e2b6ab8e1b
refs #32
591 lines
21 KiB
Markdown
591 lines
21 KiB
Markdown
# Param-sweep grid — Iteration 1 (engine primitive) — Implementation Plan
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> **Parent spec:** `docs/specs/0028-param-sweep-grid.md`
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>
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> **For agentic workers:** REQUIRED SUB-SKILL: use the `implement` skill to run
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> this plan. Steps use `- [ ]` checkboxes for tracking.
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**Goal:** Ship the engine-side param-sweep primitive — `GridSpace` (validated
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cartesian enumeration), `sweep()` (disjoint `std::thread::scope` execution), and
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`SweepFamily` (ordered collection) — in a new `crates/aura-engine/src/sweep.rs`.
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**Architecture:** A new module with three parts: enumeration (`GridSpace::new`
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validates one value-list per param slot against `param_space()`; `points()`
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materializes the cartesian product in odometer order), execution (`sweep()`
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derives the worker count from `available_parallelism()` and delegates to a
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private `sweep_with_threads()` that runs points disjointly over a shared atomic
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cursor, tagging results by index and sorting after join for enumeration-order
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determinism), and collection (`SweepFamily`/`SweepPoint`). The per-point
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run-to-metrics closure is the author's. Zero external dependency (C16) — `std`
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only, no `rayon`.
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**Tech Stack:** `crates/aura-engine` (`sweep.rs` new, `lib.rs` re-export);
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reuses `Composite::param_space`/`bootstrap_with_params` (#30/#31),
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`summarize`/`f64_field`/`RunMetrics` (report), `Scalar`/`ScalarKind`/`ParamSpec`
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(aura-core), and a duplicated value-empty SMA-cross two-sink test fixture.
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---
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**Files this plan creates or modifies:**
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- Create: `crates/aura-engine/src/sweep.rs` — the sweep module (`GridSpace`,
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`SweepError`, `SweepPoint`, `SweepFamily`, `sweep`, private
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`sweep_with_threads`) + its `#[cfg(test)]` suite.
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- Modify: `crates/aura-engine/src/lib.rs:34-44` — add `mod sweep;` to the module
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list and a `pub use sweep::{…}` re-export.
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---
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## Task 1: GridSpace — cartesian enumeration + the typed fault gate
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**Files:**
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- Create: `crates/aura-engine/src/sweep.rs`
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- Modify: `crates/aura-engine/src/lib.rs:34-44`
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- [ ] **Step 1: Create `sweep.rs` with the test module only (RED)**
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Create `crates/aura-engine/src/sweep.rs` with exactly this content (the
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production types referenced by the tests do not exist yet, so the crate will not
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compile — that is the RED state):
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```rust
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//! Grid param-sweep (C12.1): enumerate a cartesian grid over a blueprint's
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//! param-space and run each point disjointly (C1). This module owns enumeration
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//! (`GridSpace`), execution (`sweep`), and collection (`SweepFamily`); the
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//! per-point run-to-metrics closure is the author's (harness-specific sink glue
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//! the engine cannot generically own — C8/C18).
