//! Run summary metrics + the reproducible run manifest (C18 / C12): the //! `(manifest, metrics)` pair a run produces "from day one". The metrics are a //! **post-run pure reduction** over a run's recorded streams — a node cannot //! reduce end-of-run (C8 caps a node at one record per `eval`, with no terminal //! `eval`), so the World drains its recording sinks after [`Harness::run`](crate::Harness::run) //! and folds them here. Output is canonical JSON (C14): the schema is tiny, //! closed, and flat. `to_json` renders via serde (the report types derive it, //! cycle 0029) — the same encoder the run registry uses, so a record's stdout //! and on-disk shapes coincide. use aura_core::{Scalar, ScalarKind, Timestamp}; use std::collections::HashMap; /// Summary metrics reduced from a run's recorded streams — the `-> metrics` /// half of C12's atomic sim unit. Pure function of the recorded streams. #[derive(Clone, Debug, PartialEq, serde::Serialize, serde::Deserialize)] pub struct RunMetrics { /// Final cumulative pip equity — the last value of the (cumulative) /// pip-equity curve. `0.0` if the curve is empty. pub total_pips: f64, /// Largest peak-to-trough drop on the cumulative pip curve: /// `max_t (running_peak(t) - equity(t))`, always `>= 0.0` (`0.0` if the /// curve is monotonic non-decreasing or empty). pub max_drawdown: f64, /// Count of adjacent recorded exposure samples whose sign differs (a zero /// exposure normalizes to sign `0`, so flat is distinct from long/short). /// A turnover proxy: it counts long<->short reversals *and* transitions /// into/out of flat — the plain sign-change count over the exposure series. pub exposure_sign_flips: u64, } /// The three position-event actions (C10). Direction IS the action; volume is /// unsigned. Serde-encoded as its i64 mapping (`Buy=0, Sell=1, Close=2`) so the /// persisted/columnar form stays C7-scalar and ledger-faithful (`action: i64`). #[derive(Clone, Copy, Debug, PartialEq, Eq, serde::Serialize, serde::Deserialize)] #[serde(into = "i64", try_from = "i64")] pub enum PositionAction { Buy, Sell, Close, } impl From for i64 { fn from(a: PositionAction) -> i64 { match a { PositionAction::Buy => 0, PositionAction::Sell => 1, PositionAction::Close => 2, } } } impl TryFrom for PositionAction { type Error = String; fn try_from(v: i64) -> Result { match v { 0 => Ok(PositionAction::Buy), 1 => Ok(PositionAction::Sell), 2 => Ok(PositionAction::Close), other => Err(format!("invalid PositionAction i64: {other}")), } } } /// One row of C10's derived position-event table — the broker-independent audit /// view (the first difference of the exposure state). A post-run value type /// (sibling of [`RunMetrics`]), NOT a per-`eval` node output (C8). Multiple events /// may share one `event_ts` (a reversal: Close then open, close-before-open). No /// `open_ts` — a position's open time is its opening event's `event_ts`. #[derive(Clone, Copy, Debug, PartialEq, serde::Serialize, serde::Deserialize)] pub struct PositionEvent { pub event_ts: Timestamp, pub action: PositionAction, /// Monotonic, assigned at open. A Close references an existing `position_id`. pub position_id: i64, pub instrument_id: i64, /// Lots, unsigned. A partial close carries its own (smaller) volume. pub volume: f64, } /// The reproducible run descriptor (C18). **Caller-supplied**: the engine /// cannot introspect a git commit, an RNG seed, or a broker label — the World /// that bootstraps and runs the harness fills these in. #[derive(Clone, Debug, PartialEq, serde::Serialize, serde::Deserialize)] pub struct RunManifest { /// Node/engine identity: the git commit of the frozen artifact (C18 — /// commit = identity; the frozen bot *is* a commit). pub