Maps ctx.now() (epoch-ns UTC) to a Frankfurt session bar index: emits
bars_since_open:i64 = (local wall-clock minutes past the 09:00 open) /
period_minutes, in tz-aware DST-correct local time. So local 09:45 reads 3 in
both CEST (UTC+2) and CET (UTC+1) — the close-instant convention (spec 0050
§4.1). Trigger is an f64 Any input (value ignored, wired from close15) so the
node fires once per completed bar. Open/tz/period are baked structural config,
not scalar params (a timezone is not a scalar, C11). Admits chrono/chrono-tz to
aura-std — vetted DST math, never hand-rolled (per-case dep policy). Last node;
build-step 7 of milestone 'Strategy node vocabulary I'.
closes#90
Aggregates a fine 4-field OHLC stream into period_minutes buckets (open=first,
high=max, low=min, close=last), emitting a completed bar ONLY on bucket rollover
(ctx.now() crossing into the next bucket) — C2: a bar is actionable only once
complete, partials are never emitted and the last partial bar is dropped (no EOF
flush). Four Barrier(0) f64 inputs, a 4-field f64 record output (the first
multi-field-output node in aura-std, mirroring the Ohlcv engine fixture). The bar
carries no timestamp; the engine stamps the close-instant. Build-step 6 of
milestone 'Strategy node vocabulary I'.
closes#89
Level-sensitive SR latch: held -> 1.0 on set, -> 0.0 on reset (reset-dominant),
sample-and-held across quiet cycles; None while both legs are cold. Emits f64
directly (1.0 long / 0.0 flat) so it feeds SimBroker's exposure slot with no
cast — the resolution of the bool->f64 seam (no separate Exposure node in the
strategy DAG). State persisted in the struct across cycles, like SimBroker.
Build-step 5 of milestone 'Strategy node vocabulary I'.
closes#88
Emits the value its series input carried 'lag' fired cycles ago, held in a
node-owned ring (lookbacks()=[1], the past in node state not the input column).
Warm-up is skip-emit (None for the first 'lag' cycles — never a fabricated
sentinel). Output is a pure function of pre-cycle state, the precondition for a
future engine to close a feedback loop (the RTL register C5 names). prevHigh15 =
Delay[1] on high15. Build-step 4 of milestone 'Strategy node vocabulary I'.
closes#87
Stateless bool x bool -> bool, out = (a && b). Computes entry = breakout &&
isBar3 in the session-breakout strategy. The bool-input twin of Gt; seed of the
logic family (Or/Not are separate node types, the operator is topology, never a
swept param). Build-step 3 of milestone 'Strategy node vocabulary I'.
closes#86
Stateless f64 x f64 -> bool, out = (a > b), STRICT: a == b emits false (a close
exactly equal to the previous bar's high is not a breakout). Computes
breakout = close15 > prevHigh15 in the session-breakout strategy. First
bool-emitting f64 comparator; the operator is topology (relational siblings are
separate types, never a swept param). Build-step 2 of milestone 'Strategy node
vocabulary I'.
closes#85
Stateless gate, out = (value == target): the i64->bool comparator the
session-breakout strategy needs to turn Session's bars_since_open into
isBar3/isBar5Close (two instances bound to 3 and 5). The operator is topology
(a concrete node type), only target is a knob (C11/C12). Build-step 1 of
milestone 'Strategy node vocabulary I'.
closes#84
Add Ema, the std-lib's first recursive/stateful producer: exponential moving average with alpha = 2/(length+1). The building block MACD (and DEMA, MACD-histogram, etc.) needs, and a worked example of a node whose param sizes its math, not its input window.
Seeding is ratified as SMA-seeded (ta-lib convention): the EMA stays silent until it has seen length samples, seeds with their SMA, then runs the recurrence. Chosen over a first-value seed for three substantive reasons -- warm-up consistency with Sma (both emit None until length samples), parity with the EMA traders expect (ta-lib MACD seeds this way), and statistical honesty (no average claimed from a single observation). A first-value seed was the proof-of-concept convenience; rejected.
Performance: recursive state means lookback = 1 (length sizes alpha, not the window); eval is O(1) time and state via ema += alpha*(x - ema), with no hot-path allocation (the output buffer is reused).
Tested: warm-up-then-smooth (a step input separates it from a plain SMA), length-1 identity, label, and factory/schema agreement.
The Walking-skeleton milestone's closing seam: a real `aura run` binary that
bootstraps a built-in sample harness, runs it deterministically, and prints the
cycle-0009 metrics+manifest report as canonical JSON to stdout — the headline
C14 "run a sim, emit structured metrics" move, end-to-end, from a binary for the
first time.