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#[cfg(test)]
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mod tests {
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use super::*;
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use aura_core::{ParamSpec, Scalar, ScalarKind};
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fn i64_space(n: usize) -> Vec<ParamSpec> {
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(0..n)
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.map(|i| ParamSpec { name: format!("p{i}"), kind: ScalarKind::I64 })
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.collect()
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}
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#[test]
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fn points_enumerate_in_odometer_order() {
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let space = i64_space(2);
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let grid = GridSpace::new(
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&space,
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vec![
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vec![Scalar::I64(2), Scalar::I64(3)],
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vec![Scalar::I64(4), Scalar::I64(5)],
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],
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)
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.expect("valid grid");
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assert_eq!(
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grid.points(),
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vec![
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vec![Scalar::I64(2), Scalar::I64(4)],
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vec![Scalar::I64(2), Scalar::I64(5)],
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vec![Scalar::I64(3), Scalar::I64(4)],
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vec![Scalar::I64(3), Scalar::I64(5)],
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],
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);
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}
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#[test]
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fn len_is_product_of_axis_lengths() {
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let space = vec![
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ParamSpec { name: "a".into(), kind: ScalarKind::I64 },
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ParamSpec { name: "b".into(), kind: ScalarKind::I64 },
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ParamSpec { name: "c".into(), kind: ScalarKind::F64 },
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];
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let grid = GridSpace::new(
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&space,
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vec![
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vec![Scalar::I64(2), Scalar::I64(3)],
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vec![Scalar::I64(4), Scalar::I64(5)],
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vec![Scalar::F64(0.5)],
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],
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)
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.expect("valid grid");
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assert_eq!(grid.len(), 4);
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assert!(!grid.is_empty());
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}
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#[test]
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fn arity_mismatch_is_an_error() {
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let space = i64_space(2);
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let err = GridSpace::new(&space, vec![vec![Scalar::I64(2)]]).unwrap_err();
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assert_eq!(err, SweepError::Arity { expected: 2, got: 1 });
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}
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#[test]
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fn wrong_kind_is_a_kind_mismatch() {
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let space = i64_space(1);
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let err = GridSpace::new(&space, vec![vec![Scalar::F64(1.0)]]).unwrap_err();
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assert_eq!(
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err,
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SweepError::KindMismatch {
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slot: 0,
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value_index: 0,
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expected: ScalarKind::I64,
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got: ScalarKind::F64,
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},
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);
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}
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#[test]
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fn empty_axis_is_an_error() {
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let space = i64_space(1);
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let err = GridSpace::new(&space, vec![vec![]]).unwrap_err();
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assert_eq!(err, SweepError::EmptyAxis { slot: 0 });
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}
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}
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```
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- [ ] **Step 2: Wire the module + partial re-export into `lib.rs`**
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In `crates/aura-engine/src/lib.rs`, add `mod sweep;` after line 37 (`mod
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report;`), so the module list reads:
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```rust
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mod blueprint;
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mod graph_model;
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mod harness;
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mod report;
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mod sweep;
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```
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And add the partial re-export after line 44 (`pub use report::{…}`):
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```rust
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pub use sweep::{GridSpace, SweepError};
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```
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(The full re-export — adding `sweep`, `SweepFamily`, `SweepPoint` — lands in
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Task 2 once those symbols exist.)
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- [ ] **Step 3: Run the test to verify it fails (RED)**
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Run: `cargo test -p aura-engine --lib sweep::`
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Expected: FAIL — compile error, `cannot find type GridSpace`/`SweepError` in this
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scope (the production types are not written yet).
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- [ ] **Step 4: Write the production `GridSpace` + `SweepError` (GREEN)**
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Insert this block at the **top** of `crates/aura-engine/src/sweep.rs`, directly
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after the `//!` module doc-comment and **before** the `#[cfg(test)]` line:
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```rust
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use aura_core::{ParamSpec, Scalar, ScalarKind};
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/// A validated cartesian grid over a blueprint's param-space: one discrete
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/// value-list per param slot, in `param_space()` order. Enumerates a family of
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/// points (C12.1 grid axis).
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pub struct GridSpace {
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axes: Vec<Vec<Scalar>>,
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}
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impl GridSpace {
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/// Validate `axes` against `space` (the blueprint's `param_space()`): one
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/// axis per slot (`Arity`), every value the slot's declared kind
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/// (`KindMismatch`), no empty axis (`EmptyAxis`, which would yield zero
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/// points). On success the grid enumerates `∏ |axis_i|` points.
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pub fn new(space: &[ParamSpec], axes: Vec<Vec<Scalar>>) -> Result<Self, SweepError> {
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if axes.len() != space.len() {
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return Err(SweepError::Arity { expected: space.len(), got: axes.len() });
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}
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for (slot, (axis, ps)) in axes.iter().zip(space).enumerate() {
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if axis.is_empty() {
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return Err(SweepError::EmptyAxis { slot });
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}
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for (value_index, v) in axis.iter().enumerate() {
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if v.kind() != ps.kind {
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return Err(SweepError::KindMismatch {
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slot,
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value_index,
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expected: ps.kind,
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got: v.kind(),
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});
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}
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}
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}
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Ok(Self { axes })
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}
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/// The number of grid points (`∏ |axis_i|`), always `>= 1` (a valid grid has
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/// no empty axis; a zero-param grid is the single empty point).