commit: String, /// The bound tuning params as ordered `name -> value` pairs. Each value is a /// self-describing [`Scalar`], so the param's kind (an `i64` length vs an /// `f64` scale) survives into the record instead of collapsing to `f64`. pub params: Vec<(String, Scalar)>, /// The data-window: inclusive `(from, to)` epoch-ns bounds (C12). pub window: (Timestamp, Timestamp), /// The RNG seed (C12 seed-as-input). `0` for a seed-free synthetic run. pub seed: u64, /// The broker profile label, e.g. `"sim-optimal(pip_size=0.0001)"`. pub broker: String, } /// A run's full structured result: the descriptor plus the metrics it /// reproduces. The durable run record of C18 ("stores manifests + metrics, /// re-derives full results on demand"). #[derive(Clone, Debug, PartialEq, serde::Serialize, serde::Deserialize)] pub struct RunReport { pub manifest: RunManifest, pub metrics: RunMetrics, } impl RunReport { /// Render the canonical, machine-readable JSON (C14) via serde — the same /// encoder the run registry uses on disk, so a record's stdout shape and its /// `runs.jsonl` shape are byte-identical. `params` is an array of /// `[name, value]` pairs where `value` is a self-describing tagged scalar /// (serde's externally-tagged enum: `{"I64": 10}` for a length, `{"F64": 2.5}` /// for a scale). Consumers parse the tagged object, never a bare number. pub fn to_json(&self) -> String { serde_json::to_string(self).expect("a finite RunReport always serializes") } } /// Reduce a run's recorded pip-equity + exposure streams into summary metrics. /// Pure — identical inputs yield identical metrics (C1/C12). Timestamps are /// carried in the input to match exactly what a sink records; the reduction /// itself is value-only (it does not read the timestamps). pub fn summarize( equity: &[(Timestamp, f64)], exposure: &[(Timestamp, f64)], ) -> RunMetrics { // total pips: the last cumulative equity value (0.0 if empty). let total_pips = equity.last().map(|&(_, v)| v).unwrap_or(0.0); // max drawdown: the largest running-peak-minus-value, always >= 0.0. let mut peak = f64::NEG_INFINITY; let mut max_drawdown = 0.0_f64; for &(_, v) in equity { if v > peak { peak = v; } let dd = peak - v; if dd > max_drawdown { max_drawdown = dd; } } // exposure sign-flips: adjacent samples whose normalized sign differs. let mut exposure_sign_flips = 0u64; let mut prev: Option = None; for &(_, v) in exposure { let s = sign0(v); if let Some(p) = prev && s != p { exposure_sign_flips += 1; } prev = Some(s); } RunMetrics { total_pips, max_drawdown, exposure_sign_flips } } /// Three-way sign: `-1.0` / `0.0` / `+1.0`. Unlike `f64::signum` (which returns /// `+1.0` for `+0.0`), a zero exposure maps to `0.0` so flat is distinct from /// long/short in the sign-flip count. fn sign0(v: f64) -> f64 { if v > 0.0 { 1.0 } else if v < 0.0 { -1.0 } else { 0.0 } } /// Bridge a recording sink's recorded `(ts, row)` stream to [`summarize`]: /// extract one `f64` field of each row into `(ts, f64)` samples. Panics if a /// row has no such field or the field is not an `f64` scalar — a wiring bug (a /// sink's declared kinds are fixed at bootstrap, so a correctly-wired /// equity/exposure sink always yields `f64` at field 0), surfaced like the /// engine's other "checked at wiring" contract violations rather than silently /// dropped. pub fn f64_field(rows: &[(Timestamp, Vec)], field: usize) -> Vec<(Timestamp, f64)> { rows.iter() .map(|(ts, row)| { let Some(&scalar) = row.get(field) else { panic!("f64_field: row has no field {field} (row width {})", row.len()); }; if scalar.kind() != ScalarKind::F64 { panic!("f64_field: field {field} is not an f64 scalar: {scalar:?