Realizes the C10 reframe (cycle 0007): the strategy DAG's output is an
intent/exposure stream, and a sim-optimal broker integrates it into a synthetic
pip-equity curve that measures SIGNAL QUALITY — the project's first trading
result, and its primary research loop.
Two new aura-std nodes (plain structs; the engine stays domain-free):
- Exposure { scale }: the decision/sizing node — clamp(signal/scale, -1, +1),
one f64 exposure per fired cycle, None until warmed up. Sizing/risk live in
`scale`.
- SimBroker { pip_size }: class (a) of C10 — consumes exposure (slot 0) + price
(slot 1), integrates the return earned by the exposure HELD INTO each cycle
(prev_exposure, decided at t-1) so it is causal / look-ahead-free (C2), and
emits cumulative pips. pip_size is held reference metadata (C7/C15), never
streamed.
End-to-end proof in the aura-engine harness test module (it dev-depends on
aura-std): a SMA(2)-SMA(4) cross -> Exposure -> SimBroker -> Recorder sink wires
a full signal-quality backtest; the recorded equity matches a hand-computed pip
curve ([0,0,0,0, 0.035]) and is bit-identical across two runs (C1). The engine
itself is unchanged — pure node authoring on the frozen substrate.
Verified: cargo test --workspace green (20 core + 30 engine + 9 std; 8 new);
clippy --all-targets -D warnings clean; engine/core surface-purity grep (no
dyn Any/Rc/RefCell) clean.
Note: the plan inlined `Window::first()`, which aura-core's Window does not
expose; the shipped code uses the semantically identical `Window::get(0)`
(newest value, or 0.0 when the exposure leg is cold).
closes#4closes#5
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
Brummel
3b49074156