Milestone-close gate for "Inferential validation (defend against false
discovery at sweep scale)". Downstream-consumer exercise from the public
interface only (CLI --help, ledger, glossary, examples — never the source).
All four end-to-end scenarios PASS — the milestone delivers its promise:
trials-deflation (#144), plateau-over-peak (#145), and cross-instrument
generalization (#146) all reach the output and read sensibly, and the
composed "is this edge real or overfit?" verdict is honest (scenario 4: a
GER40 in-sample winner sqn 0.994 does NOT generalize — worst_case -0.149 on
EURUSD, sign_agreement 2/3 → instrument-specific / likely overfit).
Milestone status roll-up: bugs_found — NOT green, so the milestone is NOT yet
closeable (the green roll-up is the functional leg of the close gate). Findings:
- [bug] a family-emitting command piped into an early-closing reader
(`aura sweep|walkforward|mc|runs family … | head`) panics "Broken pipe
(os error 32)" on stdout (exit 101 under pipefail) instead of exiting
cleanly on EPIPE. Pre-existing (not a #146 regression — reproduced on
`aura sweep | head -1`); surfaced by the milestone commands. -> debug (RED-first).
- [friction] two generalize refusals (single --real symbol; multi-value
candidate flag) dump bare usage with no reason. -> tidy iteration.
- [friction] the --select plateau objective is absent from `aura --help`. -> tidy.
- [spec_gap] sweep vs generalize recompute the same member's sqn with a stable
1-ULP difference; the ledger's C1 / "recomputable" is silent on cross-command
metric agreement. -> ratify (ledger note).
- [spec_gap] the milestone vocabulary (deflated_score / overfit_probability /
worst_case / sign_agreement) is absent from docs/glossary.md. -> docwriter.
Artefacts: docs/specs/fieldtest-milestone-inferential-validation.md +
fieldtests/milestone-inferential-validation/ (README + 4 scenario scripts).
The existing fieldtests/ tree was untouched.
refs #146
Architect drift review (d50a482..feat): drift_found — documentation only,
NO contract violation. C1/C9/C10/C23 verified preserved against the diff:
`generalization` is a pure deterministic fold (registry-side, C9; R-only,
C10); the sole `instrument = Some` production site is `run_generalize`, every
other manifest constructor threads `None` + `skip_serializing_if`, so
sweep/mc/walkforward/standalone manifest bytes are byte-identical (C23); the
compat read-mirror was threaded in lockstep.
Drift fixed in this commit (ledger sync, docs/design/INDEX.md):
- The inferential-honesty thread read "now two of three pieces built" / "#146
remains the last open piece" — false now that #146 landed. Updated to record
the inferential half as structurally complete (all three built, cycle 0078)
+ the #146 realization, including the aggregator/validator-vs-selector
distinction (#146 is a recomputable aggregate, not a FamilySelection
annotation).
- C18 realization block: added the cycle-0078 note — the comparison axis (C12)
realized as FamilyKind::CrossInstrument + the first-class RunManifest.instrument
lineage field.
Regression: no regression scripts configured (project facts name only
Build/Test/Lint/Doc); architect is the gate. cargo test --workspace green
(0 failed) and cargo clippy --workspace --all-targets -D warnings clean,
orchestrator-verified.
Ephemera removed per the project lifecycle convention: docs/specs/0078-* and
docs/plans/0078-* (git rm). Durable rationale lifted to the ledger above.
refs #146
Three tasks for #146: (1) RunManifest.instrument serde-widened field +
compat-mirror lockstep + thread all in-workspace literals + back-compat tests;
(2) aura-registry FamilyKind::CrossInstrument + the R-only generalization
reduction (worst-case floor + sign-agreement + breakdown) + check_r_metric +
two RegistryError variants; (3) aura-cli generalize subcommand (single-cell
stage1-r candidate x instrument list), data-free arity/metric refusals, a
gated-skip cross-instrument E2E.
fieldtests/ confirmed outside the workspace compile set; FamilyKind has no
exhaustive match (serde-derive); only RegistryError's Display match is a gate.
refs #146
Last piece of the Inferential-validation milestone (#146): grade how
consistently a brought candidate holds across a set of instruments.
Aggregator/validator, not a third selector (user-ratified "mach es so",
decision + derivations minuted on #146): a new `aura generalize` subcommand
runs a single candidate (single-cell stage1-r grid) across an instrument list,
collects per-instrument R-metrics, and reduces them to a worst-case floor
(min over instruments) + a sign-agreement count + the per-instrument breakdown.
R-only (C10 — R is the only cross-instrument-comparable unit); the worst-case
min is the cross-instrument sibling of PlateauMode::Worst and satisfies the
non-domination constraint by construction. New FamilyKind::CrossInstrument (C12)
+ a first-class RunManifest.instrument lineage field (serde-widened, C14/C18);
the reduction lives registry-side beside optimize_deflated/optimize_plateau (C9).
