brummel
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9402afe958 |
polish(cli): normalize usage-message casing to the clap house style
Every hand-rolled usage line now reads 'Usage: aura <verb> ...' — capital prefix plus the program name, the shape clap itself and the built-in run branch already spoke. 10 literal edits: 6 lowercase 'usage:' flips (graph introspect, run blueprint x2, runs family, mc blueprint, mc built-in), 4 bare closures gain the prefix (sweep/walkforward, blueprint + built-in branches); the mc built-in line names the program in both |-separated alternatives. Refusal diagnostics, the conforming run_args_from literal, clap output, and the fieldtests corpus stay byte-identical; exit codes keep the usage=2 / runtime=1 partition. Lockstep pin: the single casing-sensitive assertion (mc --real) flips to capital 'Usage'. Three additive regression tests pin the house style itself (bare-closure prefix, both mc alternatives, mc blueprint branch) — the pre-existing pins checked only verb tokens / a single Usage occurrence; deviation from the spec's no-new-test-bytes wording recorded on the issue. Verification: cargo test --workspace rc=0 (cli_run 133 passed), clippy -D warnings clean, grep gates exact (zero lowercase 'usage:' literals; 11 'Usage: aura' source lines), smoke 'aura sweep --strategy bogus' prints the house-style line and exits 2. closes #179 |
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Brummel
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4de6d5cbad |
rename: retire the stage1-* family for the r-family (r-sma / r-breakout / r-meanrev)
The stage1 ordinal has been dead vocabulary since the C10 reframe dropped the two-stage research model: a 1 structurally implies a 2 that no longer exists. The family is renamed by its live discriminator - the R yardstick - with members named by their signal, uniform with their signal-named siblings (sma, macd, momentum): - selectors: stage1-r -> r-sma, stage1-breakout -> r-breakout, stage1-meanrev -> r-meanrev (old tokens are usage errors, exit 2 - no silent alias) - identifiers: Strategy::RSma/RBreakout/RMeanRev, HarnessKind::RSma, r_sma_*/r_breakout_*/r_meanrev_*, wrap_r, run_signal_r, RGrid, R_SMA_* - persisted identity: the sma_signal composite (param prefix sma_signal.fast.length / .slow.length; fixtures regenerated; content-ids shift - no test pins a literal hash, the registry parses no record names) - e2e test files git-mv'd to r_sma_e2e / r_breakout_e2e / r_meanrev_e2e - dead Stage-1/Stage-2 prose reworded to post-C10 vocabulary across rustdoc, Cargo.tomls, ledger live lines, and the glossary (historical entries stay; fieldtests corpus untouched) - CLAUDE.md invariant 7 rewritten to record the ratified C10 reframe faithfully (the token-swap alone would have laundered the retired gated-currency/realistic-broker design into unmarked live prose); the unbacked account-mode clause dropped Verification: cargo build/test --workspace green (51 targets), clippy -D warnings clean, doc build clean, acceptance grep gate leaves exactly the one resampling-stage false positive (harness.rs), smoke: --harness r-sma runs, --harness stage1-r exits 2 with the new usage line. Decision log: forks and rationale recorded on the issue (reconciliation + implementation-phase comments). closes #174 |
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Brummel
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88e9c9a539 |
fix(cli): symmetric sweep/mc family-verb polish (closed error, mc seed label, mandatory-knob docs)
Three polish items surfaced by the World/C21 milestone fieldtest:
- A sweep of a fully-bound (closed) blueprint is refused up front with a clear
"this blueprint is fully bound; nothing to sweep" message — the symmetric
inverse of blueprint_mc_family's closed-blueprint guard — instead of leaking a
misleading UnknownKnob for a knob that is not unknown but bound out.
blueprint_sweep_family's error contract widens to String; the sweep terminal's
BindError (a genuine unknown/kind-mismatch axis) still surfaces verbatim.
- mc reproduce lines now carry each member's seed=<N> label. Monte-Carlo members
hold no tuning params, so the member label was blank; the seed is each draw's
realization identity. Sweep / walk-forward labels (which echo params) unchanged.
- docs (design ledger + glossary): state that every open knob --list-axes prints
is mandatory on sweep / walkforward — a subset is refused with the missing knob
named (BindError::MissingKnob), there is no default; pin a knob you do not want
to vary with a single-value axis.
RED-first for the two behaviour items. One existing unknown-axis E2E is re-pointed
from the closed fixture (which now hits the new "nothing to sweep" pre-check) to
the open fixture; it still exercises UnknownKnob("nope") specifically — resolve
raises UnknownKnob in phase 1 before MissingKnob in phase 2 — so the property is
preserved, not weakened.
closes #178
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Brummel
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e20dd9ae49 |
Merge main into the clap-adoption cycle — re-integrate the two parallel CLI fixes
main advanced with two `fix(cli)` commits ( |
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Brummel
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fa42bf3878 |
feat(0099): CLI exit-code split (iteration 2) — usage=2, runtime=1
Apply the clean exit-code partition (#175 deviation #8) on top of the clap migration: runtime failures now exit 1, usage errors stay exit 2, with no same-class inconsistency. Partition (attribution principle): exit 2 = a command-line fault (a bad flag value, an inapplicable combination, or the content of an argv-named file); exit 1 = the command was well-formed but the environment / recorded state it needs is missing, or piped stdin data is bad. The 6 boundary cases the spec's "parse-time vs run-time" rule under-specified are resolved on #175 (malformed/open argv blueprint -> usage 2; stdin op-script content -> runtime 1; applicability refusals -> usage 2; unknown --axis / --metric -> usage 2). Flipped 2->1 (runtime): no local data, no recorded geometry, no recorded run/family, "run has no tap named", trace-name collision, family/trace persist-write failures (normalizing the lone generalize inconsistency -- all persist -> 1 together), missing/corrupt content-addressed store state (the reproduce path), chart-read failures, and graph stdin op-script content + stdin-read I/O. reproduce-diverged stays exit 1. Usage sites (clap parse, argv-applicability guards, the dual-grammar blueprint-file read/parse) stay exit 2. Tests: ~8 domain-refusal pins flipped Some(2)->Some(1) (message substrings unchanged), the four runtime tests renamed _exit_2 -> _exit_1, and a partition property test added. Orchestrator fix after the loop: 3 sibling no-data skip-guards (run_real_with_trace + the two generalize cross-instrument tests) that the plan's Task-1 list missed -- left at Some(2), they would fall through to assert Some(0) and FAIL on a data-less machine; flipped to Some(1) for consistency with the flipped code. Deferred (cosmetic, filed forward): full "Usage:" / "usage:" / bare error-message casing normalization -- no functional impact, high pin-churn. Verified green (orchestrator, this session): cargo build --workspace, cargo clippy --workspace --all-targets -- -D warnings, and cargo test --workspace all clean (0 failed across every test binary). This completes the #175 clap-adoption cycle (iteration 1 = clap migration at 366170a; iteration 2 = this exit-code split). refs #175 |
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Brummel
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366170aeab |
feat(0098): CLI clap migration (iteration 1) — scoped help, --version, GNU flags
Replace the hand-rolled aura-cli argv parser with a clap derive parser. Delivers, all from one declarative source: - scoped `aura <sub> --help` (stdout, exit 0) — each subcommand's own Options section; retires the #131 uniform-global-blob help - `--version` / `-V` → `aura 0.1.0` (stdout, exit 0) - GNU `--flag=value`, the `--` end-of-options terminator, and long-option abbreviation (`--harn` → `--harness`) Architecture: one root Cli/Command enum, one `*Cmd` struct per subcommand. The four dual-grammar subcommands (run/sweep/walkforward/mc) map the loaded-blueprint branch as an optional `[blueprint]` positional + a post-parse `is_file()` dispatch on a single-sourced predicate; each built-in handler re-asserts a stray-positional guard (refuse-don't-guess) so clap's optional positional cannot silently swallow a typo (pinned by two new E2E tests). The execution layer (run_*/emit_*/runs_*/reproduce_*) is untouched — only arg-plumbing changes, via thin `*_from` adapters reusing the existing value helpers. Exit codes behaviour-preserved: clap parse errors exit 2 (matching the old usage-error=2); domain refusals stay exit 2; reproduce-diverged stays exit 1. The exit-code split (2=usage / 1=runtime) is iteration 2. clap is admitted under the C16 per-case review (research-side CLI, invariant 8 untouched — a dev-loop compile tax, not a frozen-artifact tax). Forced plan corrections (implementer; verified against the diff): - Step 6's deletion of the `parse_*_args` fns orphaned ~34 grammar unit tests that called them; those were deleted and that grammar coverage moved to the renegotiated cli_run.rs E2E pins (`parse_select` kept + retested). - run_malformed_cost_value_...: a bad cost value is now a clap value-parse error (no "Usage:" line); renegotiated to pin exit 2 + empty stdout + the flag name "--cost-per-trade"; the units note stays pinned via `run --help`. - `allow_hyphen_values` on the three cost flags so `--cost-per-trade -0.5` reaches the non-negativity guard (else clap rejects -0.5 as an unknown option). - Deleted the now-dead `RealWindowGrammar` (clippy -D warnings). Orchestrator additions after the loop: - Enabled long-option abbreviation (`infer_long_args` on the root — one attribute, it propagates to subcommands) + a test, closing spec acceptance criterion 4 which the plan's RED tests did not cover. Decided to deliver rather than amend the spec: the two ratified decisions conflict on this low-tier item — Fork B (GNU compliance, getopt_long abbreviates) vs F5 (LLM/automation-first, human-only niceties deprioritized) — and the cost tiebreaker (one attribute, not per-struct work) resolves to deliver. Carry-on debt (not this iteration): the error-message "Usage:"/"usage:"/bare casing is now mixed (clap's capitalized "Usage:" beside preserved lowercase aura messages); a deliberate quality-hold since the casings are pinned by renegotiated/preserved tests. Cosmetic; a candidate for the iteration-2 exit-code-split cleanup. Verified green (orchestrator, this session): cargo build --workspace, cargo clippy --workspace --all-targets -- -D warnings, and cargo test --workspace all clean (0 failed across every test binary, including the renegotiated cli_run pins and the new --version / scoped-help / GNU-flag / dual-grammar tests). refs #175 |
