9c6b9c7ea9cc13aad637dce587db3bb5a6bb2c77
11 Commits
| Author | SHA1 | Message | Date | |
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 Brummel
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2c43296c2c |
feat(stage1-r): bias rename + stop-rule + position-management + summarize_r (iter 1)
Iteration 1 of the Stage-1 "R-based signal quality" cycle (spec 0065): a strategy's signal quality, measured in R on its unsized bias stream, feed-forward. New discrete-trade machinery, NOT a SimBroker extension. What lands: - exposure -> bias (refs #126): the Exposure node/type/file/output-field renamed to Bias (computation unchanged: clamp(signal/scale,-1,+1); the SEMANTICS change — the output is the unsized strategy bias, sizing leaves the strategy). Scoped to the semantic core; behaviour-preserving cosmetics are deferred (see below). - stop-rule nodes (refs #119): VolStop = k*EMA(|price - prev_price|) (one fused node; the volatility that defines 1R, close-to-close — true-range ATR deferred, needs OHLC) + FixedStop (constant, the test fixture / fixed-vs-vol structural-axis sibling). - PositionManagement (refs #127): the stateful heart. Latches the entry-cycle stop distance as the FROZEN R-denominator (never re-read), marks/exits no-look-ahead like SimBroker (a position earns from the next cycle; an exit realises against the cycle's close), and emits ONE dense per-cycle R-record (C8). Stop-outs are NOT capped at -1R (a gap through the stop realises R < -1 — the honest loss tail); R is computed size-invariantly (size = (exit-entry)*dir / latched_dist cancels). The trade ledger is the rows where closed_this_cycle; the R-equity is cum_realized + unrealized; a position open at window end is the last row (open=true) — explicit, never silent MtM. - summarize_r + RMetrics (refs #129): the post-run fold (NOT an in-graph node — recorders drain post-run). E[R], win-rate, profit-factor, avg win/loss R, by-trade max R-drawdown, n_open_at_end (window-end force-close). SQN / conviction terciles / net-of-cost / RunMetrics.r are iteration 2. Design adversarially hardened before implementation (12-juror refute panel; decisions on #117). Ratified implementer deviations from the plan snippet, verified by hand: - col-4 `direction` tracks the OPEN position at cycle end (window-end synthesis; names the reopened leg on a reversal), falling back to the closed trade's dir only when flat. summarize_r does not read col 4; the R-metrics are unaffected. - .named("exposure") kept on the 4 previously-unnamed Bias nodes so the auto-derived param-path stays exposure.scale (no manifest/dir-name drift) — the unnamed nodes would otherwise flip to bias.scale. - intra-doc links [`Exposure`] -> [`Bias`] in sim_broker/latch + the sample-model test pin (cosmetic, behaviour-neutral; broken intra-doc links fail cargo doc). - the E2E drives a full bootstrapped Harness (stronger than the plan's direct-node drive — exercises the real cross-crate producer->consumer seam). Deferred (behaviour-preserving, separate cosmetic pass — NOT this iteration): RunMetrics.exposure_sign_flips / Metric::ExposureSignFlips, SimBroker/LongOnly "exposure" input ports, the "exposure" tap/trace names, and the .named("exposure") instance labels. Iteration 2: the Sizer seam, the RiskExecutor composite (+ the Veto documented-seam), summarize_r enrichment, RunMetrics.r, and the CLI/recording surface. Verification (orchestrator-run, not agent-claimed): - cargo build --workspace: clean. - cargo test --workspace: all green, 0 failed (incl. the new bias/stop_rule/ position_management unit tests, the summarize_r arithmetic tests, and the stage1_r_e2e capstone + layout guard). - cargo clippy --workspace --all-targets -- -D warnings: clean (exit 0). - Keystone RED tests pass: no_lookahead_bias_exit_realises_the_held_move, stop_out_is_not_capped_at_minus_one_r, no_gap_stop_is_exactly_minus_one_r, reversal_closes_one_leg_and_reopens, open_at_window_end_is_carried_on_the_last_row. refs #117 #119 #126 #127 #129 |
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Brummel
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82635fa259 |
refactor: Cell becomes the hot-path value carrier (C7/C8 realization)
Motivation ---------- The C7 realization note ( |
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Brummel
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cd3d1ca9ed |
refactor(aura-core): split Scalar into a tag-free Cell + ScalarKind
Motivation
----------
`Scalar` was a tagged enum (I64/F64/Bool/Ts), so every scalar value
physically carried its own kind tag. But the kind is already known from
the schema/port/column the value flows through (C7: the type is a
property of the column, not of the value — the hot path is already
columnar `Column<T>`, and `AnyColumn::get` *reconstructs* the tag from
the column on the way out). The per-value tag was therefore redundant
with the kind the surrounding context already holds.