Additive — existing sweep/walkforward/mc paths stay byte-identical (C23).
grounding-check PASS: all 9 current-behaviour assumptions ratified by green tests.
refs #146
Architect drift review over 9c6b9c7..cb32658 returned drift_found (3 items);
all resolved here. What holds (architect): C23 default-argmax byte-identical,
C9 separation (selector in aura-registry, walk_forward selection-agnostic),
C1/C2 (plateau pure/deterministic/in-sample), one higher_is_better direction
source.
Resolutions:
- [medium] Backfilled the pre-0077 FamilySelection legacy-load fixture
(report.rs family_selection_loads_a_pre_0077_legacy_line). The feat commit
and the struct doc-comment claimed "a legacy line still loads (C14/C18)" as
landed, but no test pinned the field-level mapping: bare deflation scalars ->
Some(...), absent plateau keys -> None. families.jsonl/runs.jsonl are
append-only, so a winner stamped pre-0077 must read back; now pinned.
- [low] Synced the ledger's inferential-validation open thread
(docs/design/INDEX.md): #145 plateau-over-peak landed (cycle 0077), selection
is now a pluggable objective (bare argmax -> trials-deflated -> plateau) on
the manifest carrier; only #146 (cross-instrument generalization) remains of
the milestone's three pieces.
- [medium-high] Removed the cycle ephemera (git rm docs/specs/0077-*,
docs/plans/0077-*) per the cycle-close convention.
Regression: full workspace suite green and clippy --all-targets -D warnings
clean (verified at feat-review time). No baseline scripts configured; the test
+ clippy gates are the regression gate. Cycle 0077 tidy (clean) — drift-clean,
not a milestone close (the milestone fieldtest is a separate deliberate gate).
Executable plan for cycle 0077 (#145), decomposed into 5 tasks with the
compile-gates sequenced:
1. Reshape FamilySelection/SelectionMode across 3 crates (mechanical,
byte-preserving): deflation fields -> Option, add PlateauMean/PlateauWorst
+ neighbourhood_score/n_neighbours; thread optimize_deflated + all tests +
the runs_family display (argmax bytes unchanged).
2. GridSpace::axis_lens() + SweepBinder::sweep_with_lattice (sweep delegates,
every existing .sweep() caller byte-unchanged).
3. optimize_plateau + PlateauMode + closed_neighbourhood (mixed-radix grid
neighbourhood, argmax of the smoothed surface) + a higher_is_better refactor
so direction lives in one place.
4. CLI --select parse + Selection threading + sweep-entry Option<lattice>
tuples + select_winner (the RandomSpace-refuse guard) + walkforward_family
dispatch; all signature-change callers threaded before the build gate.
5. runs-family plateau E2E golden.
Two plan-time forks were derived and recorded on #145 (comment 1974): the
lattice surfaces at the engine terminal (only the post-resolve_axes GridSpace
holds param_space order), and the RandomSpace-refuse is a structural guard
unit-tested at select_winner (walkforward has no --random producer to E2E).
refs #145
Second cycle of the inferential-validation milestone. Adds an opt-in plateau
selection objective: optimize_plateau beside optimize/optimize_deflated scores
each grid member by the mean/worst of its grid-neighbourhood metric and argmaxes
the smoothed surface (mixed-radix neighbours over GridSpace axis_lens, passed as
an argument not a SweepFamily field). Strictly opt-in via --select
<argmax|plateau:mean|plateau:worst>, default argmax (C23 byte-preserving).
Reconciles the shared RunManifest.selection carrier with #144's landed reality:
the selection RULE (argmax vs plateau) and the deflation ANNOTATION are orthogonal,
so FamilySelection is extended — deflation fields become Option, SelectionMode gains
PlateauMean/PlateauWorst (the reserved slot), and neighbourhood_score/n_neighbours
are added. A small wire change to the one-cycle-old type; legacy lines still load.
RandomSpace plateau refused (exit 2 — no lattice); kNN deferred.
Grounding-check PASS (12 assumptions ratified). refs #145
Architect drift review (c192dfd..a295905): drift_found, medium/low only — no
ledger or hot-path contract crossed. C23-additive, C1-deterministic, C14/C18
back-compat all verified green (full workspace suite + clippy). No regression
scripts configured (test+clippy are the gate).
Resolution:
- [medium] three spec-promised optimize_deflated tests were missing (the
centring control, the all-noise high-p companion, the C2 IS-only read) — the
centring was unprotected ("removing it would pass every test"). Plus an
unguarded dispersion-floor sign assumption. FIXED in 0076.tidy (ecc9541).
- [low, RATIFY] the ledger's "Open architectural threads" inferential entry was
stale on one fact (it described optimize as having no trials penalty). Synced:
it now records that #144's trials-deflation landed this cycle (additive
optimize_deflated, winner unchanged — C23; optimize/rank_by stay bare argmax),
that #139's per-candidate OOS bootstrap landed in 0075, and that #145/#146
remain open. This ratifies the cycle-0076 intent; the gap description is
preserved for the still-open default-ranker path.
Deferred (spec 0076 Out of scope, not drift): n_eff effective-trials advisory,
reload-time recompute of the R-arm statistic, deflated-score re-ranking, CLI
flags for the resampling config.
