Aura/docs/design/INDEX.md

aura design ledger — INDEX

The ledger records the load-bearing design contracts and their rationale. Each contract states what it guarantees, what it forbids, and why. A change that breaks a contract is a design decision (amend the contract here with its new rationale), never a silent refactor.

Provenance: contracts C1–C18 were settled in the initial rough-sketch design interview (2026-06-03), walking the design tree root-to-leaf (C16–C18 and the C10 refinement to a broker-independent position table came in follow-up turns; C10 was later reframed in cycle 0007 — the intent/exposure stream is the primary output, the position table a derived layer — see C10). C19–C22 were added as the construction / World / playground layer; C23 and the C9/C19 compilation refinements were settled 2026-06-05 for the Construction-layer milestone (the blueprint→flat-graph reading of composites and graph optimisation). The CLAUDE.md Domain invariants section is the compressed, always-loaded summary of the subset that agents must never violate; this file is the fuller form with rationale.

Vocabulary: a contract is one ledger entry. A cycle is one pipeline round; a milestone is a tracker container spanning many cycles (the first milestone is the walking skeleton: ingest → one signal → exposure/intent → sim-optimal broker → synthetic pip-equity signal-quality metric).

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Foundation — what aura is

aura is a framework and a playground for traders. A human and (primarily) LLMs author trading nodes directly in Rust; the engine backtests them deterministically and massively in parallel, composes them fractally, validates them (sweep / Monte-Carlo / walk-forward), and freezes a validated strategy into a standalone bot with a broker connection.

The predecessor RustAst (myc) tried this as a custom DSL and failed: too slow, too buggy, and LLMs author far better in Rust than in an unfamiliar DSL. aura inverts it — engine in Rust, strategies in Rust — but keeps RustAst's concepts (synchronous reactive streams, bounded-lookback series, run-counting, SoA). RustAst is a conceptual reference, not a dependency. The one reused component is data-server (the first data source).

What sets aura apart is not the single backtest — every quant system does that — but the World: the meta-level where harnesses are dynamically constructed and families of them orchestrated and explored (walk-forward, sweeps, Monte-Carlo, comparison). The deterministic single-harness engine is the substrate; the World is the product (C20–C22).

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External components

Two sibling projects live outside this repo and are named throughout the contracts. Their concrete location is recorded here so the repo is the single source of truth — not session memory.

• data-server — ~/dev/libs/data-server, Gitea Brummel/data-server (http://192.168.178.103:3000/Brummel/data-server.git). aura's first data source and the one reused component (Foundation; C3, C11, C12). A standalone leaf crate (deps: chrono, regex, zip) that loads Pepperstone M1/tick binary files and shares them lock-free as Arc<[T]> chunks (CHUNK_SIZE = 1024) via SymbolChunkIter::next_chunk (an inherent method driven by while let, not the Iterator trait); stream_*_windowed(from_ms, to_ms) provides C12's data-window with inclusive Unix-ms bounds. Records are AoS (M1Parsed/TickParsed, time_ms: i64 Unix-ms). The ingestion boundary (C3) therefore transposes these AoS records into aura's SoA columns (C7) and normalizes time_ms → canonical epoch-ns at that one boundary. Pulled in as a cargo git dependency by the aura-ingest crate (cycle 0011) — the data-source ingestion edge, where the data-server external tree (and its transitive chrono/regex/zip) enters the workspace. Under the amended C16 per-case dependency policy (cycle 0029), aura-ingest is no longer a zero-dep firewall for the rest: the engine crates link standard vetted crates where they earn their place (e.g. serde/serde_json for the run registry, cycle 0029), with particular scrutiny for the frozen deploy artifact (C13). Consequence: cargo build/test --workspace resolves from a populated cargo cache (a Gitea fetch for data-server + crates.io for the standard crates) rather than fully offline.

