Commit Graph

162 Commits

Author SHA1 Message Date
Brummel e2e3a51c6c spec: 0098 CLI GNU/clig.dev compliance via clap adoption (boss-signed)
Replace the hand-rolled aura-cli argv parser with a clap derive parser:
scoped `aura <sub> --help`, `--version`/`-V`, a per-flag Options section, and
`--flag=value`/`--`/long-opt abbreviation for free. Two iterations — (1) clap
migration, behaviour-preserving on exit codes; (2) exit-code split (usage=2,
runtime=1). clap is admitted under the C16 per-case review (research-side CLI,
invariant 8 untouched).

Forks ratified by the user (clap over hand-rolled; GNU-compliance over the
machine-first reframe; exit-code Option A) and the three spec-time derived
decisions (dual-grammar clap mapping, parse-vs-runtime exit classification,
two-iteration split) are recorded on #175.

Boss-signed on grounding-check PASS (independent, fresh-context; 13
current-behaviour assumptions all ratified by named green tests).

refs #175
2026-07-01 17:34:08 +02:00
Brummel 780d823067 fieldtest: World/C21 milestone — 4 examples, 9 findings (functional promise holds)
Milestone-close validation of the World/C21 blueprint-data family surface, run
from the PUBLIC interface only (design ledger + op-script grammar; blueprints
authored as a consumer via `aura graph build`, no crates/ source read). Binary
built from 4710fcc.

The milestone's FUNCTIONAL PROMISE HOLDS (3 working findings): a consumer-authored
blueprint round-trips the whole verb family (graph build → list-axes → sweep →
rank → reproduce; walkforward → reproduce; mc → reproduce); all three FamilyKinds
(Sweep 4/4, MonteCarlo 5/5, WalkForward 3/3) reproduce bit-identically through the
one shared content-addressed store (the C18 core promise); list-axes→sweep→rank
composes and self-corrects.

Findings surfaced for follow-on (NOT fixed here — filed to the tracker): 2 bugs
(aura run on an open blueprint PANICS exit 101 instead of a clean exit-2 like mc;
closed→walkforward --axis prints the rejection twice), 2 friction (sweep-side
closed error terser than mc's exemplary message; mc reproduce lines omit the
seed), 2 spec-gaps (every open knob is mandatory on sweep but the docs frame
list-axes as a menu; the whole blueprint-data verb family is invisible from
`--help` / no README — empirically confirms #159). Detail per finding in the spec.

fieldtests/world-c21-milestone/ carries the op-scripts, authored blueprints,
captured outputs, and run_all.sh (regenerates the gitignored runs/ telemetry).

refs #170
2026-07-01 17:00:54 +02:00
Brummel 4710fccf32 audit(0097): cycle close — IS-refit walk-forward over a loaded blueprint; ledger refreshed (C24/C18); rm ephemeral spec/plan
cycle 0097 tidy (clean). Architect drift review over 485f3c8..HEAD: no code
drift, no debt. Regression: no dedicated script (architect is the sole gate);
its "What holds" is non-empty (design commitments confirmed against the diff):
- Inv. 8 / 9: the cycle touches only crates/aura-cli (main.rs + cli_run.rs +
  the ephemeral spec/plan); walk_forward/WindowRoller/FamilyKind::WalkForward/
  append_family/put_blueprint are read-only reuse, no engine/registry change.
- Inv. 1 / 2: blueprint_walkforward_family reuses the generic walk_forward roller
  (windows disjoint-parallel, across-sim); each IS-sweep/OOS-run sees only its
  window's windowed_sources; IS precedes OOS per window — no look-ahead.
- Reproduce lockstep: the reproduce_family_in WalkForward arm rebuilds each OOS
  slice from stored.manifest.window (before the _ => run_sources fallthrough that
  would rebuild the wrong full-window source); winner params via the shared
  manifest->cells recovery; pinned by the reproduces_bit_identically E2E.
- Structural mirror + panic-safety: one-substitution-deep twin of the hard-wired
  Stage1R arm (select_winner + walk_forward reused, metric sqn_normalized);
  run_blueprint_walkforward follows the content-addressed sibling pattern (no
  ensure_name_free); blueprint_sweep_over returns Result<_,BindError>, a bad axis
  is in-closure exit 2 (never a panic); run_oos_blueprint derives pip internally
  (7 args, no #[allow]).

Ledger: refreshed the C24 realization block (docs/design/INDEX.md) — replaced the
now-false "Walk-forward is deferred (#173, dep #169)" sentence with the "IS-refit
walk-forward shipped (cycle 0097)" note; and extended the C18 reproduction note —
reproduce now spans the third family kind (WalkForward), so all three FamilyKind
variants persist AND reproduce through the one shared topology_hash+put_blueprint
hook.

Milestone: the World/C21 blueprint-data family surface (run/sweep/mc/walkforward/
list-axes/reproduce) is coherent and complete per the architect review — no
structural gap. This audit proves drift-clean; a green end-to-end MILESTONE
FIELDTEST remains the deliberate gate to formally close the World/C21 milestone.
Ephemeral spec/plan git-rm'd per the lifecycle convention.

refs #173
2026-07-01 16:44:54 +02:00
Brummel 1e2ac82473 spec: 0097 IS-refit walk-forward over a loaded blueprint (boss-signed)
Add `aura walkforward <blueprint.json> --axis <name>=<csv> [--axis …]`: a true
in-sample-refit walk-forward over a loaded blueprint (Arm A, #173). Per IS
window it re-optimizes the blueprint's params over the user's --axis grid,
selects the winner by sqn_normalized, runs it out-of-sample, and aggregates the
per-window OOS reports into a FamilyKind::WalkForward family that is
content-addressed (put_blueprint) and aura-reproduce-aware. Closes the World/C21
milestone's last piece (the walk-forward half of #170).

Design (Arm A settled by the user; sub-forks derived and recorded on #173): the
loaded-blueprint WF mirrors the hard-wired stage1-r walk-forward arm one
substitution deep — the generic engine walk_forward driver + select_winner +
the 24/12/12 synthetic schedule are reused verbatim; only the per-window IS-sweep
and OOS-run source the loaded blueprint (wrap_stage1r via cycle-0096's
blueprint_axis_probe) over the user --axis grid. Persist + reproduce ship
together (coupled — a persisted family with no store hook is unreproducible, the
#170 hazard); the reproduce WalkForward branch reconstructs each OOS window's
windowed source + winner params from the member manifest, mirroring the 0095
MonteCarlo branch. Loaded members are reduce-mode (R-metrics, no raw pip curve),
so the WF is measured in R (oos_r), stitched pip-equity empty — consistent with
the C10 R-first yardstick.