Ephemeral spec + plan (docs/specs/0076-*, docs/plans/0076-*) removed per the
cycle-close convention. refs #144
First cycle of the inferential-validation milestone. Adds optimize_deflated
beside optimize: an additive selection-provenance record (deflated score +
overfit probability) stamped on the OOS winner's manifest, never re-ranking
(C23). R arm = centred moving-block reality-check reusing the r_bootstrap
kernel; total_pips arm = expected-max-of-K dispersion floor. Shared
RunManifest.selection carrier with a SelectionMode::Plateau slot reserved
for #145.
refs #144
Architect drift review (c99e7b8..2e77ab1) against the design ledger +
CLAUDE.md invariants: drift-clean, debt only — no contract or spec
violation. Verified intact: C18 wire shape (trade_rs is #[serde(skip)] +
excluded from the hand-written PartialEq; runs.jsonl/families.jsonl bytes
and digests unmoved; mc_r_bootstrap is a printed line, never a record),
C1 determinism (seeded r_bootstrap + disjoint walkforward windows, both
pinned by byte-identical-rerun e2e tests), C7 frictionless Stage-1
(round_trip_cost stays 0.0), C8/C12 streaming reduction (IS sweep folds
O(trades)/member, OOS run non-reduce). The verbatim summarize_r /
r_metrics_from_rs float duplication is guarded by the cross-reducer
equality test — sound.
Tidy applied this close:
- doc-link drift: the new E[R] notation in r_bootstrap / RBootstrap /
run_mc_r_bootstrap doc-comments was parsed by rustdoc as an intra-doc
link `[R]` (4 warnings). Wrapped in backticks; doc build now clean.
- coverage micro-gap [low, architect]: added a tripwire asserting a
populated trade_rs is absent from the serialized JSON (the serde(skip)
C18-preservation property had no direct test — only Vec::new() was
serialized before).
Carry-on (benign debt, not fixed): the mc usage literal carries a `usage:`
prefix the sibling sweep/walkforward usages omit — required because the
new `["mc", rest @ ..]` arm now handles the `--real` rejection and the
preserved golden asserts stderr.contains("usage"); churning the golden to
drop the prefix is not worth it.
Removed the cycle's ephemeral spec + plans (docs/specs/0075,
docs/plans/0075, docs/plans/0076) per the lifecycle rule.
Verified: cargo test --workspace 610 passed / 0 failed, clippy -D warnings
clean, cargo doc --no-deps clean.
closes#139
Family-selection across a sweep has no false-discovery control (no
trials-deflation, plateau-over-peak, or cross-instrument generalization);
recorded as the World's third unbuilt half. refs #144#145#146#139
Iteration 2 of cycle 0075: the engine primitive r_bootstrap (moving-block
bootstrap over a flat R series, reusing MetricStats/SplitMix64); the CLI
parse_mc_args/McArgs split (synthetic seed-resweep preserved byte-for-byte;
the --strategy stage1-r real-R path reuses iter-1's walkforward_family +
RMetrics.trade_rs); run_mc_r_bootstrap prints one mc_r_bootstrap line. The
mc real-R path accepts only --strategy stage1-r, so a bare --real stays a
usage error (mc_rejects_real_flag_with_usage_exit_2 preserved).
refs #139
Make the World layer's two OOS validation verbs candidate-aware and
R-reporting instead of locked to the SMA sample blueprint:
- aura walkforward --strategy stage1-r --real <SYM>: roll IS->OOS, sweep
the stage1-r grid in-sample, pick by an R metric, run OOS, report
per-window + across-window-pooled OOS R-metrics.
- aura mc --strategy stage1-r --real <SYM>: moving-block bootstrap of the
pooled OOS per-trade R series -> E[R] distribution / CI.
Frictionless Stage-1 R (costs are Stage-2). Bare walkforward/mc paths and
their goldens preserved byte-for-byte. Grounding-check PASS; signed under
/boss (design forks recorded on the reference issue).
refs #139
Architect audit: drift-clean. The ledger and source now point at the recorded
geometry sidecar; no live reference to the removed authored floor survives in
code or any live contract. Refuse-don't-guess preserved.
Recorded debt (non-blocking, accepted):
- fieldtests/milestone-runway references the removed instrument_spec; a frozen
non-workspace snapshot, left untouched per the tracked-fieldtests convention.
- cli_run.rs test fn names retain unspecced/vetted vocabulary (plan prescribed
substring-only edits); cosmetic.
#124 stays open for the deferred override/floor tiers the Stage-2 broker needs.
Drops the ephemeral cycle spec + plan (rationale lifted to the ledger).
The data-server now ships per-symbol geometry sidecars, so aura no longer
hard-codes instrument geometry. A consumption grep showed production reads
exactly one `InstrumentSpec` field — `pip_size` — at the real-data path; the
other eight (incl. `instrument_id`) were constructed but never read.