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Brummel
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6a775f700f |
fix(cli): walkforward validates its --axis grid once, not once per window
`aura walkforward <bp> --axis <name>=<v>` emitted a rejected axis's diagnostic more than once (a racy 1-3x) when the grid did not resolve. `blueprint_walkforward_family` resolved the axes *inside* the per-window closure, and `walk_forward` fans that closure out across the windows in parallel — so several windows each `eprintln!` the same `BindError` and `exit(2)` before any one exit tears the process down. Axis resolution is window-independent, so it is hoisted to a single dispatch-boundary pre-flight (mirroring `aura sweep`, which validates its axes once before any member runs): the first in-sample window is resolved up front, surfacing the `BindError` exactly once; the per-window closure then resolves already-validated axes and cannot re-raise (`expect`). RED-first: cli_run.rs `aura_walkforward_emits_an_unknown_axis_rejection_once` drives the verb 20x and asserts the rejection is single every run (the emit count was racy, so a single invocation would be a flaky assertion). Surfaced by the World/C21 milestone fieldtest. closes #177 refs #170 |
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Brummel
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dec07809df |
fix(cli): aura run refuses an open blueprint with a clean exit 2, not a panic
`aura run <blueprint.json>` bootstraps the loaded signal over the EMPTY param point (a closed-blueprint assumption) and `.expect()`s `compile_with_params`, which panics (exit 101, ParamArity) when the blueprint carries >=1 free knob. The sibling `aura mc` already refuses an open blueprint cleanly at the dispatch boundary; `run` now does the same. The `["run", ..]` `.json`-discriminator arm probes the wrapped param_space (`blueprint_axis_probe`, the single source of that wrap) and, when it is non-empty, emits a "run requires a closed blueprint … N free knob(s) — bind them or use `aura sweep --axis`" diagnostic and exits 2 — mirroring `blueprint_mc_family`'s closed-guard. No panic on a naive consumer's first move (author an open blueprint, run it). RED-first: cli_run.rs `aura_run_rejects_an_open_blueprint_without_panicking` pins exit 2 + the named requirement + no `panicked`. Surfaced by the World/C21 milestone fieldtest. closes #176 refs #170 |
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Brummel
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ff20f74e8f |
feat(0097): IS-refit walk-forward over a loaded blueprint — aura walkforward <bp.json> --axis
Ship the World/C21 milestone's last piece (Arm A, #173): a true in-sample-refit walk-forward over a loaded blueprint. `aura walkforward <blueprint.json> --axis <name>=<csv> [--axis …] [--select argmax|plateau:mean|plateau:worst]` rolls 24/12/12 IS/OOS windows over the synthetic span; per IS window it re-optimizes the blueprint's params over the user's --axis grid (the #169 prefixed names), selects the winner by sqn_normalized, runs it out-of-sample, and aggregates the per-window OOS reports into a FamilyKind::WalkForward family — content-addressed (put_blueprint) and aura-reproduce bit-identical. Structure mirrors the hard-wired stage1-r walk-forward arm one substitution deep: the generic engine walk_forward driver + select_winner + the synthetic schedule are reused; only the per-window IS-sweep (blueprint_sweep_over) and OOS-run (run_oos_blueprint) source the loaded blueprint via cycle-0096's blueprint_axis_probe. reproduce_family_in gains a WalkForward arm reconstructing each OOS window's windowed slice from the member manifest's window bounds (winner params via the shared manifest->cells recovery, as the MonteCarlo/Sweep arms do). Panic-safety: blueprint_sweep_over returns Result<_, BindError>; a bad/unknown --axis is a clean in-closure exit 2 (mirroring the hard-wired arm's select_winner handling), never a panic — pinned by the rejects_an_unknown_axis E2E. A no-axis invocation (nothing to re-fit) is a usage error; a malformed blueprint is rejected at the dispatch boundary (exit 2, no panic). Reduce-mode members carry R-metrics (no raw pip curve) → empty stitched equity; oos_r is the meaningful summary (C10 R-first yardstick). Held quality finding adjudicated: run_oos_blueprint's plan-prescribed redundant `pip: f64` (== data.pip_size()) removed — derived internally to match its siblings run_oos_r / blueprint_sweep_over, which also drops the too_many_arguments band-aid #[allow] (8->7 args). Two plan transcription typos the loop caught and fixed verified correct: BindError renders via Debug ({e:?}), parse_select via map_err (Result, not Option). Verified myself: cargo build --workspace, cargo clippy --workspace --all-targets -- -D warnings, cargo test --workspace all green; 2 new unit tests + 5 new cli_run E2Es (persist shape, reproduce bit-identical, no-axis, malformed-safety, unknown-axis) pass; no regression in the hard-wired walkforward / sweep / mc / reproduce suites. Engine/registry untouched (invariants 1/2/8/9). closes #173 |
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Brummel
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bd2003e217 |
feat(0096): list a loaded blueprint's sweepable axes — aura sweep <bp.json> --list-axes
A data-level author can now discover a loaded blueprint's open sweepable knobs before sweeping: `aura sweep <blueprint.json> --list-axes` prints one `<name>:<kind>` line per open knob, in param_space() order, then exits 0. Before this the only way to learn the names was to guess a `--axis` and read the MissingKnob/UnknownKnob error — which names only the rejected knob, never the valid set. Prerequisite for #173 (IS-refit walk-forward must know which axes to re-fit per in-sample window). Design (derived, recorded on #169): the query lands on the SWEEP verb, not `graph introspect`, because the accepted axis names are produced by the sweep's own harness-wrapping (wrap_stage1r nests the loaded signal as a BlueprintNode::Composite named "stage1_signal", so collect_params prefixes them — stage1_signal.fast.length, not the raw fast.length). Only the sweep verb owns that wrapping. A new blueprint_axis_probe helper single-sources the wrapped probe and now subsumes the two previously-inline copies (blueprint_sweep_family + blueprint_mc_family), so listed == swept by construction (and stays so across #159's harness retirement) — no second source of truth. --list-axes is a standalone query (valueless flag handled before the per-flag value-consume; rejected with exit 2 if combined with any other flag). A closed blueprint prints nothing (exit 0). A malformed blueprint is rejected at the existing dispatch boundary (exit 2, UnknownNodeType), never a panic. Tests: unit blueprint_axis_probe (prefixed names + empty for closed) + unit parse grammar (standalone), and five cli_run E2Es — prints names, closed-empty, rejects-other-flags, malformed-safety (no panic), and a round-trip that DERIVES the names from --list-axes and feeds them back into a working sweep (pins the listed==swept invariant #169 exists to close). Verified myself: cargo build --workspace, cargo test --workspace, cargo clippy --workspace --all-targets -D warnings all green; no regression in the refactored sweep/mc probes. Engine and registry untouched (invariants 1/8/9). closes #169 |
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Brummel
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14e27a978b |
feat(0095): monte-carlo over a loaded blueprint — aura mc <bp.json> --seeds N
The MC half of #170 (World/C21): `aura mc <closed blueprint.json> --seeds N` builds a FamilyKind::MonteCarlo family from a loaded CLOSED blueprint. Each seed draws a distinct synthetic price walk (synthetic_walk_sources, the mc_family pattern), so members differ in the DATA (not just a manifest label) — the sim is deterministic (C1), so MC variation must come from re-drawing the input. Draws run disjointly in parallel via the shared monte_carlo helper (invariant 1). The canonical blueprint is stored once keyed by the shared topology_hash (the 0094 hook), and reproduce_family_in gains a MonteCarlo realization branch that reconstructs each member's seed-driven walk from manifest.seed — so a persisted mc family 'aura reproduce's bit-identically (the store-hook proof). Closed-blueprint only: MC binds no axis, so a free knob has no binder; an open blueprint yields a named Err (rendered to stderr + exit 2 at the run_blueprint_mc boundary, mirroring blueprint_sweep_family — no hidden process exit in the pure builder), pre-empting the compile_with_params arity panic. Two quality-gate-driven improvements over the ratified plan, both applied and verified: (1) delegate the disjoint draws to the engine monte_carlo seam instead of a hand-rolled loop (my plan's 'closure-shape mismatch' rationale was wrong — the Fn(u64,&[Scalar]) closure ignores the unused base_point, exactly as mc_family does); (2) the closed-blueprint guard returns Result rather than exiting inside the builder, matching the sweep sibling's contract and making the rejection unit-testable. Engine + registry untouched (invariants 8/9). Verified: cargo build --workspace clean; cargo clippy --workspace --all-targets -- -D warnings clean; cargo test --workspace green (5 new tests: the parser, anti-degenerate family, MC reproduce round-trip, and two E2Es incl. the open rejection; no regressions). refs #170 |
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cec7811c32 |
audit(0094): cycle close — content-addressed reproduction; ledger refreshed, coverage closed; rm ephemeral spec/plan
Architect drift review (4751d4b..HEAD): drift_found — ledger-currency only; the
code is clean.
