a1908bd15ef078bcde50624cdcd7edbb30d4ba84
20 Commits
| Author | SHA1 | Message | Date | |
|---|---|---|---|---|
 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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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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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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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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b4e84335c4 |
feat(stage1-r): Sizer + RiskExecutor + R-metric enrichment (iter 2)
Iteration 2 of cycle 0065 (Stage-1 R signal quality) — the node + metric layer. Builds on iter-1's PositionManagement dense R-record + core summarize_r. What ships: - PositionManagement gains a 4th `size` input (slot 3 -> col 10), fed by the Sizer. R is computed size-INVARIANTLY (pure stop-distance ratio), so size never touches realized_r — pinned by a RED test (scaling size leaves every realized_r unchanged) at the node and again end-to-end through the executor. - Sizer (aura-std): `size = risk_budget / stop_distance` — flat-1R (risk_budget 1.0 => one risk unit per trade, size inversely proportional to the stop, not a constant). Reads bias (firing/presence) + stop_distance; the Stage-2 fixed-fractional sizer slots in unchanged (swap risk_budget for risk_fraction*equity, same node shape). - summarize_r enrichment: SQN (sqrt(n)*mean_R/sample-stdev_R; n<2 or zero-variance -> 0), conviction_terciles_r (E[R] by |bias_at_entry| tercile), net_expectancy_r (gross minus one round-trip cost per trade, charged in R via the latched_dist recovered from the entry_price/stop_price columns). summarize_r gains a `round_trip_cost` param (price units). The net-of-cost recovery is tested through the real producer->consumer seam, not just hand-built rows. - RunMetrics.r: Option<RMetrics> with #[serde(default, skip_serializing_if = "Option::is_none")] — legacy runs.jsonl (no `r` key) deserialise to None and a pip-only run's on-disk shape stays byte-unchanged (C14/C18 back-compat). Every RunMetrics literal threaded (report.rs, aura-registry, aura-engine/mc). - RiskExecutor (aura-engine integration-test fixture, sibling of vol_stop_composite): FixedStop -> Sizer -> PositionManagement behind open bias+price input roles, price fanned to both the stop and PM, the Sizer's size into PM. Bias is produced in-graph from the single price source (a second bias *source* would k-way-merge into separate cycles and mark stale prices). The Veto is a DOCUMENTED SEAM, not a runtime node (a pass-through identity is what C19/C23 DCE deletes). Tests: the composite bootstraps + runs + folds to the documented hand value; R invariant under risk_budget while the size column scales; a live-folded RMetrics survives the RunMetrics serde round-trip. The dense-record size column (10) is brought under the cross-crate layout guard (stage1_r_e2e r_col_indices_match_producer_field_layout) so the executor fixture's size-invariance read is drift-protected like the others. Scope: the CLI/recording surface (#129) is sub-split into a separate iteration 3 and is NOT in this commit. Verified: cargo build --workspace clean; cargo test --workspace 500 passed, 0 failed; cargo clippy --workspace --all-targets -D warnings clean. refs #117 #127 #128 #129 |
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Brummel
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9b2adcbb1b |
feat(trace-store): name classification, family resolver, write-guard
aura-registry gains the read-side of total trace-name resolution and the
write-guard that makes it total:
- NameKind {Run, Family, NotFound} + TraceStore::name_kind — top-level index.json
is a single run; else ≥1 member subdir with index.json is a family; else absent.
- read_family -> Vec<FamilyMember{key, traces}> — every member of a family, read
via the existing read("<name>/<key>"), sorted by key (deterministic, C1); an
absent/empty family reads as empty (treat-as-absent), a malformed member
propagates Parse.
- ensure_name_free(name, WriteKind) + a TraceStoreError::NameTaken variant —
refuses only cross-kind name reuse, so the one ambiguous on-disk state (a name
used by both a run and a family) is unreachable; same-kind overwrite stays Ok.
Task 1 of plan 0061. Engine untouched (C9/C14). Tests: cargo test -p aura-registry
green (18 passed, incl. the 3 new), clippy -D warnings clean.
