Cycle 0009 (Walking skeleton milestone, issue #6): a post-run pure-function
reduction over the recorded pip-equity + exposure streams into summary metrics
(total pips, peak-to-trough drawdown, exposure sign-flip count) plus a
caller-supplied RunManifest (commit, params, data-window, seed, broker), paired
as RunReport with canonical hand-rolled zero-dep JSON (C14). Lives in a new
aura-engine report module; no engine/Harness/node-contract change.
The reduction is post-run, not a node (C8 caps a node at one record per eval
with no end-of-run eval); matches C18's manifest+metrics-per-run-from-day-one.
The `aura run` subcommand that prints the report is deferred to #8.
Grounding-check PASS (all load-bearing assumptions ratified by green tests /
authoritative sources). Spec-validation parse pass is a documented no-op (no
parser configured for the profile).
refs #6
First fieldtest of the sum combinators. A standalone downstream-consumer crate
(fieldtests/cycle-0008-sum-combinators/) path-depends on the engine crates and
exercises the post-0008 surface from the public interface only (rustdoc + ledger
+ glossary + project-layout, never crates/*/src).
Primary axis empirically met: the north-star two-signal combine move now uses the
shipped Add (Add::new() dropped in exactly where the 0007 fixture hand-authored
an Add2) — the 0007 boilerplate is retired, end to end through SimBroker to a
deterministic recorded pip curve.
Findings: 0 bugs, 1 friction, 2 spec_gaps, 3 working.
- working ×3: Add2 retired; LinComb weighted/variadic sums exact (<1e-12);
warm-up barrier + empty-weights panic as documented.
- spec_gap: Add/LinComb per-input firing policy (Firing::Any / mode-A as-of
join) absent from the public surface — same class as the 0007 SimBroker gap.
- spec_gap: a fired combinator emits one row per *cycle*, so a heterogeneous
same-timestamp multi-source trace can carry >1 row per timestamp (correct per
C4/C5, undocumented at this surface).
- friction: nested consumer crate still needs the empty [workspace] table
(carried from 0006/0007; #9 closed the docs half; folds into aura new).
Spec feeds the next plan as reference.
Ships the missing sum combinator(s) in aura-std so the north-star combine move
(C10) is expressible from shipped blocks. Two nodes: Add (parameterless two-input
f64 sum, companion to Sub) and LinComb { weights } (N-input weighted sum, weights
as tunable params + arity, C8/C12). Both withhold output until all inputs are
present (no implicit cold-leg 0.0).
Resolves the cycle-0007 fieldtest [friction]: the consumer had to hand-author a
project-local Add2 to combine two signals.
refs #11
First fieldtest of the signal-quality loop. A standalone downstream-consumer crate
(fieldtests/cycle-0007-signal-quality/) path-depends on the engine crates and
exercises the post-0007 surface from the public interface only (rustdoc + specs +
ledger + glossary, never crates/*/src):
1 single-signal quality backtest, end to end (SMA-cross -> Exposure -> SimBroker
-> Recorder pip curve)
2 Exposure clamp + sizing (hard ±1 saturation, sign preserved)
3 sim-optimal integration: short-on-falling pays positive pips; pip_size=2 curve
exactly halves pip_size=1
4 north-star combine-two-signals (two MA-cross spreads summed into one exposure)
Findings: 3 working (carry-on), 2 spec_gap, 2 friction.
- spec_gap: SimBroker firing policy + cold-exposure->0.0 warm-up emission shape
not on the public surface (only in the feat commit body).
- spec_gap: SimBroker input slot order (0=exposure, 1=price) only in C10 prose /
commit body; a swapped wiring is not caught at bootstrap (both f64).
- friction: the north-star "combine two signals" move needs a sum/LinComb
combinator aura-std does not ship (hand-authored Add2 in the fixture).
- friction: standalone consumer crate still needs the empty [workspace] table
(carried from cycle-0006; tracked as #9).
Spec at docs/specs/fieldtest-0007-signal-quality.md feeds the next plan.
refs #4#5
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
Cycle 0007 bundles Gitea #4 (exposure node) and #5 (sim-optimal broker) — the two
halves of the signal-quality loop, the realization of the C10 reframe. Ships two
aura-std nodes: Exposure { scale } (clamp(signal/scale, -1, +1)) and
SimBroker { pip_size } (causal prev_exposure * dprice / pip_size integration, no
look-ahead). Engine unchanged — pure node authoring on the frozen substrate.
grounding-check: PASS (all substrate assumptions ratified by green tests).
refs #4#5
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
First fieldtest of the project. A standalone downstream-consumer crate
(fieldtests/cycle-0006-substrate/) path-depends on the engine crates and
exercises the post-0006 substrate from the public interface only (rustdoc +
specs + ledger, never crates/ source):
1 custom recording node via the Node contract + Ctx::now()
2 fan-out/fan-in DAG, 3-arg bootstrap, run() -> ()
3 two interior streams recorded from one run (the cycle headline)
4 byte-identical recorded output across two runs (C1 determinism)
5 mis-wired recording edge rejected (KindMismatch) at bootstrap
Findings: 3 working (carry-on), 2 friction, 1 spec_gap.