}"); } (*ts, scalar.as_f64()) }) .collect() } /// One spine row joined with each side stream's row recorded at the same /// timestamp. `sides` is parallel to the `sides` argument of [`join_on_ts`]; an /// entry is `None` where that side did not fire at this spine timestamp. #[derive(Clone, Debug, PartialEq)] pub struct JoinedRow { pub ts: Timestamp, pub spine: Vec, pub sides: Vec>>, } /// Join recording-sink tap streams on their recorded timestamp (C8/C18: a post-run /// reduction over recorded sink output; C3: NOT an in-graph join). /// /// `spine` defines the row set — exactly one [`JoinedRow`] per spine entry, in /// spine order. Each side stream is looked up by timestamp: `Some(row)` where it /// fired at that timestamp, `None` where it did not. The helper does not interpret /// a row's columns (it returns each whole); the caller maps `None` to whatever /// default its column means. /// /// Precondition (C1): each stream has at most one row per timestamp — a sink fires /// at most once per cycle and cycles have unique timestamps. A duplicate timestamp /// within one stream resolves last-write-wins. A side row whose timestamp is absent /// from the spine is dropped (the spine defines the rows). pub fn join_on_ts( spine: &[(Timestamp, Vec)], sides: &[&[(Timestamp, Vec)]], ) -> Vec { let side_maps: Vec>> = sides .iter() .map(|s| s.iter().map(|(t, row)| (t.0, row)).collect()) .collect(); spine .iter() .map(|(ts, row)| JoinedRow { ts: *ts, spine: row.clone(), sides: side_maps.iter().map(|m| m.get(&ts.0).map(|r| (*r).clone())).collect(), }) .collect() } /// One drained recorder tap in columnar (SoA) form: parallel arrays, one per /// recorded column, plus the shared recorded-timestamp axis. Chart-ready (a column /// is a series of numbers) and kind-tagged (C7) — values are coerced to f64 for /// plotting; the base type survives in `kinds`. Pure: identical rows always encode /// to the same value (C1). #[derive(Clone, Debug, PartialEq, serde::Serialize, serde::Deserialize)] pub struct ColumnarTrace { pub tap: String, pub kinds: Vec, pub ts: Vec, pub columns: Vec>, } impl ColumnarTrace { /// Transpose a drained tap's `(ts, row)` pairs into columns. An empty `rows` /// yields empty `ts` and one empty column per kind. Each cell is coerced to f64: /// f64 as-is, i64 as f64, bool 1.0/0.0, timestamp epoch as f64. Panics if any /// row's width disagrees with `kinds.len()` — a wiring bug (a sink's column /// count is fixed at bootstrap), surfaced as a named panic like /// [`f64_field`] rather than a bare index-out-of-bounds (wider) or silent /// ragged columns (narrower). pub fn from_rows(tap: &str, kinds: &[ScalarKind], rows: &[(Timestamp, Vec)]) -> Self { let ts: Vec = rows.iter().map(|(t, _)| t.0).collect(); let mut columns: Vec> = vec![Vec::with_capacity(rows.len()); kinds.len()]; for (_, row) in rows { if row.len() != kinds.len() { panic!( "from_rows: row width {} disagrees with kinds.len() {} (tap {tap:?})", row.len(), kinds.len(), ); } for (c, scalar) in row.iter().enumerate() { columns[c].push(scalar_to_f64(*scalar)); } } ColumnarTrace { tap: tap.to_string(), kinds: kinds.iter().map(kind_tag).collect(), ts, columns, } } /// Inverse for the serve/align path: rebuild `(ts, row)` pairs with each cell as /// `Scalar::f64(columns[c][r])` — uniformly f64 (the on-disk store is f64 /// columns; the base type survives only in `kinds`). A true value round-trip for /// f64 taps; keeps the serve-side `as_f64` projection total. pub fn to_rows(&self) -> Vec<(Timestamp, Vec)> { self.ts .iter() .enumerate() .map(|(r, &t)| { let row = self.columns.iter().map(|col| Scalar::f64(col[r])).collect(); (Timestamp(t), row) }) .collect() } } /// The four-kind tag string for a column (the on-disk `kinds` form; `ScalarKind` /// derives no serde, so tags are plain strings). fn kind_tag(kind: &ScalarKind) -> String { match kind { ScalarKind::F64 => "F64", ScalarKind::I64 => "I64", ScalarKind::Bool => "Bool", ScalarKind::Timestamp => "Timestamp", } .to_string() } /// Coerce a recorded scalar to the f64 a chart plots: f64 as-is, i64 as f64, /// bool 1.0/0.0, timestamp epoch as f64. fn scalar_to_f64(s: Scalar) -> f64 { match s.kind() { ScalarKind::F64 => s.as_f64(), ScalarKind::I64 => s.as_i64() as f64, ScalarKind::Bool => { if s.as_bool() { 1.0 } else { 0.0 } } ScalarKind::Timestamp => s.as_ts().0 as f64, } } #[cfg(test)] mod tests { use super::*; use crate::{Edge, FlatGraph, Harness, SourceSpec, Target, VecSource}; use aura_core::{Firing, NodeSchema, PortSpec, ScalarKind}; use aura_std::{Exposure, Recorder, SimBroker, Sma, Sub}; use std::sync::mpsc; #[test] fn position_action_round_trips_through_i64() { for a in [PositionAction::Buy, PositionAction::Sell, PositionAction::Close] { let n: i64 = a.into(); assert_eq!(PositionAction::try_from(n), Ok(a)); } assert_eq!(i64::from(PositionAction::Buy), 0); assert_eq!(i64::from(PositionAction::Sell), 1); assert_eq!(i64::from(PositionAction::Close), 2); } #[test] fn position_action_rejects_out_of_range_i64() { assert!(PositionAction::try_from(3).is_err()); assert!(PositionAction::try_from(-1).is_err()); } #[test] fn position_event_serde_round_trips_with_bare_int_action() { let ev = PositionEvent { event_ts: Timestamp(42), action: PositionAction::Sell, position_id: 7, instrument_id: 3, volume: 0.5, }; let json = serde_json::to_string(&ev).expect("serialize"); // action encodes as a bare integer (C7 scalar shape), not a tagged enum assert!(json.contains("\"action\":1"), "action not bare-int encoded: {json}"); let back: PositionEvent = serde_json::from_str(&json).expect("deserialize"); assert_eq!(back, ev); } #[test] fn position_events_may_share_one_event_ts_on_reversal() { // a stop-and-reverse: Close then open at the SAME event_ts (close-before-open). let ts = Timestamp(100); let close = PositionEvent { event_ts: ts, action: PositionAction::Close, position_id: 1, instrument_id: 3, volume: 0.5, }; let open = PositionEvent { event_ts: ts, action: PositionAction::Sell, position_id: 2, instrument_id: 3, volume: 0.5, }; let table = [close, open]; assert_eq!(table[0].event_ts, table[1].event_ts); assert_eq!(table[0].action, PositionAction::Close); assert_eq!(table[1].action, PositionAction::Sell); } /// The declared signature of a `Recorder` over one f64 column (the sink shape /// the two-sink harness uses). fn f64_recorder_sig() -> NodeSchema { NodeSchema { inputs: vec![PortSpec { kind: ScalarKind::F64, firing: Firing::Any, name: "in".into() }], output: vec![], params: vec![], } } /// Build an f64 source stream from (timestamp, value) points (mirrors the /// harness.rs test helper; the e2e test needs its own copy — the harness /// test module's is private to that module). fn f64_stream(points: &[(i64, f64)]) -> Vec<(Timestamp, Scalar)> { points.iter().map(|&(t, v)| (Timestamp(t), Scalar::f64(v))).collect() } /// Bootstrap the cycle-0007 signal-quality harness with TWO sinks: one on /// the SimBroker equity output (node 4 -> node 5) and one on the Exposure /// output (node 3 -> node 6). Returns the harness plus the two receivers. #[allow(clippy::type_complexity)] fn build_two_sink_harness() -> ( Harness, mpsc::Receiver<(Timestamp, Vec)>, mpsc::Receiver<(Timestamp, Vec)>, ) { let (tx_eq, rx_eq) = mpsc::channel(); let (tx_ex, rx_ex) = mpsc::channel(); let h = Harness::bootstrap(FlatGraph { nodes: vec![ Box::new(Sma::new(2)), // 0 Box::new(Sma::new(4)), // 1 Box::new(Sub::new()), // 2 Box::new(Exposure::new(0.5)), // 3 