Two deliverables:
- aura-std::Recorder — a reusable recording sink node (the glossary *sink* role,
C8/C22): a pure consumer (output: vec![]) over kinds.len() input columns,
holding an mpsc::Sender<(Timestamp, Vec<Scalar>)> as its out-of-graph
destination. mpsc keeps the engine's purity invariant (C7): no Rc/RefCell.
Supports all four base scalar kinds; returns None until every column is warm.
Promotes the shape the #[cfg(test)] fixtures already proved into a shipped,
reusable block (the fixtures stay as historical snapshots; de-dup is a later
tidy).
- aura-cli `run` subcommand — synthetic_prices / sample_harness / run_sample /
main. The sample harness (synthetic source → SMA(2)/SMA(4) → Sub → Exposure →
SimBroker → two Recorder sinks) is authored in plain Rust over the raw
Harness::bootstrap(nodes, sources, edges) API (C17/C20) — the open
experiment-builder DSL thread is deliberately not committed this cycle. main
hand-parses one subcommand: `run` prints run_sample().to_json() (exit 0),
anything else prints a one-line usage to stderr (exit 2). aura-cli gains
aura-std + aura-core path deps; the workspace stays zero-(external-)dependency.
The built-in synthetic stream (7 ticks, rises then reverses) yields a non-trivial
demo trace: equity [0,0,0,0,-0.08,-0.17,-0.13] → total_pips -0.13, max_drawdown
0.17, exposure_sign_flips 1. The run_sample unit test pins the integer flip count
exactly and the two f64 metrics within 1e-9 (the real run's float dust is ~7e-15,
confirming the tolerance); determinism is pinned exactly (two runs → identical
JSON). tests/cli_run.rs drives the built binary for the observable exit/stdout
contract.
manifest.commit is filled from option_env!("AURA_COMMIT") (defaults to
"unknown"); real HEAD capture via build.rs is deferred. Non-goals untouched:
experiment-builder DSL, aura new, Aura.toml schema, the data-server source (#7).
One deviation from the plan's verbatim code: a scoped
#[allow(clippy::type_complexity)] on sample_harness (its (Harness, Receiver,
Receiver) return tuple trips the lint under -D warnings) — consistent with the
identical allow on the build_two_sink_harness fixture in aura-engine. Verified
myself: cargo test --workspace (61 green, 0 red), clippy --all-targets
-D warnings (clean), cargo doc -D warnings (clean), and both smoke runs.
closes#8
aura-std shipped Sma, Sub, Exposure, SimBroker but no sum, so the north-star
"combine one signal with another" research move (C10) could not be expressed
from shipped blocks — the cycle-0007 fieldtest had to hand-author a project-local
Add2. This adds the missing combinator(s):
- Add — two-input f64 sum (a + b), the parameterless companion to Sub. Mirrors
sub.rs modulo the operator.
- LinComb { weights } — N-input weighted sum (Σ wᵢ·xᵢ). The weights are the
node's tunable parameters (C8/C12) and fix its arity (weights.len() inputs);
this is the form the north-star "combine A and B *with weights*" reaches for.
LinComb([1,1]) is Add; LinComb([1,-1]) is Sub.
Both withhold output (None) until *all* inputs are present — consistent with Sub,
and causally clean: a cold input leg is never silently folded in as 0.0.
LinComb::new panics on empty weights (build-time param error, like Sma::new).
Both ship because each is independently reached-for: Add for readability symmetry
with Sub, LinComb for the weighted/tunable combination — mirroring the project's
already-shipped choice to keep Sub as a named node beside a general form.
Hand-driven unit tests in the established aura-std style (5 new): Add sum, the
Add == LinComb([1,1]) identity, the N>2 warm-up, and the empty-weights panic.
Verified: cargo test -p aura-std (14 passed), clippy --all-targets -D warnings
clean, RUSTDOCFLAGS="-D warnings" cargo doc -p aura-std --no-deps clean.
closes#11
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#4closes#5
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
Cycle 0003: aura-engine's first real content — a Sim that runs a wired DAG of
nodes deterministically, cycle by cycle. First point in the project where
authored nodes execute against data, not just under a hand-fed Ctx.
- `Sim` (aura-engine) — a bootstrapped, frozen root graph: a flat Vec<NodeBox>
(each node owns its input columns, the cycle-0002 shape) + an index edge
table, topologically ordered (Kahn). `bootstrap` sizes every input column from
its node's schema, kind-checks each edge and source target, and rejects
directed cycles — C7's "type check paid once at wiring" generalized to the
whole topology (`BootstrapError::{KindMismatch, BadIndex, Cycle}`).