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pub fn len(&self) -> usize {
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self.axes.iter().map(|a| a.len()).product()
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}
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/// Always `false` — a valid `GridSpace` rejects empty axes, so it has at
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/// least one point. Present to satisfy clippy's `len_without_is_empty`.
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pub fn is_empty(&self) -> bool {
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false
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}
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/// The cartesian product, in odometer order: the **last** axis varies
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/// fastest. Deterministic — the same grid yields the same point sequence.
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pub fn points(&self) -> Vec<Vec<Scalar>> {
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let mut out = Vec::with_capacity(self.len());
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let mut idx = vec![0usize; self.axes.len()];
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loop {
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out.push(self.axes.iter().zip(&idx).map(|(a, &i)| a[i]).collect());
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// odometer increment from the last axis
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let mut k = self.axes.len();
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loop {
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if k == 0 {
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return out;
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}
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k -= 1;
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idx[k] += 1;
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if idx[k] < self.axes[k].len() {
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break;
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}
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idx[k] = 0;
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}
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}
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}
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}
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/// A structural fault constructing a `GridSpace` — the typed gate before any run.
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#[derive(Clone, Debug, PartialEq, Eq)]
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pub enum SweepError {
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/// The number of axes does not equal the param-space slot count.
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Arity { expected: usize, got: usize },
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/// A grid value's kind does not match its slot's declared kind. `slot` is the
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/// flat param-space index; `value_index` is the position within that axis.
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KindMismatch { slot: usize, value_index: usize, expected: ScalarKind, got: ScalarKind },
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/// A slot was given no values (would collapse the product to zero points).
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EmptyAxis { slot: usize },
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}
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```
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- [ ] **Step 5: Run the test to verify it passes (GREEN)**
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Run: `cargo test -p aura-engine --lib sweep::`
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Expected: PASS — 5 tests (`points_enumerate_in_odometer_order`,
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`len_is_product_of_axis_lengths`, `arity_mismatch_is_an_error`,
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`wrong_kind_is_a_kind_mismatch`, `empty_axis_is_an_error`).
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- [ ] **Step 6: Lint gate for this task**
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Run: `cargo clippy -p aura-engine --all-targets -- -D warnings`
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Expected: clean (no warnings). `GridSpace`/`SweepError` are reachable via the
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Step-2 re-export, so no dead-code lint fires.
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---
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## Task 2: sweep() — disjoint parallel execution + the ordered family
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**Files:**
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- Modify: `crates/aura-engine/src/sweep.rs`
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- Modify: `crates/aura-engine/src/lib.rs:44`
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- [ ] **Step 1: Replace the test-module imports + add the fixtures and run-tests (RED)**
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In `crates/aura-engine/src/sweep.rs`, replace the Task-1 test-module import lines
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```rust
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use super::*;
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use aura_core::{ParamSpec, Scalar, ScalarKind};
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```
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with the full import block:
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```rust
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use super::*;
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use crate::{
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f64_field, summarize, BlueprintNode, Composite, Edge, OutField, ParamAlias, Role,
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RunMetrics, Target,
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};
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use aura_core::{Firing, ParamSpec, Scalar, ScalarKind, Timestamp};
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use aura_std::{Exposure, Recorder, SimBroker, Sma, Sub};
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use std::sync::mpsc;
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```
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Then, inside the `mod tests { … }` block, **after** the existing
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`empty_axis_is_an_error` test and **before** the module's closing `}`, append the
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fixtures and the three execution tests:
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```rust
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fn synthetic_prices() -> Vec<(Timestamp, Scalar)> {
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[
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(1_i64, 1.0000_f64),
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(2, 1.0010),
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(3, 1.0030),
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(4, 1.0060),
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(5, 1.0040),
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(6, 1.0010),
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(7, 0.9990),
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]
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.iter()
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.map(|&(t, p)| (Timestamp(t), Scalar::F64(p)))
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.collect()
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}
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/// The SMA-cross signal as a reusable value-empty composite (duplicated from
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/// `blueprint.rs`'s test module — test fixtures stay module-local, the same
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/// way `report.rs` copies its harness helper).