Box::new(SimBroker::new(0.0001)), // 4 Box::new(Recorder::new(&[ScalarKind::F64], Firing::Any, tx_eq)), // 5 equity sink Box::new(Recorder::new(&[ScalarKind::F64], Firing::Any, tx_ex)), // 6 exposure sink ], signatures: vec![ Sma::builder().schema().clone(), Sma::builder().schema().clone(), Sub::builder().schema().clone(), Exposure::builder().schema().clone(), SimBroker::builder(0.0001).schema().clone(), f64_recorder_sig(), f64_recorder_sig(), ], sources: vec![SourceSpec { kind: ScalarKind::F64, targets: vec![ Target { node: 0, slot: 0 }, Target { node: 1, slot: 0 }, Target { node: 4, slot: 1 }, // price into the broker ], }], edges: vec![ Edge { from: 0, to: 2, slot: 0, from_field: 0 }, Edge { from: 1, to: 2, slot: 1, from_field: 0 }, Edge { from: 2, to: 3, slot: 0, from_field: 0 }, Edge { from: 3, to: 4, slot: 0, from_field: 0 }, Edge { from: 4, to: 5, slot: 0, from_field: 0 }, // equity -> sink 5 Edge { from: 3, to: 6, slot: 0, from_field: 0 }, // exposure -> sink 6 ], }) .expect("valid signal-quality DAG"); (h, rx_eq, rx_ex) } fn run_once() -> RunReport { let (mut h, rx_eq, rx_ex) = build_two_sink_harness(); h.run(vec![Box::new(VecSource::new(f64_stream(&[ (1, 1.0000), (2, 1.0010), (3, 1.0025), (4, 1.0020), (5, 1.0040), ])))]); let eq_rows: Vec<(Timestamp, Vec)> = rx_eq.try_iter().collect(); let ex_rows: Vec<(Timestamp, Vec)> = rx_ex.try_iter().collect(); let equity = f64_field(&eq_rows, 0); let exposure = f64_field(&ex_rows, 0); let metrics = summarize(&equity, &exposure); RunReport { manifest: RunManifest { commit: "test-commit".to_string(), params: vec![ ("sma_fast".to_string(), Scalar::i64(2)), ("sma_slow".to_string(), Scalar::i64(4)), ("exposure_scale".to_string(), Scalar::f64(0.5)), ], window: (Timestamp(1), Timestamp(5)), seed: 0, broker: "sim-optimal(pip_size=0.0001)".to_string(), }, metrics, } } #[test] fn report_is_deterministic_end_to_end() { let r1 = run_once(); let r2 = run_once(); // a run actually emitted metrics over a non-empty pip curve assert!(r1.metrics.total_pips.is_finite()); // same manifest -> same metrics (C1/C12): two runs are bit-identical assert_eq!(r1.metrics, r2.metrics); assert_eq!(r1.to_json(), r2.to_json()); } fn samples(values: &[f64]) -> Vec<(Timestamp, f64)> { values .iter() .enumerate() .map(|(i, &v)| (Timestamp(i as i64 + 1), v)) .collect() } #[test] fn summarize_total_pips_is_last_cumulative_value() { let equity = samples(&[0.0, 5.0, 4.0, 12.0]); let m = summarize(&equity, &[]); assert_eq!(m.total_pips, 12.0); } #[test] fn summarize_is_zero_on_empty_streams() { let m = summarize(&[], &[]); assert_eq!(m.total_pips, 0.0); assert_eq!(m.max_drawdown, 0.0); assert_eq!(m.exposure_sign_flips, 0); } #[test] fn summarize_max_drawdown_is_worst_peak_to_trough() { // peak 10 then trough 5 (drop 5), recovers to 8; worst drop is 5, // not the final drop (10 -> 8 = 2). let equity = samples(&[0.0, 10.0, 5.0, 8.0]); let m = summarize(&equity, &[]); assert_eq!(m.max_drawdown, 5.0); } #[test] fn summarize_max_drawdown_zero_on_monotonic_curve() { let equity = samples(&[0.0, 1.0, 2.0, 3.0]); let m = summarize(&equity, &[]); assert_eq!(m.max_drawdown, 0.0); } #[test] fn summarize_sign_flips_counts_signum_changes() { // signum series: + + - 0 - -> flips at +->-, -->0, 0->- = 3. let exposure = samples(&[0.5, 0.5, -0.5, 0.0, -0.5]); let m = summarize(&[], &exposure); assert_eq!(m.exposure_sign_flips, 3); } #[test] fn summarize_sign_flips_zero_on_constant_sign() { let exposure = samples(&[0.2, 0.5, 1.0, 0.7]); let m = summarize(&[], &exposure); assert_eq!(m.exposure_sign_flips, 0); } #[test] fn f64_field_projects_the_named_field() { let rows = vec![ (Timestamp(1), vec![Scalar::f64(1.5), Scalar::i64(9)]), (Timestamp(2), vec![Scalar::f64(2.5), Scalar::i64(8)]), ]; assert_eq!