That redundancy had three costs:
* It baked an implicit `match` (a branch) into every function that read
a Scalar payload — even where the caller statically knew the type.
The tag could never be exploited away.
* Size: a tagged enum is tag + payload = 16 bytes (f64/i64 alignment),
twice the 8 bytes the value needs. A `Column<Scalar>` would be double
the memory and half the cache utilisation.
* It is the shared root of several downstream papercuts we keep hitting
— the lossy f64 manifest field, the `unreachable!` panic on a
non-numeric param, the serde-tag question — all symptoms of "the type
is baked into the value".
Change
------
Introduce `Cell`: a type-erased 64-bit word (`struct Cell(u64)`) that is
not readable without external type context. It is constructed per base
type (`from_i64/from_f64/from_bool/from_ts`) and read only by naming the
type at the call site (`i64()/f64()/bool()/ts()`) — each a branch-free
bit-cast. The hot path resolves the kind once at the boundary (from the
schema) and then reads natively, with no per-value branch. `Cell` knows
nothing of `Scalar` or `ScalarKind`; the dependency is strictly one-way,
and it lives in its own `cell.rs` (more is planned on top of it).
`Scalar` becomes `struct { kind: ScalarKind, cell: Cell }` — the
self-describing form for the dynamic boundaries (builder binding,
serialization, rendering), built on top of `Cell`. Its `as_*` accessors
now `debug_assert` the kind and return the native value (free in
release); calling the wrong accessor is a caller bug, not a checked
`Option`. The variant constructors `Scalar::I64(..)` become associated
fns `Scalar::i64(..)`.
`PartialEq` is hand-written (not derived) to preserve the former enum's
value semantics: kinds must match, then native payloads compare, so f64
keeps IEEE-754 behaviour (`NaN != NaN`, `+0.0 == -0.0`) and a kind
mismatch is never equal even when the raw words coincide. A fixture
(`scalar_eq_is_value_not_bitwise`) pins exactly the cases where bit- and
value-equality diverge, so it can't silently regress. `Cell`'s own
`Eq`/`Hash` stay bitwise — correct for a raw word.
The change is behaviour-preserving: Scalar's observable behaviour is
identical to the pre-Cell enum (the value-equality fixture proves it);
only the internal representation changed. The ~440 call sites across the
workspace are a mechanical constructor rename plus ~12 destructuring
sites (match-arms / `let`-patterns) rewritten to `kind()` + `as_*`.
Verified: cargo build --workspace --all-targets, cargo clippy --workspace
--all-targets -- -D warnings, cargo test --workspace — all green.
