b39fd633965071fcf9bd11f337d8a7e905cacc66
39 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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claude
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c8dc57e2aa |
feat(std): CumSum and When cells; roster complete at 33
Second half of the #281 clock-enable set. CumSum is the generic run-length accumulator with O(1) Neumaier-compensated state — the branching Neumaier variant, not Sma's plain Kahan, so it stays exact when a large running total absorbs a tiny sample (the standalone accumulator has no windowed-magnitude guarantee; module doc explains why the helper is not reused). When is the clock-enable driver: forwards value iff gate, else a quiet cycle (eval->None), so every stateful reducer composes gated unmodified — SMA(When(x,g),N) is the gated SMA. Rosters CumSum and When (both count pins 31->33) and ships two engine E2E fixtures: When forwarding/quiet-downstream through the real GraphBuilder->compile->run seam, and a quiet When leg suppressing a whole Resample Barrier(0) group (the deliberate stall semantics). refs #281 |
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claude
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40e962db89 |
feat(std): Sign and Select cells — the Bool→F64 bridge pair
First half of the #281 clock-enable set: Sign promotes the private sign0() semantics to vocabulary (strict comparisons; NaN and -0.0 fall to 0.0), Select is the stateless 2:1 mux that consumes Bool back into the F64 plane. Both zero-arg, Firing::Any, rostered (count pins 29→31); an engine E2E drives both through the real GraphBuilder→compile→run seam. refs #281 |
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claude
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528e8f33d6 |
feat(std): VolTfStop — the timescale-matched volatility stop primitive
k · sqrt(EMA(delta^2, length)) over completed period_minutes buckets — the vol regime on a coarser clock, as a fused primitive in the Resample mold: the in-progress bucket lives in node state, the finished bucket's close is differenced against the previous one on rollover, and the stop distance is emitted ONCE per completed bucket (C2: a partial bucket never exists downstream; Firing::Any consumers hold the last value). EMA follows Ema's exact convention (SMA seed over the first length deltas, alpha = 2/(length+1)), pinned by a constant-|delta| correspondence test against the per-cycle vol regime. Not rostered in the std vocabulary (stop primitives are risk-executor internals). First slice of #262; the regime variants, executor arm, and manifest round-trip follow. refs #262 |
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claude
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ca4a89864c |
feat(std,engine): SessionFrankfurt — the Session node enters the closed roster
A Frankfurt-baked zero-arg Session preset (open 09:00 Europe/Berlin as literals) joins the std vocabulary as SessionFrankfurt, declaring period_minutes: I64 (default 15) as its one scalar knob — the single-knob roster pattern the cost nodes established. A data-only blueprint can now reach a session/time-of-day stream (bars_since_open), unblocking time-of-day conditioners for the confirm/refute research model. Roster count pins bump 28 -> 29 in both conscious-act sites. Fork decision on the issue: the preset variant over a param-vocabulary extension — a timezone param would need a string kind, breaching the four-scalar discipline; the preset keeps the vocabulary closed and is the additive extension the roster-exclusion comment anticipates. The 4-arg Session::builder stays untouched; in_session/session_open_ts stay deferred (#154). closes #261 |
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 Brummel
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249aafdb0f |
refactor(std,composites): interned cost[k].* port names — the leaks drop (#152)
One process-global intern pool (intern_port/cost_port, the COL_PORTS LazyLock pattern) in the cost module is now the single source of the cost[k].<port>/cost[k].<field> names; CostSum::builder and cost_graph consume it and the per-build .leak()s in cost_graph are gone — the prerequisite before cost is rebuilt per member across a sweep. Two unit pins (same pointer for the same pair, dedup for bare names). Verified: aura-std 166/0, cost_graph 4/4, zero .leak() in the two sites, full workspace suite green, clippy -D warnings clean. closes #152 refs #234 |
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Brummel
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99237e1d0a |
feat(std): fill the by-chance vocabulary gaps — Const, Div, Abs, Max, Min
Five new rostered node types (count-pin 23 -> 28, both the in-crate shape test and the cross-boundary CLI vocabulary e2e): Const is unary with an f64 'value' param — the clock input drives it, its value is ignored, since a zero-input node never evaluates in the total-push engine — mirroring EqConst's constant-as-param pattern; Div is binary IEEE-754 (x/0 -> signed inf, 0/0 -> NaN, unit-tested, no error channel); Abs unary mirroring Sqrt; Max/Min binary pairwise, distinct from the windowed RollingMax/RollingMin. Acceptance proof: the committed executable spec composes an RSI-class gain/loss-split-and-ratio signal purely from blueprint data through std_vocabulary and runs it to hand-computed RS values — the r_meanrev constant-folding workaround is no longer forced. Verified: headline test green, aura-std 163/0, full workspace suite green (independent mini-verify), clippy -D warnings clean. closes #236 |
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Brummel
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257ab0b9f2 |
feat(std,cli): add the Scale node, retire the r-meanrev demo to data (#159 cut 3)
Cut 3 of the hard-wired demo retirement. Unlike r-sma/r-breakout, r-meanrev could
not round-trip as data: its band computes band_k*sigma (a constant times a stream)
and the closed 22-node std_vocabulary had no way to express it (EqConst is i64->bool,
Bias is clamp(signal/scale,±1), Mul is binary, LinComb is excluded as a
construction-arg node; no Div/Const/constant-emitter). Standard operators are missing
by chance, not by design, so this adds the one r-meanrev needs.