Boss-signed on grounding-check PASS (independent, fresh-context; all 8
load-bearing current-behaviour assumptions ratified by named green tests —
incl. an empirically-confirmed one: a loaded-blueprint member carries and ranks
by sqn_normalized. One spec-internal tension flagged + fixed before sign).
Engine/registry untouched (invariants 1/2/8/9).

refs #173
2026-07-01 15:16:35 +02:00
Brummel 485f3c8c89 audit(0096): cycle close — axis discovery over a loaded blueprint; ledger refreshed (C24); rm ephemeral spec/plan
cycle 0096 tidy (clean). Architect drift review over ebebc24..HEAD: no drift,
no debt. Regression: no dedicated script (architect is the sole gate); its
"What holds" is non-empty (design commitments confirmed against the diff + a
green test run, not the commit body):
- Inv. 8 / 9: the cycle touches only crates/aura-cli (main.rs + cli_run.rs +
  the ephemeral spec/plan) — no engine/registry/blueprint.rs change; those are
  read-only callees.
- Inv. 1: --list-axes is a pure read-only probe (short-circuits before
  run_blueprint_sweep; builds the wrapped composite, reads param_space, prints
  — no run, no seed, no engine execution).
- Behaviour-preserving single-source: blueprint_axis_probe is token-identical to
  the two former inline probes; three copies (sweep/mc/list) collapse to one; the
  reload closures survive (topology_hash + per-member run); clippy -D warnings
  clean, no dead code; the subsumed tests
  (blueprint_sweep_member_equals_single_run_and_shares_topology_hash,
  blueprint_mc_family_rejects_an_open_blueprint) stayed green.
- The blueprint_axis_probe .expect is not a latent panic: the ["sweep",..] arm
  validates blueprint_from_json first (exit 2), pinned by the shipped
  aura_sweep_list_axes_rejects_malformed_blueprint E2E (no panic).

Ledger: refreshed the C24 realization block (docs/design/INDEX.md) — reclassified
the "axis-name discovery surface" from tracked debt to shipped (cycle 0096),
recording the single-sourced blueprint_axis_probe and the listed==swept-by-
construction property. Per-member trace-writing (#168) remains the one tracked
debt in that block.

Milestone World/C21 stays OPEN — the walk-forward half (#173, IS-refit, now
unblocked by this #169) remains. Ephemeral spec/plan git-rm'd per the lifecycle
convention.

refs #169
2026-07-01 14:59:36 +02:00
Brummel a78a0557f4 spec: 0096 discover a loaded blueprint's sweepable axes (boss-signed)
Add `aura sweep <blueprint.json> --list-axes`: a read-only query sub-mode
that lists a loaded blueprint's open sweepable knobs (one `<name>:<kind>`
per line, param_space() order), then exits. Closes the discovery gap #169
surfaced — today the only way to learn the axis names is to guess one and
read a MissingKnob/UnknownKnob error, and that error names only the
rejected knob, never the valid set. Prerequisite for #173 (IS-refit
walk-forward must know which axes to re-fit per in-sample window).

Derived surface decision (recorded on #169): the query lands on the SWEEP
verb, not `graph introspect`. The axis names `--axis` accepts are produced
by the sweep's own harness-wrapping — the loaded signal (name
"stage1_signal") is nested via wrap_stage1r as a BlueprintNode::Composite,
so collect_params prefixes the names (stage1_signal.fast.length), NOT the
raw param_space (fast.length; empirically: the bare name → UnknownKnob).
Only the sweep verb, which owns the wrapping, can print the names the user
will actually pass; a shared blueprint_axis_probe single-sources the probe
for both the sweep terminal and --list-axes, so listed == swept by
construction (and stays correct across #159's harness retirement).

Boss-signed on grounding-check PASS (independent, fresh-context; one BLOCK
raised + fixed: the malformed-sweep .expect panic-path is now pinned by a
this-cycle E2E over unknown_node.json, not an untested current-behaviour
claim). Engine/registry untouched (invariants 1/8/9).

refs #169
2026-07-01 14:17:14 +02:00
Brummel ebebc2401b audit(0095): cycle close — MC over a loaded blueprint; ledger refreshed (C18/C21); rm ephemeral spec/plan
Architect drift review (scope cec7811..HEAD, the sole gate — no regression
script) returned drift-clean with positive What-holds:
- invariants 8/9: the whole cycle is aura-cli (main.rs + cli_run.rs + ephemeral
  docs); nothing entered aura-engine/aura-registry; FamilyKind::MonteCarlo,
  monte_carlo, append_family, mc_member_reports are pre-existing seams reused.
- invariant 1 / C1: draws run disjoint-parallel via the engine monte_carlo seam
  (seed-input order, no within-sim concurrency); bit-identity proven by the
  reproduce round-trip (unit + E2E).
- the C1 lockstep is a single shared fn: synthetic_walk_sources (one fixed
  SyntheticSpec) is called by BOTH the persist path and the reproduce MonteCarlo
  branch; pip is lockstepped too (both pass DataSource::Synthetic).
- the sweep-sibling pattern matches: Result<McFamily,String> + boundary render.
- scope honesty: WF deferral (#173, dep #169) and synthetic-walk-DGP (#172) are
  named in the spec + feat body, not silent.

Carry-on debt (does NOT block close, filed forward, NOT new-this-cycle drift):
synthetic_walk_sources' len:60 is hand-calibrated to the shallow stage1 warm-up;
a deep-lookback closed blueprint warms poorly -> silent-vacuous draws with no
error, and the anti-degenerate test only exercises the shallow fixture. Folded
into #172 (real-data DGP retires the length calibration) per the architect's
recommendation, rather than a new thread.

Ledger refreshed: the C21 realization block now records the MC verb shipped
(cycle 0095) with WF deferred; the C18 reproduction block notes aura reproduce
now spans FamilyKind::MonteCarlo.

Verified green (orchestrator, this session): cargo build --workspace clean;
cargo clippy --workspace --all-targets -- -D warnings clean; cargo test
--workspace green. Cycle is drift-clean (not a milestone close — #170's WF half
remains, milestone stays open).

refs #170
2026-07-01 13:24:47 +02:00
Brummel 7116660fe8 spec: 0095 monte-carlo over a loaded blueprint (boss-signed)
The MC half of #170 (World/C21): aura mc <closed blueprint.json> --seeds N
builds a FamilyKind::MonteCarlo family from a loaded closed blueprint, each
seed drawing a distinct synthetic price walk (the mc_family pattern), sharing
one topology_hash, written once to the content-addressed store (the 0094 hook)
so aura reproduce re-derives it bit-identically.

Scope narrowed from #170's two verbs by two read-only review gates:
- spec-skeptic: a loaded-blueprint 'walkforward' with no in-sample refit under
  the verb name that hard-wired walkforward uses for real IS-optimization is a
  guarantee collision -> walk-forward deferred to #173 (deps #169 axis-discovery).
- grounding-check: there is no per-knob declared-default mechanism and the raw
  bind path panics on arity mismatch -> MC runs a CLOSED blueprint over the empty
  point (as aura run does), rejecting an open blueprint with a named error + exit 2.

Grounding-check PASS on the revised spec; decisions logged on #170.
refs #170
2026-07-01 11:53:05 +02:00
Brummel cec7811c32 audit(0094): cycle close — content-addressed reproduction; ledger refreshed, coverage closed; rm ephemeral spec/plan
Architect drift review (4751d4b..HEAD): drift_found — ledger-currency only; the
code is clean.