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fn sma_cross() -> Composite {
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Composite::new(
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"sma_cross",
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vec![Sma::builder().into(), Sma::builder().into(), Sub::builder().into()],
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vec![
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Edge { from: 0, to: 2, slot: 0, from_field: 0 },
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Edge { from: 1, to: 2, slot: 1, from_field: 0 },
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],
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vec![Role {
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name: "price".into(),
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targets: vec![Target { node: 0, slot: 0 }, Target { node: 1, slot: 0 }],
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source: None,
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}],
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vec![
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ParamAlias { name: "fast".into(), node: 0, slot: 0 },
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ParamAlias { name: "slow".into(), node: 1, slot: 0 },
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],
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vec![OutField { node: 2, field: 0, name: "out".into() }],
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)
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}
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/// The signal-quality harness as a value-empty composite blueprint with two
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/// recording sinks (duplicated from `blueprint.rs`'s test module).
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#[allow(clippy::type_complexity)]
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fn composite_sma_cross_harness() -> (
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Composite,
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mpsc::Receiver<(Timestamp, Vec<Scalar>)>,
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mpsc::Receiver<(Timestamp, Vec<Scalar>)>,
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) {
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let (tx_eq, rx_eq) = mpsc::channel();
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let (tx_ex, rx_ex) = mpsc::channel();
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let bp = Composite::new(
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"root",
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vec![
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BlueprintNode::Composite(sma_cross()),
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Exposure::builder().into(),
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SimBroker::builder(0.0001).into(),
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Recorder::builder(vec![ScalarKind::F64], Firing::Any, tx_eq).into(),
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Recorder::builder(vec![ScalarKind::F64], Firing::Any, tx_ex).into(),
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],
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vec![
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Edge { from: 0, to: 1, slot: 0, from_field: 0 }, // composite out -> Exposure
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Edge { from: 1, to: 2, slot: 0, from_field: 0 }, // exposure -> broker slot 0
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Edge { from: 2, to: 3, slot: 0, from_field: 0 }, // equity -> sink
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Edge { from: 1, to: 4, slot: 0, from_field: 0 }, // exposure -> sink
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],
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vec![Role {
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name: "src".into(),
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targets: vec![Target { node: 0, slot: 0 }, Target { node: 2, slot: 1 }],
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source: Some(ScalarKind::F64),
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}],
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vec![], // params: the interior sma_cross + Exposure carry the knobs
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vec![], // output: the root ends in sinks
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);
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(bp, rx_eq, rx_ex)
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}
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/// Build + bootstrap + run + drain + summarize one grid point. A free `fn`
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/// (Copy + Sync) so it serves as the `sweep` closure AND a direct reference
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/// for the "sweep == N independent runs" comparison.
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fn run_point(point: &[Scalar]) -> RunMetrics {
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let (bp, rx_eq, rx_ex) = composite_sma_cross_harness();
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let mut h = bp
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.bootstrap_with_params(point.to_vec())
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.expect("grid points are kind-checked against param_space");
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h.run(vec![synthetic_prices()]);
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let equity = f64_field(&rx_eq.try_iter().collect::<Vec<_>>(), 0);
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let exposure = f64_field(&rx_ex.try_iter().collect::<Vec<_>>(), 0);
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summarize(&equity, &exposure)
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}
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fn sma_cross_grid() -> GridSpace {
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let space = composite_sma_cross_harness().0.param_space();
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GridSpace::new(
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&space,
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vec![
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vec![Scalar::I64(2), Scalar::I64(3)], // fast ∈ {2, 3}
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vec![Scalar::I64(4), Scalar::I64(5)], // slow ∈ {4, 5}
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vec![Scalar::F64(0.5)], // scale ∈ {0.5}
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],
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)
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.expect("grid matches the sample param-space")
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}
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#[test]
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fn sweep_equals_n_independent_runs() {
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let grid = sma_cross_grid();
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let family = sweep(&grid, run_point);
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assert_eq!(family.points.len(), 4);
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// params carried in enumeration (odometer) order, self-describing
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assert_eq!(
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family.points[0].params,
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vec![Scalar::I64(2), Scalar::I64(4), Scalar::F64(0.5)],
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);
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assert_eq!(
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family.points[3].params,
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vec![Scalar::I64(3), Scalar::I64(5), Scalar::F64(0.5)],
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);
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// each point's metrics equal a direct, independent run of the same point:
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// the sweep adds enumeration + execution, never a metrics change (C1).
