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2 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
Brummel b91c89f964 feat(broker-foundation): InstrumentSpec deploy metadata + PositionEvent schema
The realistic-broker milestone's (C10 A-side) two foundation value types — no
broker, no derivation yet, fully tested.

#113 — InstrumentSpec gains six deploy-grade fields (instrument_id,
contract_size, pip_value_per_lot, min_lot, lot_step, quote_currency) and the
vetted table is populated for GER40/FRA40/EURUSD/GBPUSD/USDCAD. The struct stays
Copy (quote_currency is &'static str); the _ => None refuse-don't-guess arm is the
permanent floor. This is the milestone's permanent authored floor (recorded-metadata
tier is forward work, #124).

#114 — PositionAction { Buy, Sell, Close } (closed enum, serde-encoded as a bare
i64 0/1/2 via From/TryFrom) + PositionEvent in aura-engine beside RunMetrics,
faithful to the C10 column spec: event_ts, action, position_id, instrument_id,
unsigned volume; no open_ts; direction is the action (no signed-volume trick).
Re-exported from the crate root.

Derived fork decisions (recorded on #113): quote_currency &'static str; action as
ordinal i64; stable instrument_id + overridable vetted values.

Verified by the orchestrator: cargo test --workspace = 458 passed / 0 failed;
clippy --all-targets -D warnings clean. An adversarial 4-lens review (ledger
faithfulness, downstream soundness, serde/wire robustness, test honesty) returned
3 SOUND + 1 CONCERN: quote_currency &'static str cannot hold a runtime-sourced
currency at the #124 resolver — not a blocker (#115/#116 read only the authored
floor), logged on #124 as a deliberate deferred design choice. The implementer's
deviation from the plan snippet (vec![..] -> [..]) avoids clippy::useless_vec;
semantics identical.

Two tester-authored consumer-boundary E2E tests added beyond the inline units:
instrument_spec_deploy_metadata.rs (public resolution seam) and
position_event_table.rs (persisted bare-int wire shape + reversal table).

closes #113 #114
2026-06-22 19:51:17 +02:00