Scale node (aura-std): out = input * factor — one f64 input, one f64 `factor` param,
stateless, warm-up-filtered (the EqConst/Bias shape). A zero-input `Const` emitter was
rejected: the per-cycle eval loop gates every node through an input-firing test
(harness.rs `fires()`), so a node with no input never fires without an engine-core
change; `Scale` fits the existing model and, by IEEE-754 commutativity, reproduces the
retiring LinComb's band byte-for-byte. Rostered (`"Scale" => Scale`); the two
vocabulary count-pins bump 22 -> 23.
r-meanrev migration: r_meanrev_signal(window, band_k) is carved out of the fused
r_meanrev_graph as a #[cfg(test)] price->bias Composite whose band is `Scale` in place
of `LinComb(1)`; production loads the shipped JSON (examples/r_meanrev{,_open}.json),
never a builder. Before the fused builder was deleted, an equivalence test proved the
carved Scale-band signal reproduces its grade byte-for-byte on the synthetic stream
(window=3, band_k=2). Durable survivors: the byte-identity of the examples to the
carve, the loaded-grades-identically-to-carve proof, the closed/open introspect
anchors (mean_window.length, var_window.length, band.factor — band_k is now a
first-class sweepable param), and — re-pointed onto the carve rather than dropped —
the fades-short-above/long-below behavioural test, which becomes the durable
carve-correctness gate the deleted equivalence test used to be.
Deletions + the dead-code cascade the retirement opened: r_meanrev_graph,
r_meanrev_sweep_family, Strategy::RMeanRev (+ all arms). r-meanrev was the last reader
of run_sweep's grid, so the whole vestigial built-in-sweep grid apparatus retires with
it: run_sweep's `grid` param, the sweep call-site grid build, and SweepCmd's
--fast/--slow/--stop-length/--stop-k/--window/--band-k (sma/momentum sweeps build their
own blueprints and ignored these; the fast/slow/stop-* had been vestigial since r-sma's
cut 1b). RGrid the struct SURVIVES — the dissolved `generalize` verb resolves its
candidate from its fast/slow/stop_length/stop_k via generalize_args_from — so only its
window/band_k fields go; its stale doc-comment (r-sma-sweep / persist_traces_r / CLI
flags, all now gone) is rewritten to its true generalize-only role. Also retired as
transitively dead: persist_traces_r and the metrics_object test helper (their only
callers were the deleted families/tests); Add/Gt/Latch/Mul/Sqrt imports are now
#[cfg(test)] (their last production caller was r_meanrev_graph).
Test surface: the two built-in --strategy r-meanrev sweep tests drop; a new negative
pins that --strategy r-meanrev on both sweep and walkforward now falls into the generic
usage error; the grid-flag stray-positional negative is re-pointed to a surviving flag.
Verification (own, not the workflow's report): full `cargo test --workspace` green
(0 failed across 62 result lines); `cargo clippy --workspace --all-targets -- -D
warnings` clean, no dead-code residue; the r-sma + r-breakout anchors and the
dissolved-verb real goldens (generalize still reads RGrid) stay green. Bundled as one
commit (the Scale node's count-pin and the r-meanrev anchors share graph_construct.rs,
so a clean two-commit split was not path-separable); the implement-loop ran all three
plan tasks in one pass and the tree was verified by hand.