What holds (architect, confirmed by diff + green tests):
- Inv 8 / C9: aura-engine byte-untouched; content_id + sha2 in aura-cli, the
store in aura-registry.
- Inv 9: Registry::{put,get}_blueprint is a dumb bytes-by-key store (opaque
String keyed by String hash; no sha2, no parse, no sha256==hash verify — the
caller owns the hash). No domain knowledge crept into the engine or registry.
- C1: the run_blueprint_member extraction is behaviour-preserving (keystone
blueprint_sweep_member_equals_single_run_and_shares_topology_hash unchanged +
green); serde_json/float_roundtrip serves determinism (disk==recomputed), not a
mask (1-ULP canary green).
- C11/C12: one blueprint stored per family, keyed by the shared topology_hash.
Resolutions:
- [ledger] Refreshed C18 + C24: added the cycle-0094 Realization (the
content-addressed store runs/blueprints/<hash>.json + aura reproduce), and
retired the now-false "content-addressed identity / full reproduction deferred"
claims (INDEX.md:1261, C24 deferred block). Only the structural-axis /
whole-harness content-id (and the debug-name-in-id question) genuinely remains,
filed forward (#171, #170).
- [debt->closed] Added the two untested refuse-don't-guess E2E arms
(aura_reproduce_rejects_a_non_generated_family — a hard-wired sweep member has
no topology_hash; aura_reproduce_rejects_a_missing_stored_blueprint — the store
was deleted), and a cross-surface unit pin
(topology_hash_is_the_content_id_of_the_canonical_form) so the two acc-1 paths
cannot silently drift.
- [scaling] MC/walk-forward-from-blueprint (#170) will need the same put_blueprint
hook or reproduce won't cover them — noted on #170.
No regression scripts in this project (Test is the gate): full workspace suite
green (51 suites), clippy -D warnings clean, binary verified end-to-end.
Ephemeral spec/plan git-rm'd per the lifecycle convention; durable rationale is in
the ledger. The World/C21 milestone stays open (#170 remains).
closes #158
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008692c043 |
feat(0094): content-addressed reproduction — aura reproduce <family-id> (iter 1)
Restore C18 reproducibility for generated (blueprint-sweep) runs (#158, acc 2): a sweep's topology is stored once, content-addressed by the topology_hash the manifest already carries, and `aura reproduce <family-id>` re-derives every persisted member bit-identically (C1) from the stored blueprint. - aura-registry: a dumb content-addressed bytes store — Registry::put_blueprint / get_blueprint / blueprints_dir over runs/blueprints/<hash>.json. No sha2 dep (caller owns the hash; reproduction's bit-identical compare is the integrity check); absent id -> Ok(None) (treat-as-empty, like load). - aura-cli: run_blueprint_member extracted from blueprint_sweep_family's member closure (behaviour-preserving; keystone stays green) so the sweep AND reproduce re-run the identical reduce-mode path — bit-identity by construction. The store write hooks the sweep persist seam (one blueprint per family, shared topo). reproduce_family_in loads each member's blueprint by hash, reconstructs the point from the recorded params (point_from_params, inverse of zip_params, over the WRAPPED signal's param_space so the prefixed knob names match), re-runs, and compares metrics. `["reproduce", id]` dispatch arm; refuse-don't-guess on an unknown id / missing stored blueprint (exit 2), DIVERGED -> exit 1. Dependency decision (per-case review, ratified): enabled serde_json `float_roundtrip`. Stored member metrics round-trip through families.jsonl as f64 JSON; the default parser can be 1 ULP off, which would make disk-loaded != recomputed and "bit-identical" (C1) physically impossible. The feature guarantees exact f64 round-trip. Blast-radius clean (full workspace suite green); it serves determinism, the invariant reproduction rests on. Canary: f64_blueprint_param_survives_store_round_trip_bit_identically. Two plan bugs caught + fixed by the implement loop and verified: reproduce's param_space must come from the wrapped signal (prefixed names, the #167 lockstep), and the family id is 0-indexed (live-0 / smacross-0, not -1). Verified: full workspace suite green (51 suites); clippy -D warnings clean; and the binary end-to-end — `aura sweep` (3 members, one shared stored blueprint) then `aura reproduce live-0` (3/3 bit-identical incl the open-at-end member), unknown id -> exit 2. acc 1 (graph introspect --content-id) + acc 3 (Tier-1 id stability) land in iteration 2 (plan 0094b). refs #158 |
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481add0ca2 |
feat(0093): sweep-from-blueprint — aura sweep <blueprint.json> over named axes
Cycle 2 of the World/C21 milestone (#166): the World now orchestrates FAMILIES from blueprint-data. `aura sweep <blueprint.json> --axis <name>=<csv> …` loads an OPEN signal blueprint, grids the by-name axes against its param_space, builds each member via cycle-1's wrap_stage1r seam, and aggregates to a FamilyKind::Sweep family — byte-identical in shape to the hard-wired sweep. - `parse_sweep_blueprint_args` + `SweepBlueprintArgs`: repeatable `--axis name=csv` (lexed i64-then-f64; resolve_axes kind-checks), `--name`/`--trace`, the shared `--real/--from/--to` accumulator → DataChoice. - `blueprint_sweep_family` (pure) + `run_blueprint_sweep` (IO) mirror stage1_r_sweep_family with three deviations: by-name axes (verbatim param_space names, e.g. `stage1_signal.fast.length`), reload-per-member (Composite is !Clone — its build closures are Box<dyn Fn>, #164 — so a fresh signal is re-loaded from the doc per member), and a per-member shared topology_hash. Members share the hash (same signal topology, only params vary); member_key distinguishes them. - The `aura sweep <file.json>` `.json`-discriminator arm mirrors cycle 1; the hard-wired `--strategy` sweep is untouched (#159). Task-3 design gap resolved: a sweep needs an OPEN blueprint (open knobs to grid), distinct from cycle-1's fully-bound run fixture (a bound blueprint has an empty param_space). New `tests/fixtures/stage1_signal_open.json` = blueprint_to_json(stage1_signal(None,None)); a sweep must bind ALL open knobs, so the E2E grids fast×slow (2×2 = 4 members). Verified end-to-end by running the binary: `aura sweep stage1_signal_open.json --axis stage1_signal.fast.length=2,4 --axis stage1_signal.slow.length=8,16 --trace f` persists a discoverable 4-member Sweep family; an unknown axis fails clean. Member equivalence vs run_signal_stage1r + shared-hash/distinct-member_key unit-tested. Full workspace suite green; clippy --all-targets -D warnings clean. refs #166 |
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2b1c24668d |
test(0092): run-from-blueprint E2E + bit-identical keystone + demo fixtures
Closes the cycle-1 test coverage for #165. The `aura run <blueprint.json>` CLI arm itself (the .json dispatch + parse_blueprint_run_args + BlueprintRunArgs) shipped in ff4a1b3; this adds the coverage that proves it and the in-repo demo blueprint: - crates/aura-cli/tests/fixtures/stage1_signal.json — the canonical SMA-cross signal (blueprint_to_json of stage1_signal(2,4)); emit_demo_signal_fixture (#[ignore]) regenerates it. - crates/aura-cli/tests/fixtures/unknown_node.json — one type set to "Nope" for the fail-clean guard. - loaded_signal_runs_bit_identical_to_rust_built (the keystone, C1): a signal serialized -> loaded via blueprint_from_json -> run is bit-identical to its Rust-built twin, incl. topology_hash (64-hex). - topology_hash_is_stable_and_distinguishes (#158 anchor property). - cli_run.rs E2E: `aura run <demo>` exits 0 with topology_hash in the manifest; an unknown-node blueprint fails clean with UnknownNodeType (the #160 closed-set guard at the data-plane face, invariant 9). Verified end-to-end by actually running the binary: `aura run stage1_signal.json` -> RunReport with a 64-hex topology_hash, sim-optimal+risk-executor broker, R metrics; `aura run unknown_node.json` -> UnknownNodeType("Nope"), exit 2. Full workspace suite green; clippy --all-targets -D warnings clean. refs #165 |
