Commit Graph

3 Commits

Author SHA1 Message Date
claude a56ab7859d refactor: cut the engine's backtest-metrics edge via RunReport<M>
C28 phase 2 (Stratification); realizes item 1 of the deferred #147. The
engine's production surface no longer names a backtest-metric type:

- RunReport becomes generic over its metric payload M; sweep/mc/walkforward/
  blueprint thread the parameter (SweepPoint<M>, SweepFamily<M>, WindowRun<M>,
  WalkForwardResult<M>). RunManifest stays concrete and engine-owned (its
  selection: Option<FamilySelection> embeds the foundation-grade analysis type).
- summarize and the MC assembly (McDraw/McFamily/McAggregate/RBootstrap/
  r_bootstrap/monte_carlo) move to aura-backtest - McAggregate::from_draws reads
  RunMetrics fields by name, so generifying it is the phase-6 metric-vocabulary
  abstraction (#147 item 2), still deferred; wholesale relocation is the honest
  cut. The concrete instantiation lives in aura-backtest as
  `type RunReport = aura_engine::RunReport<RunMetrics>` + sibling aliases.
- the statistics kernel (MetricStats/quantile/resample_block/SplitMix64) moves
  to the aura-analysis foundation; the engine re-imports it (inner->foundation,
  legal) and re-exports it so existing consumers stay source-compatible.

Dependency inversion in one commit: aura-engine drops aura-backtest from
[dependencies] (back to dev-deps for its SimBroker/RunMetrics test fixtures);
aura-backtest gains aura-engine. Cycle-free for lib targets - the cycle closes
only through the engine's dev-dep edge, the pattern aura-vocabulary already
uses. aura-backtest reaches the kernel transitively through the engine
re-export, so no aura-backtest -> aura-analysis edge exists (the C28 ladder
permits backtest -> {core, engine} only). run_indexed / SplitMix64::next_f64
widened pub(crate) -> pub for cross-crate use.

Consumers (registry/campaign/cli/composites/ingest/bench) rewired by import
path only, no call-site logic changed. The c28_layering structural test extends
to the full ladder: aura-analysis (no aura-* deps), aura-engine ⊆ {core,
analysis}, aura-backtest ⊆ {core, engine}.

Behaviour-preserving: 1448/0 tests, clippy -D warnings clean, serde shapes
byte-identical (C18 - RunReport<M> keeps field order manifest,metrics; the
CLI pre-serialized-splice contract unchanged), moved code traceable via git
rename detection. Cycle-introduced broken intra-doc links fixed.

closes #292
2026-07-20 13:25:07 +02:00
claude 94aaa4cde8 refactor: split aura-analysis into statistics and backtest metrics
C28 phase 5 (Stratification): the backtest reductions - RunMetrics, RMetrics,
summarize_r, r_metrics_from_rs, and the position-event table - move verbatim
into aura-backtest::metrics, beside the position_management producer whose
record layout they read (the r_col/cost_col lockstep contract is now
intra-crate; its stale "aura-std" comment corrected). aura-analysis is reduced
to the domain-free half: the multiple-comparison hurdle math (inv_norm_cdf,
expected_max_of_normals) and the selection-provenance types
(FamilySelection/SelectionMode - kept beside the statistics so
RunManifest.selection embeds a foundation-grade type), [dependencies] = serde
only.

The engine re-export surface is name-unchanged (report.rs re-imports from both
crates), so no indirect consumer needed a source edit; aura-backtest moves from
aura-engine's dev-dependencies into [dependencies] as a commented TRANSIENT
widening of the C28 violation, removed by the phase-2 edge cut on this branch.
The campaign drift guard imports its pinned types from their new source
crates. Behaviour-preserving: 1448/0 tests, clippy -D warnings clean, serde
shapes byte-identical (C18), moved code traceable via git copy detection.

closes #291
2026-07-20 12:23:17 +02:00
claude 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
2026-07-19 20:28:20 +02:00