refs #159
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Brummel
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27ac4dc537 |
feat(0088): §B construction op-script surface — GraphSession/Op/replay + introspection
Iteration-1 §B of the construction service (#157), on the §A shared predicates
(
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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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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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Brummel
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d5c44dd1ea |
feat(0084): cost-graph composite-builder
Cycle 4 of milestone #148 (Cost-model graph in R), decision E. New `cost_graph(Vec<PrimitiveBuilder>) -> Composite` in aura-composites: it fans the 4 PM-geometry inputs to N cost nodes, surfaces each node's extra inputs (discovered via schema introspection past GEOMETRY_WIDTH) as `cost[k].<port>` roles, sums them through CostSum, and exposes the 3-field aggregate. Replaces the CLI's manual slot-indexed cost-wiring + the hardcoded MAX_RUN_COST_NODES=2 cap with one principled composite of arbitrary arity. GEOMETRY_WIDTH re-exported from aura-std (first cross-crate consumer). Runtime port names .leak()'d (the risk_executor precedent), a bounded one-time cost at blueprint construction. Behaviour-preserving at the value level: the composite inlines at bootstrap (C11) to the same flat fan-in, so the two cycle-3 net_expectancy_r goldens (-614.3134020253314 flat, -615.0304388396047 composed), the C18 no-cost golden, and the full suite stay green verbatim. Honours C9 (a composite of cost nodes is ordinary downstream nodes), C16 (wiring lives in aura-composites, not aura-engine), C23 (label drift under cost_graph nesting is permitted; no with-cost graph label/shape golden exists). Four aura-composites unit tests pin the exposed contract: the two planned (n=2 heterogeneous role set; n=1 no-extra shape) plus two the implementer added that strengthen the headline — arbitrary-arity per-node namespacing (n=3, two VolSlippageCost -> distinct cost[1]/cost[2].volatility, the property that retires the 2-node cap) and geometry fan-once (n=2 extra-free -> only the 4 geometry roles). Accepted nit (held, non-gating): the CLI reconstructs the `cost[k].volatility` role name to feed the vol node's extra input — a string coupling to the composite's public role-naming convention. Kept: role-based composite wiring addresses roles by name (as the CLI already does for "closed"/"bias"/"price"); the convention is tested + build-validated; a decoupling accessor would widen this cycle's scope. Verified: cargo test --workspace (0 failures), clippy --workspace --all-targets -D warnings clean, cargo doc -p aura-composites clean. refs #148 |
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Brummel
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fc52b4fced |
audit(0083): cycle close — drift-clean (code); C10 cycle-0083 note + lib.rs doc
Architect drift review over 6c7f5dd..HEAD. No regression scripts in this project → the architect is the sole gate; verdict: shipped code byte-clean. What holds (verified against the diff): - C9 — a CostRunner<F> is a plain downstream Node; the two cost nodes are thin factors wired through the same cost_node_builder. No runtime sub-object. - C18 / byte-identity — the numerator/latched token form is preserved verbatim; the two new CLI goldens pin exact net_expectancy_r and pass; the no-cost golden is untouched. - C10 co-temporality + C23 + invariant-4 — the gate-on-PM-geometry-only rule (cold factor input → 0 cost, row still emits) is now centralized once in the runner; name() dropped cleanly (label() remains the non-load-bearing symbol); the 3-field triple is a single source (COST_FIELD_NAMES) read by both producers + CostSum + the CLI — the cycle-0082 by-convention lockstep is structurally gone. Resolution: - [fix] docs/design/INDEX.md C10 — added the cycle-0083 realization note (each prior cost cycle got one; the deferred general CostNode trait is now shipped and the lockstep eliminated). Ledger deferred-work tracking re-synced. - [fix] crates/aura-std/src/lib.rs:5 — module doc now names the CostNode/CostRunner authoring surface. - [carry-on, low debt] vol_slippage_cost.rs still declares its extra-input port twice (the cost_node_builder arg and the trait extra_inputs()); a clean unifier needs design thought (builder() is static, no factor instance) and is not worth forcing at cycle close. Documented here; agreement rests on the helper + a test + the harness debug-assert. Cycle 0083 ephemera removed (docs/specs/0083 + docs/plans/0083). Verified: cargo build/test --workspace clean (0 failures), clippy -D warnings clean, cargo doc -p aura-std clean (CostNode/CostRunner intra-doc links resolve). refs #148 |
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Brummel