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for pt in &family.points {
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assert_eq!(pt.metrics, run_point(&pt.params));
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assert!(pt.metrics.total_pips.is_finite());
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}
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}
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#[test]
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fn family_is_deterministic_across_thread_counts() {
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let grid = sma_cross_grid();
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let one = sweep_with_threads(&grid, 1, run_point);
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let many = sweep_with_threads(&grid, 8, run_point);
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// same family at 1 worker and at N (C1: order = enumeration, not completion)
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assert_eq!(one, many);
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// and identical to the public `sweep`, which derives the worker count
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assert_eq!(one, sweep(&grid, run_point));
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}
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#[test]
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fn distinct_points_produce_distinct_metrics() {
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let family = sweep(&sma_cross_grid(), run_point);
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// not a constant family: differing SMA lengths produce differing equity
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let first = family.points[0].metrics.total_pips;
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assert!(
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family.points.iter().any(|p| p.metrics.total_pips != first),
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"a 4-point SMA-length grid must not collapse to one metric",
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);
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}
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```
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- [ ] **Step 2: Run the tests to verify they fail (RED)**
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Run: `cargo test -p aura-engine --lib sweep::`
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Expected: FAIL — compile error, `cannot find function sweep` /
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`cannot find function sweep_with_threads` / `cannot find type SweepPoint` /
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`SweepFamily` (the execution layer is not written yet).
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- [ ] **Step 3: Add the execution imports to `sweep.rs`**
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In `crates/aura-engine/src/sweep.rs`, change the top production import line
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|
```rust
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use aura_core::{ParamSpec, Scalar, ScalarKind};
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|
```
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|
|
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to add the two execution-layer imports immediately after it:
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|
|
|
```rust
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|
use aura_core::{ParamSpec, Scalar, ScalarKind};
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use crate::RunMetrics;
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use std::sync::atomic::{AtomicUsize, Ordering};
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|
```
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|
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- [ ] **Step 4: Write `SweepPoint`, `SweepFamily`, `sweep`, `sweep_with_threads` (GREEN)**
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In `crates/aura-engine/src/sweep.rs`, insert this block **after** the
|
|
`SweepError` enum and **before** the `#[cfg(test)]` line:
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|
|
|
```rust
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|
/// One enumerated point and the metrics its run produced. Self-describing: the
|
|
/// `params` vector is the point's coordinate in `param_space()` order.
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|
#[derive(Clone, Debug, PartialEq)]
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|
pub struct SweepPoint {
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|
pub params: Vec<Scalar>,
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|
pub metrics: RunMetrics,
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|
}
|
|
|
|
/// The ordered result family of a sweep — one `SweepPoint` per grid point, in
|
|
/// enumeration (odometer) order, independent of thread completion order.
|
|
#[derive(Clone, Debug, PartialEq)]
|
|
pub struct SweepFamily {
|
|
pub points: Vec<SweepPoint>,
|
|
}
|
|
|
|
/// Run `run_one` over every grid point, disjointly in parallel (C1), and collect
|
|
/// the family in enumeration order. `run_one` builds + bootstraps + runs +
|
|
/// summarizes one point; it shares nothing mutable, so it is `Sync` and the runs
|
|
/// are lock-free. Parallelism is `available_parallelism()` workers — `std` only,
|
|
/// no external dependency (C16).