- aura-cli resolves the real-path pip from the recorded sidecar
(`instrument_geometry` -> `InstrumentGeometry.pip_size`), refusing (exit 2)
on absent geometry. The authored table no longer gates: any symbol with a
sidecar + bars now runs (new test: USDJPY, never vetted, resolves its JPY
pip 0.01 from the sidecar).
- Removed the redundant authored floor: `InstrumentSpec`, `instrument_spec`,
`VETTED_SYMBOLS`, and the table-only tests. The `InstrumentGeometry` seam
(the surviving pip source) and its nameability guard are kept.
- `instrument_id` (the "find out"): no production consumer. The position-event
table's `instrument_id` is a decoupled caller parameter; the engine never
imports an instrument spec. Dropped with the struct.
- The example `pip_size_of` is re-sourced to the sidecar; the pure-structural
blueprint tests use a literal pip to stay archive-independent.
Speculative deploy-grade fields and the #124 override/floor tiers are deferred
to the Stage-2 broker that will consume them, read from the sidecar geometry
then. Ledger (C8/C15/#22/#106) updated; #124 collapses to "recorded sidecar
geometry -> refuse" in the meantime.
Verified: cargo test --workspace (all green), clippy -D warnings clean, cargo
doc clean, with the local archive present so the sidecar paths run.
refs #124
Resolve the real-path pip from the data-server geometry sidecar
(instrument_geometry) and remove the redundant authored floor
(InstrumentSpec / instrument_spec / VETTED_SYMBOLS) plus its table-only
tests. Consumption grep: only pip_size is read in production;
InstrumentSpec.instrument_id has no consumer (the position-event table's
id is a decoupled caller parameter). Speculative geometry fields are
deferred to the Stage-2 broker, read from the sidecar when needed.
Signed via grounding-check PASS (all assumptions tied to currently-green
tests, executed with the archive present). Decisions recorded on #124;
#140 closed as obsolete.
refs #124
Cycle-close audit: drift-clean on all load-bearing invariants (C7/C8/C15 hold; geometry stays non-scalar metadata, the Source seam still carries only (Timestamp, Scalar); scope boundary held — no resolver, quote_currency still &'static str, both #124's).
Tidy: completed the VETTED_SYMBOLS consolidation the feat commit over-claimed — migrated the two remaining inline vetted-symbol arrays in the crate-internal unit tests (instrument_spec_pip_value_matches_contract_times_pip, instrument_spec_ids_are_distinct) to the const, so #140 now extends one list.
Ledger: lifted this cycle's durable rationale into the C15 realization note (docs/design/INDEX.md) — the floor now carries tick_size/digits, and the recorded-metadata tier-2 source (instrument_geometry over symbol_meta -> neutral InstrumentGeometry, cross-checked against the authored floor) now exists at the ingestion edge; the tier-composing resolver remains #124.
Drop the ephemeral cycle spec + plan (docs/specs, docs/plans) per the lifecycle convention; durable rationale now in the ledger + the #143 thread.
refs #143
Three tasks at the aura-ingest edge: (1) re-export InstrumentGeometry + a thin instrument_geometry accessor over symbol_meta; (2) two additive InstrumentSpec fields tick_size/digits (compile-gated literal update); (3) a real-data cross-check of the authored floor vs provider geometry, iterating the vetted set.
refs #143
Consume data-server's neutral InstrumentGeometry at the aura-ingest edge to cross-check the hand-authored vetted InstrumentSpec floor (#113) against provider truth, and add the two deferred deploy-grade fields (tick_size, digits) the sidecars now supply.
Scope fork derived and recorded on #143: this cycle does NOT build #124's runtime resolver and does NOT change quote_currency's &'static str type (the geometry tier carries non-FX currency as String). Auto-signed autonomously under /boss on a grounding-check PASS (6/6 assumptions ratified); reply to the run to veto.
refs #143
The EWMA Bollinger-band mean-reversion fade is refuted: no cross-index
generalization (FRA40 leans positive, GER40 negative — two correlated indices
disagreeing in sign), no OOS-significant cell on either index, and its lone
IS-significant cell is consistent with multiple-testing noise (full verdict on
#137). The machinery (--strategy stage1-meanrev, the composed EWMA Bollinger
band, zero new nodes) is permanent and kept; only the per-cycle spec/plan are
dropped per the ephemeral-artifact lifecycle convention.
refs #137
A third price-only Stage-1 R candidate: an EWMA Bollinger-band mean-reversion
fade (price vs rolling mean +/- k*sigma, latched +-1, sign inverted vs breakout).