What holds (architect, confirmed by diff + green tests):
- Inv 8 / C9: aura-engine byte-untouched; content_id + sha2 in aura-cli, the
  store in aura-registry.
- Inv 9: Registry::{put,get}_blueprint is a dumb bytes-by-key store (opaque
  String keyed by String hash; no sha2, no parse, no sha256==hash verify — the
  caller owns the hash). No domain knowledge crept into the engine or registry.
- C1: the run_blueprint_member extraction is behaviour-preserving (keystone
  blueprint_sweep_member_equals_single_run_and_shares_topology_hash unchanged +
  green); serde_json/float_roundtrip serves determinism (disk==recomputed), not a
  mask (1-ULP canary green).
- C11/C12: one blueprint stored per family, keyed by the shared topology_hash.

Resolutions:
- [ledger] Refreshed C18 + C24: added the cycle-0094 Realization (the
  content-addressed store runs/blueprints/<hash>.json + aura reproduce), and
  retired the now-false "content-addressed identity / full reproduction deferred"
  claims (INDEX.md:1261, C24 deferred block). Only the structural-axis /
  whole-harness content-id (and the debug-name-in-id question) genuinely remains,
  filed forward (#171, #170).
- [debt->closed] Added the two untested refuse-don't-guess E2E arms
  (aura_reproduce_rejects_a_non_generated_family — a hard-wired sweep member has
  no topology_hash; aura_reproduce_rejects_a_missing_stored_blueprint — the store
  was deleted), and a cross-surface unit pin
  (topology_hash_is_the_content_id_of_the_canonical_form) so the two acc-1 paths
  cannot silently drift.
- [scaling] MC/walk-forward-from-blueprint (#170) will need the same put_blueprint
  hook or reproduce won't cover them — noted on #170.

No regression scripts in this project (Test is the gate): full workspace suite
green (51 suites), clippy -D warnings clean, binary verified end-to-end.

Ephemeral spec/plan git-rm'd per the lifecycle convention; durable rationale is in
the ledger. The World/C21 milestone stays open (#170 remains).

closes #158
2026-07-01 03:15:39 +02:00
Brummel 4b6bc52794 spec: 0094 content-addressed reproduction (boss-signed)
Restore C18 reproducibility for generated (blueprint-sweep) runs. Since cycle
0093 a sweep member's topology is a generated data value, so commit alone no
longer identifies the graph and the manifest is not a complete re-derivation
recipe (#158).

Design: content-address the topology. The canonical blueprint JSON is stored
once, keyed by the topology_hash the manifest already carries (cycle 0092),
under runs/blueprints/<hash>.json (a dumb bytes-by-key store in aura-registry,
no sha2 dep — the reproduce path's bit-identical compare is the integrity
check). `aura reproduce <family-id>` loads each member's blueprint by hash,
re-bootstraps with the member's params/window/seed, re-runs, and asserts the
metrics are bit-identical (C1). acc-1 (two paths -> same content id) via a
minimal `graph introspect --content-id`; acc-3 (Tier-1-stable id) composes the
#156 omit-defaults pin.

Derived forks (logged on #158): content-address (not carry-inline) — keeps the
manifest tiny (C18) and dedups one topology across a family (C11/C12); hash
domain = signal-only this cycle (the scaffolding is not yet blueprint-data,
C24), boundary documented, whole-harness id deferred (#156/#159).

Engine untouched (C9); store + hash off the frozen engine (invariant 8).
boss-signed on a grounding-check PASS (9/9 current-behaviour assumptions
ratified by green tests).

refs #158
2026-07-01 01:15:56 +02:00
Brummel 4751d4b590 audit(0093): cycle close — sweep-from-blueprint; ledger refreshed, debt filed; rm ephemeral spec/plan
Cycle-close drift review (architect) for cycle 0093 / #166 (aura sweep
<blueprint.json>). Drift-found on debt only; no contract violation.

What holds (architect, evidence of review): invariant 9 fail-clean (resolve_axes
runs before the sweep closure → named BindError UnknownKnob/MissingKnob/KindMismatch,
exit 2; UnknownNodeType on load; no registry); C1/C12/C18 shape verbatim from
stage1_r_sweep_family (members disjoint + enumeration-ordered; shared topology_hash
correct, consistent with the cycle-1 #158 signal-only scope; append_family/
sweep_member_reports reused); reload-per-member is sound (Composite !Clone, #164);
stdout uses family_member_line with family_id, run_sweep-consistent.

Resolved: ledger refreshed (C24 Status — the cycle-0093 realization: the World now
orchestrates FAMILIES from blueprint-data; the open-vs-bound fixture fact + the
reload-per-member rationale recorded). Drift filed forward: #168 (--trace writes no
per-member traces — silently like --name, debt-med), #169 (no axis-name discovery
for loaded sweeps, debt-low), #170 (MC/walk-forward over a loaded blueprint — the
next family-verb cycle, assigned to the milestone).

Ephemeral 0093 spec + plan git-rm'd per the lifecycle convention.

closes #166
2026-07-01 00:35:23 +02:00
Brummel 132dee2437 spec: 0093 sweep-from-blueprint (boss-signed)
Cycle 2 of the World/C21 milestone (#166): `aura sweep <blueprint.json> --axis
<name>=<csv>` sweeps a loaded signal over its named param-space axes, reusing the
existing stage1-r sweep machinery with the signal source swapped to cycle-1's
wrap_stage1r seam, aggregating to a FamilyKind::Sweep family; each member manifest
carries the shared topology_hash.

Derivable extension, not a fork (recon + grounding confirm): the sweep is by-name
param-space-driven (SweepBinder.axis / resolve_axes / bootstrap_with_cells), so a
loaded blueprint's param_space slots in; wrap_stage1r nests an arbitrary signal;
append_family is blueprint-agnostic. Scoped to sweep (the keystone family); MC /
walk-forward over a loaded blueprint are the same machinery per verb and follow as
a fast follow-on. Decisions recorded on #166.

Boss-signed on a grounding-check PASS: all six load-bearing current-behaviour
assumptions ratified by named green tests (wrap_stage1r arbitrary-signal nesting,
the by-name param-space sweep, stage1_r_sweep_family, append_family/FamilyKind::Sweep,
topology_hash, the .json-discriminator dispatch precedent).

refs #166
2026-06-30 22:55:57 +02:00
Brummel 327d71b1d4 audit(0092): cycle close — run-from-blueprint; ledger refreshed, drift filed; rm ephemeral spec/plan
Cycle-close drift review (architect) for cycle 0092 / #165 (aura run
<blueprint.json>). Drift-found on ledger currency only; the code is clean and
correct.

What holds (architect, evidence of review): the stage1_signal/wrap_stage1r split
is behaviour-preserving (golden metrics byte-unchanged; loaded_signal bit-identical
green; the STAGE1_R_SMA_* constants keep the hashed signal == the executed signal);
sha2 + the topology_hash helper live in aura-cli only, aura-engine stays sha2-free
(invariant 8 / C16); the resolver resolves the closed std_vocabulary set, unknown
type -> UnknownNodeType, no registry (invariant 9); topology_hash is a correct
Tier-1 optional and the RunManifest <-> RunManifestRead read-mirror both carry it.