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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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Brummel
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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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Brummel
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e82725f2d7 |
audit(0081): cycle close — drift-clean (code); ledger C10 realization note + stale-broker doc sync (refs #148)
Cycle 0081 (cost-model graph, cycle 1) closes drift-clean against C10: the architect review confirmed ConstantCost + the net-R seam realize the contract at its floor (C9 cost node; net_r_equity a C8/C18 sink; R-pure; one home for cost, subsuming the retired scalar round_trip_cost; pure feed-forward C1), and the no-cost baseline is byte-identical (C18 golden held). Regression gate green and unchanged: full workspace suite 0-fail, clippy --workspace --all-targets -D warnings clean. No baseline moved -> no ratify. Ledger sync (docs/design/INDEX.md): added the C10 cycle-0081 realization note (ConstantCost node + net_r_equity seam shipped; scalar round_trip_cost retired; run-path-scoped; later-cycle deferrals named). Drift swept (cycle-adjacent + cheap one-liners): - crates/aura-analysis/src/lib.rs net_expectancy_r doc: the removed in-fold mechanic (mean(R - round_trip_cost/latched_dist)) -> the cost-stream fold. - crates/aura-std/src/lib.rs module doc: "realistic broker profiles" (retired by #116) -> the legacy SimBroker pip yardstick + cost-model nodes. Backlogged (pre-existing, broader, predates this cycle): the docs/project-layout.md backtest worked example is stale on #117 (exposure->bias) and #116 (realistic broker); a proper rewrite is filed as #151, not folded here. Architect-accepted: the #[allow(dead_code)] on r_col::ENTRY_PRICE/STOP_PRICE (their production reader legitimately removed when summarize_r stopped recovering latched_dist; still the layout contract + exercised by test fixtures). Spec + plan ephemera removed (git rm docs/specs/0081, docs/plans/0081). refs #148 |
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Brummel
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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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Brummel
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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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cfe7bad0ff |
feat(0070): streaming sink reductions — finalize hook + folding sinks (#138)
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 |
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b4e84335c4 |
feat(stage1-r): Sizer + RiskExecutor + R-metric enrichment (iter 2)
Iteration 2 of cycle 0065 (Stage-1 R signal quality) — the node + metric layer. Builds on iter-1's PositionManagement dense R-record + core summarize_r. What ships: - PositionManagement gains a 4th `size` input (slot 3 -> col 10), fed by the Sizer. R is computed size-INVARIANTLY (pure stop-distance ratio), so size never touches realized_r — pinned by a RED test (scaling size leaves every realized_r unchanged) at the node and again end-to-end through the executor. - Sizer (aura-std): `size = risk_budget / stop_distance` — flat-1R (risk_budget 1.0 => one risk unit per trade, size inversely proportional to the stop, not a constant). Reads bias (firing/presence) + stop_distance; the Stage-2 fixed-fractional sizer slots in unchanged (swap risk_budget for risk_fraction*equity, same node shape). - summarize_r enrichment: SQN (sqrt(n)*mean_R/sample-stdev_R; n<2 or zero-variance -> 0), conviction_terciles_r (E[R] by |bias_at_entry| tercile), net_expectancy_r (gross minus one round-trip cost per trade, charged in R via the latched_dist recovered from the entry_price/stop_price columns). summarize_r gains a `round_trip_cost` param (price units). The net-of-cost recovery is tested through the real producer->consumer seam, not just hand-built rows. - RunMetrics.r: Option<RMetrics> with #[serde(default, skip_serializing_if = "Option::is_none")] — legacy runs.jsonl (no `r` key) deserialise to None and a pip-only run's on-disk shape stays byte-unchanged (C14/C18 back-compat). Every RunMetrics literal threaded (report.rs, aura-registry, aura-engine/mc). - RiskExecutor (aura-engine integration-test fixture, sibling of vol_stop_composite): FixedStop -> Sizer -> PositionManagement behind open bias+price input roles, price fanned to both the stop and PM, the Sizer's size into PM. Bias is produced in-graph from the single price source (a second bias *source* would k-way-merge into separate cycles and mark stale prices). The Veto is a DOCUMENTED SEAM, not a runtime node (a pass-through identity is what C19/C23 DCE deletes). Tests: the composite bootstraps + runs + folds to the documented hand value; R invariant under risk_budget while the size column scales; a live-folded RMetrics survives the RunMetrics serde round-trip. The dense-record size column (10) is brought under the cross-crate layout guard (stage1_r_e2e r_col_indices_match_producer_field_layout) so the executor fixture's size-invariance read is drift-protected like the others. Scope: the CLI/recording surface (#129) is sub-split into a separate iteration 3 and is NOT in this commit. Verified: cargo build --workspace clean; cargo test --workspace 500 passed, 0 failed; cargo clippy --workspace --all-targets -D warnings clean. refs #117 #127 #128 #129 |
