Aura/fieldtests/cycle-0009-run-metrics/c0009_1_run_to_report.rs

//! Fieldtest c0009 #1 — the north-star run-to-report move, end to end.
//!
//! Axis (carrier): bootstrap a harness (SMA fast/slow -> Sub -> Exposure ->
//! SimBroker, price tapped into the broker) with TWO recording sinks (equity on
//! the broker, exposure on the Exposure node), run it, drain both sinks,
//! f64_field + summarize + build a RunManifest + to_json. Question under test:
//! does the public rustdoc make this reachable WITHOUT reading crates/*/src?
//!
//!   price ----+--> SMA(2) --\
//!             |              Sub(fast - slow) --> Exposure(4) --+--> SimBroker --> equitySink
//!             +--> SMA(4) --/                                  |        ^
//!             |                                                v        |
//!             |                                          exposureSink   |
//!             +------------------------------------------------ price --+ (slot 1)
//!
//! Public-surface facts used (rustdoc only):
//!  - aura_std::Exposure::new(scale) = clamp(signal/scale, -1, +1), None until warm.
//!  - aura_std::SimBroker::new(pip_size): slot 0 = exposure, slot 1 = price;
//!    both Firing::Any, leading 0.0 rows during warm-up, one row per price cycle
//!    (rustdoc struct.SimBroker "Input slots"/"Firing and warm-up" — these were
//!    a 0007 spec_gap, now ON the surface; recorded as a `working` for that).
//!  - aura_engine::f64_field(rows, field) extracts one f64 column (rustdoc).
//!  - aura_engine::summarize(equity, exposure) -> RunMetrics (rustdoc).
//!  - RunManifest { commit, params, window, seed, broker }, RunReport, to_json.

use std::sync::mpsc::{self, Sender};

use aura_core::{Ctx, Firing, InputSpec, Node, NodeSchema, Scalar, ScalarKind, Timestamp};
use aura_engine::{Edge, Harness, RunManifest, RunReport, SourceSpec, Target, f64_field, summarize};
use aura_std::{Exposure, SimBroker, Sma, Sub};

/// A recording sink: one f64 input, persists (ts, row) out of graph (C8/C22).
/// Records the WHOLE row (Vec<Scalar>) the way a real registry sink would, so
/// f64_field can later project a column — this is the shape summarize expects.
struct RowRecorder {
    tx: Sender<(Timestamp, Vec<Scalar>)>,
}
impl Node for RowRecorder {
    fn schema(&self) -> NodeSchema {
        NodeSchema {
            inputs: vec![InputSpec { kind: ScalarKind::F64, lookback: 1, firing: Firing::Any }],
            output: vec![],
        }
    }
    fn eval(&mut self, ctx: Ctx<'_>) -> Option<&[Scalar]> {
        let w = ctx.f64_in(0);
        if w.is_empty() {
            return None;
        }
        let _ = self.tx.send((ctx.now(), vec![Scalar::F64(w[0])]));
        None
    }
}

fn f64_stream(pairs: &[(i64, f64)]) -> Vec<(Timestamp, Scalar)> {
    pairs.iter().map(|&(t, v)| (Timestamp(t), Scalar::F64(v))).collect()
}

fn main() {
    let (eq_tx, eq_rx) = mpsc::channel();
    let (exp_tx, exp_rx) = mpsc::channel();