• RustAst (myc) — ~/dev/RustAst, Gitea Brummel/RustAst (http://192.168.178.103:3000/Brummel/RustAst.git). The predecessor DSL attempt (Foundation): a conceptual reference, never a dependency — its DSL authoring surface and Value/HM-inference machinery are exactly what aura rejects (C17). But its src/ast/rtl/ layer is a working reference implementation of the very streaming substrate aura rebuilds, and is worth reading before authoring aura-core — these are not just concepts, they exist as code:

  • rtl/series/data.rs — RingBuffer<T> with financial-style indexing (index 0 = newest), total_count (the run-count of C5) and lookback_limit (C8's pre-sized window); the ScalarValue marker trait ("flat scalars only, no String/Record" = C7's closed scalar set); ScalarSeries<f64|i64|bool> and the SoA RecordSeries for composites (C7's "OHLCV = a bundle of base columns").
  • rtl/series/mod.rs — create_typed_series, dispatching element type → storage backend (the type-specialized factory of C19).
  • rtl/streams/mod.rs — Signal { cycle_id, value } (C4's cycle clock) and the Stream / Observer / ObservableStream push traits (the reactive model of C4/C5).
  • rtl/streams/register.rs — the RTL "register" / delay node (the one explicit feedback path of C5/C9) plus a seeded, reproducible OHLC generator (C12's seed-as-input).

  aura reimplements these natively and sharpens them: types are monomorphized and edges type-erased to the four scalar kinds with direct dispatch (C7) instead of carrying boxed Values, and input history is shared zero-copy as Arc<[T]> (C12) instead of a VecDeque<Value>. RustAst shows the shape; aura makes it fast and deterministic.

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Contracts

C1 — Determinism and disjoint parallelism

Guarantee. A backtest is a deterministic, synchronous, non-concurrent event loop that reaches a unique state after each input tick. Same input (incl. seed) → bit-identical run. Two backtests are fully disjoint and run concurrently without locking. Forbids. Concurrency within a single sim; any nondeterministic input that is not captured as an explicit input (see C11, C12). Why. Real money rides on backtest results; reproducibility and an audit trail are non-negotiable. Speed comes from parallelism across sims, which disjointness makes lock-free.

C2 — Causality / no look-ahead

Guarantee. A node sees only the past. Input history is a read-only window that ends at the current cursor; a resampler emits a bar only once it is complete. Forbids. Any node access to data with timestamp > now; emitting a partial / still-forming bar. Why. Look-ahead is the cardinal backtester bug — a fast backtester that leaks the future is worse than none. Making the future physically absent from what a node receives beats merely discouraging it.

C3 — One merge, at ingestion only

Guarantee. Heterogeneous timestamped sources are k-way-merged by timestamp into one chronological cycle stream at the ingestion boundary; source-native time units (e.g. data-server's Unix-time_ms) are normalized there to the canonical epoch-ns timestamp of C7. Forbids. Any merge / as-of join inside the graph. Why. A single ordered timeline is the mechanism that makes heterogeneous-rate sources (news daily-bias + M5 + ticks) causally combinable without leaking the future. Keeping the merge at one boundary keeps the graph semantics simple.

C4 — Cycle granularity

Guarantee. The clock is data-driven: one input record = one cycle, advanced in global timestamp order, with a monotonic cycle_id. Ties (same timestamp, multiple sources) break by source declaration order. Forbids. A fixed time-grid clock; nondeterministic tie ordering. Why. The market is an irregular event sequence; a grid is arbitrary and either wastes empty cycles or clumps ticks. Backtest and live differ only in the origin of records, not the cycle semantics. Tie determinism preserves C1.

C5 — Freshness-gated recompute and sample-and-hold

Guarantee. The cycle_id advances everywhere (a cheap counter), but a node re-evaluates only when ≥1 of its own inputs is fresh this cycle (detected by run-count); otherwise it holds its last output. Stale inputs contribute their last (held) value. Forbids. Recomputing every node every cycle ("push all" is true for the clock, not for *recompute"); treating a held value as missing. Why. Total recompute does not scale to many sparse high-frequency sources; freshness-gating is the performance discipline that keeps the synchronous model fast.

C6 — Firing policy A and B, per input group

Guarantee. A node declares, per input group, one of two firing policies: A fire-on-any-fresh + hold (latest / as-of join — e.g. tick × held daily-bias); B all-fresh barrier (synchronizing join — e.g. O/H/L/C from four separate 15m sources: the candle is complete only when all four are fresh). A single node may mix an A input and a B group. Forbids. A single global firing mode; forcing per-node-only granularity. Why. Both are genuinely needed; RustAst implemented only B. Per-input-group granularity is required by the OHLC-plus-bias case where one node needs both. Realization (cycle 0004). Firing is tagged per input — Firing::{Any, Barrier(u8)} on InputSpec — and inputs sharing a Barrier id form a group; a mode-A input is its own trivial group, so "per input group" and the per-input tag coincide. The barrier's synchronization token is the cycle timestamp, not the cycle_id: under C4 four same-timestamp sources are four distinct cycles, so RustAst's cycle_id-equality barrier could never fire across them. A group fires when every member's last push carries the current cycle's timestamp, guarded by "≥1 member fresh this cycle" (so a group completed earlier does not re-fire). This fires both the multi-source bar and the within-source diamond rejoin (every push in a cycle carries that cycle's timestamp).