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0998f9aabf |
refactor(stage1-r): the vol stop is a composition, not a fused node
Applies the principle the user named: a node is a primitive only if it is NOT DAG-expressible from other primitives; a function that needs a missing primitive gets the primitive added, not fused away. - Remove the fused VolStop node (it was pure feed-forward arithmetic). - The volatility stop is now a composition of primitives, vol_stop(length, k): k * Sqrt(Ema(Mul(d,d), length)), d = Sub(price, Delay(price,1)) -- a rolling EWMA standard deviation. Built with GraphBuilder; proven end-to-end (bootstraps + runs + emits k*sigma) in tests/vol_stop_composite.rs. - Migrate the one VolStop caller (stage1_r_e2e.rs) off it: the R-is-stop-defined test now contrasts a tight vs a wide FixedStop (two constant distances still fold to different R, the property under test). Uses the Mul + Sqrt primitives added in the prior commit. FixedStop stays the only stop-rule primitive (a triggered constant). Full suite + clippy green. refs #117 #119 |
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831092841e |
feat(aura-std): add Mul + Sqrt primitives
The two genuinely-missing arithmetic primitives (Mul = two-stream f64 product, Sqrt = one-input f64 root, negatives clamped to 0). They are the building blocks for the volatility stop as a composition (rolling EWMA stddev), replacing the fused VolStop node. Also corrects plan 0066 Task 3 (the VolStop removal must migrate its stage1_r_e2e.rs caller — a false premise the implementer caught). refs #117 #119 |
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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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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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17197fed91 |
feat(aura-std): Session — Frankfurt bars_since_open (DST-aware)
Maps ctx.now() (epoch-ns UTC) to a Frankfurt session bar index: emits bars_since_open:i64 = (local wall-clock minutes past the 09:00 open) / period_minutes, in tz-aware DST-correct local time. So local 09:45 reads 3 in both CEST (UTC+2) and CET (UTC+1) — the close-instant convention (spec 0050 §4.1). Trigger is an f64 Any input (value ignored, wired from close15) so the node fires once per completed bar. Open/tz/period are baked structural config, not scalar params (a timezone is not a scalar, C11). Admits chrono/chrono-tz to aura-std — vetted DST math, never hand-rolled (per-case dep policy). Last node; build-step 7 of milestone 'Strategy node vocabulary I'. closes #90 |
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0e1eee61bd |
feat(aura-std): Resample — M1->coarse OHLC, C2 emit-on-rollover
Aggregates a fine 4-field OHLC stream into period_minutes buckets (open=first, high=max, low=min, close=last), emitting a completed bar ONLY on bucket rollover (ctx.now() crossing into the next bucket) — C2: a bar is actionable only once complete, partials are never emitted and the last partial bar is dropped (no EOF flush). Four Barrier(0) f64 inputs, a 4-field f64 record output (the first multi-field-output node in aura-std, mirroring the Ohlcv engine fixture). The bar carries no timestamp; the engine stamps the close-instant. Build-step 6 of milestone 'Strategy node vocabulary I'. closes #89 |
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6b14fd4be1 |
feat(aura-std): Latch — C5 set/reset register emitting f64 exposure
Level-sensitive SR latch: held -> 1.0 on set, -> 0.0 on reset (reset-dominant), sample-and-held across quiet cycles; None while both legs are cold. Emits f64 directly (1.0 long / 0.0 flat) so it feeds SimBroker's exposure slot with no cast — the resolution of the bool->f64 seam (no separate Exposure node in the strategy DAG). State persisted in the struct across cycles, like SimBroker. Build-step 5 of milestone 'Strategy node vocabulary I'. closes #88 |
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0426aa6a99 |
feat(aura-std): Delay — C5 lag-N register
Emits the value its series input carried 'lag' fired cycles ago, held in a node-owned ring (lookbacks()=[1], the past in node state not the input column). Warm-up is skip-emit (None for the first 'lag' cycles — never a fabricated sentinel). Output is a pure function of pre-cycle state, the precondition for a future engine to close a feedback loop (the RTL register C5 names). prevHigh15 = Delay[1] on high15. Build-step 4 of milestone 'Strategy node vocabulary I'. closes #87 |