    // nodes: 0=SMA(2) fast, 1=SMA(4) slow, 2=Sub, 3=Exposure(4),
    //        4=SimBroker(1.0), 5=equity sink (taps broker), 6=exposure sink (taps Exposure).
    let mut h = Harness::bootstrap(
        vec![
            Box::new(Sma::new(2)),
            Box::new(Sma::new(4)),
            Box::new(Sub::new()),
            Box::new(Exposure::new(4.0)),
            Box::new(SimBroker::new(1.0)),
            Box::new(RowRecorder { tx: eq_tx }),
            Box::new(RowRecorder { tx: exp_tx }),
        ],
        vec![SourceSpec {
            kind: ScalarKind::F64,
            targets: vec![
                Target { node: 0, slot: 0 }, // -> SMA fast
                Target { node: 1, slot: 0 }, // -> SMA slow
                Target { node: 4, slot: 1 }, // -> SimBroker price (slot 1)
            ],
        }],
        vec![
            Edge { from: 0, to: 2, slot: 0, from_field: 0 }, // SMA2 -> Sub.in0 (fast)
            Edge { from: 1, to: 2, slot: 1, from_field: 0 }, // SMA4 -> Sub.in1 (slow)
            Edge { from: 2, to: 3, slot: 0, from_field: 0 }, // Sub -> Exposure
            Edge { from: 3, to: 4, slot: 0, from_field: 0 }, // Exposure -> SimBroker.in0
            Edge { from: 3, to: 6, slot: 0, from_field: 0 }, // Exposure -> exposure sink
            Edge { from: 4, to: 5, slot: 0, from_field: 0 }, // SimBroker -> equity sink
        ],
    )
    .expect("valid two-sink signal-quality DAG");

    let prices: &[(i64, f64)] = &[
        (1, 100.0),
        (2, 102.0),
        (3, 104.0),
        (4, 106.0),
        (5, 108.0),
        (6, 110.0),
        (7, 112.0),
    ];
    h.run(vec![f64_stream(prices)]);

    // Drain both sinks (the World's post-run step the rustdoc describes).
    let equity_rows: Vec<(Timestamp, Vec<Scalar>)> = eq_rx.try_iter().collect();
    let exposure_rows: Vec<(Timestamp, Vec<Scalar>)> = exp_rx.try_iter().collect();
    println!("equity rows   = {equity_rows:?}");
    println!("exposure rows = {exposure_rows:?}");

    // Project field 0 of each (the documented bridge to summarize).
    let equity = f64_field(&equity_rows, 0);
    let exposure = f64_field(&exposure_rows, 0);

    let metrics = summarize(&equity, &exposure);
    println!("metrics = {metrics:?}");

    // Hand model (public-surface, from c0007_1 + SimBroker rustdoc):
    //   equity curve = [0,0,0,0,1,2,3] (leading zeros until exposure warms at t=5),
    //   so total_pips = 3.0, monotonic non-decreasing => max_drawdown = 0.0.
    //   exposure samples are recorded only from the Exposure node's first warm
    //   cycle (t=4 on): all +0.5 (long), no sign change => exposure_sign_flips = 0.
    assert_eq!(metrics.total_pips, 3.0, "final cumulative pips");
    assert_eq!(metrics.max_drawdown, 0.0, "monotonic-up curve has no drawdown");
    assert_eq!(metrics.exposure_sign_flips, 0, "exposure stays long throughout");

    // Pair with a caller-built manifest and render the structured C14 face.
    let report = RunReport {
        manifest: RunManifest {
            commit: "fieldtest-c0009-synthetic".to_string(),
            params: vec![
                ("sma_fast".to_string(), 2.0),
                ("sma_slow".to_string(), 4.0),
                ("exposure_scale".to_string(), 4.0),
            ],
            window: (Timestamp(1), Timestamp(7)),
            seed: 0,
            broker: "sim-optimal(pip_size=1)".to_string(),
        },
        metrics,
    };
    let json = report.to_json();
    println!("to_json() =\n{json}");

    // The rustdoc says: machine-readable JSON, field order fixed, params a JSON
    // object in insertion order, f64 via {} shortest form. It does NOT state the
    // exact field NAMES or nesting on the public surface — recorded as a
    // spec_gap. I assert only what the rustdoc promises that I can check without
    // reading src: it must parse as a non-empty object string and carry the
    // numbers I put in. (No serde in this crate either, by design — so I do a
    // substring check, which is itself a small friction.)
    assert!(json.starts_with('{') && json.ends_with('}'), "looks like a JSON object");
    assert!(json.contains("3"), "total_pips value present somewhere");
    assert!(json.contains("sma_fast"), "a param key present");
    assert!(json.contains("sim-optimal(pip_size=1)"), "broker label present");

    println!("c0009_1 OK: two sinks -> f64_field -> summarize -> RunManifest -> to_json");
}