Resolved: ledger refreshed (C24 Status — the cycle-0092 run-from-blueprint
realization + the topology_hash #158 anchor landing; #158 reframed from "premature"
to "field landed, full reproduction remains"). Drift filed forward: #167
(single-source the stage1-r suffix-remapping lockstep — debt-med), and a scope note
on #158 (the hash currently covers the signal only; a structural-variant content-id
is the #158/#166 concern). The spec's illustrative instrument:"GER40" example
(note-low) is moot — the ephemeral spec is removed here.

Ephemeral 0092 spec + 0092/0092b plans git-rm'd per the lifecycle convention.

closes #165
2026-06-30 22:45:01 +02:00
Brummel 29a519dbf6 spec: 0092 run-from-blueprint (boss-signed)
Cycle 1 of the World/C21 milestone (#165): `aura run <blueprint.json>` loads a
serialized C24 signal blueprint, wraps it in the existing Stage-1-R run
scaffolding via a shared seam extracted from run_stage1_r, compiles + bootstraps
+ runs, and emits a RunReport whose RunManifest carries a new Tier-1-optional
topology_hash (SHA256 of the canonical blueprint form, #158 anchor).

A serialized blueprint is a SIGNAL (sinks/brokers/data/clock out of the
round-trippable set, C24), so aura run WRAPS the loaded signal in a runnable
harness — the same wrap the Rust path does, shared as one function so
"bit-identical to the Rust path" is the same seam over the same signal. The
round-trip bit-identity is already proven (blueprint_serde_e2e.rs); cycle 1
lifts it to the CLI + adds topology_hash.

Boss-signed on a grounding-check PASS: all six load-bearing current-behaviour
assumptions ratified by named green tests (blueprint_from_json, the bit-identical
round-trip, the run_stage1_r compile/bootstrap/run path, RunManifest's Tier-1
optional-field pattern, canonical blueprint_to_json, window_of). Derived
wrapping decision recorded on #165. sha2 enters under the C16 per-case
dependency review (SHA256 user-settled).

refs #165
2026-06-30 18:13:38 +02:00
Brummel 3f75d59598 audit(0090): cycle + C24 milestone close — fieldtest green; ledger + rm ephemeral spec/plan
Closes the cycle-0090 (#156) work and delivers the "Topology-as-data:
blueprint serialization & loader (C24)" milestone.

Cycle-0090 audit (architect drift review, range 7ad7f58..HEAD): drift-clean
on substance. Tier-1 forward-tolerance is genuinely serde-default
(deny_unknown_fields = 0 in every production struct), pinned at envelope +
primitive across both the in-crate and public-seam tests; Tier-2 refusals
real and green; no struct/signature/runtime change; the invariant-5
acyclicity lockstep (construction gate <-> bootstrap Kahn sort) undisturbed;
invariant-9 resolver stays injected, no registry. The one medium item the
architect flagged — the C24 Remaining block carried no deferral signal for
#158/#159 — is fixed in this commit's ledger update.

Milestone fieldtest (fieldtests/milestone-topology-as-data/, the close-gate
evidence): GREEN, 0 behavioural bugs. A downstream consumer ran the full
author -> serialize -> load -> construct -> introspect -> reproduce story from
the public surface alone — round-trip bit-exact on both authoring surfaces
(Rust builder + op-script CLI), build-free introspection, Tier-1/Tier-2
forward-compat by name, fail-fast diagnostics by identifier. Verified the
headline claims myself (the two Rust binaries + the CLI build/diff + the
fail-fast exits), not just the agent's report.

Findings triaged to the forward queue (none blocking): op-script grammar
undocumented + a stale cycle-0088 example (#163); canonical trailing-newline
divergence + Composite Debug/PartialEq ergonomics (#164); CLI discoverability
of build/introspect + no `graph run` (commented on #159); the newline as a
content-addressing prerequisite (commented on #158).

#158 (content-address topology in the manifest) and #159 (retire the
hard-wired harnesses) were moved OUT of this milestone: both are premature
until the World generates runs from blueprint-data (commit still fully
identifies every hard-wired topology), so they belong to the
project-as-crate / World cycle. The C24 ledger Status records the delivery
and the deferral.

Ephemeral cycle-0090 spec + plan removed per the lifecycle convention.
The Gitea milestone container is closed on user ratification (this run
tees up the close, does not click it).
2026-06-30 14:43:28 +02:00
Brummel cb558519b0 spec: 0090 blueprint forward-compat two-tier discipline (boss-signed)
Iteration within the C24 topology-as-data milestone (#156). Codifies the
blueprint format's additive forward-compatibility under one discipline:
Tier-1 (additive-optional) = serde-default silent-ignore, no version bump,
C1 default-equals-prior-behaviour; Tier-2 (must-understand: new node type,
edge semantics, structural-axis kind) = bump format_version so an old reader
refuses cleanly rather than building a different graph.

Most of #156 already shipped with #155 (cycle 0087): the format_version
envelope, omit-defaults canonical form, and both Tier-2 load-path refusals
(LoadError::UnsupportedVersion / UnknownNodeType) are present and green.
The genuine remainder is one unproven property — forward-tolerance of an
unknown optional field on the current loader — plus codifying the discipline
in the LoadError doc and the C24 ledger entry. Not a new mechanism.

Derived fork recorded on #156: the per-section required-flag mechanism (PNG
critical-vs-ancillary) is NOT built — the version envelope already gives the
must-understand refusal at version granularity, there is no current Tier-2
section to validate a finer scheme against, and C1 holds either way.

Boss-signed on a grounding-check PASS (all current-behaviour claims ratified
by named green tests; the new Tier-1 pin correctly absent — this cycle's
deliverable). refs #156
2026-06-30 13:11:39 +02:00
Brummel 7ad7f58798 audit(0089): cycle close — record acyclicity lockstep + C24 ledger refresh; rm ephemeral spec/plan
Cycle-close audit for the /boss run that followed up the cycle-0088 construction
fieldtest (#161 cycle-reject + #162 diagnostics-by-identifier). Regression gate:
full workspace suite green (0 failed).

Architect drift review (range 86841b0..HEAD): drift_found, two items, both
documentation-side — the code is correct and green.
- What holds: invariant 5 / C9 acyclicity (closes_cycle is a correct eager
  reachability gate, no false positive on a valid DAG); C24 no-second-validator
  (blueprint.rs untouched, finish() only translates the gates' returned
  CompileError); fieldtest corpus handled per convention.
- Resolved (fix path, ledger): the C24 Status now enumerates the #161 eager
  acyclicity gate and captures the LOCKSTEP the architect flagged — closes_cycle
  (construction-time) and the bootstrap Kahn sort (harness.rs, BootstrapError::Cycle)
  are now two homes of invariant-5 that must co-evolve when the explicit
  delay/register node lands; plus a note that the holistic finalize faults now read
  by-identifier (#162) while still calling the unchanged gates.