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657bdf5c22 |
feat(aura-std): And — bool->bool conjunction
Stateless bool x bool -> bool, out = (a && b). Computes entry = breakout && isBar3 in the session-breakout strategy. The bool-input twin of Gt; seed of the logic family (Or/Not are separate node types, the operator is topology, never a swept param). Build-step 3 of milestone 'Strategy node vocabulary I'. closes #86 |
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4ade475dc3 |
feat(aura-std): Gt — strict f64->bool greater-than comparator
Stateless f64 x f64 -> bool, out = (a > b), STRICT: a == b emits false (a close exactly equal to the previous bar's high is not a breakout). Computes breakout = close15 > prevHigh15 in the session-breakout strategy. First bool-emitting f64 comparator; the operator is topology (relational siblings are separate types, never a swept param). Build-step 2 of milestone 'Strategy node vocabulary I'. closes #85 |
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550895d5fd |
feat(aura-std): EqConst — i64->bool equality gate
Stateless gate, out = (value == target): the i64->bool comparator the session-breakout strategy needs to turn Session's bars_since_open into isBar3/isBar5Close (two instances bound to 3 and 5). The operator is topology (a concrete node type), only target is a knob (C11/C12). Build-step 1 of milestone 'Strategy node vocabulary I'. closes #84 |
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ae1d4564f5 |
feat(aura-std): EMA node (SMA-seeded, O(1) per cycle)
Add Ema, the std-lib's first recursive/stateful producer: exponential moving average with alpha = 2/(length+1). The building block MACD (and DEMA, MACD-histogram, etc.) needs, and a worked example of a node whose param sizes its math, not its input window. Seeding is ratified as SMA-seeded (ta-lib convention): the EMA stays silent until it has seen length samples, seeds with their SMA, then runs the recurrence. Chosen over a first-value seed for three substantive reasons -- warm-up consistency with Sma (both emit None until length samples), parity with the EMA traders expect (ta-lib MACD seeds this way), and statistical honesty (no average claimed from a single observation). A first-value seed was the proof-of-concept convenience; rejected. Performance: recursive state means lookback = 1 (length sizes alpha, not the window); eval is O(1) time and state via ema += alpha*(x - ema), with no hot-path allocation (the output buffer is reused). Tested: warm-up-then-smooth (a step input separates it from a plain SMA), length-1 identity, label, and factory/schema agreement. |
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559903a14e |
feat(aura-cli): aura run — end-to-end sample-harness CLI
The Walking-skeleton milestone's closing seam: a real `aura run` binary that
bootstraps a built-in sample harness, runs it deterministically, and prints the
cycle-0009 metrics+manifest report as canonical JSON to stdout — the headline
C14 "run a sim, emit structured metrics" move, end-to-end, from a binary for the
first time.
Two deliverables:
- aura-std::Recorder — a reusable recording sink node (the glossary *sink* role,
C8/C22): a pure consumer (output: vec![]) over kinds.len() input columns,
holding an mpsc::Sender<(Timestamp, Vec<Scalar>)> as its out-of-graph
destination. mpsc keeps the engine's purity invariant (C7): no Rc/RefCell.
Supports all four base scalar kinds; returns None until every column is warm.
Promotes the shape the #[cfg(test)] fixtures already proved into a shipped,
reusable block (the fixtures stay as historical snapshots; de-dup is a later
tidy).
- aura-cli `run` subcommand — synthetic_prices / sample_harness / run_sample /
main. The sample harness (synthetic source → SMA(2)/SMA(4) → Sub → Exposure →
SimBroker → two Recorder sinks) is authored in plain Rust over the raw
Harness::bootstrap(nodes, sources, edges) API (C17/C20) — the open
experiment-builder DSL thread is deliberately not committed this cycle. main
hand-parses one subcommand: `run` prints run_sample().to_json() (exit 0),
anything else prints a one-line usage to stderr (exit 2). aura-cli gains
aura-std + aura-core path deps; the workspace stays zero-(external-)dependency.
The built-in synthetic stream (7 ticks, rises then reverses) yields a non-trivial
demo trace: equity [0,0,0,0,-0.08,-0.17,-0.13] → total_pips -0.13, max_drawdown
0.17, exposure_sign_flips 1. The run_sample unit test pins the integer flip count
exactly and the two f64 metrics within 1e-9 (the real run's float dust is ~7e-15,
confirming the tolerance); determinism is pinned exactly (two runs → identical
JSON). tests/cli_run.rs drives the built binary for the observable exit/stdout
contract.
manifest.commit is filled from option_env!("AURA_COMMIT") (defaults to
"unknown"); real HEAD capture via build.rs is deferred. Non-goals untouched:
experiment-builder DSL, aura new, Aura.toml schema, the data-server source (#7).