( f64_field(&rows, 0), vec![(Timestamp(1), 1.5), (Timestamp(2), 2.5)], ); } #[test] #[should_panic(expected = "not an f64 scalar")] fn f64_field_panics_on_kind_mismatch() { let rows = vec![(Timestamp(1), vec![Scalar::i64(7)])]; let _ = f64_field(&rows, 0); } #[test] fn to_json_renders_the_canonical_form() { let report = RunReport { manifest: RunManifest { commit: "abc123".to_string(), params: vec![ ("sma_fast".to_string(), Scalar::i64(2)), ("sma_slow".to_string(), Scalar::i64(4)), ("exposure_scale".to_string(), Scalar::f64(1.0)), ], window: (Timestamp(1), Timestamp(6)), seed: 0, broker: "sim-optimal(pip_size=1.0)".to_string(), }, metrics: RunMetrics { total_pips: 12.0, max_drawdown: 1.0, exposure_sign_flips: 1, }, }; assert_eq!( report.to_json(), r#"{"manifest":{"commit":"abc123","params":[["sma_fast",{"I64":2}],["sma_slow",{"I64":4}],["exposure_scale",{"F64":1.0}]],"window":[1,6],"seed":0,"broker":"sim-optimal(pip_size=1.0)"},"metrics":{"total_pips":12.0,"max_drawdown":1.0,"exposure_sign_flips":1}}"#, ); } #[test] fn to_json_equals_serde_disk_shape() { // the same RunReport value the canonical-form test builds. let report = RunReport { manifest: RunManifest { commit: "abc123".to_string(), params: vec![ ("sma_fast".to_string(), Scalar::i64(2)), ("sma_slow".to_string(), Scalar::i64(4)), ("exposure_scale".to_string(), Scalar::f64(1.0)), ], window: (Timestamp(1), Timestamp(6)), seed: 0, broker: "sim-optimal(pip_size=1.0)".to_string(), }, metrics: RunMetrics { total_pips: 12.0, max_drawdown: 1.0, exposure_sign_flips: 1 }, }; // stdout (to_json) and disk (serde_json::to_string) are now the same bytes. assert_eq!(report.to_json(), serde_json::to_string(&report).unwrap()); } #[test] fn runreport_serde_round_trips() { let report = RunReport { manifest: RunManifest { commit: "abc123".to_string(), params: vec![ ("sma_fast".to_string(), Scalar::i64(2)), ("sma_slow".to_string(), Scalar::i64(4)), ("exposure_scale".to_string(), Scalar::f64(1.0)), ], window: (Timestamp(1), Timestamp(6)), seed: 0, broker: "sim-optimal(pip_size=1.0)".to_string(), }, metrics: RunMetrics { total_pips: 12.0, max_drawdown: 1.0, exposure_sign_flips: 1 }, }; let json = serde_json::to_string(&report).expect("serialize RunReport"); // window is a 2-element [from, to] array (Timestamp newtype is transparent) assert!(json.contains("\"window\":[1,6]"), "window shape: {json}"); let back: RunReport = serde_json::from_str(&json).expect("deserialize RunReport"); assert_eq!(back, report); } #[test] fn join_on_ts_aligns_streams_of_different_cardinality() { // spine fires every bar; side A is one row shorter (no ts 10, like cold // Delay(1) on the first bar); side B fires on a subset (only ts 20, 40, // like a Session filter before the open). let spine = vec![ (Timestamp(10), vec![Scalar::f64(1.0)]), (Timestamp(20), vec![Scalar::f64(2.0)]), (Timestamp(30), vec![Scalar::f64(3.0)]), (Timestamp(40), vec![Scalar::f64(4.0)]), ]; let side_a = vec![ (Timestamp(20), vec![Scalar::bool(true)]), (Timestamp(30), vec![Scalar::bool(false)]), (Timestamp(40), vec![Scalar::bool(true)]), ]; let side_b = vec![ (Timestamp(20), vec![Scalar::i64(0)]), (Timestamp(40), vec![Scalar::i64(2)]), ]; let joined = join_on_ts(&spine, &[&side_a, &side_b]); // one row per spine entry, in spine order assert_eq!(joined.len(), 4); assert_eq!( joined.iter().map(|j| j.ts).collect::>(), vec![Timestamp(10), Timestamp(20), Timestamp(30), Timestamp(40)] ); // ts 10: spine present, both sides absent (the zip-by-index misalignment case) assert_eq!(joined[0].spine, vec![Scalar::f64(1.0)]); assert_eq!(joined[0].sides[0], None); assert_eq!(joined[0].sides[1], None); // ts 20: both sides present and aligned to THIS ts assert_eq!