Persist currency-equity tap + dup-ts-safe position-event table #122

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opened 2026-06-22 18:18:20 +02:00 by Brummel · 1 comment
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Persist the two new artifacts beside the existing equity/exposure taps under runs/traces/<name>/:

  • currency_equity — a normal ColumnarTrace tap (single f64 column), drops into the existing persist_traces path (main.rs:171-185).
  • the position-event table — needs a dup-ts-safe format. A plain ColumnarTrace does NOT work: a reversal puts two rows at one event_ts, and any downstream join_on_ts (report.rs:168) collapses duplicate timestamps last-write-wins, silently losing the Close. Either a dedicated table artifact (its own JSON schema + store path) or an explicit within-instant ordinal column that disambiguates co-timestamped rows. Pick the minimal faithful option; pin the reversal round-trip in a test.

depends on: PositionEvent schema (I2), RealisticBroker (I4)
context: C22 — "Displayable = exactly what a sink recorded"; the table must be a durable artifact to be observable and to serve deploy reconciliation. The dup-ts collapse is the specific hazard for this table.

Persist the two new artifacts beside the existing `equity`/`exposure` taps under `runs/traces/<name>/`: - **`currency_equity`** — a normal `ColumnarTrace` tap (single f64 column), drops into the existing `persist_traces` path (main.rs:171-185). - **the position-event table** — needs a **dup-ts-safe** format. A plain `ColumnarTrace` does NOT work: a reversal puts two rows at one `event_ts`, and any downstream `join_on_ts` (report.rs:168) collapses duplicate timestamps last-write-wins, **silently losing the Close**. Either a dedicated table artifact (its own JSON schema + store path) or an explicit within-instant ordinal column that disambiguates co-timestamped rows. Pick the minimal faithful option; pin the reversal round-trip in a test. depends on: PositionEvent schema (I2), RealisticBroker (I4) context: C22 — "Displayable = exactly what a sink recorded"; the table must be a durable artifact to be observable and to serve deploy reconciliation. The dup-ts collapse is the specific hazard for this table.
Brummel added this to the Realistic broker & position-event table (C10 A-side) milestone 2026-06-22 18:18:20 +02:00
Brummel added the feature label 2026-06-22 18:18:20 +02:00
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Superseded by the 2026-06-28 C10 rework (ledger commit 29cdc8c): the realistic-broker / currency model is retired (real friction is not historically knowable). Cost in research is now a composable cost-model graph in R (the net-R curve); money / a real broker move to a separate live/deploy edge. See #116 (summary), #148 (cost-model graph), #149 (live/deploy edge). Closing as superseded.

Superseded by the 2026-06-28 C10 rework (ledger commit `29cdc8c`): the realistic-broker / currency model is retired (real friction is not historically knowable). Cost in research is now a composable cost-model graph in R (the net-R curve); money / a real broker move to a separate live/deploy edge. See #116 (summary), #148 (cost-model graph), #149 (live/deploy edge). Closing as superseded.
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Reference: Brummel/Aura#122