One deviation from the plan's verbatim code: a scoped
#[allow(clippy::type_complexity)] on sample_harness (its (Harness, Receiver,
Receiver) return tuple trips the lint under -D warnings) — consistent with the
identical allow on the build_two_sink_harness fixture in aura-engine. Verified
myself: cargo test --workspace (61 green, 0 red), clippy --all-targets
-D warnings (clean), cargo doc -D warnings (clean), and both smoke runs.
closes #8
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84130c2cab |
feat(aura-std): Add + LinComb sum combinators
aura-std shipped Sma, Sub, Exposure, SimBroker but no sum, so the north-star
"combine one signal with another" research move (C10) could not be expressed
from shipped blocks — the cycle-0007 fieldtest had to hand-author a project-local
Add2. This adds the missing combinator(s):
- Add — two-input f64 sum (a + b), the parameterless companion to Sub. Mirrors
sub.rs modulo the operator.
- LinComb { weights } — N-input weighted sum (Σ wᵢ·xᵢ). The weights are the
node's tunable parameters (C8/C12) and fix its arity (weights.len() inputs);
this is the form the north-star "combine A and B *with weights*" reaches for.
LinComb([1,1]) is Add; LinComb([1,-1]) is Sub.
Both withhold output (None) until *all* inputs are present — consistent with Sub,
and causally clean: a cold input leg is never silently folded in as 0.0.
LinComb::new panics on empty weights (build-time param error, like Sma::new).
Both ship because each is independently reached-for: Add for readability symmetry
with Sub, LinComb for the weighted/tunable combination — mirroring the project's
already-shipped choice to keep Sub as a named node beside a general form.
Hand-driven unit tests in the established aura-std style (5 new): Add sum, the
Add == LinComb([1,1]) identity, the N>2 warm-up, and the empty-weights panic.
Verified: cargo test -p aura-std (14 passed), clippy --all-targets -D warnings
clean, RUSTDOCFLAGS="-D warnings" cargo doc -p aura-std --no-deps clean.
closes #11
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3b49074156 |
feat(aura-std): signal-quality loop — Exposure node + sim-optimal broker
Realizes the C10 reframe (cycle 0007): the strategy DAG's output is an
intent/exposure stream, and a sim-optimal broker integrates it into a synthetic
pip-equity curve that measures SIGNAL QUALITY — the project's first trading
result, and its primary research loop.
Two new aura-std nodes (plain structs; the engine stays domain-free):
- Exposure { scale }: the decision/sizing node — clamp(signal/scale, -1, +1),
one f64 exposure per fired cycle, None until warmed up. Sizing/risk live in
`scale`.
- SimBroker { pip_size }: class (a) of C10 — consumes exposure (slot 0) + price
(slot 1), integrates the return earned by the exposure HELD INTO each cycle
(prev_exposure, decided at t-1) so it is causal / look-ahead-free (C2), and
emits cumulative pips. pip_size is held reference metadata (C7/C15), never
streamed.
End-to-end proof in the aura-engine harness test module (it dev-depends on
aura-std): a SMA(2)-SMA(4) cross -> Exposure -> SimBroker -> Recorder sink wires
a full signal-quality backtest; the recorded equity matches a hand-computed pip
curve ([0,0,0,0, 0.035]) and is bit-identical across two runs (C1). The engine
itself is unchanged — pure node authoring on the frozen substrate.
Verified: cargo test --workspace green (20 core + 30 engine + 9 std; 8 new);
clippy --all-targets -D warnings clean; engine/core surface-purity grep (no
dyn Any/Rc/RefCell) clean.
Note: the plan inlined `Window::first()`, which aura-core's Window does not
expose; the shipped code uses the semantically identical `Window::get(0)`
(newest value, or 0.0 when the exposure leg is cold).
closes #4
closes #5
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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dd5c3fad96 |
feat(engine): the deterministic single-source sim loop
Cycle 0003: aura-engine's first real content — a Sim that runs a wired DAG of
nodes deterministically, cycle by cycle. First point in the project where
authored nodes execute against data, not just under a hand-fed Ctx.
- `Sim` (aura-engine) — a bootstrapped, frozen root graph: a flat Vec<NodeBox>
(each node owns its input columns, the cycle-0002 shape) + an index edge
table, topologically ordered (Kahn). `bootstrap` sizes every input column from
its node's schema, kind-checks each edge and source target, and rejects
directed cycles — C7's "type check paid once at wiring" generalized to the
whole topology (`BootstrapError::{KindMismatch, BadIndex, Cycle}`).
- `run` — the deterministic loop: per record, forward the source value into its
target slots, evaluate nodes in topo order, capture the observed node's output
at eval time, and forward each `Some` output into its consumers' input columns
(a `None` forwards nothing — the structural seed of sample-and-hold). The loop
destructures `&mut self` into disjoint field borrows and allocates nothing on
the per-cycle path. This is the flat, monomorphized sharpening of RustAst's
reference-counted, interior-mutable observer push graph (C1/C7).