- friction: a nested standalone consumer crate fights the workspace
resolver (needs an empty [workspace] table — Cargo's own hint).
- friction: recorder boilerplate is hand-rewritten per author (C9
deliberately ships no library sink).
- spec_gap: the public surface never states output: vec![] is THE sink
declaration, nor defines a Some return paired with empty output.
Spec at docs/specs/fieldtest-0006-substrate.md feeds the 0007 plan.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
A sink is a role, not a type: recording is an out-of-graph side effect a
node performs in eval, pushing to a destination it holds as a field. No
Sink type, no trait, no engine sink-awareness. The engine stays the
router for in-graph routing (edge table = graph-as-data); the node-side
push is the only out-of-graph escape, and that boundary is the
determinism boundary. A node may be producer and sink at once (C8 both).
Engine surface shrinks: Ctx gains now(); the observe index (field,
bounds check, per-cycle collection) is removed; bootstrap drops its 4th
param; run returns (). Recording streams are sparse and timestamped
(only fired cycles), replacing the dense Vec<Option<row>>.
Realization notes land on C8 and C22; no new contract.
refs #2
Cycle 0005 (BLOCKER, milestone walking-skeleton): generalize a node's output
from a single scalar to a record of base-scalar columns (K >= 1), with a scalar
being the degenerate K = 1 case. A node keeps exactly one output port; that
port's payload becomes an ordered list of named, typed base columns (a composite
stream, C7). This unblocks every multi-column producer the engine needs next --
OHLCV bars and, later, the C10 position-event table -- none of which can exist
while a node emits at most one column. This revises C8 and sharpens C7.
The load-bearing design call, made with the user: the eval output representation
under C7's "no per-event heap allocation". eval becomes
`-> Option<&[Scalar]>` -- the node fills a buffer it owns (sized once at
construction) and returns a borrowed K-field row; the engine copies it into one
reused scratch row (resolving the borrow, zero per-cycle alloc once warm) and
scatters each field to its out-edges. `None` still means filter/not-warmed.
Rejected alternatives, on substance: returning `Option<Vec<Scalar>>` allocates
per fire (violates C7's forbids); an inline fixed `[Scalar; N]` record bakes a
magic width cap; engine-owned output columns invert the eval model (write-into-out
+ a fired flag) and split "fired" from "produced" for an output-lookback benefit
we do not need (history is bound as an input, not read from a node's own past).
The borrowed row is the minimal faithful generalization of today's
`Some(Scalar)` push route, K-wide.
Binding stays field-wise only: `Edge` gains `from_field`; consuming a whole
record is N edges; no "bind whole record" mechanism. The K fields of one record
are co-fresh by construction (one eval, one timestamp), so C6 is untouched. The
record is structural bundling over the four base types (C7 intact) -- no fifth
scalar type, no dyn Any, no heterogeneous buffer.
Scope is the substrate only: the contract change, the Sma/Sub degenerate
migration, the engine from_field wiring, and a neutral OHLCV proof (a 5-field
bundler fed by five timestamp-aligned barrier sources + a downstream Sub binding
high - low field-wise, plus must-fail cases: from_field out of range -> BadIndex,
per-field kind mismatch -> KindMismatch). The C10 position table and broker nodes
are out of scope -- later cycles that consume this capability.
Self-review clean; grounding-check PASS (14 load-bearing "before"-state
assumptions ratified by named green tests; C6/C7/C8 match the ledger as written;
parse-every-block a documented no-op -- profile declares no spec_validation).
refs #1
refs walking-skeleton
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
Fourth walking-skeleton cycle: the reactive-semantics layer — both firing
policies (C6), the k-way ingestion merge (C3), the monotonic cycle_id clock
(C4), and freshness-gated recompute / sample-and-hold (C5). This is the first
point where the engine departs from RustAst rather than sharpening it.
Both rails ship together (user directive: "must sit right from the start"):
- A = fire-on-any-fresh + hold (as-of join);
- B = all-fresh barrier (synchronizing join), accumulating across cycles.
Per-input-group, mixable on one node. Encoded as Firing::{Any, Barrier(u8)} on
InputSpec (where C8 places firing); default Any keeps Sma/Sub unchanged.
Key design resolution (studied against RustAst src/ast/rtl/streams/): the
barrier token is the data *timestamp*, not cycle_id. RustAst's
last_cycle_per_input.all(== cycle_id) synchronizes one source's fan-out but
cannot synchronize independent sources — under C4 four same-timestamp sources
are four different cycle_ids, so the cycle_id barrier never fires for C6's own
OHLC example. Substituting timestamp is the minimal faithful generalization
(fires both the diamond rejoin and the multi-source bar). Mode A and the k-way
merge are both new (RustAst had neither).