C7 — Four scalar base types, streamed as SoA

Guarantee. Only i64, f64, bool, timestamp (newtype over i64, epoch-ns UTC) are streamed, as columnar Structure-of-Arrays. Composite streams (OHLCV) are bundles of base columns — this is the node-output model too: a node emits a record of 1..K base columns (C8), each forwarded field-wise to a consumer slot; the bundle is structural, never a fifth scalar type. Edges are type-erased to these four kinds; the type check is paid once at wiring/sim-start, then the topology is frozen per sim → direct dispatch, no per-event allocation. Forbids. Streaming non-scalars (String, Records, tables, calendars) — those live as metadata beside the hot path; dyn Any payloads; per-event heap allocation; topology mutation mid-sim. Why. Maximal streaming performance (SIMD/cache) needs a tiny closed scalar set and SoA. The open set is composites (schemas of columns), not scalar types. Type-erasure at the edge is also forced by the cdylib boundary (C13). Realization (Cell carrier split, 2026-06). The streamed value is now split into a tag-free 64-bit word and its kind. Cell (crates/aura-core/src/cell.rs) is a type-erased u64: constructed per base type (from_i64/f64/bool/ts) and read only by naming the type at the call site (i64()/f64()/bool()/ts() — branch-free bit-casts). The kind is therefore resolved once at the boundary and the value itself carries no tag — C7's "the type lives at the column/edge, not in the value" made explicit on the single-value carrier (and a single 8-byte word vs. the 16-byte tagged enum). Scalar becomes { kind: ScalarKind, cell: Cell } — the self-describing form for the dynamic boundaries (builder binding, serde, rendering) — with debug_assert-guarded native accessors (caller asserts the kind; free in release) and a hand-written value PartialEq that preserves the former enum's IEEE-754 semantics (NaN != NaN, +0.0 == -0.0), pinned by the scalar_eq_is_value_not_bitwise fixture. Behaviour-preserving.

Realization (Cell becomes the hot-path carrier, 2026-06, #74). The carrier swap deferred above has landed: Node::eval now returns Option<&[Cell]> and every node out-buffer is [Cell; N], so the inter-node forward carries tag-free 8-byte words. The kind lives only at the schema/column: the harness forwards each field via the new branch-free AnyColumn::push_cell (infallible — the edge kind match is verified once at bootstrap, the surviving guard bootstrap_rejects_*_kind_mismatch). Scalar remains on the self-describing dynamic boundaries: the param plane (build/bind/compile_with_params/sweep points/RunManifest), AnyColumn::get (the type-erased read for sinks/serde), and source ingestion (Source::next, the heterogeneous C3 merge). The removed per-value runtime kind check on node output is the same authoring-bug class C8 already leaves to a debug_assert (output width); node-output-kind correctness is the node's declared FieldSpec contract, caught by each node's own test. Behaviour-preserving (C1).