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Brummel
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a8bd52eaff |
refactor(aura-core): own FieldSpec.name to drop the derive_signature heap leak
FieldSpec.name was &'static str, forcing derive_signature to Box::leak every re-exported composite OutField name. Because compile_with_params reruns derive_signature per sweep point, an N-point sweep over an M-output-field composite leaked N×M boundary names unbounded — a scaling wall the moment the World/sweep layer compiles families per point. Pull FieldSpec.name to String, mirroring the already-owned PortSpec.name and ParamSpec.name: a composite re-exports interior fields under runtime boundary names, so ownership is the correct model, not a workaround. FieldSpec loses Copy; the only fallout is one borrow at the render site. leak_name/Box::leak deleted. Behaviour-preserving: signature contents unchanged, all 231 tests green. |
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Brummel
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e304dbaae1 |
feat(aura-core): name input ports
PortSpec gains a non-load-bearing `name: String`, so an input port is named just as FieldSpec.name (output) and ParamSpec.name (param) already are — input ports were the lone unnamed member of the node signature. Identity stays positional by slot (C23); the name is render/debug only, never read by bootstrap or the run loop. PortSpec drops Copy (String is not Copy), exactly as ParamSpec already does. - Every aura-std node names its input slots: SMA/EMA "series", Sub/Add "lhs"/"rhs", Exposure "signal", SimBroker "exposure"/"price" (the slots become self-documenting), LinComb "term[i]" and Recorder "col[i]" generated in their build loops (mirroring LinComb's existing weights[i] param loop). - derive_signature carries a composite's Role.name into the derived input port (it was dropped before — the output side already carried FieldSpec.name), so the graph model is homogeneously named at both levels. - model_to_json (port_json + the composite-header inputs in scope_json) emits the name as a third tuple element: ["f64","any","exposure"]. The byte golden was re-captured (machine bytes) and its substring twins updated; the model is now fully named across inputs/outputs/params. - All 16 PortSpec construction sites threaded in one compile-gate change; test fixtures carry fixture names. C8 realization note added to the design ledger. Why name-only, no validation: the name is a pure debug symbol. Wire-by-name was rejected (it would be a C23 contract change). Bootstrap slot-wiring validation (which would close #21's same-kind swap footgun) is deferred to its own cycle — a name alone does not catch the swap; it makes the slots self-documenting and gives a future validation something to check against. Verified: cargo test --workspace 168 green; clippy --all-targets -D warnings clean; cargo build --workspace clean. Read-only render path (C9), no serde (C14), scalar kinds unchanged (C4). closes #50 refs #21 refs #51 |
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Brummel
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1b3909316e |
feat(aura): node signature lives in the blueprint; collapse Blueprint into Composite
Consolidate the node data structure so every node's signature (NodeSchema:
inputs/output/params) is declared once and exists in the blueprint pre-build,
and dissolve the special "root graph" type. Behaviour-preserving (C1).
Signature vs sizing
- NodeSchema is now the static signature only: InputSpec -> PortSpec{kind,firing},
with lookback removed. The signature is fully static per blueprint (input
kinds/firing, output fields, params); LinComb's variable arity is a builder arg,
not an injected param.
- The one param-dependent quantity, an input's buffer lookback (e.g. Sma's window =
its injected length), moves out of the signature to Node::lookbacks() -> Vec<usize>,
read only by bootstrap for sizing. Node::schema() is removed.
- LeafFactory -> PrimitiveBuilder, which carries the full NodeSchema. The built node
no longer re-declares it: closes the params-declared-twice drift (#36, the 8
per-node factory_params_match_built_node_schema lockstep tests are deleted — their
subject is now structurally impossible) and a value-empty recipe exposes its full
I/O interface pre-build (#43).
Root is just a bound composite
- struct Blueprint is deleted; its compile/bootstrap/param_space methods move onto
Composite. Role gains source: Option<ScalarKind> (None = open interior port,
Some = bound ingestion feed). A composite is runnable iff every root role is bound;
the "main graph" is no longer a category, only the fully-source-bound composite.
New error CompileError::UnboundRootRole for an open root role.
- BlueprintNode::signature() answers uniformly for both arms: Primitive returns the
builder's declared schema, Composite derives it from the interior (role kinds in,
OutField kinds out, aggregated params), pre-build, no build.
compile -> FlatGraph -> bootstrap
- compile validates structure pre-build via signature() (validate_wiring: range +
kind, returning the same variants as before, so an edge kind fault is now caught
before any build closure fires) and emits FlatGraph{nodes,signatures,sources,edges}.