Two read clocks, both load-bearing (resolves the 0003 audit's "0004 owns
cycle_id" with no write-only field): cycle_id is the freshness epoch (C5 reads
it via per-slot fresh_at == cycle_id); timestamp is the barrier token (C6 reads
it via last_ts == T). Sample-and-hold falls out of the existing push model — a
non-firing node pushes nothing, so consumers see the held value via window[0].
Scope (user-chosen): reactive semantics only — in-memory (timestamp, value)
sources; the merge is the permanent ingestion core, the Source trait (C11) +
data-server IO are a later orthogonal cycle. bootstrap/run/InputSpec signatures
change (the 0003 tests re-express on the multi-source API).
Headline test pair (identical sources, firing-only difference): A emits
[None,None,120,130,140,240] (holds); B emits [None,None,120,None,None,240]
(waits for timestamp coincidence). Plus determinism (C1), mixed A+B, the 0003
fan-out/join compat baseline, and the bootstrap rejections.
Grounding-check PASS: 10 load-bearing substrate assumptions ratified by green
tests; the spec's "before" shapes match disk exactly.
refs walking-skeleton
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
Third walking-skeleton cycle: aura-engine's first real content — a Sim that
runs a wired DAG of nodes deterministically, cycle by cycle. First point where
authored nodes execute against data, not just under a hand-fed Ctx.
Engine shape (contract-forced): a flat Vec<NodeBox> + an index edge table,
topologically ordered (Kahn), owned &mut by the loop — the flat, monomorphized
sharpening of RustAst's Rc<RefCell<dyn Observer>> push graph (C1/C7). Each node
owns its input columns (cycle-0002 shape), so Ctx is unchanged and the per-cycle
path allocates nothing. Wiring is by forwarding: a producer's eval output is
pushed into its consumers' input columns; a None forwards nothing (the seed of
sample-and-hold).
Bootstrap generalizes C7's "type check paid once at wiring" to the whole
topology: size input columns from each node's schema, kind-check every edge,
reject directed cycles (BootstrapError). A worked 2-input Sub node lands in
aura-std so the loop is proven on a real fan-out+join DAG
(source -> {SMA(2), SMA(4)} -> Sub -> observe), with a determinism assertion (C1).
Deliberately deferred (recorded as decisions): freshness gating / sample-and-hold
(C5 -> cycle 0004, only testable once a second source at a different rate exists);
the Source trait + data-server ingestion + k-way merge (C3/C11); the ergonomic
builder API (C19); the real sink + run registry (C18/C22); cross-sim parallelism.
Grounding-check PASS: all assumptions about the 0001 substrate and 0002 node
contract ratified by green tests; no phantom methods.
refs walking-skeleton
The second walking-skeleton cycle, on top of the 0001 streaming substrate:
the Node contract (C8) and its evaluation context.
Scope (one iteration):
- `Node` trait — `schema() -> NodeSchema` (inputs: kind + lookback; output
kind) + `eval(&mut self, Ctx) -> Option<Scalar>` (None = filter / not warmed).
- `Ctx` — a Copy borrow-wrapper handing eval zero-copy, financial-indexed
Windows per input (`ctx.f64_in(i)[k]`, index 0 = newest).
- Read-side `AnyColumn::as_f64/as_i64/as_bool/as_ts` — mirrors the existing
write-side `as_*_mut` and closes the cycle-0001 audit gap.
- `Sma` in aura-std — the worked producer node (the skeleton's first block),
driven by a hand-written test that mimics the future sim loop.
Deliberate deferrals (recorded as decisions, not gaps): the sim loop (C4),
freshness gating (C5), firing policies (C6, so InputSpec carries no firing
field yet), schema-level tunable params (C12/C19), and sinks / no-output
nodes (C8 consumer side). The hand-driven test stands in for the loop.
Grounding-check PASS: all load-bearing assumptions about the 0001 substrate
(Column/Window/AnyColumn/Scalar, financial indexing) ratified by green tests.
refs walking-skeleton
The first walking-skeleton cycle: the aura-core data substrate everything
streams through — the four scalar base types (Scalar/ScalarKind/Timestamp,
C7), the fixed-capacity financial-indexed SoA Column with its zero-copy
Window (C8), the type-erased AnyColumn edge with an edge-time kind check
(C7), and the per-column run_count freshness primitive (C5). Sharpens the
RustAst reference: no boxed Value, no VecDeque, no RefCell/Rc, no per-event
allocation. Node trait, Ctx, firing policies, and the sim loop are deferred
to subsequent cycles.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
Cargo workspace aura-core -> aura-engine -> aura-cli (bin `aura`) plus nodes/ for hot-reloadable cdylib node crates. Crate bodies are intentionally API-free; types arrive from the first spec. Adds the skills profile (.claude/dev-cycle-profile.yml), the project CLAUDE.md with the eight domain invariants, and the design-ledger skeleton.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
Brummel