C8 — The node contract

Guarantee. A node has a signature — its NodeSchema: each input's scalar type and firing group, its output record, and the node's own tunable parameters — typed, with ranges, which aggregate into the blueprint's param-space the optimizer sweeps (C12/C19/C20). The signature is declared pre-build on the value-empty recipe (C19), so the whole interface is legible without building (cycle 0024). The built node implements lookbacks() — the per-input buffer depth, the one quantity that may depend on an injected param (e.g. an Sma's window = its length), read once at bootstrap to size the windows — and eval(ctx) -> Option<&[Cell]>. The engine provides read-only, zero-copy windows into each input's SoA ring buffer (ctx.f64_in(x)[k], sized at wiring); a node may additionally keep its own mutable series for derived/intermediate state. None/Void return = filter / not-yet-warmed-up. A node is a producer, a consumer, or both: a producer/transformer exposes one output port, whose payload is a record of 1..K base-scalar columns (a scalar is the degenerate K=1 record; an eval returns a borrowed row, one value per column); a pure consumer (sink) — chart, equity, logger — has no output. Sources are pure producers; sinks are pure consumers. Forbids. A node sizing/growing its input lookback at runtime; more than one output port per node; a fifth scalar type or a heterogeneous output payload (a record is a bundle of base columns, C7); copy-on-read of input history. Why. Engine-provided windows mean LLM-authored code cannot mis-manage lookback bookkeeping, and history passes through zero-copy. Fixed, pre-sized buffers suit deterministic, pre-dimensioned sims (no realloc in the hot loop). Realization (cycle 0005). NodeSchema.output is a Vec<FieldSpec> (named base columns; length 1 = scalar). Binding is field-wise only: Edge::from_field selects one producer column per edge; consuming a whole record is N edges (no "bind whole record" mechanism). The K fields of one record are co-fresh by construction (one eval, one timestamp), so C6 is untouched. eval returns Option<&[Cell]> — a borrowed row into a node-owned buffer — so the forward path allocates nothing per cycle (C7) (the carrier is now a tag-free Cell — see the C7 carrier note). Realization (cycle 0006). The pure-consumer (sink) half of this contract is now realized at the substrate: recording is a node role, not a type. A recording node reads its typed input windows + ctx.now() in eval and pushes the record to a destination it holds as a field (a channel, a chart handle) — an out-of-graph side effect. There is no Sink type, trait, or engine flag: a node that only records returns None (pure consumer), and a node may record and return an output the engine forwards in the same eval (the "both" case). Encoding & return contract. A pure consumer declares output: vec![] — the empty record is the sink declaration; there is no separate type, trait, or marker. Its eval returns None or a zero-width Some(&[]), and the run loop debug-asserts the returned row's width equals the declared output width (row.len() == schema.output.len()). Field-wise wiring resolves Edge::from_field against the producer's output at bootstrap, so no edge can bind a field of a zero-output node — it fails with BadIndex — making a sink structurally unwireable as an in-graph producer; its only output is the out-of-graph side effect. In-graph routing stays engine-owned data (the edge table); the escape out of the graph is the node's own side effect — and that boundary is the determinism / graph-as-data boundary (C1/C7).

Refinement (Construction-layer milestone — render labels, 2026-06-05). A node additionally exposes label() -> String, a single-line, non-load-bearing render symbol: a default trait method the run loop never calls (wiring is by index, C23). Overrides carry the node's identifying params (SMA(2) vs SMA(4)) so a graph render (C9 graph-as-data, #13) disambiguates identical node types and surfaces a mis-wiring. Like FieldSpec.name, it is an informative debug symbol, not part of the C8 dataflow contract — adding it changes no run behaviour.

Realization (cycle 0015 — param declaration). The tunable-parameter half of this contract is now realized: a node declares its knobs in schema() as params: Vec<ParamSpec> (ParamSpec { name: String, kind: ScalarKind }), and Composite::param_space() (cycle 0024; was Blueprint::param_space()) aggregates them into one flat, path-qualified list — a read-only projection of the graph-as-data (C9), mirroring the inline order (C19/C23) so a param's slot matches the later flat-node order. Two refinements to the guarantee's "typed, with ranges": (1) the declaration carries name + kind only — the search-range is the run's, not the node's (which subset / grid a sweep covers is an experiment axis, #32/C20; the node declares the knob's existence and type, never its search interval). (2) Identity is positional (the slot, C23 "by index, not name"); the path-qualified name is a non-load-bearing debug symbol (like FieldSpec.name) — uniqueness is at the slot. Refinement (cycle 0032): identity in the flat graph stays positional (C23, unchanged), but the param_space() name projection — the authoring / by-name address space (the surface a sweep axis or single-run binding addresses) — must be injective for a blueprint to compile (a duplicated path is unaddressable; see C9). Two layers: positional wiring below (the flat graph), an injective name address space above (the authoring boundary). So same-type siblings in one composite no longer silently share a name — they must be .named(...) apart, which is also what disambiguates a same-type fan-in (C9). A vector knob (LinComb.weights) expands to N flat weights[i] entries, N topology-fixed (C19). Permitted kinds are i64/f64/ bool (a timestamp knob is a structural axis, C20, never a numeric sweep param). Binding a value to a slot landed in cycle 0016 (#31, see C19/C23); enumerating a sweep (#32) is the deferred next layer. The 0016 binding also moved the param declaration's authoring home into the value-empty recipe, whose params() is read pre-build. In 0016–0023 the built node's schema().params still reported the same slots, kept in lockstep by a per-node test (a duplication filed as debt, #36); cycle 0024 dissolved this — the signature is declared once on the recipe and the built node no longer carries schema() (#36 closed). See the C8 cycle-0024 realization.

