Cycle 0081 (cost-model graph, cycle 1) closes drift-clean against C10: the
architect review confirmed ConstantCost + the net-R seam realize the contract
at its floor (C9 cost node; net_r_equity a C8/C18 sink; R-pure; one home for
cost, subsuming the retired scalar round_trip_cost; pure feed-forward C1), and
the no-cost baseline is byte-identical (C18 golden held). Regression gate green
and unchanged: full workspace suite 0-fail, clippy --workspace --all-targets
-D warnings clean. No baseline moved -> no ratify.
Ledger sync (docs/design/INDEX.md): added the C10 cycle-0081 realization note
(ConstantCost node + net_r_equity seam shipped; scalar round_trip_cost retired;
run-path-scoped; later-cycle deferrals named).
Drift swept (cycle-adjacent + cheap one-liners):
- crates/aura-analysis/src/lib.rs net_expectancy_r doc: the removed in-fold
mechanic (mean(R - round_trip_cost/latched_dist)) -> the cost-stream fold.
- crates/aura-std/src/lib.rs module doc: "realistic broker profiles" (retired
by #116) -> the legacy SimBroker pip yardstick + cost-model nodes.
Backlogged (pre-existing, broader, predates this cycle): the
docs/project-layout.md backtest worked example is stale on #117 (exposure->bias)
and #116 (realistic broker); a proper rewrite is filed as #151, not folded here.
Architect-accepted: the #[allow(dead_code)] on r_col::ENTRY_PRICE/STOP_PRICE
(their production reader legitimately removed when summarize_r stopped recovering
latched_dist; still the layout contract + exercised by test fixtures).
Spec + plan ephemera removed (git rm docs/specs/0081, docs/plans/0081).
refs #148
Lands the first cycle of the "Cost-model graph (in R)" milestone: cost is
now a composable in-graph node, not a post-run scalar (C10).
- ConstantCost (aura-std): a flat round-trip cost per trade, emitted in R
as a 3-field record {cost_in_r, cum_cost_in_r, open_cost_in_r} isomorphic
to PositionManagement's R-triple. R-pure: cost_in_r = cost_per_trade /
|entry-stop|; notional cancels, no equity held.
- summarize_r folds the cost stream into net_expectancy_r, replacing its
scalar round_trip_cost (one home for cost, no double-count). Positional
co-temporal join; an empty stream is the gross-R baseline.
- net_r_equity tap (stage1_r_graph): LinComb(4) over [cum_realized_r,
unrealized_r, -cum_cost_in_r, -open_cost_in_r] -> Recorder, a sibling of
r_equity; --cost-per-trade on the run path wires the node + tap + fold.
- A no-cost run is byte-identical: no net_r_equity tap, net == gross, the
C18 golden unchanged.
Tests: exact-subsumption (the node-stream net == mean(r_i - cost_i) over
ALL trades incl. the window-end open one), the in-graph net_r_equity tap +
net < gross E2E, the no-cost golden held. Full suite green; clippy clean.
Implement-time decisions ratified (recorded on #148): the cost stream is
recorded 3-wide (the node's full output; summarize_r reads col 0/2, col 1
feeds the in-graph net curve) — resolving a 2-wide/3-wide inconsistency in
the plan's Step 3; Trade drops its `latched` field (cost now arrives in R),
so r_col ENTRY_PRICE/STOP_PRICE become #[allow(dead_code)] layout contract.
Scoped to the run path (non-reduce); sweep/walkforward/mc pass None — cost
on the reduce-mode sweep path and OOS-pooling cost are a deferred follow-up.
Known pre-existing concern (not this cycle): aura-std lib.rs module doc
still names "realistic broker profiles", retired by the C10 rework.
refs #148
The last trading-domain types still defined in aura-engine's report module —
the selection-provenance types FamilySelection and SelectionMode — move to
aura-analysis, finishing the #136 goal of getting the trading types out of the
engine. aura-analysis is the only non-cyclic home that removes them from the
engine: RunManifest.selection: Option<FamilySelection> needs the type and the
engine already depends on aura-analysis; aura-registry and aura-cli reach them
unchanged via aura-engine's re-export (report.rs pub-re-exports them, lib.rs
untouched). Their tests stay in report.rs (one round-trips through RunManifest,
which stays in the engine) and reach the types via the re-export.
Behaviour-preserving (C1): full suite 665/0 unchanged incl. the C18 goldens,
clippy clean, only report.rs and aura-analysis/src/lib.rs change.