- bootstrap consumes the FlatGraph: kinds/firing/output from the carried signatures,
buffer depth from node.lookbacks(). SourceSpec survives as the flat descriptor.
Renames: BlueprintNode::Leaf -> Primitive, LeafFactory -> PrimitiveBuilder.
Render (aura-cli/src/graph.rs) is migrated compile-only: it takes &Composite, maps
bound roles to the same source-entry shape, so both render goldens reproduce
byte-identical output (no re-capture needed). Render-fidelity tuning is the next cycle.
Verification (orchestrator-run, not agent-reported): cargo build --workspace green;
cargo test --workspace 150 passed / 0 failed; cargo clippy --workspace --all-targets
-D warnings clean. All pinned determinism/run-output tests pass with values unchanged;
no behavioural assertion was altered to go green. 5 new tests assert the signature is
pre-build and uniform, that compile rejects a kind mismatch without building (via a
panicking builder), UnboundRootRole, and lookbacks()/signature arity agreement.
Deferred to cycle-close audit (per plan): docs/design/INDEX.md and some aura-std
module docs still name the old Node::schema()/LeafFactory/BlueprintNode::Leaf/
Blueprint::param_space contracts; prose reconciliation is the architect's at audit.
closes #43 #36
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Brummel
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4b64409036 |
feat(aura-core,aura-std,aura-engine,aura-cli): inject a param-set vector at bootstrap (#31)
Cycle B of milestone "The World — parameter-space & sweep". A blueprint is now value-empty: a leaf holds a param-generic recipe, not a built node, and a positional Scalar vector is bound slot-by-slot at bootstrap — so one blueprint bootstraps into many distinct instances under different vectors, with no cdylib rebuild (C12/C19). This is the binding primitive a sweep (#32) drives. Ratified design (brainstorm): value-empty reconstruct-through-new() over mutate-in-place and over a default-bearing variant. The value lives only in the injected vector (no baked default), keeping the blueprint a pure param-generic recipe (C19); every injected value flows through the node's own constructor (the single sizing/validation gate). - aura-core: LeafFactory { name, params, build } — the recipe (params -> sized node through `new`); Scalar::as_i64/as_f64 value accessors. Node trait unchanged. - aura-std: each of the 7 nodes exposes factory() (SMA length:I64, Exposure scale:F64, LinComb arity x weights[i]:F64; Sub/Add/SimBroker/Recorder paramless, capturing their non-param construction args — pip_size, the Recorder channel). - aura-engine: BlueprintNode::Leaf(LeafFactory), From<LeafFactory>; param_space() reads factory.params() pre-build; compile_with_params/bootstrap_with_params build each leaf from its kind-checked slice while lowering (build-then-wire), arity checked up front via param_space().len(); CompileError::{ParamKindMismatch, ParamArity}. compile/inline/edge-rewrite are structurally unchanged, so the compilat stays bit-identical for a given point (the bit-identity and both param_space mirror tests stay green). The vestigial pre-build Composite::schema / BlueprintNode::schema (no live caller — interface resolution is structural on the built flat nodes) are removed. - aura-cli: the blueprint view labels leaves by bare type via LeafFactory::label() (`[SMA]`) — the ascii-dag renderer cannot render wide cluster-sibling labels (see spec); the compiled view still labels valued (`SMA(2)`). The sample supplies its point as a vector; the mis-wiring swap moved to the compiled view. The #34 dual-traversal drift hazard is subsumed: compile_with_params consumes the vector in the same recipe walk param_space() reports, so the two share one traversal. Verified: cargo build/test --workspace green (127 tests, incl. bit-identity, both mirror tests, and 4 new injection tests — different-vector-different-run, kind mismatch, arity, determinism); clippy --workspace --all-targets -D warnings clean; `aura graph` blueprint view renders cleanly. Scope: one vector -> one instance. Deferred: sweep enumeration (#32), domain validation (#32/C20), single-run authoring convenience (#35). closes #31 |