Ephemeral 0089 spec + plan git-rm'd per the active-cycle artefact lifecycle; the
durable rationale is lifted to the ledger above. No code change in this commit.
2026-06-30 11:57:25 +02:00
Brummel 365f112451 spec: 0089 construction diagnostics polish (boss-signed) (refs #162)
Three presentation-only defects the cycle-0088 fieldtest found on the
construction op-script surface: the holistic finalize fault leaks raw machine
indices (UnconnectedPort { node: 2, slot: 1 }) where the by-identifier mapping
demonstrably exists; the bind-kind mismatch leaks a Debug struct; the typed-Scalar
bind form is invisible from introspect --node. Boss-signed on a grounding-check
PASS (every load-bearing assumption ratified by a currently-green test or the
defining code).
2026-06-30 11:00:48 +02:00
Brummel 86841b0740 audit(0088): cycle close — drift fixes + C24 ledger refresh; close construction service
Architect drift review of cycle 0088 (#157, the introspectable fail-fast
construction service: §A shared gate predicates, §B the GraphSession/Op/replay
per-op surface + introspection, §C the aura graph build/introspect CLI).

What holds (confirmed against the diff): no-second-validator (C24) — edge_kind_check
is the single kind-check site called by both validate_wiring and
GraphSession::connect, and validate_wiring / check_param_namespace_injective are
reused verbatim in finish(); engine domain-free (invariant 9) — construction takes an
injected Fn(&str)->Option<PrimitiveBuilder>, no registry, the closed match +
std_vocabulary_types live in aura-std; topology-as-data / no DSL (C24/C17/inv 10) —
the engine Op is serde-free, the OpDoc wire DTO is CLI-side, ops are static and
non-Turing-complete; replay-equals-builder byte-identity (construction_e2e.rs) protects
C9/C19/C23.

Resolution:
- fix (drift-med): the root-role-boundness gate was the one holistic check finish()
  re-implemented instead of sharing — extracted check_root_roles_bound (blueprint.rs)
  and called from BOTH compile_with_cells and finish(), so finish() now reuses ALL the
  holistic gates and the no-second-validator claim is literally true. Behaviour-
  preserving (same UnboundRootRole variant; unbound_root_role_is_rejected stays green).
- fix (drift-med): removed the #![allow(dead_code)] on construction.rs — empirically
  unnecessary (the pub re-exported surface is reachable; clippy -D warnings green
  without it) — and its now-inaccurate comment (it claimed removal "when the consumer
  lands", but the consumer is a separate crate). Also tidied a stale graph_construct.rs
  module-doc line.
- fix (ledger): C24 Status refreshed — #157 moved out of "Remaining" with a cycle-0088
  realization note (the construction service: eager/holistic gate split, build-free
  introspection, emits the #155 blueprint); #159 reframed as paired with #157.
- carry-on (debt-med, forward-noted): the std_vocabulary roster is now a third hand-kept
  copy (match + test list + std_vocabulary_types) and introspect --vocabulary escalates
  #160's gap to user-facing — noted on #160; still fails safe.
- carry-on (scaling-low, forward-noted): the engine Op -> wire OpDoc direction is
  unguarded for future Op variants — noted on #156 (the format-extension track).

No architect-sweep / regression script is declared in the project facts, so the suite
is the gate: cargo test --workspace 51 suites green; clippy --all-targets -D warnings
clean. Cycle drift-clean.

Ephemeral cycle artifacts removed (lifecycle convention): docs/specs/0088-*,
docs/plans/0088-*.

closes #157
2026-06-29 21:48:40 +02:00
Brummel 114fa3d718 spec: 0088 construction op-script (boss-signed)
The introspectable, fail-fast construction service (#157): a declarative,
replayable by-identifier op-script that builds a runnable blueprint through
validated ops and emits the #155 value, reusing the engine's existing gates
(no second validator, C24).

Surface-agnostic core = an eager/holistic gate split: the per-op-decidable
checks (name resolution, edge kind-match, the >1-cover DoubleWiredPort arm,
param bind) fire eagerly at the offending op; the only-at-end-decidable checks
(0-cover UnconnectedPort totality, DuplicateParamPath injectivity, root-role
boundness) stay holistic at finalize. Both cadences call the SAME extracted
predicates. Plus build-free introspection over the closed std_vocabulary
(enumerable companion) and a partial document's unwired slots. The JSON op-list
+ `aura graph build`/`introspect` CLI is a thin shell (iteration 2).

Spec auto-signed under /boss on a grounding-check PASS (11/11 load-bearing
current-behaviour assumptions ratified by named green tests). Derived sub-forks
logged on the issue.

refs #157
2026-06-29 17:55:46 +02:00
Brummel 468fbae62b audit(0087): cycle close — drift-clean after C24/C9 realization note; rm ephemeral spec/plan
Architect drift review of cycle 0087 (#155, the C24 blueprint-serialization-and-
loader first cut). What holds (confirmed against the diff): C17 / no-RustAst (the
format carries only type identity + name + bound params + topology; the build
closure is dropped and re-derived, no node logic in the data); invariant 9 /
domain-free engine (injected resolver, the closed match in aura-std, engine lib
deps aura-core + aura-analysis only — a compiled-in closed set, not a dynamic
registry); C9 round-trip / C23 bootstrap untouched (loader's terminal step is the
unchanged Composite::new -> bootstrap_with_params; validation deferred to the
existing gate, not bypassed).

Resolution:
- fix (ledger): C24 Status refreshed from "unbuilt" to "first cut shipped"
  with a cycle-0087 realization note; C9's round-trips-both-ways refinement
  marked realised. The ledger no longer contradicts the code.
- backlog (debt-med): the hand-written std_vocabulary match has no guard test
  that fails when a new zero-arg aura-std node lacks an arm — fails safe today
  (clean UnknownNodeType, never silent-wrong). Filed as #160.
- carry-on (scaling): construction-arg builders + sinks excluded, so no real
  harness round-trips yet; harness retirement blocks on the construction +
  project-as-crate layers — already tracked #156/#157/#159.

No architect-sweep / regression script is declared in the project facts, so the
suite is the gate: cargo test --workspace 748 passed (737 -> 748 = the 11 new
tests); clippy --all-targets -D warnings clean.

Ephemeral cycle artifacts removed (lifecycle convention): docs/specs/0087-*,
docs/plans/0087-*.
2026-06-29 15:01:11 +02:00
Brummel ce86b4ec30 spec: 0087 blueprint serialization & loader (boss-signed)
The C24 first cut (#155): a stable, versioned, canonical serialization of a
param-generic Composite blueprint plus the data -> blueprint -> FlatGraph
loader, closing the graph-as-data loop. Format references nodes by compiled-in
type identity over a closed vocabulary (no logic, non-Turing); the loader is
generic over an injected resolver with the concrete aura-std vocabulary match
living outside the engine (engine stays domain-free). Acceptance: a serialized
blueprint runs bit-identical (C1) to its Rust-built twin.