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d925a747cb |
feat(0086): cost-flag CLI ergonomics — units note, named diagnostics, non-R-harness guard
#153 (friction surfaced by the milestone-#148 close fieldtest). Three cost-flag fixes on `aura run`, all on the pure parse_run_args grammar: - Units discoverable: a COST_FLAGS_NOTE appended to the run usage + --help (price units, charged in R as cost/|entry-stop|, per-ENGINE-cycle carry, >= 0, stage1-r only). - A negative rate names the cause + flag ("<flag> must be non-negative, got <v>") via a factored parse_nonneg_rate helper, not a bare usage dump. - A cost flag on a non-R harness (sma/macd) is refused (exit 2, "cost flags require an R-evaluator harness (stage1-r)") instead of silently ignored — the named spec_gap, decided reject/fail-loud (refuse-don't-guess, recorded on #153), pinned by a new C10 ledger note. Internal RunArgs/RunData/HarnessKind gain #[derive(Debug)] (behaviour-neutral) so the pure parse_run_args unit tests can use expect_err. Verified independently: cargo test -p aura-cli green, the eight stage1-r cost goldens byte-unchanged; clippy -p aura-cli --all-targets -D warnings clean. Only the grammar/usage strings and the previously-unguarded sma-cost path changed; the cost-model graph and R math are untouched. closes #153 |
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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 |
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face1879a6 |
audit(0084): cycle close — drift-clean (code); C10 cycle-0084 note + doc fixes
Cycle 4 of milestone #148 (cost-graph composite-builder). Architect drift review over fc52b4f..d5c44dd: drift_found, every item dispositioned. What holds (architect, evidence-of-review): C16/C9 — cost_graph lives in aura-composites, the factors in aura-std, aura-engine stays domain-free; the composite is ordinary downstream nodes. C11 behaviour-preservation is structural, not just asserted — the composite inlines to the same flat fan-in as the deleted CLI block (identical node set/order, cost[k].field slot map, geometry fan, net_eq terms/signs, cost_rec cols), so the cycle-0083 net_expectancy_r goldens stay byte-identical. C23 — role/port names non-load-bearing; 4 fixtures pin the role-set + output triple. Resolved this commit: - [high] ledger C10: the cycle-0083 note's "Still deferred (decision E)" is removed (E shipped this cycle) and a cycle-0084 realization note added. - [medium] cost_graph .leak() provenance (aura-composites/src/lib.rs): the "risk_executor precedent" was imprecise — that .leak() lives in risk_executor's TEST (one-shot, leak-safe), not its production builder. Doc corrected: the leak is fine for one-shot run-path construction but must be interned (the COL_PORTS production pattern) before cost reaches the sweep path. - [low] cli_run.rs golden docstring cited the deleted `slot * COST_WIDTH + f` CLI wiring; updated to the cost_graph composite's per-node cost[k].<port> wiring. Deferred (tracked, not pending) -> #152: - [medium] the cost[k].<port> index-namespacing restated across CostSum / cost_graph / the CLI (a build-validated lockstep — a divergent name fails loudly at g.build(), NOT the silent positional kind 0083 collapsed), AND the per-build .leak() that becomes an allocation regression on the per-member sweep path. Both are harmless on the current run-only cost path; the proper fix is one sweep-safe single-source cost-port-name contract (interned), best built with the deferred sweep-cost cycle. Regression gate: cargo test --workspace (0 failures), clippy --workspace --all-targets -- -D warnings clean, cargo doc clean — the architect is the primary gate (no dedicated regression script). Ephemera (spec 0084 + plan 0084) git rm'd. Milestone "Cost-model graph (in R)" remains OPEN. refs #148 |
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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 |
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7f3756a395 |
feat(0082): cost-graph composition — VolSlippageCost + CostSum net-R aggregate
Cycle 2 of the "Cost-model graph (in R)" milestone (#148): the milestone's real architectural claim — the cost graph composes. Two cost nodes now sum into one net-R curve while summarize_r and the net_r_equity tap stay structurally unchanged. - VolSlippageCost (aura-std): a second, STATE-DEPENDENT cost node; per-trade charge = slip_vol_mult * volatility / |entry-stop|, in R. The vol is an independent short-horizon realized range (SLIP_VOL_LENGTH=5, distinct from the stop's EWMA-3) — scaling slippage by the stop's own vol would collapse cost-in-R to a constant (indistinguishable from ConstantCost). - CostSum (aura-std): the cost-graph OUTPUT node — sums N cost nodes' 3-field cost-in-R records per-field into one aggregate. summarize_r and net_r_equity read the aggregate (one home for cost; n=1 is the identity, so the cost path is uniform). A future CostNode trait (deferred) will unify the cost-triple the two producer nodes currently restate by-convention. - Run path: --cost-per-trade and --slip-vol-mult combine, their costs summing into the net-R curve; a hoisted vol proxy (RollingMax-RollingMin) keeps the single feed. Run-path-scoped; sweep/walkforward/mc pass None. Co-temporality contract (the load-bearing design decision; corrected from the signed spec after the implement-loop correctly BLOCKED Task 3 on it). summarize_r positional-joins cost[i] <-> record[i], so the cost stream must be co-temporal 1:1 with the PM record. A cost node is therefore gated ONLY by the PM geometry (closed/open/entry/stop); a not-yet-warm state input (the vol proxy warms later than PM) contributes 0 cost that cycle rather than withholding and desyncing the stream. This makes co-temporality structural + warmup-independent, preserves the C18 golden, and generalizes to any future cost factor. The rejected alternative (a key-join in summarize_r) would have moved the golden and pushed cost-graph logic into the post-run fold. Recorded on #148. Tests: VolSlippageCost + CostSum unit sets (incl. the co-temporal-zero-during- warmup case); the CLI composition run (both flags -> net_both < net_flat, net_r_equity persisted); node-level EXACT additive composition (net_both == net_flat + net_vol - gross over the real nodes), the aggregate net_r_equity == post-run net total, and CostSum(1) identity. Full workspace suite green; clippy -D warnings clean; the no-cost C18 golden byte-identical (the regression floor). Deferred (later cycles of this milestone): the general CostNode trait + cost-graph composite-builder (now justified by two concrete nodes), the conviction-weighting R-aggregation axis, and cost on the reduce-mode sweep path. Spec + plan amended to the corrected contract; both are cycle ephemera (git rm at cycle close). refs #148 |
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3fe4684190 |
feat(0081): cost-model graph cycle 1 — ConstantCost node + net-R seam
Lands the first cycle of the "Cost-model graph (in R)" milestone: cost is
now a composable in-graph node, not a post-run scalar (C10).
- ConstantCost (aura-std): a flat round-trip cost per trade, emitted in R
as a 3-field record {cost_in_r, cum_cost_in_r, open_cost_in_r} isomorphic
to PositionManagement's R-triple. R-pure: cost_in_r = cost_per_trade /
|entry-stop|; notional cancels, no equity held.
- summarize_r folds the cost stream into net_expectancy_r, replacing its
scalar round_trip_cost (one home for cost, no double-count). Positional
co-temporal join; an empty stream is the gross-R baseline.
