aeb0366aed095851e250e2cafbe0d51d7d253b6f
64 Commits
| Author | SHA1 | Message | Date | |
|---|---|---|---|---|
 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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Brummel
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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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Brummel
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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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Brummel
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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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Brummel
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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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Brummel
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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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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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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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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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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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Brummel
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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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Brummel
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8e5d14b2bb |
feat(real-family): --real parser + dispatch wiring; complete the feature
Plan 0060 Tasks 4-5 (#106): wire `aura sweep|walkforward --real` end to end. - A shared RealWindowGrammar accumulator holds the `--real <SYMBOL> [--from <ms>] [--to <ms>]` grammar (flag-repeat strictness, empty-symbol + window-without-real rejection) for both parsers, mirroring parse_real_args. - parse_sweep_args grows the DataChoice 4th element; parse_walkforward_args is new (no --strategy axis). The sweep + walkforward dispatch arms become rest-matched, build the DataSource via from_choice (build-or-refuse on un-vetted symbol / absent data), and run. USAGE documents the --real tails. mc stays exact-matched, so `aura mc --real` falls through to usage + exit(2) — Fork A: MC excluded (its seed varies a synthetic price-walk, undefined over real data). - Gated integration tests (skip on no local data): sweep --real EURUSD persists 4 portable member dirs over real bars and charts; walkforward --real EURUSD persists one oos<ns> dir per rolling window; same real sweep twice is byte-identical (C1). Un-gated: un-vetted symbol, window-without-real, and mc --real each refuse with exit 2. - Remove the now-redundant `#[allow(dead_code)]` from the Task-1 provider: every const, both enums, and every method are live once the wiring lands. Verified end-to-end over real EURUSD data: sweep --real -> 4 members; walkforward --real over 2024 -> 9 rolling OOS windows; all refusals exit 2. Full workspace test + clippy -D warnings green. closes #106 |
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Brummel
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0b73a75d4b |
feat(momentum): bool-param demo strategy + aura sweep --strategy selector
Proves the #105 generic portable member key end-to-end: a demo strategy whose params have nothing in common with the SMA-cross demo, swept by the same machinery, with a bool axis surfacing — conformant — in the member dir names. - momentum strategy: price -> Ema(length:i64) -> Sub(price-ema) -> Exposure(scale:f64) -> LongOnly(enabled:bool) -> SimBroker. Three swept params of three kinds incl. a bool; the exposure sink taps the post-gate exposure so the bool's effect is in the trace. - aura sweep gains --strategy <sma|momentum> via a pure, unit-tested parse_sweep_args (mirroring parse_real_args); default = SMA-cross, so the existing bare / --name / --trace forms are unchanged. - `aura sweep --strategy momentum --trace mom` persists 8 member dirs named e.g. ema.length-5_exposure.scale-0.5_longonly.enabled-true — the bool in the dir name, every name matching [A-Za-z0-9._-], each chartable. - ledger (docs/design/INDEX.md): the C22/#101 member-key note's sweep clause amended to the generalised portable form (MC seed{N} / walk-forward oos{ns} unchanged). Self-verified: cargo build --workspace, cargo test --workspace (all green incl. momentum_param_space_is_ema_exposure_longonly, the 8-point determinism test, the parse_sweep_args grammar test, and the momentum_sweep_trace integration test asserting 8 portable bool-bearing dirs + a chartable member), cargo clippy --workspace --all-targets -D warnings. refs #105 |
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Brummel
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27f850dc52 |
feat(sweep-key): generic filesystem-portable member key + LongOnly bool node
Generalises the #105 foot-gun: the family-member trace key was derived from two hardcoded axis names (f{fast}s{slow}), collision-free only over the built-in SMA grid. It is now derived from the axes that actually VARY (SweepBinder::varying_axes) and rendered as a filesystem-conformant directory component: - charset restricted to [A-Za-z0-9._-] (valid on Linux/Windows/macOS, also URL-path- and cloud-sync-safe); any other byte sanitised; - case-less values (i64/timestamp decimal, bool true/false, f64 via Display, no scientific notation) so two members of one family never differ only by letter case -> no silent overwrite on case-insensitive filesystems (NTFS/APFS); - length-capped (MAX_KEY=200) with a version-stable FNV-1a fallback for the unbounded-grid edge. Pinned singleton axes are omitted; the SMA sweep's member dirs change from f2s4 to signals.trend.fast.length-2_signals.trend.slow.length-4 (its --trace integration test + the stale prose updated accordingly). Adds the first aura-std node with a bool *param*, LongOnly (a long-only exposure gate: enabled=true clamps short exposure to >=0, false passes through) — the block the momentum demo strategy (next commit) sweeps to prove the key generic over a bool axis. The engine change is one additive pure read accessor; no existing signature changes, trace state stays out of the engine. Self-verified: cargo build --workspace, cargo test --workspace (all green incl. the LongOnly node tests, the member_key worked-examples corpus, the varying_axes accessor test, and the updated SMA sweep-trace integration test), cargo clippy --workspace --all-targets -D warnings. refs #105 |
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Brummel
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d3cb5f8052 |
feat(family-traces): persist per-member streams for sweep/MC/walk-forward
Family runs (sweep, Monte-Carlo, walk-forward) ran a full harness per
member and drained its equity+exposure recorders, but immediately folded
the streams to metrics and discarded them — so the C21 family-comparison
view had no per-member data to chart. A new opt-in `--trace <name>` on
`aura sweep|mc|walkforward` now persists each member's streams to disk,
mirroring the single-run `aura run --trace` path. Any single member is
chartable today via `aura chart <name>/<member_key>`; the comparison view
itself is a later cycle.