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Brummel
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931109df58 |
feat(aura-core,aura-std,aura-engine): declare node tunable params (#30)
Cycle A of milestone 'The World — parameter-space & sweep'. A node now declares its tunable parameters in its C8 schema, and a blueprint aggregates them into one flat, inspectable param-space — the root that unlocks the C12 orchestration axes (#31 bind, #32 sweep), filling the gap C8/C23 name 'deliberately not in the schema yet'. - aura-core: ParamSpec { name: String, kind: ScalarKind } as a third schema- declaration type; NodeSchema gains a third field 'params'. name is String (not &'static like FieldSpec) because a vector knob carries a runtime index and aggregation prefixes the composite path. - aura-std: Sma declares [length:I64], Exposure [scale:F64], LinComb expands to N flat [weights[i]:F64] (N = its input arity, topology-fixed per C19); Sub/Add/ SimBroker/Recorder declare none (pip_size is metadata, C10/C15; Recorder is wiring). - aura-engine: Blueprint::param_space() walks the graph-as-data depth-first in lower_items order, path-qualifying via the already-public Composite::name() — a read-only projection (C9). compile/inline_composite/lower_items are untouched, so the compilat stays bit-identical (composite_sma_cross_runs_bit_identical_to_hand_wired and the golden render tests stay green). Design: param identity is positional (slot after the deterministic inline order, C23 'by index not name'); the path-qualified name is a non-load-bearing debug symbol — same-type siblings in one composite share a name, uniqueness is at the slot. Flat over a structured arity-bearing ParamSpec because flattening is unavoidable (a sweep enumerates a flat point-space) and structure-in-the-runtime is the nested-composite reading C23 rejects (see spec 0015 for the full rationale). Scope is declaration + aggregation + inspection only; binding (#31), sweep enumeration (#32), search-range, validity-constraint, and default-range/slider are deferred. An E2E test pins the load-bearing C23/#31 invariant: param_space() slot order mirrors compile()'s flat-node param order, kind-by-slot, on the SMA-cross harness. fieldtests/ (excluded crates) left as frozen snapshots. Verified: cargo build/test --workspace green (64 tests), clippy --all-targets -D warnings clean; compile/inline diff empty. closes #30 |
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Brummel
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0a855c3943 |
feat(aura-cli): aura graph renders a wired graph as an ASCII DAG (#13)
Make a wired graph introspectable so a mis-wiring becomes visible. Two
selectable views, both authored from one built-in sample blueprint:
aura graph clustered blueprint view — composites drawn as named
ascii-dag cluster boxes (pre-inline, C9)
aura graph --compiled flat compilat view — composite boundaries dissolved
(C23); the graph the run loop actually runs
The payoff is intrinsic, param-carrying node labels: two SMAs read SMA(2) /
SMA(4), so a swapped fast/slow input reads back differently. This is realized
by a `label()` default method on the core Node trait — a non-load-bearing
render symbol the run loop never reads (wiring is by index), the symbol C23
already reserves citing #13. Recorded as a C8 refinement in the ledger.
Rejected the alternatives in brainstorm: a separate Describe trait (forces a
combined trait-object dance for a label the ledger calls non-load-bearing) and
extrinsic parallel labels (decoupled from the node, so an author can label the
slow SMA "fast" and mask the very bug the render exists to surface).
Mechanism:
- aura-core: Node::label() default method (additive, object-safe, single-line).
- aura-std: per-node overrides — SMA(n)/Exposure(s)/SimBroker(p) carry params;
Sub/Add/LinComb/Recorder are bare (their identity is not a mis-wiring axis).
