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
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
Brummel