Design:
- Persist INSIDE each per-member closure (aura-cli), reusing persist_traces
verbatim — the engine and the family types are untouched. The closures
already held the drained rows; they now bind them once, build the
manifest, persist when --trace is set, then fold as before.
- Content-derived, deterministic member keys (MC seed{N}, sweep f{fast}s{slow},
walk-forward oos{ns}). The engine HOFs are Fn + Sync — members run in
parallel, so a runtime ordinal counter would be non-deterministic (a C1
break); keys derive from what each closure receives deterministically.
sweep_member_key panics (naming the axis) if the grid lacks a key axis,
rather than silently collapsing two points to a shared dir.
- Each member is a standalone run-dir at runs/traces/<name>/<member_key>/
(persist_traces with a slash-name; TraceStore nests via create_dir_all),
so the existing single-run viewer charts a member with no view-side code.
- Opt-in: without --trace, stdout and the run registry are byte-unchanged;
the cardinality cost of N members x full resolution stays user-chosen.
Out of scope (deferred): the family-comparison view (overlay/small-multiples),
decimation/LOD, a binary trace container.
Verified locally: cargo build --workspace, cargo test --workspace (all green,
incl. 3 new family persistence tests + a sweep determinism test + 2
sweep_member_key unit tests), cargo clippy --workspace --all-targets
-D warnings (clean). The pre-existing family determinism and single-run
trace tests pass unchanged (no-trace path is byte-identical).
closes #104
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Brummel
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15ee6d5f4f |
feat(trace-charts): serve persisted traces as a web chart (iter 2)
Iteration 2 (serve half) of the visual face — spec 0056 / plan 0056:
read a persisted run's traces and serve them as a self-contained uPlot
HTML chart. Completes the goal "tap data from a graph, serve it as a
chart in the browser".
- chart-viewer.js (first-party): a pure buildCharts(traces, mode) that
maps the injected window.AURA_TRACES to uPlot configs (no DOM) — overlay
= one plot, every series on its own y-scale over the shared xs; panels =
one plot per series, all on the same timestamp x. A browser-only mount()
instantiates the vendored global uPlot. Guarded by a node .mjs DOM test
(+ a sparse/gaps variant) shelling out exactly like viewer_dot.rs.
- render_chart_html + ChartMode/ChartData/Series (aura-cli/render.rs):
mirrors render_html — self-contained page, uPlot (1.6.32, vendored
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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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3dac2c0c99 |
refactor(aura-cli): retire the dead-end runs list/rank CLI surface
Since cycle 0045 the flat runs.jsonl store has had no producer (sweep/mc/ walkforward persist to the family store; `aura run` does not persist), so `aura runs list` / `runs rank` read a store nothing populates — a live dead-end surface, the honesty gap the Runway milestone closes. Resolve the C18 deferred fork (INDEX.md) as (b) RETIRE: drop the two CLI commands + their dispatch arms, usage fragments, and the now-unused load_runs_or_exit. Families (sweep/mc/walkforward, C21) subsume standalone over-time comparison. The aura-registry flat lib API (append/load/rank_by/optimize) is RETAINED — optimize backs walk-forward's in-sample step, rank_by backs `runs family ... rank`. `runs families` / `runs family` are untouched. Decision recorded on #73 (user-directed (b), 2026-06-18). Cosmetic sub-item (json! family-wrapper -> to_json() stdout key-order unification) deferred to a follow-up: json! routes the embedded report through serde_json::Value, which re-alphabetizes keys, so it needs manual JSON construction, not a trivial swap. RED-first: the retire test asserted `runs list`/`rank` now exit 2 (was exit 0). Verified: cargo build --workspace, clippy --all-targets -D warnings, and cargo test --workspace all green. closes #73 |
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Brummel
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26bec6d64a |
feat: per-instrument pip metadata channel for the sim-optimal broker
The data-server symbol stream carries only price bars, no instrument metadata.
