b39fd633965071fcf9bd11f337d8a7e905cacc66
6 Commits
| Author | SHA1 | Message | Date | |
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 claude
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b39fd63396 |
refactor: split the aura-std roster into C28 layer crates
Phase 4 of the Stratification milestone. aura-std held four C28 ladder layers in one roster; this cuts them into layer-aligned, aura-core-only node crates so the import direction is enforced by the crate graph: - aura-std — engine nodes only (arithmetic/logic/rolling + sinks) - aura-market — session, resample - aura-strategy — bias, stops, sizer, cost-model machinery - aura-backtest — sim_broker, position_management - aura-vocabulary — the relocated closed std_vocabulary roster Node modules move verbatim (byte-identical renames); consumers are rewired by import path only. A new structural test (aura-vocabulary/tests/c28_layering.rs) asserts each node crate's [dependencies] stay within its C28-permitted inner set, catching the acyclic-but-outward violation the compiler misses. Behaviour byte-identical: full workspace suite green (1448 tests), no golden edited, clippy -D warnings clean. C28 Status block updated. closes #288 |
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 Brummel
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d5602ec5ad |
feat(0087): blueprint serialization & loader — close the graph-as-data loop
C24 first cut (#155): a blueprint — the param-generic, named graph-as-data a Rust builder produces — is now a first-class serializable data value with a canonical, versioned format, and the engine has the missing load path (data -> blueprint -> FlatGraph), not only the Rust-builder construction path. What ships: - `blueprint_to_json` / `blueprint_from_json` in a new `aura-engine` blueprint_serde module: a faithful serde DTO projection (the build closures dropped; re-derived on load), top-level `format_version` envelope, canonical compact JSON (struct field order, defaults omitted via skip_serializing_if). - A resolver seam: the loader is generic over an injected `Fn(&str) -> Option<PrimitiveBuilder>`; the concrete closed `match` over the aura-std vocabulary lives in aura-std (`std_vocabulary`), never in the engine (the engine stays domain-free: lib deps aura-core + aura-analysis only, never the node-vocabulary crate). This is C24's compiled-in closed-set referenced by type identity, NOT a dynamic/marketplace node registry (domain invariant 9). - serde derives on the serialized plain types (Edge, Target, OutField, Role, BoundParam, ScalarKind); BoundParam additionally re-exported from aura-core's root (an additive fix the plan's file list missed). Load-bearing scope decisions (derived, logged on #155): - Sinks are excluded from the serialized blueprint — a recording sink captures an mpsc::Sender (runtime identity, not param/topology, C19 value-empty); sink addressing is the C18-registry / #101 concern. The round-trip test attaches identical sinks post-load to both twins. - Construction-arg builders (LinComb(arity), CostSum(n), SimBroker(pip), Session(..)) are out of the round-trippable set: their structural args are a C20 structural-axis concern the param-generic format does not yet encode; an absent type_id fails the load cleanly (UnknownNodeType), never a silent wrong graph. #155's vocabulary is the 22 zero-arg aura-std builders. Additively extensible later (#156). Orchestrator hardening on review: the serializer now emits bound params in ascending original-slot order (mirroring the loader), so the canonical form is bind-order-independent — a precondition for content-addressing (#158). Identity today (every #155 node has <=1 param); holds by construction for future multi-param nodes. Acceptance (all green): a serialized blueprint runs bit-identical (C1) to its Rust-built twin; serializer/loader are inverse (canonical idempotence, incl. a recursive nested composite); unknown-type and unsupported-version fail named, never panicking. cargo test --workspace 748 passed; clippy --all-targets -D warnings clean. closes #155 |
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Brummel
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68605b7d88 |
refactor(stage1-r): rename the strategy-output param namespace exposure -> bias
Complete the deferred rename tail from cycle 0065's #126 (which renamed only the typed metric, keeping the param namespace uniformly "exposure" so the single-run rename would not smuggle in a ~30-site sweep-pinned change). Now renamed together as one consistent unit, all driven by the Bias node's instance name: - Bias::builder().named("exposure") -> .named("bias") (the harness builders + the engine fixtures in test_fixtures.rs / blueprint.rs); - the derived knob path exposure.scale -> bias.scale (Composite::param_space derives the knob from the node name) -- the sweep .axis/.range bindings and .with() points (blueprint.rs, main.rs), the walkforward ParamSpecs (walkforward.rs), the member_key dir names, and the JSON byte-pins in cli_run.rs / report.rs / main.rs tests; - the exposure_scale manifest param label -> bias_scale (the single-run manifest builders + the streaming_seam / real_bars fixtures). The rename is surgical: the three targets (named("exposure"), exposure.scale, exposure_scale) are syntactically distinct from the deliberately-kept "exposure" forms, which are untouched -- SimBroker's pre-reframe exposure input slot + prev_exposure + the exposure-integral; the LongOnly / gate / latch ports named "exposure"; and the on-disk "exposure" tap label (the recorded bias series that feeds `chart --tap exposure`, decoupled from the node name via ColumnarTrace::from_rows("exposure", ...)). No on-disk back-compat break: the knob path is a runtime param address, and recorded params in old runs.jsonl / families.jsonl are inert data strings (a pre-existing recorded "exposure.scale" still loads, it is just data). INDEX.md cycle-0065 realization note amended: the param namespace is recorded as the now-completed tail; the SimBroker slot + the on-disk tap label remain the deliberate permanent keeps (#117), and exposure_sign_flips stays a serde alias. Verified: cargo build --workspace --all-targets clean; clippy --all-targets -D warnings clean; full suite 514 passed / 0 failed (source + byte-pins renamed together); live `aura run` emits "bias_scale", `aura sweep` emits "bias.scale". closes #134 refs #126 #117 |
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Brummel
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2c43296c2c |
feat(stage1-r): bias rename + stop-rule + position-management + summarize_r (iter 1)
Iteration 1 of the Stage-1 "R-based signal quality" cycle (spec 0065): a strategy's signal quality, measured in R on its unsized bias stream, feed-forward. New discrete-trade machinery, NOT a SimBroker extension. What lands: - exposure -> bias (refs #126): the Exposure node/type/file/output-field renamed to Bias (computation unchanged: clamp(signal/scale,-1,+1); the SEMANTICS change — the output is the unsized strategy bias, sizing leaves the strategy). Scoped to the semantic core; behaviour-preserving cosmetics are deferred (see below). - stop-rule nodes (refs #119): VolStop = k*EMA(|price - prev_price|) (one fused node; the volatility that defines 1R, close-to-close — true-range ATR deferred, needs OHLC) + FixedStop (constant, the test fixture / fixed-vs-vol structural-axis sibling). - PositionManagement (refs #127): the stateful heart. Latches the entry-cycle stop distance as the FROZEN R-denominator (never re-read), marks/exits no-look-ahead like SimBroker (a position earns from the next cycle; an exit realises against the cycle's close), and emits ONE dense per-cycle R-record (C8). Stop-outs are NOT capped at -1R (a gap through the stop realises R < -1 — the honest loss tail); R is computed size-invariantly (size = (exit-entry)*dir / latched_dist cancels). The trade ledger is the rows where closed_this_cycle; the R-equity is cum_realized + unrealized; a position open at window end is the last row (open=true) — explicit, never silent MtM. - summarize_r + RMetrics (refs #129): the post-run fold (NOT an in-graph node — recorders drain post-run). E[R], win-rate, profit-factor, avg win/loss R, by-trade max R-drawdown, n_open_at_end (window-end force-close). SQN / conviction terciles / net-of-cost / RunMetrics.r are iteration 2. Design adversarially hardened before implementation (12-juror refute panel; decisions on #117). Ratified implementer deviations from the plan snippet, verified by hand: - col-4 `direction` tracks the OPEN position at cycle end (window-end synthesis; names the reopened leg on a reversal), falling back to the closed trade's dir only when flat. summarize_r does not read col 4; the R-metrics are unaffected. - .named("exposure") kept on the 4 previously-unnamed Bias nodes so the auto-derived param-path stays exposure.scale (no manifest/dir-name drift) — the unnamed nodes would otherwise flip to bias.scale. - intra-doc links [`Exposure`] -> [`Bias`] in sim_broker/latch + the sample-model test pin (cosmetic, behaviour-neutral; broken intra-doc links fail cargo doc). - the E2E drives a full bootstrapped Harness (stronger than the plan's direct-node drive — exercises the real cross-crate producer->consumer seam). Deferred (behaviour-preserving, separate cosmetic pass — NOT this iteration): RunMetrics.exposure_sign_flips / Metric::ExposureSignFlips, SimBroker/LongOnly "exposure" input ports, the "exposure" tap/trace names, and the .named("exposure") instance labels. Iteration 2: the Sizer seam, the RiskExecutor composite (+ the Veto documented-seam), summarize_r enrichment, RunMetrics.r, and the CLI/recording surface. Verification (orchestrator-run, not agent-claimed): - cargo build --workspace: clean. - cargo test --workspace: all green, 0 failed (incl. the new bias/stop_rule/ position_management unit tests, the summarize_r arithmetic tests, and the stage1_r_e2e capstone + layout guard). - cargo clippy --workspace --all-targets -- -D warnings: clean (exit 0). - Keystone RED tests pass: no_lookahead_bias_exit_realises_the_held_move, stop_out_is_not_capped_at_minus_one_r, no_gap_stop_is_exactly_minus_one_r, reversal_closes_one_leg_and_reopens, open_at_window_end_is_carried_on_the_last_row. refs #117 #119 #126 #127 #129 |
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Brummel
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cd3d1ca9ed |
refactor(aura-core): split Scalar into a tag-free Cell + ScalarKind
Motivation
----------
`Scalar` was a tagged enum (I64/F64/Bool/Ts), so every scalar value
physically carried its own kind tag. But the kind is already known from
the schema/port/column the value flows through (C7: the type is a
property of the column, not of the value — the hot path is already
columnar `Column<T>`, and `AnyColumn::get` *reconstructs* the tag from
the column on the way out). The per-value tag was therefore redundant
with the kind the surrounding context already holds.