- net_r_equity tap (stage1_r_graph): LinComb(4) over [cum_realized_r,
unrealized_r, -cum_cost_in_r, -open_cost_in_r] -> Recorder, a sibling of
r_equity; --cost-per-trade on the run path wires the node + tap + fold.
- A no-cost run is byte-identical: no net_r_equity tap, net == gross, the
C18 golden unchanged.
Tests: exact-subsumption (the node-stream net == mean(r_i - cost_i) over
ALL trades incl. the window-end open one), the in-graph net_r_equity tap +
net < gross E2E, the no-cost golden held. Full suite green; clippy clean.
Implement-time decisions ratified (recorded on #148): the cost stream is
recorded 3-wide (the node's full output; summarize_r reads col 0/2, col 1
feeds the in-graph net curve) — resolving a 2-wide/3-wide inconsistency in
the plan's Step 3; Trade drops its `latched` field (cost now arrives in R),
so r_col ENTRY_PRICE/STOP_PRICE become #[allow(dead_code)] layout contract.
Scoped to the run path (non-reduce); sweep/walkforward/mc pass None — cost
on the reduce-mode sweep path and OOS-pooling cost are a deferred follow-up.
Known pre-existing concern (not this cycle): aura-std lib.rs module doc
still names "realistic broker profiles", retired by the C10 rework.
refs #148
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0a06afed29 |
feat(0078): cross-instrument generalization as a validation step
Last piece of the Inferential-validation milestone (#146): a new `aura generalize` subcommand grades how consistently a single candidate holds across a set of instruments — the across-instrument axis of the same anti-false-discovery concern as trials-deflation (#144, within one family) and plateau-over-peak (#145, within one instrument's surface). Aggregator/validator, not a third selector (user-ratified): it runs a brought candidate (a single-cell stage1-r grid — --fast/--slow/--stop- length/--stop-k pinned to single values) across an instrument list (--real SYM1,SYM2,...), collects per-instrument R-metrics, and reduces them to a worst-case floor (min over instruments) + a sign-agreement count + the per-instrument breakdown. R-only (C10 — R is the only account/instrument-agnostic unit); the worst-case min is the cross- instrument sibling of PlateauMode::Worst and satisfies the non- domination constraint by construction (a strong instrument cannot lift a min). Rejected: a cross-instrument t-stat mean/std*sqrt(M), which reintroduces the pooled mean the milestone warns against. - RunManifest gains a first-class `instrument` lineage field (serde- widened, C14/C18 — legacy lines load as None, existing manifest bytes unchanged); the compat read-mirror threads it in lockstep. - FamilyKind::CrossInstrument (C12 comparison axis); the M per-instrument runs persist as a CrossInstrument family, each member self-identifying via its stamped instrument. The aggregate is recomputable from the members (McAggregate precedent), printed live. - The generalization reduction lives registry-side beside optimize_ deflated/optimize_plateau (C9), reusing resolve_metric/metric_value/ is_r_metric; check_r_metric is the data-free pre-check the CLI runs before evaluating any instrument. - Additive: existing sweep/walkforward/mc/standalone paths stay byte- identical (C23 — instrument omitted when None via skip_serializing_if). Verified by the orchestrator: cargo test --workspace green (0 failed — the new generalization_*, check_r_metric, parse_generalize_*, and the gated cross-instrument E2E all pass; the E2E ran the real GER40/USDJPY path on this host, exit 0); cargo clippy --workspace --all-targets -D warnings clean. closes #146 |
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cb32658fd1 |
feat(0077): prefer a robust parameter plateau over the in-sample peak
Add an opt-in plateau selection objective for walk-forward, recorded on the same RunManifest.selection carrier #144 introduced. Default argmax is byte-identical (C23); plateau is reached only via a new --select flag. What landed: - FamilySelection / SelectionMode reshape (report.rs): the selection RULE (mode) and its ANNOTATION are orthogonal — deflation fields become Option (present iff Argmax), plus PlateauMean/PlateauWorst variants and neighbourhood_score/n_neighbours (present iff Plateau*). Legacy lines still load: the deflation scalars deserialize from bare values via serde default (C14/C18). compat.rs embeds FamilySelection by value — reshape flows through untouched. - GridSpace::axis_lens() + SweepBinder::sweep_with_lattice (engine): the grid radixes in param_space()/odometer order. sweep() delegates to sweep_with_lattice with the lattice dropped, so every existing .sweep() caller is byte-unchanged. - optimize_plateau + PlateauMode + closed_neighbourhood (aura-registry, C9): each member scores as the mean/worst of its closed mixed-radix grid neighbourhood's metric_value; the winner is the smoothed argmax by the metric's direction (earliest-odometer tie, as optimize). Pure, no RNG (C1); in-sample only (C2). A higher_is_better helper now sources the per-metric direction once, shared by metric_cmp and optimize_plateau. - CLI --select <argmax|plateau:mean|plateau:worst> (default argmax; unknown token exits 2). walkforward_family dispatches via a select_winner helper; sweep_over/stage1_r_sweep_over carry the lattice as Option<Vec<usize>>. runs-family display gains a plateau(<mode>)=<score> over <n> cells line. RandomSpace-refuse: walkforward has no --random producer, so the plateau-without-lattice guard is structural — select_winner returns the refuse on a None lattice (the caller prints the message and exits 2), unit-tested at the helper, not via a --random E2E (decided + recorded on #145 comment 1974, with the lattice-seam fork). Tests: plateau-picks-plateau-not-spike, mean-vs-worst, lower-is-better direction-flip, closed-neighbourhood golden, single-member degeneracy, C1 determinism; CLI select-parse, select_winner refuse; E2E argmax-byte-identical (C23), plateau:mean and plateau:worst provenance. Full workspace suite green; clippy --all-targets -D warnings clean. closes #145 |
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a2959050a4 |
feat(0076): deflate the sweep winner's metric for the number of trials
Adds optimize_deflated beside optimize in aura-registry: the in-sample walk-forward selection now records, on each OOS winner's manifest, how much the winner's metric is inflated by the size of the search it won — a deflated score and (R arm) an overfit probability — without changing which member wins (additive, C23; a regression test pins optimize_deflated's winner == optimize's). - R arm (sqn_normalized/expectancy_r/...): a centred moving-block reality-check. Each member's per-trade R series is mean-subtracted to impose the no-edge null, resampled via the r_bootstrap kernel (extracted to a shared resample_block, byte-identical), and the best-of-K null-max gives overfit_probability = (count(null >= raw)+1)/(n+1) and deflated_score = raw - p95(null). Deterministic given the seed (C1). - total_pips arm: a closed-form expected-max-of-K dispersion floor (inv_norm_cdf + expected_max_of_normals), no probability. The record (FamilySelection on RunManifest) rides the proven serde(default, skip_serializing_if) widening + a compat.rs mirror, so legacy runs.jsonl/families.jsonl lines load unchanged and unstamped sweep/mc/standalone manifests stay byte-identical (C14/C18). The SelectionMode enum reserves a Plateau slot for #145. CLI: walk-forward stamps both arms; runs family <id> rank surfaces a human-readable deflated/overfit line. Quality review (re-dispatched after the implement-loop's quality gate exhausted) caught a real defect: on the R arm with positive resamples but no member carrying trade_rs (a family loaded from disk — trade_rs is serde-skipped), the null was all-NEG_INFINITY, turning deflated_score into +inf. Fixed by collapsing "no usable null" (zero resamples OR no trade_rs) into one degenerate floor (deflated == raw, overfit == 1.0); pinned by optimize_deflated_no_trade_rs_floors_instead_of_infinity. Verified: cargo test --workspace and cargo clippy --workspace --all-targets -D warnings both green. Frictionless Stage-1 R; n_eff advisory and reload-time recompute deferred (spec 0076 Out of scope). closes #144 |
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Brummel
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2e77ab1dda |
feat(0075): Monte-Carlo R-bootstrap for OOS validation (iter 2)
Add `aura mc --strategy stage1-r [--real <SYM>]`: run the stage1-r
walk-forward, pool its OOS per-trade R series, and report a moving-block
bootstrap E[R] distribution / CI (one `mc_r_bootstrap` line with an `e_r`
quantile block + P(E[R]<=0)). Completes spec 0075's Monte-Carlo half on top
of iter 1's walk-forward R-reporting.
Engine: `r_bootstrap(rs, n_resamples, block_len, seed) -> RBootstrap` — a
deterministic moving-block bootstrap (non-circular, final block truncated;
block_len=1 = i.i.d. trade-shuffle; clamped to [1,n]; empty -> all-zero),
reusing the existing MetricStats/quantile and SplitMix64.