Composed entirely from existing aura-std primitives (the vol_stop sigma pattern)
-> zero new nodes. Screens the mean-reversion hypothesis under the same #137
lie-detector bar after the two trend candidates (momentum, breakout) were
refuted. Grounding-check PASS (9/9 load-bearing assumptions ratified).
refs #137
The Donchian channel-breakout Stage-1 R candidate is refuted: no cross-index
generalization, violent IS->OOS sign flips at long channels, no significant
positive cell (full verdict recorded on #137). The breakout machinery
(RollingMax / RollingMin nodes, --strategy stage1-breakout) is permanent and
kept; only the per-cycle spec/plan are dropped per the ephemeral-artifact
lifecycle convention.
refs #137
Implementation plan for the Donchian breakout candidate (parent spec
docs/specs/0071-stage1-breakout.md). Four dependency-ordered tasks: RollingMax and
RollingMin (monotonic-deque sliding extrema, mirroring the Sma/Delay node shape), a
C2-causality + ±1-latch composition test, and the CLI breakout strategy
(stage1_breakout_graph + manual-grid sweep family + --strategy/--channel wiring).
refs #137
Donchian channel-breakout as the next Stage-1 R research candidate, after the
SMA-momentum family was refuted (cross-index non-generalization + no within-symbol
significance; #137/#141). Swaps only the signal leg of stage1_r_graph:
close -> Delay(1) -> {RollingMax,RollingMin}(N) -> {Gt,Gt} -> {Latch,Latch} ->
Sub = bias in {-1,0,+1}; the vol-stop defines R unchanged (clean A/B vs momentum).
Two new aura-std nodes (RollingMax/RollingMin, monotonic-deque sliding extremum);
the +/-1 direction latch composes from two existing Latch nodes + Sub. New
--strategy stage1-breakout + --channel grid flag; the family iterates the grid
with fully-bound graphs (compile_with_params(&[]) + Harness::bootstrap), sidestepping
parameter-ganging. Delay(1) is the C2 causality guard (channel excludes current bar).
Grounding-check PASS: all 10 load-bearing assumptions ratified by named green tests.
Auto-signed under /boss (grounding-check PASS = the signature).
refs #137
Cycle 0070 (streaming sink reductions, #138) close. Durable rationale lifted to
the ledger: C8 now records the end-of-stream `finalize` lifecycle (the second node
phase beside `eval`), its `Harness::run` topo-order epilogue, and its C1/C7/C8
reconciliation — with the open `Recorder`->`Probe` / per-cycle-allocation question
(#77) cross-referenced, since `finalize` is the "non-channel exit" that issue's
accumulate-then-read option named as missing. The per-cycle spec and plan are
git-rm'd (ephemeral, valid only for their cycle).
Audit (architect) found no invariant breakage; noted debt, left as-is: the
two-mode `stage1_r_graph` (reduce vs raw sink wiring) rests on the CLI-seam
equivalence test rather than structural unification, and `SeriesReducer.last_ts`
carries the last *warm* cycle's ts (latent only if `--trace` ever folds).
refs #138
M3 fix for BLOCKER #138: an end-of-stream `finalize` lifecycle on sinks
lets reductions fold online into O(trades)+O(1) state, so full-history
stage1-r sweeps run in bounded memory per member instead of OOM-killing.
Grounding-check PASS; signed autonomously under /boss.
refs #138
Architect audit clean (no drift): the derive is the faithful C10 book
first-difference — Close uses the stored book volume (the actual book), never an
exposure delta (the exact inversion of the abandoned 0064 exposure-integral);
post-run reduction, no in-graph node (C14), positional type-erased Scalar reads
(C7), each event's event_ts is its own cycle (C2), the >1-event-per-instant
reversal case is why it is derived not per-eval (C8/C10); aura-engine -> aura-core
only (instrument_id a caller scalar, no InstrumentSpec import).
- Ledger C10: add a "Realization (cycle 0068, #115)" note — derive_position_events
as the first difference of the executed book, the post-reframe replacement for
the rolled-back 0064 derive; fixed-fractional / currency / equity-feedback
sizing and the realistic brokers stay #116.
- Remove the ephemeral spec + plan (cycle closed; rationale in the ledger + git
history).
Accepted low debt (architect [low]): the stop-then-same-cycle-reopen producer path
emits the same closed&&open shape as a bias-flip reversal and the derive handles it
correctly (it keys on closed/open/direction/size, not exit_reason; unit-covered via
the reversal test), but is not separately asserted end-to-end. Cosmetic; the derive
is producer-agnostic.
refs #115
Three tasks for spec 0068: (1) derive_position_events + r_col DIRECTION/SIZE
consts + crate-root re-export + report.rs unit tests (reversal, normal lifecycle,
short, window-end open, empty, monotonic position_id); (2) stage1_r_e2e.rs
lockstep-guard direction pin + an agreement E2E folding both summarize_r and
derive_position_events over one recorded ledger; (3) full workspace
build/test/clippy verification. Purely additive — no existing output touched.
refs #115
Derive the broker-independent position-event table (#114's PositionEvent rows)
from a completed PositionManagement run, as the first difference of the executed
book (deal = target - book - in_flight; in_flight = 0 for instant backtest
fills). A pure post-run reduction `derive_position_events(record, instrument_id)`
in aura-engine, sibling of summarize_r, reading the 14-column PM record
positionally; a reversal emits Close then the opposite open at one event_ts
(close first); a window-end open position emits its open with no synthetic Close.
Supersedes the rolled-back 0064 exposure-integral derive (abandoned per #117):
this derives from the executed book (the PM record), never from exposure deltas.