So SimBroker was constructed with one global pip_size literal (0.0001, correct
only for 5-decimal FX), and `aura run --real <symbol>` emitted wrong-unit pip
equity for any non-FX instrument (AAPL.US, BTCUSD off by orders of magnitude).
Add the missing channel to *specify* per-instrument pip:
- aura-ingest: `InstrumentSpec { pip_size }` + `instrument_spec(symbol)` — a
typed, Rust-authored vetted lookup (NOT Aura.toml; the later Aura.toml schema
can subsume it). Seeded GER40/FRA40 = 1.0 (index points), EURUSD/GBPUSD/USDCAD
= 0.0001 (5-dp FX majors); None for an un-specced symbol.
- aura-cli: `sample_harness` and `sim_optimal_manifest` gain a `pip_size`
parameter; `run_sample_real` looks the pip up by symbol BEFORE any data access
and refuses (exit 2) an un-specced instrument rather than guessing — honest by
construction. The looked-up pip reaches both the broker divisor and the
manifest broker label (`format!`). Every synthetic caller passes the unchanged
0.0001, now named `SYNTHETIC_PIP_SIZE`. SimBroker (aura-std) is untouched.
Scope: narrowed to the CLI real path — the actual bug. The runnable GER40
examples already bake the correct 1.0 and are NOT buggy; centralizing them
through the lookup is deferred to #98.
Decisions (user-directed, recorded on #22): metadata channel = typed
InstrumentSpec at the source edge; un-specced real symbol refuses; seed =
GER40/FRA40 + FX majors; example refactor deferred. The spec went through the
grounding-check gate; the auto-sign panel surfaced the refusal-behaviour and
scope as genuine design decisions, escalated and resolved by the user.
Tests: instrument_spec unit; manifest pip rendering (1.0 -> "1", 0.0001
unchanged); non-gated CLI refusal (exit 2, no stdout leak, vetted symbol clears
the lookup); gated GER40 binary-boundary honesty (pip_size=1 in the emitted
manifest, deterministic). The pre-existing run_sample_real determinism test was
retargeted AAPL.US -> GER40 (AAPL.US is un-specced and would now refuse at the
lookup); the AAPL.US bounded-window streaming property still lives in
aura-ingest/tests/streaming_seam.rs (literal source, no spec lookup).
Verified: cargo build --workspace, clippy --all-targets -D warnings, and
cargo test --workspace all green; the gated GER40 path ran with local data.
closes #22
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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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bcd1072ca8 |
feat(aura-cli): aura mc + family-aware runs + window_of migration (0045 iter 2)
Iteration 2 of spec 0045 — the CLI surface for orchestration families. window_of migration: every manifest-window scan (run_sample, sweep_family, walkforward_family, sweep_over, run_oos, run_macd) now reads the window from Source::bounds() via window_of(&sources) instead of prices.first()/.last(). Behaviour-preserving (the walk-forward roller boundaries are bar-aligned, so the producer-supplied window equals the old first/last) — pinned by the unchanged run_sample (1,7) and walk-forward determinism tests. aura mc: new built-in Monte-Carlo family on the CLI (monte_carlo over a built-in seed set + the sample harness re-seeded per draw), persisted via append_family and rendered as one member line per seed (carrying the family_id) plus an mc_aggregate line. McAggregate is not Serialize, so the aggregate line is built from its three MetricStats blocks. family-aware runs: aura sweep / walkforward / mc now persist to the family store via append_family with an optional --name (per-kind default), printing the assigned family_id per member. aura runs families lists family headers (id, kind, member count); aura runs family <id> [rank <metric>] lists/ranks one family's members as a unit. An unknown family id is an empty family (exit 0); an unknown metric is a usage error (exit 2). Two pre-existing cli_run.rs E2E tests were adapted to the new family contract (a required consequence of sweep/walkforward switching from the flat store to the family store — a plan gap caught at implement time): the sweep-output test now asserts the family-wrapper, and the runs list/rank flow became the family list / per-family-rank flow (which also exercises the per-name counter sweep-0/sweep-1 end-to-end). A new E2E test drives aura mc through the binary. Known cosmetic detail: the family-wrapped sweep/mc/walkforward stdout nests the report via serde_json::json! (to_value -> alphabetical keys, leading "broker"), while runs family / runs list print via RunReport::to_json() (declaration order, leading "commit"). Both valid JSON; key order is not load-bearing and the stored families.jsonl uses to_string (declaration order), so the round-trip is unaffected. Verification: cargo test --workspace green; cargo clippy --workspace --all-targets -D warnings clean. refs #70 |