Brummel
6f2cf443c4
MILESTONE VERDICT: GREEN — the whole span (0106-0109) holds end to
end as one continuous consumer scenario: authored from a bare {} via
introspection alone, every ref resolved from the public surface, three
validation tiers, run by content id over two real instruments through
the full v2 pipeline, realization recorded (selection/survivors/
bootstrap/generalizations/trace_name), traces on disk and charted,
read back via campaign runs, byte-identical re-runs (C1), refusals
precise. 0 bugs, 0 frictions, 0 spec gaps; 2 doc-gaps.
F7 fixed in this commit (the docs claimed an archive-root path without
naming the key; a guessed [paths] archive silently no-ops): project-
layout and the glossary Aura.toml entry now name [paths] data, and the
aura new template advertises the commented-out key. F8 (op-script
grammar not CLI-discoverable) filed as #208, sibling of the #197 docs
half — one docwriter pass once desired.
The milestone-close gate evidence is this corpus; the formal milestone
close and the push remain user-reserved.
refs #189
3 lines
5.2 KiB
JSON
3 lines
5.2 KiB
JSON
{"campaign":"42edebd2159de708009ba21e1ed4aea2cffabc373bf761c5765f79c190b677bd","process":"cd91270ca61ad42f56939231a7803a1d6d7aaa2b70bf79cde9da9284683b86b9","run":0,"seed":42,"cells":[{"strategy":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","instrument":"GER40","window_ms":[1725148800000,1727740800000],"stages":[{"block":"std::sweep","family_id":"42edebd2-0-GER40-w0-s0-0","selection":{"winner_ordinal":0,"params":[["bias.scale",{"F64":0.5}],["fast.length",{"I64":2}],["slow.length",{"I64":8}]],"selection":{"selection_metric":"sqn","n_trials":4,"raw_winner_metric":1.0540214890316064,"mode":"Argmax","deflated_score":-1.0290009962190139,"overfit_probability":0.3876123876123876,"n_resamples":1000,"block_len":5,"seed":42}}},{"block":"std::gate","survivor_ordinals":[0,1,2]},{"block":"std::walk_forward","family_id":"42edebd2-0-GER40-w0-s2-0"},{"block":"std::monte_carlo","bootstrap":{"pooled_oos":{"e_r":{"mean":0.02572811864069487,"p5":-0.045358717986233116,"p25":-0.003867370198210889,"p50":0.025041122400765753,"p75":0.054149001087649175,"p95":0.09609753891677572},"prob_le_zero":0.274,"n_trades":1843,"block_len":5,"n_resamples":1000}}}]},{"strategy":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","instrument":"FRA40","window_ms":[1725148800000,1727740800000],"stages":[{"block":"std::sweep","family_id":"42edebd2-0-FRA40-w0-s0-0","selection":{"winner_ordinal":2,"params":[["bias.scale",{"F64":0.5}],["fast.length",{"I64":4}],["slow.length",{"I64":8}]],"selection":{"selection_metric":"sqn","n_trials":4,"raw_winner_metric":2.1027529408673753,"mode":"Argmax","deflated_score":-0.25026485410828503,"overfit_probability":0.08491508491508491,"n_resamples":1000,"block_len":5,"seed":42}}},{"block":"std::gate","survivor_ordinals":[0,1,2]},{"block":"std::walk_forward","family_id":"42edebd2-0-FRA40-w0-s2-0"},{"block":"std::monte_carlo","bootstrap":{"pooled_oos":{"e_r":{"mean":0.013305753279586063,"p5":-0.09686234697635485,"p25":-0.02935938855824511,"p50":0.014375417056209604,"p75":0.0572151928623397,"p95":0.11740134416304716},"prob_le_zero":0.412,"n_trades":1272,"block_len":5,"