Staying in the engine (trace-coupled, deferred to the World/C21 layer, not
#136): RunManifest, RunReport, summarize. The aura-registry Metric/metric_cmp
vocabulary stays in the registry by design — the registry is the trading
selection layer, not the domain-free engine (the deflation statistics branch on
metric identity, irreducibly domain). See the #136 thread for the rationale.
Architect drift review (3e8fd73..HEAD): the extraction is faithful and
behaviour-preserving — every moved symbol's definition left report.rs, 35 unit
tests relocated with their subject, aura-engine/src/lib.rs byte-unchanged, the
four downstream crates byte-unchanged. No code defect. Regression gate green:
cargo build/test --workspace = 665 passed / 0 failed (incl. the C18 cli_run
goldens and the registry legacy-line loads); clippy --workspace --all-targets
-D warnings clean.
Ledger sync (docs/design/INDEX.md) — pre-existing crate-topology drift the
extraction made visible:
- C10 notes (cycles 0063/0068) placed PositionAction / PositionEvent /
derive_position_events "in aura-engine beside RunMetrics / summarize_r";
cycle 0079 moved all of them to aura-analysis — corrected, with a forward
pointer to the new C16 note.
- C10 cycle-0065 note claimed "RiskExecutor ships as a public aura-engine
composite-builder" and "Composites live in aura-engine ... aura-engine ->
aura-std a normal dependency"; both stale — composites live in
aura-composites and aura-std is now an aura-engine [dev-dependencies] only.
Corrected.
- Added a C16 realization note recording the aura-analysis extraction as an
architecture fact: the engine<->domain seam, the current five non-node
workspace crates, and the deferred #136 generic-over-M tail.
serde_json moved from [dependencies] to [dev-dependencies] in aura-analysis
(architect debt item): the production types derive serde, but JSON rendering
lives in aura-engine's RunReport::to_json, so serde_json is test-only here and
must not enter the frozen artifact's library link (C16 frozen-artifact
scrutiny). Build + the 35 crate tests stay green after the move.
No baseline moved (the suite is the regression gate; it stayed green), so no
ratify statement. No spec/plan ephemera to drop (compiler-driven / agent-driven
cycle — no docs/specs or docs/plans files were created).
aura-engine is documented (C16) and named as the reusable, domain-agnostic
reactive SoA substrate, yet `report.rs` concentrated the trading-domain
analysis layer inside it. This cycle relocates the pure-domain leaf into a new
`aura-analysis` crate (deps: aura-core + serde only), erecting the
engine/domain seam before the Stage-2 broker milestone deposits more
currency/position-event code into the same module. Behaviour-preserving (C1):
the full workspace suite stays green unchanged (665 passed), including the C18
on-disk byte-identity goldens (cli_run, the registry legacy-line loads).
Moved to aura-analysis (bodies verbatim — no float expression re-associated):
RunMetrics, RMetrics (+ its hand-written PartialEq), the private r_col column
indices + SQN_CAP, summarize_r, r_metrics_from_rs, derive_position_events,
PositionAction (+ From/TryFrom<i64>), PositionEvent, and the deflation stats
helpers inv_norm_cdf / expected_max_of_normals. Their unit tests and private
helpers (r_row / r_row_full / pm_row) relocate with them — tests live with
their subject (the r_col helpers reach the private module directly, which a
re-export cannot bridge).
Stays in aura-engine for this cycle: the generic trace plumbing (ColumnarTrace,
join_on_ts, JoinedRow, f64_field), RunManifest, RunReport, and summarize (it
bridges recorded trace columns into RunMetrics, so it is trace-coupled). The
mis-placed orchestration types FamilySelection / SelectionMode also stay
(their relocation is entangled with the registry-vocabulary fork, deferred).
report.rs pub-re-exports the moved symbols, so aura-engine's lib.rs re-export
block and every `crate::report::X` / `aura_engine::X` consumer
(aura-registry, aura-cli, aura-composites, aura-ingest) compile byte-unchanged;
only the new crate, the workspace member list, aura-engine's Cargo.toml dep,
and report.rs itself change.
Deferred to later cycles (genuine design forks, route through specify when
reached): making RunReport generic over a metric type M and re-bounding
sweep/mc/walkforward; relocating the aura-registry Metric / metric_cmp / rank
vocabulary; relocating FamilySelection / SelectionMode. Fork decisions logged
on #136.
Brummel