CLI: parse_mc_args/McArgs split — bare/`--name`/`--trace` route to the
unchanged synthetic seed-resweep `run_mc` (byte-for-byte preserved); the R
path accepts ONLY `--strategy stage1-r`, so a bare `--real` stays a usage
error (mc_rejects_real_flag_with_usage_exit_2 preserved, doc-comment
refreshed). run_mc_r_bootstrap reuses walkforward_family + RMetrics.trade_rs.
Corrective fixes over the plan snippets, both verified: the mc usage string
carries a `usage:` token (the new `["mc", rest @ ..]` arm now handles the
`--real` rejection, and the preserved golden asserts `stderr.contains
("usage")`); `#[allow(clippy::large_enum_variant)]` on McArgs keeps the
unboxed Stage1RGrid field layout.
Scope: single `--real <SYM>` per invocation; cross-symbol pooling is a
deferred follow-on (needs a multi-symbol grammar). Verified: cargo build
clean, full `cargo test --workspace` green (609 passed), clippy -D warnings
clean; bare `aura mc`, SMA walkforward, stage1-r single-run, and C18
round-trip goldens all preserved.
refs #139
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Brummel
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f286bb85f7 |
feat(0075): walk-forward strategy-selectable + R-reporting (iter 1)
Make `aura walkforward --strategy stage1-r [--real <SYM>]` roll IS->OOS windows, sweep the stage1-r grid in-sample, pick the winner by an R metric (sqn_normalized), run it out-of-sample, and report per-window + pooled OOS R-metrics. The bare SMA walkforward path is byte-identical (its dispatch arm is verbatim today's body; the pooled `oos_r` block is emitted only when a window carries an `r` block). Engine: - RMetrics gains an in-memory `trade_rs: Vec<f64>` (realised R per closed trade), excluded from serde (`#[serde(skip)]`) and from a hand-written PartialEq, so the C18 wire shape and every existing equality assertion / round-trip stay unchanged. summarize_r now retains the per-trade R vector it used to drop. - New `r_metrics_from_rs(&[f64])` reduces a flat (pooled across-window) R series to RMetrics. Its R-distribution arithmetic is copied verbatim from summarize_r (the byte-pinned floats must not be algebraically refactored); the two copies are guarded in lockstep by a cross-reducer equality test. net_expectancy_r = expectancy_r (exact at the Stage-1 cost=0 invariant); conviction_terciles_r = [0,0,0] (per-trade conviction is not pooled). CLI: - walkforward gains --strategy + the four stage1-r grid flags (reusing parse_csv_list / Stage1RGrid); walkforward_family is strategy-dispatched. - Windowed stage1-r helpers: stage1_r_sweep_over (reduce-mode folded IS sweep, O(trades)/member) and run_oos_r (non-reduce OOS run, for the stitched pip-equity curve), plus stage1_r_space. Frictionless Stage-1 R (costs are Stage-2). Verified: cargo build clean, full `cargo test --workspace` green (SMA walkforward, synthetic mc, stage1_r_single_run_output_golden, and the C18 round-trips all preserved), clippy -D warnings clean. Monte-Carlo R-bootstrap is iter 2. refs #139 |
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7e4b91ab5f |
feat(0074): source real-path pip from the geometry sidecar; drop the authored floor
The data-server now ships per-symbol geometry sidecars, so aura no longer hard-codes instrument geometry. A consumption grep showed production reads exactly one `InstrumentSpec` field — `pip_size` — at the real-data path; the other eight (incl. `instrument_id`) were constructed but never read. - aura-cli resolves the real-path pip from the recorded sidecar (`instrument_geometry` -> `InstrumentGeometry.pip_size`), refusing (exit 2) on absent geometry. The authored table no longer gates: any symbol with a sidecar + bars now runs (new test: USDJPY, never vetted, resolves its JPY pip 0.01 from the sidecar). - Removed the redundant authored floor: `InstrumentSpec`, `instrument_spec`, `VETTED_SYMBOLS`, and the table-only tests. The `InstrumentGeometry` seam (the surviving pip source) and its nameability guard are kept. - `instrument_id` (the "find out"): no production consumer. The position-event table's `instrument_id` is a decoupled caller parameter; the engine never imports an instrument spec. Dropped with the struct. - The example `pip_size_of` is re-sourced to the sidecar; the pure-structural blueprint tests use a literal pip to stay archive-independent. Speculative deploy-grade fields and the #124 override/floor tiers are deferred to the Stage-2 broker that will consume them, read from the sidecar geometry then. Ledger (C8/C15/#22/#106) updated; #124 collapses to "recorded sidecar geometry -> refuse" in the meantime. Verified: cargo test --workspace (all green), clippy -D warnings clean, cargo doc clean, with the local archive present so the sidecar paths run. refs #124 |
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216cc8c417 |
feat(0072): stage1 mean-reversion candidate — EWMA Bollinger fade (#137)
Third price-only Stage-1 R strategy: aura sweep --strategy stage1-meanrev fades deviation from a rolling mean (price above mean+k*sigma -> short, below -> long, latched +-1), feeding the unchanged bias -> RiskExecutor (vol-stop = R) -> flat-1R seam. sigma = Sqrt(Ema((price-Ema(price))^2)) reuses the vol_stop deviation- squared-then-smoothed shape, so the band is built from existing aura-std nodes (Ema/Sub/Mul/Sqrt/LinComb/Add/Gt/Latch) -> ZERO new nodes. No Delay: the current bar legitimately belongs to its own band (causal, C2). Swept knobs: --window (one Ema length ganged across mean+variance) and --band-k; downstream vol-stop R knobs unchanged. An in-file test reads the SHIPPED graph's exposure tap to pin the fade polarity (short above the band, long below) — a latch-set/reset copy-paste from breakout would invert the signal yet leave the fold-vs-raw and window-grid CLI tests green. All 588 workspace tests pass (existing R/sma/momentum/breakout goldens byte-identical); clippy clean. refs #137 |
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d845c509d3 |
feat(0071): stage1 breakout candidate — Donchian channel signal (#137)
A second Stage-1 R strategy candidate for the edge-research milestone, a structurally
different trend mechanic than the refuted SMA-momentum: a Donchian channel breakout.
Swaps only the signal leg of the stage1-r graph —
close -> Delay(1) -> {RollingMax,RollingMin}(N) -> {Gt,Gt} -> {Latch,Latch} ->
Sub = bias in {-1,0,+1} — keeping the vol-stop R definition unchanged, so it screens
under the identical R yardstick (clean A/B vs momentum).
- aura-std: new RollingMax / RollingMin nodes (sliding-window extremum via a monotonic
deque, O(1) amortized; mirror the Sma/Delay ring-buffer shape, warm-up skip-emit,
C7/C8). The +/-1 direction latch composes from two existing Latch nodes + Sub (no new
latch type).
- aura-cli: stage1_breakout_graph + a manual-grid stage1_breakout_sweep_family
(fully-bound graph per point, sidestepping parameter-ganging since one channel length
drives both rolling nodes); --strategy stage1-breakout + --channel grid flag; usage
strings updated.
- Causality (C2): one Delay(1) on close feeds both rolling nodes, so each channel covers
close[t-N..t-1] — the current bar is excluded. Pinned by a contrastive e2e test (a
strictly rising series up-breaks every warmed bar; a window including the current bar
never could) plus a +/-1-latch-hold test.
All existing goldens byte-identical (stage1-r/sma/momentum untouched); folded-no-trace
== raw-trace metrics; workspace tests + clippy green.
refs #137
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Brummel
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eb8653488f |
feat(0070): wire folding sink reductions into the stage1-r sweep (closes #138)
Completes the M3 fix for BLOCKER #138. The no-trace stage1-r sweep now folds its reductions online: `stage1_r_graph(reduce=true)` wires `SeriesReducer` (equity, exposure -> one summary row each) and `GatedRecorder` (gated on `closed_this_cycle` -> only the trade rows + the final row), and the folded consumer rebuilds `RunMetrics` from those compact outputs. Per-member memory drops from O(cycles) (~2 GiB over ~5.5M one-minute bars) to O(trades), so full-history multi-member sweeps no longer exhaust RAM+swap. The `r_equity` tap is omitted when reducing (it is consumed only by the `--trace` persistence path). `reduce = trace.is_none()`: the `--trace` path and the single `run_stage1_r` keep the raw recorders + `summarize`/`summarize_r` over full rows — the byte-for-byte reference. A new CLI-seam test (`sweep_strategy_stage1_r_folded_no_trace_metrics_equal_raw_trace_metrics`) proves the folded no-trace sweep reports byte-identical per-member metrics to the raw `--trace` path. Verified: cargo test --workspace green (42 suites); cargo clippy --workspace --all-targets -- -D warnings clean; stage1-r goldens byte-identical. closes #138 |
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e94b79eb98 |
test(stage1-r-sweep): RED — grid all four knobs from CSV flags
Executable-spec for the strategy-research enabling change: expose the
stage1-r sweep's hardcoded timescales as CLI grids so a slow
time-series-momentum edge can be screened across timeframes.