Note: the implement-loop quality gate exhausted its re-loop oscillating on the
method NAME (ensure_name_free "implies unused" vs a rename diverging from the
ratified plan/callers). Orchestrator overrule: the ratified name stands — it is
fixed by the spec/plan/#107 and the Task-3 call sites, and the doc comment already
states that Ok means "writable here", not "unused". The implementation is green,
clippy-clean, and spec-faithful.
refs #107
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Brummel
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8bb5256041 |
feat(trace-charts): persist recorder taps to disk (iter 1)
Iteration 1 (persist half) of the visual face — spec 0056 / plan 0055:
tap data from a graph and save it to disk so it can later be charted
(the serve/chart half is iteration 2).
- ColumnarTrace (aura-engine): a drained tap <-> columnar SoA form
({tap, kinds, ts, columns}); values coerced to f64 for plotting with
the base type preserved in `kinds` (C7); to_rows rebuilds uniformly-f64
rows for the serve-side join. Pure (C1), beside join_on_ts/summarize.
- TraceStore (aura-registry): a per-run directory under
runs/traces/<name>/ — one <tap>.json per tap + an index.json (manifest
+ tap order), beside the families.jsonl sibling store. Missing run =
NotFound (no panic); corrupt file = Parse{file}.
- CLI: a shared persist_traces helper threaded into run_sample /
run_macd / run_sample_real via an orthogonal `trace: Option<&str>`;
new arms `aura run [--macd] --trace <name>` and `--trace <name>` on
`run --real`. The default (no --trace) run is byte-for-byte unchanged.
Verified by the orchestrator: `cargo test --workspace` green (incl. the
4 columnar_trace, 3 trace_store, 4 cli_run e2e, and the 4-tuple
parse_real_args tests); `cargo clippy --workspace --all-targets -D
warnings` exit 0. Implementer deviations folded in, all
compiler-prescribed: #[derive(Debug)] on RunTraces (the RED tests
panic-format a Result over it), #[allow(clippy::type_complexity)] on
the parse_real_args 4-tuple (mirrors the crate's sample_harness idiom).
Default-run byte-identity stays pinned by run_prints_json_and_exits_zero.
refs #101
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Brummel
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03f80f0a95 |
docs(aura-registry): note Registry::open owns two directory-co-located stores
Registry::append_family / load_family_members write+read a fixed-name families.jsonl sibling via self.path.with_file_name(...), so isolation between registries is per-directory, not per-filename — two Registry::open calls with different runs filenames in one directory share a single family store. The sibling was documented on append_family but not on Registry::open, where a caller binds the path; this records the per-directory-isolation consequence at the bind point. Pure rustdoc ratify of existing (cycle 0045) behaviour. closes #82 |
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Brummel
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58bff32e6a |
fix(aura-registry): Registry::load tolerates legacy pre-0047 bare-float params
The cycle-0047 typed-Scalar params migration ( |
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Brummel
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20511d5d5c |
test: red for #83 — Registry::load must read a legacy pre-0047 bare-float params line
RED test pinning the real defect of bug F5 (surfaced by the milestone
"The World, part II" fieldtest). Registry::load cannot deserialize a
runs.jsonl line written before the cycle-0047 typed-Scalar params
migration, where each param value is a bare JSON float (e.g.
["sma_cross.fast",2.0]) rather than the tagged {"F64":2.0}. The test
feeds a minimal autonomous legacy line and asserts it loads — the bare
float read back via the documented f64 coercion — instead of erroring at
the first param.