n_resamples":1000}}}]}],"generalizations":[{"strategy_ordinal":0,"window_ordinal":0,"generalization":{"selection_metric":"expectancy_r","n_instruments":2,"worst_case":0.04367535583327283,"sign_agreement":2,"per_instrument":[["GER40",0.04367535583327283],["FRA40",0.048403786424396446]]},"winners":[["GER40",[["graph.fast.length",{"I64":4}],["graph.slow.length",{"I64":8}],["graph.bias.scale",{"F64":0.5}]]],["FRA40",[["graph.fast.length",{"I64":4}],["graph.slow.length",{"I64":8}],["graph.bias.scale",{"F64":0.5}]]]]}],"trace_name":"42edebd2-0"}
|
|
{"campaign":"42edebd2159de708009ba21e1ed4aea2cffabc373bf761c5765f79c190b677bd","process":"cd91270ca61ad42f56939231a7803a1d6d7aaa2b70bf79cde9da9284683b86b9","run":1,"seed":42,"cells":[{"strategy":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","instrument":"GER40","window_ms":[1725148800000,1727740800000],"stages":[{"block":"std::sweep","family_id":"42edebd2-0-GER40-w0-s0-1","selection":{"winner_ordinal":0,"params":[["bias.scale",{"F64":0.5}],["fast.length",{"I64":2}],["slow.length",{"I64":8}]],"selection":{"selection_metric":"sqn","n_trials":4,"raw_winner_metric":1.0540214890316064,"mode":"Argmax","deflated_score":-1.0290009962190139,"overfit_probability":0.3876123876123876,"n_resamples":1000,"block_len":5,"seed":42}}},{"block":"std::gate","survivor_ordinals":[0,1,2]},{"block":"std::walk_forward","family_id":"42edebd2-0-GER40-w0-s2-1"},{"block":"std::monte_carlo","bootstrap":{"pooled_oos":{"e_r":{"mean":0.02572811864069487,"p5":-0.045358717986233116,"p25":-0.003867370198210889,"p50":0.025041122400765753,"p75":0.054149001087649175,"p95":0.09609753891677572},"prob_le_zero":0.274,"n_trades":1843,"block_len":5,"n_resamples":1000}}}]},{"strategy":"597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a","instrument":"FRA40","window_ms":[1725148800000,1727740800000],"stages":[{"block":"std::sweep","family_id":"42edebd2-0-FRA40-w0-s0-1","selection":{"winner_ordinal":2,"params":[["bias.scale",{"F64":0.5}],["fast.length",{"I64":4}],["slow.length",{"I64":8}]],"selection":{"selection_metric":"sqn","n_trials":4,"raw_winner_metric":2.1027529408673753,"mode":"Argmax","deflated_score":-0.25026485410828503,"overfit_probability":0.08491508491508491,"n_resamples":1000,"block_len":5,"seed":42}}},{"block":"std::gate","survivor_ordinals":[0,1,2]},{"block":"std::walk_forward","family_id":"42edebd2-0-FRA40-w0-s2-1"},{"block":"std::monte_carlo","bootstrap":{"pooled_oos":{"e_r":{"mean":0.013305753279586063,"p5":-0.09686234697635485,"p25":-0.02935938855824511,"p50":0.014375417056209604,"p75":0.0572151928623397,"p95":0.11740134416304716},"prob_le_zero":0.412,"n_trades":1272,"block_len":5,"n_resamples":1000}}}]}],"generalizations":[{"strategy_ordinal":0,"window_ordinal":0,"generalization":{"selection_metric":"expectancy_r","n_instruments":2,"worst_case":0.04367535583327283,"sign_agreement":2,"per_instrument":[["GER40",0.04367535583327283],["FRA40",0.048403786424396446]]},"winners":[["GER40",[["graph.fast.length",{"I64":4}],["graph.slow.length",{"I64":8}],["graph.bias.scale",{"F64":0.5}]]],["FRA40",[["graph.fast.length",{"I64":4}],["graph.slow.length",{"I64":8}],["graph.bias.scale",{"F64":0.5}]]]]}],"trace_name":"42edebd2-1"}
|