- sweep_strategy_stage1_r_grids_all_four_knobs_from_csv_flags (RED):
`aura sweep --strategy stage1-r --fast 240 --slow 960
--stop-length 240 --stop-k 2.0` must yield a 1-member family whose
member params are fast=240, slow=960, stop_length=240, stop_k=2.0.
Fails today: the four flags are rejected (exit 2), gridding absent.
- sweep_strategy_stage1_r_no_flags_keeps_the_default_grid (guard,
green today): a no-flags sweep still yields the {2,3}×{6,12} 4-member
family with the stop pinned at 3 / 2.0, so existing goldens stay
byte-green once the feature lands.
GREEN side follows via implement mini-mode.
refs #137
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Brummel
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89d967a940 |
feat(0067): SQN100 metric + stage1-r sweep --trace
Two additive follow-ups to the cycle-0065/0066 R-sweep surface. Part A (#130) — n-normalized SQN (SQN100): RMetrics gains sqn_normalized = (mean_R/stdev_R)·√(min(n,100)), a turnover-robust ranking objective comparable across sweep members with different trade counts. The raw sqn is kept byte-identical (computed sqrt(n)*mean/sd, NOT via a factored shared ratio, so the existing metric does not drift even by 1 ULP). The field carries #[serde(default)] for C18 back-compat (a pre-0067 r: block deserialises with sqn_normalized = 0.0). The registry learns Metric::SqnNormalized (opt-in; the default ranker and raw sqn are unchanged), so `runs family rank sqn_normalized` works. The 0066 single-run golden is re-baselined (the r: block gains the field; for n=3 ≤ 100 the cap is inactive so sqn_normalized == sqn). Part B (#135) — wire --trace for the stage1-r sweep: stage1_r_sweep_family now honours --trace, persisting each member's equity/exposure/r_equity under runs/traces/<n>/<member_key>/ via the existing persist_traces_r (mirroring momentum_sweep_family); the interim run_sweep refusal guard is dropped. --trace is now symmetric across all three sweep strategies and a swept member is chartable (chart <n>/<member> --tap r_equity). Tests: SQN100 cap / below-cap / empty + serde back-compat (engine); rank-by sqn_normalized + unknown-metric message (registry); an E2E guard that both SQN values fold from recorded records and agree below the cap (the cross-crate column seam); inverted stage1-r --trace persistence + a CLI rank-by- sqn_normalized integration. Full workspace suite green (527 passed, 0 failed); clippy --all-targets -D warnings clean. Derived fork decisions logged on #130 and #135 (cap = fixed const 100; opt-in metric, default ranker unchanged; serde(default); Part B mirrors momentum_sweep_family + reuses persist_traces_r). closes #130 closes #135 |
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499121e5c8 |
fix(stage1-r): record fixed R-defining params in swept member manifests
Cycle-0066 close audit found a C18/C10 gap: a stage1-r sweep member's manifest recorded only the floated knobs (fast.length, slow.length) via zip_params, omitting the fixed R-defining params (stop_length, stop_k, bias_scale) that the single run records. A family member must be reproducible from its own manifest (C18), and the constant stop -- which defines 1R -- must be visible so cross-member SQN comparability (C10) is auditable from the family record, not just the swept fast/slow knobs. The sweep run_one now appends the three fixed params, matching the single run; the integration test pins their presence per member. Verified: full workspace suite 521 passed / 0 failed; clippy -D warnings clean. refs #133 |
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Brummel
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b8ed6f4858 |
feat(stage1-r): R sweep families + rank-by-SQN
Realizes #133 (cycle 0066): SQN becomes the single-number objective for ranking a Stage-1 sweep family by R signal quality. aura-registry — metric_cmp learns three higher-is-better R metrics (sqn, expectancy_r, net_expectancy_r) that reach into RunReport.metrics.r; a member with r:None sorts to the worst position (treated as -inf via total_cmp), so a pip-only family ranked by an R metric degrades to ordinal order without error. The UnknownMetric "known:" list is extended. No persistence change — the family store already carries the r block. aura-cli — `aura sweep --strategy stage1-r` sweeps the stage1-r harness over a fast×slow SIGNAL grid (4 members), each folding the dense R-record via summarize_r so its RunReport carries r:Some(..). The grid varies only the signal: the stop and sizing are held fixed because risk_budget is R-invariant (#128) and bias.scale is sign-only under flat-1R (both degenerate axes for the ranked metric), and because the stop defines the R unit — varying it would break cross-member SQN comparability (the motivation for the deferred SQN100, #130). The stage1-r topology is extracted into a shared stage1_r_graph(.., fast_len, slow_len) helper: the single run binds Some(2)/Some(4) (output byte-unchanged), only the sweep floats the knobs. Per-member --trace tracing is deferred (a follow-up): rather than accept the flag and silently write nothing (a quality-review catch), `aura sweep --strategy stage1-r --trace` is refused explicitly (exit 2); --name records the rankable family. Verification — a golden characterization test (stage1_r_single_run_output_golden, added against HEAD before the refactor) verifies the helper extraction is byte-preserving; full workspace suite 521 passed / 0 failed; clippy --all-targets -D warnings clean. The grounding-check that signed the spec first BLOCKed a false "already byte-pinned" claim, which is why the golden is added rather than assumed. All load-bearing forks (signal-only grid, None-sorts-worst, --trace refusal, helper extraction, golden shape) are recorded on the #133 decision log. closes #133 refs #117 #130 |
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Brummel
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68605b7d88 |
refactor(stage1-r): rename the strategy-output param namespace exposure -> bias
Complete the deferred rename tail from cycle 0065's #126 (which renamed only the typed metric, keeping the param namespace uniformly "exposure" so the single-run rename would not smuggle in a ~30-site sweep-pinned change). Now renamed together as one consistent unit, all driven by the Bias node's instance name: - Bias::builder().named("exposure") -> .named("bias") (the harness builders + the engine fixtures in test_fixtures.rs / blueprint.rs); - the derived knob path exposure.scale -> bias.scale (Composite::param_space derives the knob from the node name) -- the sweep .axis/.range bindings and .with() points (blueprint.rs, main.rs), the walkforward ParamSpecs (walkforward.rs), the member_key dir names, and the JSON byte-pins in cli_run.rs / report.rs / main.rs tests; - the exposure_scale manifest param label -> bias_scale (the single-run manifest builders + the streaming_seam / real_bars fixtures). The rename is surgical: the three targets (named("exposure"), exposure.scale, exposure_scale) are syntactically distinct from the deliberately-kept "exposure" forms, which are untouched -- SimBroker's pre-reframe exposure input slot + prev_exposure + the exposure-integral; the LongOnly / gate / latch ports named "exposure"; and the on-disk "exposure" tap label (the recorded bias series that feeds `chart --tap exposure`, decoupled from the node name via ColumnarTrace::from_rows("exposure", ...)). No on-disk back-compat break: the knob path is a runtime param address, and recorded params in old runs.jsonl / families.jsonl are inert data strings (a pre-existing recorded "exposure.scale" still loads, it is just data). INDEX.md cycle-0065 realization note amended: the param namespace is recorded as the now-completed tail; the SimBroker slot + the on-disk tap label remain the deliberate permanent keeps (#117), and exposure_sign_flips stays a serde alias. Verified: cargo build --workspace --all-targets clean; clippy --all-targets -D warnings clean; full suite 514 passed / 0 failed (source + byte-pins renamed together); live `aura run` emits "bias_scale", `aura sweep` emits "bias.scale". closes #134 refs #126 #117 |
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5c6de45b6e |
fix(cli): list valid taps on bad --tap, make --help uniform across subcommands
Two CLI-UX defects the Stage-1 R fieldtest surfaced (#131): 1. Tap discovery. `aura chart <name> --tap <bad>` rejected an unknown tap but the error omitted the valid names. filter_to_tap now enumerates the run's available taps in the message ("... (available: equity, exposure)"), so the user can correct a typo instead of guessing -- refuse, but help. 2. Uniform --help. `aura chart --help` errored with "unexpected chart argument '--help'" (exit 2) and `aura run --help` leaked usage to stderr via the error path, while bare `aura --help` printed to stdout (exit 0). main() now intercepts `--help`/`-h` anywhere in the invocation, prints usage to stdout, and exits 0 -- uniform for every subcommand. The now-dead bare-flag match arm is removed (the early intercept covers it). RED-first: the existing chart_tap_nonexistent test gains an available-taps assertion (was: message had no names), and a new per_subcommand_help test pins `aura <sub> --help` -> stdout usage + exit 0 for run/chart/sweep/walkforward/ mc/graph/runs (was: chart --help exited 2). Unknown-subcommand stays exit 2. Verified: clippy --all-targets -D warnings clean; full suite 514 passed / 0 failed (one new test); live `aura chart --help` prints usage to stdout, exit 0. closes #131 |
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Brummel
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c6c1d3bb10 |
feat(stage1-r): rename the exposure_sign_flips metric to bias_sign_flips (#126)
Complete the typed-field half of the exposure->bias rename - the one the cycle-0065
close audit flagged as aging worst (a serde-stable on-disk key).