- aura-engine: Composite gains an authored `name` (cluster title; dissolves at
inline) + read-only graph-as-data accessors on Blueprint/Composite. No
external dependency — the engine stays dependency-pure (C16); ascii-dag lives
only in aura-cli. The label-free index-wired compilat (C23) is unchanged.
- aura-cli: ascii-dag v0.9.1 + a graph.rs adapter (Vertical mode; labels
materialized into an owned Vec<String> that outlives the borrow-based Graph).
`aura run` is untouched (the sample duplication is dedup idea #14).
Tests: a concern-defining test (swapped sample renders != correct), structure
pins (cluster present in blueprint view, absent in compiled view), per-node
label disambiguation, and two frozen byte-goldens of the deterministic render.
The cycle-0012 bit-identical and run-sample non-regression tests stay green.
Verified by the orchestrator (not the agent report): cargo build --workspace
clean; cargo test --workspace all green; cargo clippy --workspace --all-targets
-D warnings clean; both views run live and render as expected.
closes #13
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Brummel
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e9f4352640 |
docs(aura-std): document SimBroker input slots + firing/warm-up shape
Resolves the two spec_gaps from the cycle-0007 fieldtest
(docs/specs/fieldtest-0007-signal-quality.md): the consumer-facing SimBroker
struct rustdoc stated only the integration formula, leaving two things a
downstream author cannot infer from the public surface —
- input slot order (slot 0 = exposure, slot 1 = price). Both slots are f64, so
a swapped wiring is NOT caught at bootstrap (no kind mismatch) and silently
yields a wrong-but-plausible equity curve. The order is now documented as
load-bearing on the struct doc, with that hazard called out.
- firing / warm-up emission shape: both inputs are Firing::Any, so the broker
fires on every price-fresh cycle and reads a cold exposure leg as flat 0.0 —
emitting equity rows (leading 0.0s) from the first price tick, one per price
cycle, not one per exposure value. A consumer needs this to predict the
recorded curve's length and leading values.
Doc-only change; no behaviour change. Verified: RUSTDOCFLAGS="-D warnings" cargo
doc -p aura-std clean (intra-doc links to crate::Exposure and aura_core::Firing
resolve); clippy -p aura-std --all-targets -D warnings clean.
refs #5
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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Brummel
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3b49074156 |
feat(aura-std): signal-quality loop — Exposure node + sim-optimal broker
Realizes the C10 reframe (cycle 0007): the strategy DAG's output is an
intent/exposure stream, and a sim-optimal broker integrates it into a synthetic
pip-equity curve that measures SIGNAL QUALITY — the project's first trading
result, and its primary research loop.
Two new aura-std nodes (plain structs; the engine stays domain-free):
- Exposure { scale }: the decision/sizing node — clamp(signal/scale, -1, +1),
one f64 exposure per fired cycle, None until warmed up. Sizing/risk live in
`scale`.
- SimBroker { pip_size }: class (a) of C10 — consumes exposure (slot 0) + price
(slot 1), integrates the return earned by the exposure HELD INTO each cycle
(prev_exposure, decided at t-1) so it is causal / look-ahead-free (C2), and
emits cumulative pips. pip_size is held reference metadata (C7/C15), never
streamed.
End-to-end proof in the aura-engine harness test module (it dev-depends on
aura-std): a SMA(2)-SMA(4) cross -> Exposure -> SimBroker -> Recorder sink wires
a full signal-quality backtest; the recorded equity matches a hand-computed pip
curve ([0,0,0,0, 0.035]) and is bit-identical across two runs (C1). The engine
itself is unchanged — pure node authoring on the frozen substrate.
Verified: cargo test --workspace green (20 core + 30 engine + 9 std; 8 new);
clippy --all-targets -D warnings clean; engine/core surface-purity grep (no
dyn Any/Rc/RefCell) clean.
Note: the plan inlined `Window::first()`, which aura-core's Window does not
expose; the shipped code uses the semantically identical `Window::get(0)`
(newest value, or 0.0 when the exposure leg is cold).
closes #4
closes #5
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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