Stage-2 fixed-fractional / currency / equity-feedback sizing is out of scope
(#116 owns the equity->Sizer z^-1 register per C10).
Boss-signed: specify Step-5 grounding-check PASS (8/8 load-bearing assumptions
ratified by named green tests). Fork decisions recorded on #115.
refs #115
Architect audit clean (no drift, no debt): raw sqn verified bit-identical,
C18 serde back-compat + C4 SoA seam + C1 determinism + Part-B symmetry all hold.
- Ledger C10: add a "Realization (cycle 0067, #130 + #135)" note — SQN100 as
the turnover-robust opt-in rank key (raw sqn / default ranker byte-unchanged,
serde(default) for back-compat), and per-member --trace now symmetric across
all three sweep strategies via the shared persist_traces_r.
- Glossary: R-metrics list gains sqn_normalized; the SQN entry documents the
SQN100 variant (was "deferred #130").
- Remove the ephemeral spec + plan (cycle closed; rationale lives in the ledger
and git history).
refs #130, refs #135
5-task plan for the boss-signed spec docs/specs/0067-r-sweep-followups.md.
Task 1 adds RMetrics.sqn_normalized (+ SQN_CAP + summarize_r compute) and
threads all four RMetrics struct literals (compile-gate). Task 2 adds the
Metric::SqnNormalized rank key. Task 3 re-baselines the 0066 single-run
golden (the r: block gains the field). Task 4 wires --trace for the stage1-r
sweep (invert the refusal test → persist member dirs via persist_traces_r,
drop the run_sweep guard). Task 5 is the full-workspace gate.
Sequencing pins the golden re-pin and the unfiltered suite after Task 1.
refs #130, refs #135
Two settled, additive follow-ups to the cycle-0065/0066 R-sweep surface,
named together by the user under /boss. Signed on the grounding-check PASS
(9 load-bearing current-behaviour assumptions, each ratified by a named
green test).
Part A (refs #130) — n-normalized SQN (SQN100): a new opt-in ranking metric
sqn_normalized = (mean_R/stdev_R)·√(min(n,100)), turnover-robust across sweep
members with different trade counts. Additive RMetrics field (serde(default)
for C18 back-compat) + a new Metric::SqnNormalized rank key mirroring Sqn.
Raw sqn and the default ranker are unchanged; the 0066 single-run golden is
re-baselined (the r: block gains one field — intended, not drift).
Part B (refs #135) — wire --trace for the stage1-r sweep: stage1_r_sweep_family
honours --trace by persisting each member's equity/exposure/r_equity under
runs/traces/<n>/<member_key>/ via the existing persist_traces_r, mirroring
momentum_sweep_family; the interim refusal guard in run_sweep is dropped.
Makes --trace symmetric across all three sweep strategies.
Derived fork decisions logged on #130 and #135 (reconciliation comments).
Cycle 0066 (#133) closed. The close audit (architect) found the family ratified against C12 axis-2 (rank-by-metric over the C18 family store) and the C10 R framing, with one [high] gap (swept-member manifest omitted the fixed R-defining params) fixed forward in 499121e.
- Ledger: a C10 realization note records the durable rationale -- SQN as the single-number sweep objective, the signal-only grid (the stop defines R, so varying it breaks cross-member SQN comparability -- the SQN100 #130 motivation), the R-metric rank vocabulary, and the manifest-completeness fix.
- Glossary: new 'R metrics' and 'SQN' entries.
- The ephemeral spec + plan are removed; the ledger + git history are the durable record.
Follow-ups filed: #135 (per-member --trace for the stage1-r sweep). refs #133
Parent spec docs/specs/0066-r-sweep-rank.md (#133). Four tasks: golden characterization of the stage1-r single run (byte-preservation guard); extract stage1_r_graph helper (float fast/slow for the sweep, single run binds Some(2)/Some(4)); metric_cmp learns sqn/expectancy_r/net_expectancy_r (None sorts worst); stage1_r_sweep_family + --strategy stage1-r + rank-by-sqn integration test.
refs #133
Cycle 0066, reference issue #133. Settled design (deferred from 0065): make SQN
the single-number objective for ranking a Stage-1 sweep family by R signal
quality.
Two halves:
- aura-registry: metric_cmp learns sqn / expectancy_r / net_expectancy_r (all
higher-is-better, reaching into RunReport.metrics.r); a member with r:None sorts
to the worst position. No persistence change (the family store already carries r).
- aura-cli: --strategy stage1-r sweeps the stage1-r harness over a fast×slow signal
grid (stop & sizing fixed — risk_budget is R-invariant, bias.scale is sign-only
for flat-1R, both degenerate axes; the stop defines the R unit so varying it
breaks cross-member SQN comparability — see the #133 decision log). The stage1-r
topology is extracted into a shared helper so the single run keeps its identical
binding (output unchanged by construction) and only the sweep floats fast/slow.
