Brummel
90c1de841d
Public-API research deep-dive driving the just-shipped GER40 real-data
session-breakout demo (5b5f034) through the escalating sequence a serious
researcher attempts next: scale to multi-year, walk-forward, structural-param
sweep, multi-instrument compare. Standalone consumer crate (path-deps only;
public interface = ledger + glossary + example corpus + cargo doc; no
crates/*/src read). All runs against the real /mnt/tickdata/Pepperstone archive.
Findings: 3 bugs, 1 friction, 3 spec_gap, 1 working. Triaged to the tracker:
- spec_gap: the flagship breakout ships as a raw FlatGraph the World API cannot
consume (sweep / walk_forward / compare all forced a hand re-author to a
Composite, which reproduced the FlatGraph numbers EXACTLY) — refs #94.
- bug: process residency is O(window) (6->173 MiB across 1mo->10y) despite the
documented O(one-chunk) claim; the aura ring stays <=1024 but data-server
retention scales, and streaming_seam.rs only measures the ring — refs #95.
- bug: the bar-period is one knob split across Resample (tunable param) and
Session (baked) and desyncs silently to 0.0 pips; Delay.lag leaks into the
default param_space (the C34 deform-vs-tune discriminator) — refs #96.
- spec_gap: the walk_forward empty-space idiom for param-free strategies is
undefined — refs #97.
- spec_gap (no per-instrument pip registry) and friction (one-directional
ns->ms conversion) re-confirm the known #22 and #80.
- working: C1 determinism over 7y / 148k bars, the lazy streaming source, and
the sweep/WFO cores held under real multi-year load; the Composite re-author
was behaviour-preserving (C23).
Scratch consumer crate + run transcripts committed under fieldtests/ per the
fieldtest convention (matching cycle-0049). The crate path-deps the engine and
reads the real archive; its bins are the repros cited in the issues above.
11 lines
588 B
Plaintext
11 lines
588 B
Plaintext
=== Task 1: scale the GER40 breakout over long horizons ===
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startup RSS = 6 MiB
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2024-09 (baseline) bars=1679 sessions=5 total_pips= -45.0 max_dd= 77.0 flips=10 | 0.01s RSS 7->8 MiB
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2024 full year bars=21377 sessions=62 total_pips= 203.4 max_dd= 168.5 flips=124 | 0.17s RSS 9->18 MiB
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2018..2024 (7y) bars=148688 sessions=401 total_pips= 520.2 max_dd= 799.1 flips=802 | 1.12s RSS 8->127 MiB
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--- determinism (C1): rerun 2024 full year, compare report JSON ---
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rerun report JSON bit-identical: true
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total_pips r1=203.4 r2=203.4
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