- `run` — the deterministic loop: per record, forward the source value into its
target slots, evaluate nodes in topo order, capture the observed node's output
at eval time, and forward each `Some` output into its consumers' input columns
(a `None` forwards nothing — the structural seed of sample-and-hold). The loop
destructures `&mut self` into disjoint field borrows and allocates nothing on
the per-cycle path. This is the flat, monomorphized sharpening of RustAst's
reference-counted, interior-mutable observer push graph (C1/C7).
- `Edge` / `Target` (aura-engine) — producer->consumer and source->consumer wiring.
- `Sub` (aura-std) — a 2-input f64-difference node, so the loop is proven on a
real fan-out + join DAG (source -> {SMA(2), SMA(4)} -> Sub), with a determinism
assertion (C1: a second identical run is bit-identical).
Engine library depends only on aura-core; a test-only dev-dependency on aura-std
lets the integration test wire real Sma/Sub nodes. Sim carries a hand-written,
node-opaque `Debug` impl (Box<dyn Node> is not Debug; the impl prints
nodes.len() + the index/topology fields, needed by the bootstrap-rejection tests'
`unwrap_err`).
Deliberately deferred (recorded as decisions): freshness-gated recompute /
sample-and-hold (C5 -> cycle 0004, with the second source that makes it testable);
the explicit monotonic cycle_id counter (its first reader is freshness, 0004);
the Source trait + data-server ingestion + k-way merge (C3/C11); the builder API
(C19); the real sink + run registry (C18/C22).
Gates green: cargo build/test (26: 18 aura-core + 3 aura-std + 5 aura-engine)/
clippy -D warnings clean; surface-purity grep (no dyn-Any / Rc / RefCell) clean.
refs walking-skeleton
Cycle 0002, the second walking-skeleton slice on top of the 0001 substrate:
the interface every node forever implements (C8), proven end-to-end by a real
node with no engine present.
- `Node` (aura-core) — `schema() -> NodeSchema` declares inputs (kind +
lookback) and the single output kind; `eval(&mut self, Ctx) -> Option<Scalar>`
computes one cycle's output (`None` = filter / not-yet-warmed-up). `&mut self`
so a node may keep its own derived state.
- `Ctx<'a>` (aura-core) — a `Copy` borrow-wrapper handing `eval` zero-copy,
financial-indexed `Window`s per input (`ctx.f64_in(i)[k]`, index 0 = newest).
A kind mismatch panics ("engine bug") — wiring guarantees the kind, so a
mismatch can only mean the wiring layer is broken; this keeps node-author code
clean (`w[k]`, not `w?[k]`).
- `AnyColumn::as_f64/as_i64/as_bool/as_ts` (aura-core) — the read-side mirror of
the existing `as_*_mut`, the mechanism `Ctx` uses to get a typed window from a
type-erased edge. Closes the read-side gap the cycle-0001 audit recorded.
- `Sma` (aura-std) — the skeleton's first real block: a producer node computing
the moving mean of one f64 input, emitting `None` until warmed up. Authored in
a downstream crate (proving aura-core's contract is usable across the crate
boundary) and driven by a hand-written test that mimics exactly what the sim
loop will later generalize: push fresh input, eval, collect.
Deliberately deferred (spec 0002 "Out of scope", recorded as decisions): the
firing policies (C6 — InputSpec carries no firing field yet), the sim loop (C4)
and freshness gating (C5), schema-level tunable params (C12/C19), and the
no-output sink refinement (C8 consumer side).
Gates green: cargo build/test (20: 18 aura-core + 2 aura-std)/clippy -D warnings
all clean; surface-purity grep (no dyn-Any / Rc / RefCell) clean.
refs walking-skeleton
Correct the broker mechanism: a broker is an ordinary downstream consumer node (C8/C9), not an external plugin/subsystem. It consumes the position-event stream + price streams and emits an equity stream; several brokers (e.g. sim-optimal pip + realistic currency) can be attached to the same position table at once, yielding directly comparable equity curves. Updates C10, CLAUDE.md invariant 7, aura-engine/aura-std crate docs, and the day-in-the-life doc.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
Refine the structure per interview: aura is the reusable engine, research projects are separate external repos depending on it (C16). Add aura-std (universal standard-node tier) to the workspace; remove nodes/ from the engine (project concept). Record authoring-surface = Claude Code + skills pipeline, no embedded coding-LLM (C17), and project management = one-repo-one-project + Aura-native run registry (C18). Add CLAUDE.md invariants 9-10, code_roots -> [crates], and docs/project-layout.md documenting the day-in-the-life and project repo layout.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
Brummel