That redundancy had three costs:
* It baked an implicit `match` (a branch) into every function that read
a Scalar payload — even where the caller statically knew the type.
The tag could never be exploited away.
* Size: a tagged enum is tag + payload = 16 bytes (f64/i64 alignment),
twice the 8 bytes the value needs. A `Column<Scalar>` would be double
the memory and half the cache utilisation.
* It is the shared root of several downstream papercuts we keep hitting
— the lossy f64 manifest field, the `unreachable!` panic on a
non-numeric param, the serde-tag question — all symptoms of "the type
is baked into the value".
Change
------
Introduce `Cell`: a type-erased 64-bit word (`struct Cell(u64)`) that is
not readable without external type context. It is constructed per base
type (`from_i64/from_f64/from_bool/from_ts`) and read only by naming the
type at the call site (`i64()/f64()/bool()/ts()`) — each a branch-free
bit-cast. The hot path resolves the kind once at the boundary (from the
schema) and then reads natively, with no per-value branch. `Cell` knows
nothing of `Scalar` or `ScalarKind`; the dependency is strictly one-way,
and it lives in its own `cell.rs` (more is planned on top of it).
`Scalar` becomes `struct { kind: ScalarKind, cell: Cell }` — the
self-describing form for the dynamic boundaries (builder binding,
serialization, rendering), built on top of `Cell`. Its `as_*` accessors
now `debug_assert` the kind and return the native value (free in
release); calling the wrong accessor is a caller bug, not a checked
`Option`. The variant constructors `Scalar::I64(..)` become associated
fns `Scalar::i64(..)`.
`PartialEq` is hand-written (not derived) to preserve the former enum's
value semantics: kinds must match, then native payloads compare, so f64
keeps IEEE-754 behaviour (`NaN != NaN`, `+0.0 == -0.0`) and a kind
mismatch is never equal even when the raw words coincide. A fixture
(`scalar_eq_is_value_not_bitwise`) pins exactly the cases where bit- and
value-equality diverge, so it can't silently regress. `Cell`'s own
`Eq`/`Hash` stay bitwise — correct for a raw word.
The change is behaviour-preserving: Scalar's observable behaviour is
identical to the pre-Cell enum (the value-equality fixture proves it);
only the internal representation changed. The ~440 call sites across the
workspace are a mechanical constructor rename plus ~12 destructuring
sites (match-arms / `let`-patterns) rewritten to `kind()` + `as_*`.
Verified: cargo build --workspace --all-targets, cargo clippy --workspace
--all-targets -- -D warnings, cargo test --workspace — all green.
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Brummel
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1f01badac7 |
refactor(aura-engine): share the SMA-cross harness test fixtures
Collapse the three verbatim-duplicated #[cfg(test)] fixtures — synthetic_prices, sma_cross, composite_sma_cross_harness — that lived in both blueprint.rs's and sweep.rs's test modules into one shared crate-root `#[cfg(test)] mod test_fixtures` (pub(crate) free fns). The two consumers now import from `crate::test_fixtures`; sweep.rs's test-mod `use` block sheds the imports that were only needed by the moved fns. Why: the topology had to move in lockstep across the two copies but no test pinned them equal, so an edit to one silently diverged the other (#53). One definition removes the hazard structurally — better than a pin-them-equal test, which loses its premise once there is a single definition. Test-only; no production code, public API, or runtime path changes. C16 untouched (a #[cfg(test)] module ships in no artifact). The CLI sample is no longer a third peer (cycle 0036 enriched it into a trend+momentum blend), so this is an engine-internal two-copy dedup, not the three-way the issue originally named. graph_model.rs keeps its own intentionally-minimal golden copy, out of scope. Plan glitch fixed in-flight: the plan's literal import list named sma_cross, but neither consumer calls it directly (only transitively via composite_sma_cross_harness), so importing it tripped the plan's own Step-7 clippy -D warnings gate. Trimmed to {composite_sma_cross_harness, synthetic_prices} — within the task's "drop now-unused imports" scope. Verified: cargo test --workspace green (aura-engine 114 passed, count unchanged — behaviour-preserving); the two load-bearing fixture consumers composite_sma_cross_runs_bit_identical_to_hand_wired (C1) and sweep_equals_n_independent_runs (C11/C12) both green; cargo clippy --workspace --all-targets -- -D warnings clean. closes #53 |