Fails RED at the diagnosed cause (Parse "expected value" on the bare
float). GREEN side (back-compat read, no change to the typed-Scalar
forward format) follows.
refs #83
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Brummel
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86746e3d5d |
refactor(aura-core): Scalar as a native tagged enum, disjoint from Cell; typed RunManifest.params
Scalar was `struct { kind: ScalarKind, cell: Cell }` — "a Cell wearing a kind hat." The recorded reason for that shape was migration ease, which is not a design rationale (CLAUDE.md: rationale != effort), so the struct had no substantive defense. Redefine it as the native tagged union it conceptually is:
enum Scalar { I64(i64), F64(f64), Bool(bool), Timestamp(Timestamp) }
This is substantively better on four axes: kind/bits skew becomes unrepresentable (illegal states gone); accessors panic loudly on the wrong variant instead of a release-mode silent bit reinterpret; PartialEq derives the documented IEEE-754 / cross-kind value semantics (the hand-roll, needed only because the struct inherited Cell's bitwise compare, is gone); and serde is a plain derive emitting the externally-tagged wire form ({"I64":10}/{"F64":2.5}) — the private ScalarRepr shadow enum that motivated this was never needed. It is also C7-honest: erased-on-the-hot-path (Cell) and self-describing-at-the-edge (Scalar) are two disjoint types bridged by explicit conversion.
The whole public API is preserved (Scalar's fields were private), so call sites do not churn: the enum change is contained to scalar.rs, where cell() now encodes and from_cell() decodes per kind. Cell and ScalarKind are untouched.
With Scalar serializable, lift RunManifest.params from Vec<(String, f64)> to Vec<(String, Scalar)>: the param's kind (an i64 length vs an f64 scale) now survives into the C18 record (runs.jsonl) and the CLI JSON instead of collapsing to f64. scalar_as_param_f64 is deleted; sim_optimal_manifest passes typed params through. This is a deliberate wire-shape change — params now render as tagged scalars; the JSON-asserting tests are updated to the new shape on purpose.
Hand-authored manifest params across the CLI's single-run/mc/macd sites use honest kinds (lengths -> i64, scales -> f64) so they match the sweep path (which already derives correct kinds via zip_params); their in-binary JSON assertions are re-tagged accordingly.
Walk-forward fork resolves with no code change: WindowRun.chosen_params stays Vec<Scalar> (the serializable record carrier), reduced to f64 only at the param_stability statistic boundary (scalar_as_f64 retained). Glossary 'cell' entry updated to describe Scalar as the disjoint tagged union, not 'a cell plus its kind tag'.
Gates: build --all-targets, test --workspace (incl. new scalar_serde_round_trips), clippy -D warnings, doc --no-deps — all clean.
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Brummel
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43716be10e |
refactor(aura-engine): Cell into the construction path — param-plane base/frontend split
Cell becomes the carrier of the construction path; Scalar narrows to the author/render boundaries. The validated/enumerated param point carries no redundant kind (it lives once, in the declared param-space); at the author edge the kind is a checksum — two independent sources, the typed value vs. the slot — so the self-describing Scalar stays there. The name->slot binding is dynamic (C23), so the check is necessarily a runtime one and the value must self-describe for it. Base/frontend split (the AnyColumn push/push_cell pattern one level up): compile_with_cells / bootstrap_with_cells are the kind-check-free base; compile_with_params / bootstrap_with_params are the frontend that adds only the per-value kind checksum, strips to cells (new Scalar::cell(), the partner of Scalar::from_cell), and delegates. lower_items loses its per-primitive kind-check; PrimitiveBuilder::build and the std node builders (sma/ema/exposure/lincomb) read cells. Boundary: construction -> Cell (PrimitiveBuilder::build, lower_items, GridSpace.axes/points, SweepPoint.params, the sweep closure). Author edges stay Scalar (GridSpace::new, bind, compile_with_params/bootstrap_with_params). walkforward chosen_params stays a self-describing Scalar report record (Option A — WalkForwardResult carries no space); the cell winner is reconstructed once at the WindowRun site via from_cell. injective-check moved ahead of the arity-check in the frontend to preserve the pre-split error order (DuplicateParamPath before ParamArity). The lossy i64->f64 param projection (scalar_as_f64 / scalar_as_param_f64) is deliberately untouched — a separate follow-up. Behaviour-preserving (C1): build --all-targets / test / clippy -D warnings / doc all clean across the workspace. |