Signed under /boss on the Step-5 grounding-check PASS (all load-bearing
assumptions ratified by currently-green tests).

refs #155
2026-06-29 13:25:57 +02:00
Brummel 893698a1e6 audit(0086): cycle close — drift-clean; rm ephemeral spec/plan
Architect drift review (8d04a84..HEAD): clean, no drift/debt.
What holds (verified against code, not asserted):
- C10 cost contract preserved: the non-R-harness guard reads the *resolved*
  harness, so a `run` cost flag on sma/macd (incl. the implicit default) is
  exit-2 fail-loud, never a silent no-op; parse_nonneg_rate names the flag;
  the eight stage1-r cost goldens are byte-unchanged.
- The three edited realization notes are grounded: C12 Arc-sharing →
  aura-ingest/src/lib.rs:316; aura-std "~30 modules" → 30 node files;
  C15 Session emits only bars_since_open, matching the quoted source wording.
- project-layout.md rewrite complete: no residual exposure/realistic-broker.

Non-actionable scaling note (architect): the guard hardcodes Stage1R as the
sole R-harness, coupled to the "stage1-r only" note text — three sites move
together if a second R-harness ever lands; not in plausible next scope.

Regression gate: cargo test --workspace exit 0 (48 binaries, 737 passed, 0
failed); cargo clippy --workspace --all-targets -- -D warnings exit 0. No
baseline moved → no ratify needed. cycle 0086 tidy (clean).

Ephemeral spec/plan (docs/specs/0086, docs/plans/0086) removed per the
ephemeral-artifact convention.
2026-06-29 12:16:21 +02:00
Brummel f26b33f345 spec: 0086 cost-flag CLI ergonomics (boss-signed)
Settled design from #153 (fieldtest friction of milestone #148): make the
`aura run` cost-flag surface honest — a units/constraints note in the usage,
a named non-negativity diagnostic, and a refuse-don't-guess rejection of cost
flags on a non-R harness (the spec_gap; decided reject/exit-2, recorded on
#153). CLI-ergonomics + one C10 ledger note only; no cost-model/R-math change.

Boss-signed: grounding-check PASS (independent fresh-context agent; 6/6
load-bearing assumptions ratified by currently-green tests).

refs #153
2026-06-29 11:24:55 +02:00
Brummel 84ec2ab5d1 audit(0085): cycle close — drift-clean; C10 cycle-0085 realization note
Cycle 5 of milestone #148 (per-cycle-held accrual + CarryCost). Architect drift
review over 39f9387..f5e00a9: status clean, no code drift.

What holds (architect, evidence-of-review):
- C11 byte-identity: the AtClose eval arm is the pre-cycle-5 tokens verbatim
  (if closed { per } / if open { per }, the per + cum lines unchanged), so the
  cycle-0083/0084 net_expectancy_r goldens (-614.3134020253314, -615.0304388396047)
  stay byte-identical and the AtClose unit regressions are untouched.
- Accrual sound, no double-count: aura-analysis (summarize_r) is genuinely unchanged.
  During a hold the carry lives only in open_cost_in_r (cum=0); at close it moves to
  cum while open_cost->0 (open/closed mutually exclusive per cycle), so net_r_equity
  subtracts cum+open singly. summarize_r reads the close-row dumped total + the
  window-end accrued-so-far — one charge per trade, acc reset proven. The 3-field
  cost record's semantics generalize cleanly to accrual.
- C9/C16/C23: the diff touches only aura-std + aura-cli; aura-engine stays
  domain-free. CarryCost is a CostNode factor, CostRunner a plain Node, composed via
  cost_graph/CostSum. label() carries its param. All three run_stage1_r call sites
  threaded; the negative-rate guard is symmetric with the sibling cost flags.

Resolved this commit (the cycle-close ledger sync):
- C10 realization note (cycle 0085) added under docs/design/INDEX.md — C10's
  "per-cycle-held factors accrue over the hold" clause is now first realized (the
  prior 0084 note covered the cost-graph composite-builder).

Regression gate: cargo test --workspace (0 failures), cargo build --workspace, cargo
clippy --workspace --all-targets -- -D warnings clean — the architect is the primary
gate (no dedicated regression script). Ephemera (spec 0085 + plan 0085) git rm'd.

Milestone "Cost-model graph (in R)" remains OPEN.

refs #148
2026-06-29 01:06:50 +02:00
Brummel 19ba1ec978 spec: 0085 per-cycle-held accrual + CarryCost (boss-signed)
Cycle 5 of milestone #148 (cost-model graph in R): the per-cycle-held accrual
mechanism — C10's "per-cycle-held factors accrue over the hold" — exercised by a
constant per-held-cycle CarryCost node and a --carry-per-cycle CLI flag.

Approach B (user-decided, "ja, mach B"): the headline net_r_equity curve bleeds
continuously over each hold, not stepping at close. Mechanism (derived, logged on
#148): the bleed lives in open_cost_in_r (grown each held cycle = accrued-so-far
mark-to-market); cost_in_r dumps the accrued total into cum at close. The
net_r_equity tap already subtracts both cum_cost_in_r and open_cost_in_r, so the
curve bleeds with NO change to summarize_r or the CLI net_eq wiring — and the
AtClose runner branch is kept verbatim, so every cycle-0083/0084 net_expectancy_r
golden stays byte-identical. ChargeMode is a property of the factor read by the one
shared CostRunner (no second runner type); CarryCost is a ConstantCost twin
differing only in charge_mode() -> PerHeldCycle.

Auto-signed under /boss on a grounding-check PASS (all 6 current-behaviour
assumptions ratified against named green tests). Reference issue #148 carries the
A/B fork (user decision), the minimal-scope decision (derived), and the mechanism
refinement (derived).

refs #148
2026-06-29 00:02:26 +02:00
Brummel face1879a6 audit(0084): cycle close — drift-clean (code); C10 cycle-0084 note + doc fixes
Cycle 4 of milestone #148 (cost-graph composite-builder). Architect drift review
over fc52b4f..d5c44dd: drift_found, every item dispositioned.

What holds (architect, evidence-of-review): C16/C9 — cost_graph lives in
aura-composites, the factors in aura-std, aura-engine stays domain-free; the
composite is ordinary downstream nodes. C11 behaviour-preservation is structural,
not just asserted — the composite inlines to the same flat fan-in as the deleted
CLI block (identical node set/order, cost[k].field slot map, geometry fan, net_eq
terms/signs, cost_rec cols), so the cycle-0083 net_expectancy_r goldens stay
byte-identical. C23 — role/port names non-load-bearing; 4 fixtures pin the role-set
+ output triple.

Resolved this commit:
- [high] ledger C10: the cycle-0083 note's "Still deferred (decision E)" is removed
  (E shipped this cycle) and a cycle-0084 realization note added.
- [medium] cost_graph .leak() provenance (aura-composites/src/lib.rs): the
  "risk_executor precedent" was imprecise — that .leak() lives in risk_executor's
  TEST (one-shot, leak-safe), not its production builder. Doc corrected: the leak is
  fine for one-shot run-path construction but must be interned (the COL_PORTS
  production pattern) before cost reaches the sweep path.
- [low] cli_run.rs golden docstring cited the deleted `slot * COST_WIDTH + f` CLI
  wiring; updated to the cost_graph composite's per-node cost[k].<port> wiring.