(joined[1].sides[0], Some(vec![Scalar::bool(true)])); assert_eq!(joined[1].sides[1], Some(vec![Scalar::i64(0)])); // ts 30: side A present, side B absent assert_eq!(joined[2].sides[0], Some(vec![Scalar::bool(false)])); assert_eq!(joined[2].sides[1], None); // ts 40: both present assert_eq!(joined[3].sides[0], Some(vec![Scalar::bool(true)])); assert_eq!(joined[3].sides[1], Some(vec![Scalar::i64(2)])); } #[test] fn join_on_ts_drops_side_rows_absent_from_spine() { // a side row whose ts is not in the spine is dropped — the spine defines // the row set. let spine = vec![(Timestamp(10), vec![Scalar::f64(1.0)])]; let side = vec![ (Timestamp(10), vec![Scalar::i64(7)]), (Timestamp(99), vec![Scalar::i64(8)]), // ts 99 absent from spine -> dropped ]; let joined = join_on_ts(&spine, &[&side]); assert_eq!(joined.len(), 1); assert_eq!(joined[0].ts, Timestamp(10)); assert_eq!(joined[0].sides[0], Some(vec![Scalar::i64(7)])); } #[test] fn columnar_trace_round_trips_f64_rows() { let rows = vec![ (Timestamp(2), vec![Scalar::f64(10.0)]), (Timestamp(3), vec![Scalar::f64(20.0)]), (Timestamp(4), vec![Scalar::f64(30.0)]), ]; let ct = ColumnarTrace::from_rows("equity", &[ScalarKind::F64], &rows); assert_eq!(ct.tap, "equity"); assert_eq!(ct.kinds, vec!["F64".to_string()]); assert_eq!(ct.ts, vec![2, 3, 4]); assert_eq!(ct.columns, vec![vec![10.0, 20.0, 30.0]]); // to_rows is the inverse for f64 taps assert_eq!(ct.to_rows(), rows); } #[test] fn columnar_trace_empty_rows_yields_empty_columns_sized_to_kinds() { let ct = ColumnarTrace::from_rows("exposure", &[ScalarKind::F64], &[]); assert_eq!(ct.ts, Vec::::new()); assert_eq!(ct.columns, vec![Vec::::new()]); assert!(ct.to_rows().is_empty()); } #[test] fn columnar_trace_coerces_non_f64_kinds_to_f64() { let rows = vec![ (Timestamp(1), vec![Scalar::i64(7), Scalar::bool(true)]), (Timestamp(2), vec![Scalar::i64(9), Scalar::bool(false)]), ]; let ct = ColumnarTrace::from_rows("mix", &[ScalarKind::I64, ScalarKind::Bool], &rows); assert_eq!(ct.kinds, vec!["I64".to_string(), "Bool".to_string()]); assert_eq!(ct.columns, vec![vec![7.0, 9.0], vec![1.0, 0.0]]); } /// The fourth coercion arm: a Timestamp-kind column tags as "Timestamp" and /// its epoch-ns survives the f64 projection (`scalar_to_f64` reads `as_ts().0`), /// closing the kind for which `from_rows` would otherwise be untested. #[test] fn columnar_trace_coerces_timestamp_kind_to_epoch_f64() { let rows = vec![ (Timestamp(1), vec![Scalar::ts(Timestamp(1_700_000_000_000_000_000))]), (Timestamp(2), vec![Scalar::ts(Timestamp(1_700_000_000_000_000_060))]), ]; let ct = ColumnarTrace::from_rows("clock", &[ScalarKind::Timestamp], &rows); assert_eq!(ct.kinds, vec!["Timestamp".to_string()]); assert_eq!( ct.columns, vec![vec![1_700_000_000_000_000_000.0, 1_700_000_000_000_000_060.0]], ); } /// A row wider than the declared kinds is a wiring bug (a sink's column count /// is fixed at bootstrap), surfaced as a named panic like `f64_field` — not a /// bare index-out-of-bounds. #[test] #[should_panic(expected = "row width 2 disagrees with kinds.len() 1")] fn from_rows_panics_on_row_wider_than_kinds() { let rows = vec![(Timestamp(1), vec![Scalar::f64(1.0), Scalar::f64(2.0)])]; let _ = ColumnarTrace::from_rows("wide", &[ScalarKind::F64], &rows); } /// Symmetric to the wide case: a row narrower than the declared kinds is the /// same wiring-bug class and carries the same named panic. #[test] #[should_panic(expected = "row width 1 disagrees with kinds.len() 2")] fn from_rows_panics_on_row_narrower_than_kinds() { let rows = vec![(Timestamp(1), vec![Scalar::f64(1.0)])]; let _ = ColumnarTrace::from_rows("narrow", &[ScalarKind::F64, ScalarKind::F64], &rows); } }