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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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fb8cabf13f |
feat(aura-engine): sweep named-binding — zip_params + SweepFamily.named_params (C12 #57)
Thread a derived named view of a sweep point so consumers stop hand-zipping param_space() names onto the bare &[Scalar]. The free function zip_params(space, point) -> Vec<(String, Scalar)> in aura-core is the one shared projection; GridSpace retains the ParamSpec list it already receives in new() (it was validated then discarded); SweepFamily carries it (stamped once in sweep_with_threads) and exposes named_params(i). The three CLI hand-zip sites collapse to one zip_params call each. The run-closure signature `Fn(&[Scalar]) -> RunReport` is byte-unchanged — the named view is a derived projection (C23: slot is identity, name is derived), not a closure-currency change — so #52's RandomSpace plugs into the same sweep() execution layer with zero signature reconciliation (#71 firewall held). sim_optimal_manifest now takes typed Vec<(String, Scalar)> and does the lossy f64 collapse internally (one place; the manifest's f64-precursor field owns its own lossiness — the typed-manifest upgrade stays the deferred typed-param-space item, a non-goal here). All eight call sites migrated: three sweep closures pass zip_params, five hand-listing callers (run_sample, run_sample_real, mc_family, run_macd, run_sample_seeded) pass Scalar::F64 literals. Behaviour-preserving: the collapse output is identical to the old per-site zip, so aura sweep / walkforward / run output is byte-identical; SweepFamily.space threaded into the aura-registry optimize test literal. Verified by the orchestrator: cargo test --workspace green (4 new tests: zip_params x2, sweep_family_carries_param_space, family_named_params_round_trips), cargo clippy --workspace --all-targets -D warnings clean. (rust-analyzer emitted stale mid-edit diagnostics; the real cargo build/test is clean.) refs #57 |
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Brummel
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c2756732d4 |
refactor(aura-registry): split FamilyRunRecord family_id into {family, run} + derived id
Behaviour-preserving normalisation of the lineage record. The fused
`family_id: String` ("{name}-{counter}") is split into its two factors —
`family: String` + `run: usize` — and the user-facing handle becomes a derived
`family_id()` method ("{family}-{run}"), never stored or parsed.
Why: the fused field forced the counter logic to generate-and-check candidate
strings (to stay robust to '-' inside a name) rather than read it; with `run` a
plain int, `next_run` is a clean numeric max+1 over the field. The split is more
normalised (one fact per field) and the only property the fused token bought — a
single paste-able CLI handle — is recovered by deriving it. Storage and all
user-visible output stay byte-identical: append_family still returns
"{name}-{run}", Family.id is still "{name}-{run}", and the CLI prints the same
"family_id" lines (the json! key + the returned String, both unchanged).
Internal-only: FamilyRunRecord and group_families (now keyed on the (family,
run) tuple, first-seen order preserved) change; lib.rs re-exports, the
extractors, and all of aura-cli are untouched (everything downstream goes
through Family.id + append_family's returned String). The on-disk
families.jsonl key changes ({"family","run"} vs {"family_id"}) — a gitignored
runtime artifact with no committed fixture, and tests round-trip within a temp
dir, so no migration is owed. Doc reconciliation: the lineage/lib module headers
and the C18 ledger realization note now describe the split shape.
Verification: a workflow ran the refactor in an implementer agent, then three
adversarial lenses (behaviour-preservation, new-logic correctness,
completeness/doc-lag) tried to refute it — the first two found nothing, the
third flagged the four doc-lag sites now fixed here. Self-run gates:
cargo test --workspace green (registry 11, incl. a strengthened round-trip test
pinning the split fields + derived handle), cargo clippy --workspace
--all-targets -D warnings clean, cargo doc clean.