Signed under /boss via the grounding-check PASS (the autonomous signature). The
first grounding pass BLOCKed a false claim that the stage1-r single-run output was
already byte-pinned; the spec was revised so a golden characterization test is
added against current HEAD before the refactor (verifying byte-preservation rather
than assuming it), and re-grounded to PASS.
refs #133#117
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
The --macd flag was a back-compat alias for --harness macd, added in cycle 0065
iter-3 while the uniform `--harness <name>` selector was introduced. With that
selector in place the alias is pure redundancy, so drop it: --harness <name> is
now the sole way to pick a built-in harness.
Removed from parse_run_args: the macd_flag accumulator, its match arm, and the
(harness, macd_flag) conflict resolution -- harness selection collapses to
`harness.unwrap_or(HarnessKind::Sma)`. Both usage strings drop `[--macd]`; the
parse_run_args doc and the parse_real_args note no longer cite the flag.
The MACD harness itself is untouched: run_macd, the macd() composite, and
`--harness macd` all stay. Tests updated -- the alias test becomes a positive
`--harness macd -> Macd` test plus an assertion that `--macd` is now rejected as
an unknown token; the "repeated --macd" edge is dropped (the flag is gone, and
repeated-flag strictness is still covered by --harness/--trace).
INDEX.md: the two realization notes that documented `--macd` as a live run form
updated (`aura run [--real ...]`; `run --harness macd`). The historical
graph-viewer retirement note and the frozen fieldtest capture are left as the
record of their time.
Verified: clippy --all-targets -D warnings clean; full suite 513 passed / 0
failed (assertions rewritten in place, no test count change); live smoke --
`aura run --harness macd` emits a RunReport, `aura run --macd` exits with the
updated usage.
The 'R-based signal quality (Stage 1)' milestone is complete and ratified
(iter-1/2/3 + the corrective primitives mini, the tiny-pip fix, the metric rename;
end-to-end fieldtest green). Closing the cycle:
- Milestone container + issues #119/#126/#127/#128/#129 closed on the tracker.
- The ephemeral per-cycle spec (0065) and plans (0065-0069) are git-rm'd per the
cycle-close convention; the durable rationale lives in the design ledger (the C10
cycle-0065 realization note) plus git history.
Follow-ons tracked: #130 (n-normalized SQN), #131 (CLI UX), #132 (harness polish),
#133 (R-sweep + rank-by-sqn), #134 (strategy-output param-namespace rename).
refs #117
The deferred rename of the strategy-output residue (the typed exposure_sign_flips
metric with serde back-compat, the registry rank vocab, the exposure_scale manifest
label, the .named("exposure") Bias instances), keeping SimBroker's pre-reframe
exposure concept and the on-disk exposure tap label (scope fork on #117).
refs #126#117
Architect drift review of cycle 0065 (Stage-1 R: the exposure->bias rename, the
stop-rule + vol_stop, PositionManagement's dense R-record, the Sizer, summarize_r,
the public RiskExecutor, and the CLI surface): code is drift-clean - C10 fidelity
holds (bias->stop->Sizer->PositionManagement, flat-1R feed-forward, R stop-defined
and size-invariant, guarded by the cross-crate layout lockstep test), C9/C23
acyclic, the --harness selector is a compile-time match (no runtime registry/DSL,
C17). The milestone fieldtest is green after the tiny-pip tolerance fix (2ee0d74).
Lifted to the ledger (docs/design/INDEX.md):
- A C10 realization note for cycle 0065 recording the built Stage-1 R layer (the
chain, the public RiskExecutor + StopRule axis, the CLI surface, the scale-robust
guard, the aura-engine->aura-std normal dep) and that Stage 2
(currency/compounding/realistic brokers) stays the deferred downstream layer.
- Amended the C10 contract's "pending Stage-1 implementation" line (it landed).
Fixed stale prose introduced by iter-3's dependency-tier change: report.rs and
position_management.rs comments cited "aura-std is only a dev-dependency" as the
rationale for the by-convention dense-record layout contract; iter-3 made it a
normal dependency, so that rationale was false. Reworded to the real,
dep-tier-independent reason - the record crosses the crate boundary as a
type-erased Scalar vector (C4 SoA), read positionally, guarded by stage1_r_e2e.rs.
Carry-on filed as follow-ons (not actioned): the exposure->bias rename tail (the
serde-stable exposure_sign_flips key + slot/param names - commented on #126, the
recommended next iteration); CLI UX friction (#131); stage1-r harness cosmetic
smells (#132); R-sweep families + rank-by-sqn (#133).
This is a drift-clean cycle-close audit, NOT a milestone-container close: the
ephemeral spec/plans stay (spec 0065's change (a) still scopes the deferred rename
tail) and the milestone close stays a deliberate act for the user.
cargo build/test --workspace green; clippy --workspace --all-targets -D warnings clean.
refs #117#126
Executable plan for iteration 3 of cycle 0065 - make the Stage-1 R layer
operable from the command line. Three tasks:
- Task 1: promote vol_stop + risk_executor + a StopRule axis from test
fixtures to public aura-engine composite-builders (aura-std moves to a
normal dep; the two fixtures rewired to call them; a Vol-backed RED test
added).
