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
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
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
M3 machinery for BLOCKER #138: sink reductions can now fold online instead of
buffering every per-cycle row to an unbounded channel.
- aura-core: additive `Node::finalize` end-of-stream hook (default no-op) +
`SeriesFold` online accumulator (last / max_drawdown / sign_flips).
- aura-engine: `Harness::run` calls `finalize` once per node in topo order after
the source loop; `summarize` refactored to drive `SeriesFold` (byte-identical),
the now-dead `sign0` removed.
- aura-std: `GatedRecorder` (emits only gated rows + the final row on finalize)
and `SeriesReducer` (folds one f64 series, emits one summary row on finalize),
both emitting the `Recorder` channel type — no aura-engine dependency.
- Integration tests: folded reductions are byte-for-byte equal to the
raw-recorder path; the R-reduction's peak memory is O(trades), independent of
cycle count.
Ratified two off-plan fixes the implementer made in the tests (both plan defects,
not code defects): the GatedRecorder correctly flushes the final non-gated row on
finalize, so the retained count is K_TRADES + 1; and the heterogeneous PM record
needs kind-correct zero scalars (a blanket f64 zero is rejected by the kind-typed
AnyColumn::push).
Wiring these reducers into the stage1-r sweep (the actual O(cycles)->O(trades)
win) follows next. refs #138
claude
Brummel