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Brummel
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1d9555c468 |
feat(aura-engine,aura-registry): producer-supplied window + registry lineage (0045 iter 1)
Iteration 1 of spec 0045 — the engine + registry core for storing orchestration families as linked records. aura-engine: add Source::bounds() — the inclusive (from, to) data extent a producer will stream, known without materialization (#71 firewall) — and a free window_of() that folds the union extent across a run's sources. This is the producer-supplied replacement for the prices.first()/.last() Vec scans at the CLI call sites (those migrate in iteration 2); a lazy producer now reports its window so stored lineage stays byte-identical whether a source is eager or streamed. aura-ingest: M1FieldSource stores its requested [from_ms, to_ms] window at open and reports it via bounds() (normalized to epoch-ns; None when open-ended — the archive-extent query is a deferred non-goal). aura-registry: new lineage module — FamilyKind / FamilyRunRecord (a RunReport stamped with family_id + kind + ordinal) / Family, plus Registry::append_family (assigns family_id = "{name}-{counter}" via a per-name generate-and-check counter, writes members to a sibling families.jsonl) and load_family_members; group_families re-derives the families (the round-trip), and the three *_member_reports extractors pull the per-kind member reports. The flat runs.jsonl store and its append/load/rank_by/optimize API are byte-for-byte unchanged (a test pins the two stores' disjointness). C9 preserved: aura-engine gains no registry dependency. New dep: serde derive on aura-registry (per-case policy, same basis as serde_json already is). Verification: cargo build --workspace; cargo test --workspace (228 green, incl. 3 new engine bounds/window_of, 1 data-gated ingest bounds run against real archive data, 5 new registry lineage round-trip/counter/disjointness tests); cargo clippy --workspace --all-targets -D warnings clean. The CLI surface (aura mc, family-aware aura runs, the window_of migration) is iteration 2. refs #70 |
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Brummel
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682e459554 |
audit: cycle 0041 — drift-clean (Source ingestion seam)
Architect drift review over 8b330e3..HEAD (the Source-seam cycle #71 plus the interim #67 optimize work and refactors). No semantic or contract drift: the seam faithfully preserves C3 (ms→epoch-ns at the one ingestion boundary), C4 (tie-by-source-index, byte-for-byte), and C7 (field-per-source SoA); the full suite is byte-identical green and the gated streaming tests pass on real data. Regression gate: `cargo test --workspace` green (the project declares no dedicated regression script; the suite is the gate). Tidied stale prose the cycle left behind (no behaviour change): - docs/design/INDEX.md (C12): replaced the cycle-0011 "deliberate eager gap" status note with a cycle-0041 realization note — the producer `Source` seam + streaming `M1FieldSource` now deliver per-source O(one-chunk) streaming; precisely scopes what remains open (cross-*sim* Arc<[T]> window sharing, still unbuilt until the orchestration families #66/#68/#69 consume it). - aura-core/src/lib.rs: dropped the now-shipped "Source trait + data-server ingestion" from the module doc's "still to come" list (aura-engine's twin line was fixed in the cycle; aura-core's was missed). - aura-ingest/src/lib.rs: module header now documents both coexisting paths (eager load_m1_window/M1Columns vs lazy streaming M1FieldSource). - aura-registry/src/lib.rs: rank_by/optimize doc comments linked to the private `metric_cmp` (a public→private intra-doc-link warning from the #67 commit); demoted to plain code spans, so `cargo doc --workspace` is now warning-clean. |
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Brummel
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2b56e090a9 |
feat(aura-registry): optimize — argmax over a SweepFamily by a named metric