- `Edge` / `Target` (aura-engine) — producer->consumer and source->consumer wiring.
- `Sub` (aura-std) — a 2-input f64-difference node, so the loop is proven on a
real fan-out + join DAG (source -> {SMA(2), SMA(4)} -> Sub), with a determinism
assertion (C1: a second identical run is bit-identical).
Engine library depends only on aura-core; a test-only dev-dependency on aura-std
lets the integration test wire real Sma/Sub nodes. Sim carries a hand-written,
node-opaque `Debug` impl (Box<dyn Node> is not Debug; the impl prints
nodes.len() + the index/topology fields, needed by the bootstrap-rejection tests'
`unwrap_err`).
Deliberately deferred (recorded as decisions): freshness-gated recompute /
sample-and-hold (C5 -> cycle 0004, with the second source that makes it testable);
the explicit monotonic cycle_id counter (its first reader is freshness, 0004);
the Source trait + data-server ingestion + k-way merge (C3/C11); the builder API
(C19); the real sink + run registry (C18/C22).
Gates green: cargo build/test (26: 18 aura-core + 3 aura-std + 5 aura-engine)/
clippy -D warnings clean; surface-purity grep (no dyn-Any / Rc / RefCell) clean.
refs walking-skeleton
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77a1d26017 |
feat(core): the node contract — Node, schema/eval, Ctx, and a worked SMA
Cycle 0002, the second walking-skeleton slice on top of the 0001 substrate:
the interface every node forever implements (C8), proven end-to-end by a real
node with no engine present.
- `Node` (aura-core) — `schema() -> NodeSchema` declares inputs (kind +
lookback) and the single output kind; `eval(&mut self, Ctx) -> Option<Scalar>`
computes one cycle's output (`None` = filter / not-yet-warmed-up). `&mut self`
so a node may keep its own derived state.
- `Ctx<'a>` (aura-core) — a `Copy` borrow-wrapper handing `eval` zero-copy,
financial-indexed `Window`s per input (`ctx.f64_in(i)[k]`, index 0 = newest).
A kind mismatch panics ("engine bug") — wiring guarantees the kind, so a
mismatch can only mean the wiring layer is broken; this keeps node-author code
clean (`w[k]`, not `w?[k]`).
- `AnyColumn::as_f64/as_i64/as_bool/as_ts` (aura-core) — the read-side mirror of
the existing `as_*_mut`, the mechanism `Ctx` uses to get a typed window from a
type-erased edge. Closes the read-side gap the cycle-0001 audit recorded.
- `Sma` (aura-std) — the skeleton's first real block: a producer node computing
the moving mean of one f64 input, emitting `None` until warmed up. Authored in
a downstream crate (proving aura-core's contract is usable across the crate
boundary) and driven by a hand-written test that mimics exactly what the sim
loop will later generalize: push fresh input, eval, collect.
Deliberately deferred (spec 0002 "Out of scope", recorded as decisions): the
firing policies (C6 — InputSpec carries no firing field yet), the sim loop (C4)
and freshness gating (C5), schema-level tunable params (C12/C19), and the
no-output sink refinement (C8 consumer side).
Gates green: cargo build/test (20: 18 aura-core + 2 aura-std)/clippy -D warnings
all clean; surface-purity grep (no dyn-Any / Rc / RefCell) clean.
refs walking-skeleton
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Brummel
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1467fcd30f |
docs: brokers are consumer nodes (C10), several attachable for comparable curves
Correct the broker mechanism: a broker is an ordinary downstream consumer node (C8/C9), not an external plugin/subsystem. It consumes the position-event stream + price streams and emits an equity stream; several brokers (e.g. sim-optimal pip + realistic currency) can be attached to the same position table at once, yielding directly comparable equity curves. Updates C10, CLAUDE.md invariant 7, aura-engine/aura-std crate docs, and the day-in-the-life doc. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> |
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Brummel
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b99912ca59 |
docs+scaffold: engine/project split (C16-C18), aura-std, usage doc
Refine the structure per interview: aura is the reusable engine, research projects are separate external repos depending on it (C16). Add aura-std (universal standard-node tier) to the workspace; remove nodes/ from the engine (project concept). Record authoring-surface = Claude Code + skills pipeline, no embedded coding-LLM (C17), and project management = one-repo-one-project + Aura-native run registry (C18). Add CLAUDE.md invariants 9-10, code_roots -> [crates], and docs/project-layout.md documenting the day-in-the-life and project repo layout. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> |