Deferred (tracked, not pending) -> #152:
- [medium] the cost[k].<port> index-namespacing restated across CostSum / cost_graph
  / the CLI (a build-validated lockstep — a divergent name fails loudly at g.build(),
  NOT the silent positional kind 0083 collapsed), AND the per-build .leak() that
  becomes an allocation regression on the per-member sweep path. Both are harmless on
  the current run-only cost path; the proper fix is one sweep-safe single-source
  cost-port-name contract (interned), best built with the deferred sweep-cost cycle.

Regression gate: cargo test --workspace (0 failures), clippy --workspace --all-targets
-- -D warnings clean, cargo doc clean — the architect is the primary gate (no dedicated
regression script). Ephemera (spec 0084 + plan 0084) git rm'd.

Milestone "Cost-model graph (in R)" remains OPEN.

refs #148
2026-06-28 22:06:06 +02:00
Brummel 9fb3d8b8ee spec: 0084 cost-graph composite-builder (boss-signed)
Cycle 4 of milestone #148 (Cost-model graph in R), decision E — the cost-graph
composite-builder, recorded across cycles 2-3 as the natural next.

Adds a `cost_graph(Vec<PrimitiveBuilder>) -> Composite` builder in aura-composites
that fans the 4 PM-geometry inputs to N cost nodes, surfaces each node's extra
inputs as `cost[k].<port>` roles (schema introspection past GEOMETRY_WIDTH),
sums them via CostSum, and exposes the 3-field aggregate. Replaces the CLI's
manual slot-indexed cost-wiring + the hardcoded MAX_RUN_COST_NODES=2 cap with
one principled composite of arbitrary arity. Re-exports GEOMETRY_WIDTH from
aura-std (first cross-crate consumer). Behaviour-preserving at the value level:
the composite inlines at bootstrap (C11) to the same flat computation, so the
two cycle-3 net_expectancy_r goldens, the C18 no-cost golden, and the full suite
stay green verbatim.

Routed spec-driven (specify direct-entry): settled in #148's scope + the mature
aura-composites idiom + the CostNode contract. All four forks (composite API
shape, extra-input namespacing, GEOMETRY_WIDTH visibility, CLI consumption) are
derived decisions logged on #148; none hangs on pure user preference.

Auto-signed under /boss on the Step-5 grounding-check PASS (every load-bearing
current-behaviour assumption tied to a named green test or current source; no
with-cost graph label/shape pin contradicts the C23-permitted label drift).

refs #148
2026-06-28 21:10:07 +02:00
Brummel fc52b4fced audit(0083): cycle close — drift-clean (code); C10 cycle-0083 note + lib.rs doc
Architect drift review over 6c7f5dd..HEAD. No regression scripts in this project
→ the architect is the sole gate; verdict: shipped code byte-clean.

What holds (verified against the diff):
- C9 — a CostRunner<F> is a plain downstream Node; the two cost nodes are thin
  factors wired through the same cost_node_builder. No runtime sub-object.
- C18 / byte-identity — the numerator/latched token form is preserved verbatim;
  the two new CLI goldens pin exact net_expectancy_r and pass; the no-cost golden
  is untouched.
- C10 co-temporality + C23 + invariant-4 — the gate-on-PM-geometry-only rule
  (cold factor input → 0 cost, row still emits) is now centralized once in the
  runner; name() dropped cleanly (label() remains the non-load-bearing symbol);
  the 3-field triple is a single source (COST_FIELD_NAMES) read by both producers
  + CostSum + the CLI — the cycle-0082 by-convention lockstep is structurally gone.

Resolution:
- [fix] docs/design/INDEX.md C10 — added the cycle-0083 realization note (each
  prior cost cycle got one; the deferred general CostNode trait is now shipped and
  the lockstep eliminated). Ledger deferred-work tracking re-synced.
- [fix] crates/aura-std/src/lib.rs:5 — module doc now names the CostNode/CostRunner
  authoring surface.
- [carry-on, low debt] vol_slippage_cost.rs still declares its extra-input port
  twice (the cost_node_builder arg and the trait extra_inputs()); a clean unifier
  needs design thought (builder() is static, no factor instance) and is not worth
  forcing at cycle close. Documented here; agreement rests on the helper + a test +
  the harness debug-assert.

Cycle 0083 ephemera removed (docs/specs/0083 + docs/plans/0083).

Verified: cargo build/test --workspace clean (0 failures), clippy -D warnings
clean, cargo doc -p aura-std clean (CostNode/CostRunner intra-doc links resolve).

refs #148
2026-06-28 19:32:07 +02:00
Brummel 16f4cbb548 spec: 0083 cost-node trait + shared cost-record contract (boss-signed)
Cycle 3 of the cost-model-graph milestone: lift the duplicated cost-node
skeleton (shared verbatim by ConstantCost/VolSlippageCost, locked by convention
against CostSum) into a CostNode factor trait + a generic CostRunner<F> adapter,
with one source of truth for the 3-field cost record. Behaviour-preserving: same
schemas, same wiring, byte-identical output; the existing suite is the regression
net. Cost-graph composite-builder deferred (decision E).

Grounding-check PASS (7/7 assumption groups against named green tests).
Fork decisions logged on the reference issue.

refs #148
2026-06-28 18:11:55 +02:00
Brummel 6c7f5dd147 audit(0082): cycle close — drift-clean; C10 cycle-0082 note + cost-flag validation symmetry
Cycle 0082 (cost-graph composition, cycle 2) closes drift-clean against C10. The
architect review confirms the cycle is fundamentally sound:

What holds: VolSlippageCost + CostSum are ordinary aura-std downstream nodes
(C9/C8), cost stays out of aura-engine; the vol proxy is a trailing realized range
(C2, no look-ahead); feed-forward, no equity feedback (C1); the co-temporality
contract (gate cost nodes on PM geometry only, 0-cost on a cold state input) is
consistent with C1/C2/C9 and the cycle-1 positional join, and charging 0 during
warm-up is honest (no estimate yet, not a fabricated guess). The no-cost C18 golden
is byte-identical.

Drift resolved at close:
- [medium -> fixed] docs/design/INDEX.md (C10): added the cycle-0082 realization
  note. The load-bearing co-temporality contract (generalizes to all future cost
  factors) lived only in code comments + spec 0082; the ledger is now its durable
  home once the spec is removed.
- [low -> fixed] crates/aura-cli/src/main.rs: --cost-per-trade now rejects negatives
  at parse, symmetric with --slip-vol-mult (it previously deferred to the node
  assert's panic). Run-path tests + the no-cost golden stay green.

Carry-on (documented deferrals, not this cycle's debt to fix):
- The 3-field cost triple {cost_in_r, cum_cost_in_r, open_cost_in_r} is restated
  by-convention across ConstantCost, VolSlippageCost, and CostSum (compiler-unlinked
  lockstep) — to be unified by the general CostNode trait, now justified by two
  concrete nodes (#148).
- SLIP_VOL_LENGTH=5 is sized to warm within the synthetic smoke fixture; documented
  in the const doc (on real M1 data any reasonable window warms).
- A future per-cycle-held accrual (carry/funding) accrues over holding duration,
  which will force a summarize_r fold change and stress the positional seam — flagged
  for that deferred cycle.