Ships C12 orchestration axis 2 (optimize): pick the single best point of a sweep family by a named RunMetrics field. The GREEN half of the RED-first iteration whose executable-spec landed in the previous commit. optimize(&SweepFamily, metric) -> Result<SweepPoint, RegistryError> returns the whole winning SweepPoint — its params coordinate AND its RunReport — because the caller needs the params that won, not just the metric. "Best" is fixed per metric (total_pips higher-is-better; max_drawdown / exposure_sign_flips lower-is-better); ties resolve to the earliest enumeration-order point (the family is in odometer order, and only a strictly-better later point displaces the incumbent). Single source of truth for "best", as #67 required ("reuse rank_by; do not fork"): rank_by's per-metric direction is extracted into a private `metric_cmp` helper that resolves the boundary metric *name* to a closed `enum Metric` once and returns one comparator closure. Both rank_by (sort by it) and optimize (argmax via `reduce`, strictly-better-displaces) now call it, so the per-metric direction lives in exactly one match. rank_by is behaviour-preserving — its existing tests pass unchanged. The sweep executor is untouched. No caller-supplied `direction`: one definition of best per metric, consistent with the shipped rank_by invariant (a caller direction would admit incoherent asks like the worst max_drawdown). An unknown metric is UnknownMetric. A SweepFamily is non-empty by construction (EmptyAxis is rejected upstream), so the argmax always yields a winner. CLI surface: the "pick the best" view is already served by `aura runs rank <metric>`, whose first line is the optimum over the persisted registry; optimize() is the new *programmatic* axis-2 entry, for World programs that hold a live SweepFamily and need the winning params back in-process — which the registry/RunReport path cannot give. No redundant CLI command added. closes #67 |
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Brummel
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bdc383eb8b |
test(aura-registry): RED executable-spec for optimize argmax — refs #67
The RED half of a RED-first iteration for the optimize/argmax orchestration axis (C12 axis 2). Pins the headline behaviour before the feature exists: optimize(&SweepFamily, metric) returns the single winning SweepPoint — its params coordinate AND its RunReport — chosen by the metric's fixed per-metric sense of best (reusing rank_by's direction semantics), with ties resolving to the earliest enumeration-order point. No caller-supplied direction: that would contradict the shipped rank_by invariant that "best" is fixed by each metric's meaning, and would admit incoherent asks (e.g. the worst max_drawdown). One definition of best per metric. RED for the right reason — optimize is absent (E0425), the sole error; cargo build --workspace stays green (test-only module). GREEN lands in the following commit, which closes #67. |
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Brummel
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fe11cfea8a |
feat(engine,registry): SweepPoint carries RunReport; add aura-registry (cycle D / iter 2)
Iteration 2 of the run-registry cycle (#33): make the sweep family self-describing and add the registry store. Engine. SweepPoint.metrics (RunMetrics) becomes SweepPoint.report (RunReport), and the sweep closure bound is now Fn(&[Scalar]) -> RunReport. This closes the manifest-per-point gap cycle C explicitly deferred to #33 — each swept point now carries its full (manifest, metrics), the unit the registry indexes (C18). All engine-internal callers, the engine test fixture run_point, and the three sweep tests were rethreaded in the same iteration so the crate stays green; the CLI caller followed in the same change so `cargo test --workspace` is green again. CLI. The sweep_report closure builds a per-point RunReport (manifest params = param_space names zipped onto the point via scalar_as_param_f64; commit/window/ seed/broker as run_sample builds them) and prints via RunReport::to_json. The hand-rolled sweep_point_to_json/json_string/scalar_token are retired (the report renders itself), and the orphaned ParamSpec/SweepPoint imports dropped. Net: aura run, aura sweep, and (next iteration) aura runs all print the same RunReport shape. The two aura sweep goldens now pin the per-point manifest params, NOT the commit (it is the real git HEAD, volatile). Registry. New crate aura-registry: Registry::{open, append, load} over an append-only runs/runs.jsonl (one serde_json line per RunReport), free rank_by (best-first per metric — total_pips desc, max_drawdown/exposure_sign_flips asc), and RegistryError (Io / Parse{line} / UnknownMetric). Five unit tests cover append->load round-trip, missing-file = empty, corrupt-line = Parse{line}, per-metric ranking, and unknown-metric error. Built and unit-tested; NOT yet CLI-wired (aura sweep persistence + aura runs list/rank are iteration 3). Verified: cargo test --workspace green (aura-registry 5, aura-engine 93, aura-cli 7+8, others unchanged); clippy --workspace --all-targets -D warnings clean; aura run stdout shape unchanged; aura sweep now emits full RunReports. refs #33 |