load_m1_window took (from_ms: i64, to_ms: i64) and forwarded
Some(from_ms)/Some(to_ms) into stream_m1_windowed, throwing away the
underlying API's per-bound Option<i64> (None = unbounded). There was thus
no way to express an open upper bound, and the natural i64::MAX sentinel
overflowed chrono's from_timestamp_millis inside data-server's coarse
unix_ms_to_year_month file filter, panicking the whole ingest.
Thread Option<i64> through both bounds unchanged, so None = unbounded
matches the underlying contract and 'to the end of history' needs no
sentinel. Rejected the alternative of clamping a too-large bound to a
ceiling constant: a ceiling is not actually unbounded (it silently drops
any post-ceiling bar) and reintroduces a magic literal; restoring the
Option makes the open bound structurally expressible instead.
The committed RED test (2e38106) is now GREEN: it reads AAPL.US's latest
archived month with None as the upper bound and asserts bar-for-bar
equality with the finite sane bound. Verified: cargo test --workspace
green (unbounded_window and real_bars both ran the real /mnt/tickdata
path, not skipped); clippy --all-targets -D warnings clean.
Out of scope, left untouched: the None-vs-Some(empty) rustdoc semantics
(#18), and three out-of-workspace frozen fieldtest crates that still call
the old bare-i64 signature -- those are dated historical replay records
and are intentionally not rewritten.
closes#23
load_m1_window cannot express an open upper bound: it hardcodes
Some(from_ms)/Some(to_ms) into stream_m1_windowed, so callers reach for
the i64::MAX sentinel, which panics upstream in chrono's
from_timestamp_millis (data-server records.rs:28). This compile-RED pins
the desired Option<i64> contract (None = unbounded) and asserts an
unbounded read equals the finite sane bound bar-for-bar.
refs #23
aura's first real data source (closes#7, Walking-skeleton milestone). A new
aura-ingest workspace crate transposes data-server's AoS M1Parsed records into
SoA base columns (C7), normalizes Unix-ms to canonical epoch-ns at the one
ingestion boundary (C3), and feeds the existing k-way merge a real close-price
stream so a backtest runs over real bars, deterministically (C1).
Surface:
- unix_ms_to_epoch_ns(time_ms) -> Timestamp (= ms * 1_000_000), the single C3
unit normalization.
- M1Columns: the OHLCV bar as a bundle of base columns (open/high/low/close/
spread: f64, volume: i64, ts: epoch-ns) — SoA, C7.
- transpose_m1(&[M1Parsed]) -> M1Columns: pure AoS->SoA (C1).
- M1Columns::close_stream() -> Vec<(Timestamp, Scalar)>: the price input the
SMA-cross sample strategy consumes.
- load_m1_window(server, symbol, from_ms, to_ms): drains data-server's
chronological chunks, transposes once at the boundary.
Design (per spec 0011):
- Eager materialization, not a lazy/shared Source abstraction: C12's cross-sim
Arc<[T]> sharing has no consumer until the multi-sim orchestration cycle;
deferred, the transpose logic carries over.
- aura-ingest is the external-dependency firewall. data-server transitively
pulls chrono + regex + zip (+ their trees) into Cargo.lock; isolating it in
this one crate keeps aura-core/std/engine zero-external-dependency and the
frozen deploy artifact (C6 replays recorded streams, never re-ingests) clean.
cargo test --workspace now needs a populated cargo cache (one Gitea fetch,
done).
- Scope: boundary + tests only, no aura run CLI arg surface (M1 first; tick and
the CLI wiring are follow-ups).
Tests: 6 hermetic unit tests on hand-built M1Parsed (normalization, field-wise
transpose, purity, close_stream order, empty edges) + one gated integration
test (tests/real_bars.rs) that runs the cycle-0007 sample harness over real
AAPL.US 2006-08 close bars and asserts finite metrics + two-run bit-identical
JSON (C1); it skips cleanly where /mnt/tickdata is absent. On this machine it
ran the real path. Workspace gates green: test (86), clippy -D warnings, doc
-D warnings.
Minor: transient unused-import warnings in the new lib.rs across the additive
build steps resolved once load_m1_window consumed the imports; final -D warnings
gate clean.
Brummel