- RunMetrics.exposure_sign_flips -> bias_sign_flips with
#[serde(alias = "exposure_sign_flips")], so legacy runs.jsonl still deserialises
(pinned by the legacy-read tests, which keep the old key); new output serialises
bias_sign_flips (the byte-pin tests updated to the new key).
- The registry rank metric: Metric::ExposureSignFlips -> BiasSignFlips, the rank
string accepts BOTH "bias_sign_flips" and "exposure_sign_flips" (CLI back-compat),
the error/listing updated; the rank tests exercise both names.
- The MC aggregate field renamed too (McAggregate is hand-rendered to JSON, not
serde-derived - no alias needed).
Scope held to the typed metric. The strategy-output PARAM NAMESPACE - the
.named("exposure") Bias instance, its exposure.scale knob path (Composite::param_space
derives the knob from the node name), and the exposure_scale manifest label - is a
coherent ~30-site, sweep-pinned surface (the implement loop correctly flagged renaming
the knob as an unscoped expansion touching walkforward + the cli_run byte-pins). Kept
uniformly as "exposure" and deferred to a follow-on so the cluster renames as one
consistent unit. SimBroker's pre-reframe exposure concept and the on-disk "exposure"
tap label stay by the #117 fork decision.
cargo test --workspace green; clippy --workspace --all-targets -D warnings clean; a
live `aura run --harness stage1-r` emits "bias_sign_flips".
closes #126
refs #117
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Brummel
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a6fc48daa7 |
feat(stage1-r): operate the R layer from the CLI (iter 3)
`aura run --harness stage1-r [--real <SYM>] [--trace <n>]` now runs a Stage-1 R
backtest and prints its signal-quality metrics (the R block) in the RunReport
JSON - one shell call, the research loop's primary verb, ergonomic for Claude
to drive.
What shipped:
- vol_stop + risk_executor promoted from test fixtures to public aura-engine
composite-builders, with a StopRule{Fixed,Vol} axis (C11). aura-std becomes a
normal dependency of aura-engine (the composites are the engine's convenience
layer over the standard nodes - the sibling tier of summarize_r; the graph
stays acyclic: aura-engine -> aura-std -> aura-core). Both fixtures call the
public fns; a Vol-backed RED test pins the new match arm.
- stage1_r_blueprint fans one bias into BOTH a SimBroker (pip) and the
RiskExecutor (R), so one report carries both yardsticks honestly. run_stage1_r
folds summarize (pip) + summarize_r (R, round_trip_cost 0.0 - Stage-1 is
frictionless signal quality) and sets RunMetrics.r = Some(..). An r_equity tap
(cum_realized_r + unrealized_r via LinComb) persists through a separate 3-tap
persist_traces_r and renders via the existing `aura chart --tap r_equity`.
- `aura run --harness <sma|macd|stage1-r>`: a parse_run_args tokenizer replaces
the five `run` literal-slice arms so --harness/--real/--from/--to/--trace
compose in any order; --macd kept as a back-compat alias; --harness sma the
default. A compile-time match over Rust-authored built-ins - not a runtime node
registry, not a DSL (C9/C17): the CLI runs an authored harness, it does not
wire one.
Back-compat: --harness sma/macd leave RunMetrics.r = None, so skip_serializing_if
keeps pip-only and legacy runs.jsonl JSON byte-unchanged; the plain-run tap list
stays ["equity","exposure"].
Refactor beyond the plan (verified behavior-equivalent): the old standalone
parse_real_args was orphaned by the new tokenizer, so it and its now-redundant
unit test were removed and run's --real parsing inlined into parse_run_args. The
--real strictness (empty-symbol, non-i64 ms, repeated-flag, window-requires-real
-> exit 2) is preserved and now pinned by
parse_run_args_rejects_malformed_real_and_repeated_flags (added to restore the
deleted coverage). All five run_real integration tests stay green.
Verification: cargo build/test --workspace green (every crate, 0 failed); clippy
--workspace --all-targets -D warnings clean. The full diff was adversarially
reviewed (run-arg refactor equivalence against the removed function, harness
wiring, C1/C2/C9/C17, the serde back-compat pin) - verdict SOUND; the one flagged
coverage gap is closed here.
Follow-on (noted, not done): the stage1-r manifest reuses the
"sim-optimal(pip_size=...)" broker label; a dedicated "risk-executor" label would
read more honestly for a dual-tap harness that runs a RiskExecutor branch.
closes #129
refs #117 #128
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Brummel
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476342d7b1 |
feat(chart): decimate served pages + run-context header (visual World cut 2)
Hardens the families-comparison chart page (#107) so it is openable and legible on real multi-year data. Two halves, both confined to the CLI render path (engine + registry untouched, C14): #108 — serve-time min-max decimation. A pure `decimate(ChartData, buckets)` transform partitions the shared union-ts spine into <=~2000 buckets and emits each series' per-bucket min+max (nulls preserved), bounding the served page to a few thousand points regardless of the underlying M1 point count. Applied in emit_chart on both the single-run and family paths; a no-op under budget (every existing fixture). Full recorded data stays on disk; only the page is thinned. For a walk-forward family the null-fill blow-up collapses for free (an all-null bucket stays null). Deterministic (C1). #102 — a run-context header. A `ChartMeta` (name/commit/window/broker/seed/taps, + member count for a family, + bound params for a single run) is built from the RunManifest in build_chart_data / build_comparison_chart_data (which gain a `name` arg), injected into window.AURA_TRACES.meta, and rendered by a new pure buildHeader in chart-viewer.js (headless .mjs-guarded). The family window is the SPAN across members (min from, max to), not the first member's window — the only reading that labels a disjoint walk-forward family's true OOS coverage (it collapses to the shared window for sweep/MC). Reuses the existing render_value for param display (no new Scalar Display, keeping C7's tag-only param plane). The earlier "manifest is NOT carried into the page" render pin is flipped to a positive one. Verified: cargo test --workspace = 446 passed / 0 failed; cargo clippy --workspace --all-targets -D warnings clean. New coverage: 5 decimate unit tests, single-run + family meta wiring (incl. the span-window invariant), a buildHeader headless guard, and two end-to-end cli_run tests pinning the served-page meta at the binary boundary. closes #108 closes #102 |
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Brummel
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4c64feb9ed |
feat(chart): aura chart <family> overlays a family's members; --tap + write-guard
`aura chart <name>` now branches on the name's on-disk kind: a single run charts
its taps as before; a FAMILY overlays one tap (default equity) across all its
members in one self-contained uPlot page, consistent across sweep / MC /
walk-forward. Members share ONE y-scale (they measure one quantity — that is what
makes the overlay comparable, unlike the single-run overlay of different taps),
and align on the union-ts spine via the existing join_on_ts: sweep/MC members
share the window (true overlay), walk-forward members are disjoint OOS windows
(null-complementary -> the stitched curve). One mechanism, three correct readings.
- build_comparison_chart_data (one labelled Series per member, shared y_scale_id);
filter_to_tap (single-run --tap restricts to one tap; no --tap = all taps,
unchanged); parse_chart_args (`<name> [--tap <t>] [--panels]`, any order);
emit_chart name-kind branch; USAGE updated.
- Write-guard: ensure_name_free is now called once per tracing command (run /
run --macd / run --real -> Run; sweep / mc / walkforward -> Family) so a name
cannot be reused across kinds — name resolution stays a total function.
Refuse-don't-guess throughout (exit 2, never panic). Engine untouched (C9/C14).
Tasks 2-3 of plan 0061; Task 1 (registry) landed in
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