Regression gate green and unchanged: full workspace suite 0-fail, clippy --workspace
--all-targets -D warnings clean. No baseline moved -> no ratify.

Spec + plan ephemera removed (git rm docs/specs/0082, docs/plans/0082).

refs #148
2026-06-28 17:00:33 +02:00
Brummel 7f3756a395 feat(0082): cost-graph composition — VolSlippageCost + CostSum net-R aggregate
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
2026-06-28 16:51:48 +02:00
Brummel 372eae9cac spec: 0082 vol-slippage cost + cost-graph composition (boss-signed)
Cycle 2 of the "Cost-model graph (in R)" milestone (#148): the milestone's
real architectural claim — the cost graph composes. Two pieces:

- VolSlippageCost (aura-std): a second, state-dependent cost node whose
  per-trade charge scales with a measured volatility input (k * vol /
  |entry - stop|), distinct from ConstantCost's flat charge. The vol is an
  independent short-horizon realized range, deliberately NOT the stop's own
  vol — scaling slippage by the vol the stop already normalizes 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 record. So summarize_r and the
  net_r_equity LinComb(4) read the AGGREGATE and stay structurally unchanged
  (one home for cost; n=1 is the identity, keeping the cost path uniform).

Run-path wiring: --cost-per-trade and --slip-vol-mult combine, their costs
summing into the net-R curve; a hoisted vol proxy keeps the single-feed pattern.
A no-cost run stays byte-identical (C18 golden floor). Scope is the run path;
sweep/walkforward/mc still pass None (sweep-path cost remains deferred), and the
general CostNode trait stays deferred (designed against two shipped nodes later).

Auto-signed under /boss on the grounding-check PASS: all 8 load-bearing
existing-behaviour assumptions tie to named green tests. Fork decisions recorded
on #148.

refs #148
2026-06-28 15:47:40 +02:00
Brummel e82725f2d7 audit(0081): cycle close — drift-clean (code); ledger C10 realization note + stale-broker doc sync (refs #148)
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
2026-06-28 14:50:24 +02:00
Brummel 2e63ed9e26 spec: 0081 cost-model constant-cost (boss-signed)
Cycle 1 of the "Cost-model graph (in R)" milestone (#148): a single
ConstantCost node (flat round-trip cost per trade) plus the net-R seam —
an in-graph cost_in_r stream, a net_r_equity sink (sibling of r_equity),
and summarize_r folding that one stream into net_expectancy_r (replacing
the scalar round_trip_cost). A run with no cost stays a byte-identical
gross-R baseline. Defers the general CostNode trait, the cost-graph
composite-builder, data-grounded factors, and the conviction axis.

Auto-signed under /boss on the grounding-check PASS: all load-bearing
existing-behaviour assumptions are ratified by green tests. Fork
decisions recorded on #148.

refs #148
2026-06-28 13:04:41 +02:00
Brummel 3e8fd73f68 tidy: clear the milestone fieldtest findings (refusal reasons, --help, ledger + glossary)
Resolves the four non-bug findings from the inferential-validation milestone
fieldtest (the bug — the broken-pipe panic — is fixed in 1088320):
- [friction] generalize refusals now carry a reason instead of a bare usage dump:
  <2 instruments, a multi-value candidate flag, a missing knob, a duplicate
  symbol, and a non-stage1-r strategy each get a one-line why (mirroring the
  R-only metric refusal). Two parser tests strengthened to pin the message.
- [friction] --select <argmax|plateau:mean|plateau:worst> added to the
  walkforward branch of the global USAGE (aura --help) — the plateau objective
  was undiscoverable from the only help the CLI prints (the per-subcommand usage
  already carried it).
- [spec_gap] C1 gains a scope note: bit-identity is per-run; a derived metric
  recomputed by two different command paths may differ by floating-point
  reassociation (<=1 ULP), which is not a C1 violation — ratifies the
  fieldtester's reading of the sweep-vs-generalize sqn difference.
- [spec_gap] the milestone vocabulary is added to docs/glossary.md:
  cross-instrument generalization, deflated score, overfit probability,
  neighbourhood score, plateau selection, sign-agreement, worst-case floor.

The fieldtest triage spec (docs/specs/fieldtest-*) is removed now its findings
are resolved; the tracked fieldtests/ scenario corpus stays.

Verified: cargo test --workspace green (0 failed), clippy --workspace
--all-targets -D warnings clean; `aura --help` shows --select; the refusals
print their reason.

refs #146
2026-06-26 21:35:10 +02:00
Brummel ab04ed01c3 fieldtest: milestone inferential-validation — 4 scenarios, 6 findings (1 bug, 2 friction, 2 spec_gap, 1 working)
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
2026-06-26 21:02:22 +02:00
Brummel 15f5c0bc99 audit(0078): cycle close — drift addressed; ledger inferential-thread synced (milestone complete) + C12/C18 realization; drop ephemera
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
2026-06-26 19:10:50 +02:00
Brummel 428d092298 spec: 0078 cross-instrument generalization (boss-signed)
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
2026-06-26 18:19:51 +02:00
Brummel d50a4828ad audit(0077): cycle close — drift addressed; legacy-load fixture + ledger sync; drop ephemera
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).
2026-06-26 16:42:49 +02:00
Brummel 45b8e2b28b spec: 0077 plateau over peak selection (boss-signed)
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
2026-06-26 15:14:48 +02:00
Brummel 9c6b9c7ea9 audit(0076): cycle close — drift addressed; ledger inferential-thread synced; drop ephemera
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
2026-06-26 15:01:51 +02:00
Brummel a1908bd15e spec: 0076 deflate sweep winner for trials (boss-signed)
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
2026-06-26 13:42:45 +02:00
Brummel c192dfd344 audit(0075): cycle close — drift-clean; doc-link + trade_rs tripwire tidy; drop ephemera
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
2026-06-26 12:19:07 +02:00
Brummel 3a1de05ef3 spec: 0075 walk-forward + Monte-Carlo OOS validation for R candidates (boss-signed)
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
2026-06-26 10:12:40 +02:00
Brummel c99e7b8f7f audit(0074): cycle close — provider-sourced pip; authored floor removed; drift-clean
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).
2026-06-25 19:09:06 +02:00
Brummel eb1097d7ca spec: 0074 provider-sourced pip, drop authored instrument floor (boss-signed)
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
2026-06-25 18:00:03 +02:00
Brummel dda20abc28 audit(0073): cycle close — lift tier-2 geometry to ledger, finish VETTED_SYMBOLS, drop ephemera
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
2026-06-25 16:30:46 +02:00
Brummel 8d9939733d spec: 0073 instrument-geometry cross-check + deploy fields (boss-signed)
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
2026-06-25 15:47:48 +02:00
Brummel fceba077ab audit(0072): cycle close — mean-reversion candidate refuted; drop ephemera
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
2026-06-25 14:32:49 +02:00