|
|
pub fn sweep<F>(space: &GridSpace, run_one: F) -> SweepFamily
|
|
where
|
|
F: Fn(&[Scalar]) -> RunMetrics + Sync,
|
|
{
|
|
let nthreads = std::thread::available_parallelism().map(|n| n.get()).unwrap_or(1);
|
|
sweep_with_threads(space, nthreads, run_one)
|
|
}
|
|
|
|
/// The thread-count-explicit core of [`sweep`]. Module-private: the public
|
|
/// `sweep` derives the count, while the tests drive it at 1 and at N to pin
|
|
/// determinism under concurrency (C1). Workers pull point indices from a shared
|
|
/// atomic cursor (work-stealing load-balances uneven per-point cost); each tags
|
|
/// its result with the point index, and the family is assembled by sorting on
|
|
/// that index after the scope joins — so the order is the enumeration order, not
|
|
/// the completion order. Only the cursor is shared; the results side is lock-free.
|
|
fn sweep_with_threads<F>(space: &GridSpace, nthreads: usize, run_one: F) -> SweepFamily
|
|
where
|
|
F: Fn(&[Scalar]) -> RunMetrics + Sync,
|
|
{
|
|
let points = space.points();
|
|
// `points.len() >= 1` always (GridSpace rejects empty axes), so the clamp
|
|
// lower bound never exceeds the upper; this also coerces a 0 to 1 worker.
|
|
let nthreads = nthreads.clamp(1, points.len());
|
|
let cursor = AtomicUsize::new(0);
|
|
|
|
let mut results: Vec<(usize, RunMetrics)> = std::thread::scope(|scope| {
|
|
let handles: Vec<_> = (0..nthreads)
|
|
.map(|_| {
|
|
scope.spawn(|| {
|
|
let mut local: Vec<(usize, RunMetrics)> = Vec::new();
|
|
loop {
|
|
let i = cursor.fetch_add(1, Ordering::Relaxed);
|
|
if i >= points.len() {
|
|
break;
|
|
}
|
|
local.push((i, run_one(&points[i])));
|
|
}
|
|
local
|
|
})
|
|
})
|
|
.collect();
|
|
handles.into_iter().flat_map(|h| h.join().unwrap()).collect()
|
|
});
|
|
|
|
results.sort_by_key(|&(i, _)| i);
|
|
SweepFamily {
|
|
points: results
|
|
.into_iter()
|
|
.map(|(i, metrics)| SweepPoint { params: points[i].clone(), metrics })
|
|
.collect(),
|
|
}
|
|
}
|
|
```
|
|
|
|
- [ ] **Step 5: Expand the `lib.rs` re-export**
|
|
|
|
In `crates/aura-engine/src/lib.rs`, replace the Task-1 partial re-export line
|
|
|
|
```rust
|
|
pub use sweep::{GridSpace, SweepError};
|
|
```
|
|
|
|
with the full re-export:
|
|
|
|
```rust
|
|
pub use sweep::{sweep, GridSpace, SweepError, SweepFamily, SweepPoint};
|
|
```
|
|
|
|
- [ ] **Step 6: Run the tests to verify they pass (GREEN)**
|
|
|
|
Run: `cargo test -p aura-engine --lib sweep::`
|
|
Expected: PASS — 8 tests total (the 5 enumeration/fault tests from Task 1 plus
|
|
`sweep_equals_n_independent_runs`, `family_is_deterministic_across_thread_counts`,
|
|
`distinct_points_produce_distinct_metrics`).
|
|
|
|
- [ ] **Step 7: Full workspace build + test + lint gate**
|
|
|
|
Run: `cargo build --workspace`
|
|
Expected: success.
|
|
|
|
Run: `cargo test --workspace`
|
|
Expected: PASS — the whole suite green, including the new `sweep::` tests and all
|
|
pre-existing tests (no regression).
|
|
|
|
Run: `cargo clippy --workspace --all-targets -- -D warnings`
|
|
Expected: clean (no warnings).
|