- Task 2: the stage1_r_blueprint dual-tap harness (one bias fanned into both
SimBroker and the RiskExecutor) + run_stage1_r folding summarize_r into
RunMetrics.r + persist_traces_r (a separate 3-tap helper that leaves the
seven pip callers byte-unchanged).
- Task 3: a parse_run_args tokenizer + --harness selector + run_dispatch,
replacing the run literal-slice arms; binary-driven selector / flag-
composition / r_equity-round-trip tests.
Recon: two plan-recon agents (aura-cli surface, aura-engine promotion).
Verified before handoff by a 3-critic adversarial pass (API-fidelity,
plan-discipline, behavioral-correctness): discipline and behavior SOUND, one
API fix applied (tempdir -> the existing temp_cwd helper, no tempfile dep).
refs #129#117
Amend the cycle-0065 spec with the "Iteration 3 - the CLI surface" design:
make the Stage-1 R layer operable from the command line (the research loop's
primary verb, ergonomic for Claude to drive), splitting the CLI/recording
surface out of the originally-lumped iter-2.
Design (forks derived under /boss, user-delegated "du entscheidest das Design",
recorded on #117):
- Promote vol_stop + risk_executor from test fixtures to public aura-engine
composite-builders; the embedded stop generalizes to a StopRule{Fixed,Vol}
enum (a C11 structural axis), vol_stop the volatility-defined default.
- aura run --harness <name>: a compile-time selector (sma|macd|stage1-r) over
Rust-authored built-ins - running, not wiring (C9/C17 intact: no runtime
registry, no DSL). Replaces the run literal-slice arms with a parse_run_args
tokenizer so --harness/--real/--trace compose orthogonally; --macd kept as an
alias.
- The stage1-r harness fans one bias into both SimBroker (pip) and the
RiskExecutor (R), so one RunReport carries both yardsticks honestly; the run
path folds summarize_r -> RunMetrics.r (additive, skip_serializing_if keeps
pip-only/legacy JSON byte-unchanged), round_trip_cost=0.0 (Stage-1 is
frictionless; a --cost knob is a follow-on).
- An r_equity tap (LinComb of cum_realized_r+unrealized_r) persists via an
extended persist_traces and renders through the existing aura chart --tap -
no new viewer code.
Scope line: "operable from the CLI" = run+inspect a Rust-authored harness (the
#109 (a) reading the contracts settle), not authoring topology in the CLI; the
broad #109 meta-level stays a separate future milestone. Deferred follow-ons:
R-sweep families + rank-by-sqn, rich R-record charting, the bias_sign_flips
metric rename (never carried out in iter-0; field is still exposure_sign_flips).
Verified before signing: grounding-check PASS (all substrate + post-patch
current-code claims ratified by green tests) - the autonomous /boss signature;
plus an advisory 5-lens spec-skeptic panel (criterion/invariants/scope SOUND;
ambiguity + plan-readiness BLOCKs resolved inline: the argv tokenizer, the
3-tap persist change, the round_trip_cost value, the dual-tap arg provenance),
re-grounded after the patch.
refs #129#117
Iteration-2 plan for cycle 0065 (Stage-1 R signal quality). Sub-splits the
spec's iteration 2: this plan is the node + metric layer; the CLI/recording
surface (#129) becomes a separate iteration 3.
Five tasks, sequenced so each signature change threads all its callers before
its build gate, and the two signature changes land before the composite that
consumes both:
1. PositionManagement gains a 4th `size` input (col 10, from the Sizer); R
stays size-INVARIANT (RED test pins it). Threads the PM unit tests + the
stage1_r_e2e direct-eval column setups.
2. Sizer node (aura-std): `size = risk_budget / stop_distance`, flat-1R; the
Stage-2 fixed-fractional seam slots in unchanged.
3. summarize_r enrichment: SQN, conviction terciles, net-of-cost; gains a
`round_trip_cost` param (reads dense cols 6/7/9). Threads report.rs + the
E2E callers and extends the cross-crate layout guard.
4. RunMetrics.r: Option<RMetrics> with serde(default, skip_serializing_if) for
legacy runs.jsonl back-compat. Threads every RunMetrics literal (report.rs,
aura-registry, aura-engine/mc).
5. RiskExecutor composite (aura-engine integration-test fixture, sibling of
vol_stop_composite): FixedStop -> Sizer -> PositionManagement behind open
bias+price roles, price fanned to both; bias produced in-graph (single
source, no stale-price two-cycle merge). Veto is a documented seam, not a
node. E2E equivalence + R-invariance under risk_budget.
refs #117
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
VolStop was a design error (a fused node justified by a missing primitive). A
node is a primitive only if not DAG-expressible from other primitives; a missing
primitive is added, not fused away. Adds Mul + Sqrt primitives, removes the fused
VolStop, expresses the vol stop as a composition (rolling EWMA stddev = k *
Sqrt(Ema(Mul(d,d), length))). Spec 0065 b gets a correction note; full record on #117.
refs #117#119
Brummel