# aura **aura is a "game engine for traders."** It is a Rust framework — and a playground — for authoring trading strategies as composable dataflow nodes, backtesting them deterministically and massively in parallel, validating them (sweep / Monte-Carlo / walk-forward), and freezing a validated strategy into a standalone bot with a broker connection. Its differentiator is the **World**: a program that constructs and orchestrates whole *families* of backtests, not the single run. This README is a discoverability map of the shipped `aura` CLI — *what commands exist and what they do*. It deliberately keeps per-flag detail light; the two authoritative sources for exact syntax are always: - `aura --help` — the exhaustive flag grammar. - The design ledger (`docs/design/INDEX.md`) and glossary (`docs/glossary.md`) — the concepts and invariants behind the surface. ## Build & run aura is a Cargo workspace. Build everything and you get one binary named `aura`: ```sh cargo build --workspace # binary at target/debug/aura cargo build --workspace --release # optimized, at target/release/aura ``` Invoke it as `aura …` (examples below use the plain name). ## Concepts in one breath - **Blueprint** — a serialized signal graph as data: a param-generic `price → bias` node graph. A blueprint file (`blueprint.json`) is the unit a downstream consumer loads and drives verbs over. - **Open vs. closed** — a blueprint with unbound (free) numeric knobs is *open*; one with every knob bound is *closed*. Different verbs want different states (see each verb below). - **Family** — the set of runs one verb produces over a blueprint (a sweep grid, a Monte-Carlo seed set, a walk-forward window sequence). Families are persisted in a content-addressed store and can be listed, ranked, and reproduced. - **Axis** — one named, sweepable knob of a blueprint (e.g. `graph.fast.length`), bound with a comma-separated value list. ## Running & orchestrating a loaded blueprint These verbs all take the **blueprint file as their first positional argument** and drive a family of runs over it. `walkforward`, `mc`, and `generalize` share `sweep`'s generic grammar — the blueprint positional plus `--real` and a repeatable `--axis =` (`generalize` takes `--real `, at least two instruments, with a single value per axis) — see `--help`. | Command | Purpose | |---|---| | `aura run ` | Run one backtest of a **closed** blueprint and print its report. An open (free-knob) blueprint is refused with a clean error — bind it, or use `sweep`. | | `aura sweep --list-axes` | **Discover** the blueprint's open, sweepable knobs. Prints each as `:`. Run this first to learn the axis names. | | `aura sweep --axis = [--axis …]` | Run a **grid family** over the named axes and persist it. | | `aura mc --seeds ` | Run a **synthetic Monte-Carlo family** of `n` seeded realizations. Wants a **closed** blueprint (the inverse of sweep). | | `aura mc --real --axis = [--axis …]` | Run a **Monte-Carlo R-bootstrap campaign** over recorded data — driven through the same generated-campaign pipeline as `sweep`; `--block-len`/`--resamples`/`--seed` tune the bootstrap. | | `aura walkforward --axis = [--axis …]` | Run an **in-sample-refit walk-forward family** — rolling optimize + out-of-sample test across windows, stitched into one verdict + parameter stability. `--select` chooses the per-window objective. | | `aura runs families` | List every persisted family (id, kind, member count). | | `aura runs family [rank ]` | List one family's members, optionally ranked best-first by an R metric (e.g. `sqn_normalized`, `expectancy_r`). | | `aura reproduce ` | Re-derive every member of a persisted family from the content-addressed store and check it is bit-identical (the C18/C1 determinism guarantee). | **Important contract — every open knob is mandatory.** On `sweep` and `walkforward`, the knobs enumerated by `--list-axes` are *all* required: you must supply an `--axis` for each open knob. There is no default value — pin a knob you don't want to vary with a single-value axis (`--axis name=4`). Omitting one is a clean error naming the missing knob, not a silent default. Use `aura --help` for the full data-window (`--real`/`--from`/`--to`), naming (`--name`), and selection (`--select`) flags. ## Authoring & introspecting topology A blueprint is authored declaratively from a **JSON op-list**: an ordered list of by-identifier construction ops replayed against the standard node vocabulary. | Command | Purpose | |---|---| | `aura graph build` | Read an op-list document on **stdin**, build the blueprint, and print its canonical JSON to **stdout** (no trailing newline — it is the content-addressed artifact). | | `aura graph introspect --vocabulary` | List every node type available to op-lists. | | `aura graph introspect --node ` | Show one type's input ports, output fields, and param paths (with the bind-value form). | | `aura graph introspect --unwired` | Read a *partial* op-list on stdin and list its still-open interior slots. | | `aura graph introspect --content-id` | Read an op-list on stdin and print the SHA-256 content id of the blueprint it would build. | | `aura graph introspect --identity-id` | Read an op-list on stdin and print the SHA-256 **identity id** — the topology's debug-name-blind id, so two documents (or an op-script and a Rust-built blueprint) expressing the same topology print the same id. Combinable with `--content-id` (both ids, one per line, content id first). | ### Op-list shape Each element is one op, tagged by `"op"`. Node params are bound with the **typed `Scalar` form** — a tagged, capitalized-kind object: `{"I64": 5}`, `{"F64": 1.5}`, `{"Bool": true}`. A worked example (an SMA-crossover → bias signal): ```json [ {"op":"source","role":"price","kind":"F64"}, {"op":"add","type":"SMA","name":"fast","bind":{"length":{"I64":2}}}, {"op":"add","type":"SMA","name":"slow","bind":{"length":{"I64":4}}}, {"op":"add","type":"Sub"}, {"op":"add","type":"Bias"}, {"op":"feed","role":"price","into":["fast.series","slow.series"]}, {"op":"connect","from":"fast.value","to":"sub.lhs"}, {"op":"connect","from":"slow.value","to":"sub.rhs"}, {"op":"connect","from":"sub.value","to":"bias.signal"}, {"op":"expose","from":"bias.bias","as":"bias"} ] ``` Piping this document into `aura graph build` emits a `blueprint.json` you can then feed to `run` / `sweep` / `mc` / `walkforward` above: ```sh aura graph build < crossover.ops.json > crossover.bp.json aura sweep crossover.bp.json --list-axes ``` The op kinds are `source`, `input`, `add`, `feed`, `connect`, and `expose`. See `aura graph introspect --node ` for a type's exact ports and the op-script grammar in the design ledger for the full semantics. ## Where to go deeper - `aura --help` — exhaustive, always-current flag grammar. - `docs/design/INDEX.md` — the design ledger: architecture, invariants, the World. - `docs/glossary.md` — canonical terminology (blueprint, family, axis, sweep / Monte-Carlo / walk-forward, R, content-id, …).