Realization (cycle 0024 — the signature lives in the blueprint, #43/#36). The node's whole declared interface — its NodeSchema (input scalar types + firing, output record, params) — now lives once, on the value-empty recipe PrimitiveBuilder (ex-LeafFactory), read pre-build by param_space(), the compile-time structural validation, and the render. This closes two debts: #43 (a value-empty recipe used to declare no input/output interface pre-build — only params) and #36 (params declared twice, recipe vs built node, kept in lockstep by a per-node test — those 8 tests are deleted, the duplication structurally gone). The split that makes this work: a node's signature is fully static per blueprint (input kinds/firing, output fields, params — verified across the roster; a variable- arity node like LinComb takes its arity as a recipe argument, not an injected param), so it can be declared without building; the one param-dependent quantity, an input's buffer lookback depth, is no longer in the signature but answered by Node::lookbacks() -> Vec<usize>, read only by bootstrap to size the windows. Node::schema() is therefore removed — the signature is pre-build data, not a built-node method. BlueprintNode::signature() answers uniformly for both arms (a primitive returns its recipe's schema; a composite derives it from the interior: role kinds in, re-exported field kinds out, aggregated params), so "every node has a signature in the blueprint" holds for composites too.

Realization (cycle 0027 — name input ports, refs #21/#51). PortSpec now carries a name: String (it drops Copy, like ParamSpec), so an input port is named just as FieldSpec.name (output) and ParamSpec.name (param) already are. The name is non-load-bearing (C23): wiring stays positional by slot, bootstrap and the run loop never read it; it exists for tracing / graph rendering (#13). Leaf primitives declare their slot names (SimBroker's exposure/price, etc.); derive_signature carries a composite's Role.name into the derived input port, so the graph model (model_to_json) is homogeneously named across inputs, outputs, and params and across both graph levels. This does not close #21 (a swapped same-kind wiring is still only kind-checked) — it makes those slots self-documenting; a name-consuming validation is its own future cycle.

Realization (cycle 0040 — wiring totality: every input slot connected exactly once, #65). The node contract's "the engine provides a window into each input" presupposes each input is actually fed; until now an unwired interior input slot was accepted and bootstrapped to a silent empty column (harness.rs), and two producers into one slot — ill-formed, since a slot holds one column — was likewise uncompiled-against. Cycle 0040 makes a valid graph total and single-valued over its interior input slots: check_ports_connected (in validate_wiring, run at every nesting level) requires every interior node's every declared input slot to be covered by exactly one wiring act — one interior Edge { to, slot } or one role Target { node, slot }, edges and role targets counted uniformly. Zero coverage is CompileError::UnconnectedPort, more than one is CompileError::DoubleWiredPort. A composite's own input roles (source: None) are coverage providers — the wired-by-enclosing boundary, the root case already guarded by UnboundRootRole — never consumers, so only interior input slots are subject to the rule. There is no optional-input concept: every declared input port is required (no shipped node runs meaningfully without one; an unwarmed mode-A input is wired-but-not-yet-valued, not unwired). The check is index-based and name-free — it touches no name machinery and emits nothing into the flat graph, so C23 is untouched (it proves the existing raw-index wiring is total and single-valued). Inherited identically by the raw Composite::new path and the GraphBuilder::build() path (both compile via compile_with_params).

C9 — Fractal, acyclic composition

Guarantee. A composite is itself a Node that wires a sub-graph and exposes one output; signal, combined signal, and (with execution) strategy are all the same abstraction, nestable arbitrarily. The dataflow graph is a DAG; the only feedback path is an explicit delay/state node (the RTL "register"). Wiring is written in Rust (builder API); the built graph is introspectable runtime data. Forbids. Implicit dataflow cycles (combinational loops); special-casing "signal-of-signals" as separate mechanics. Why. Self-application of one contract gives unlimited composition with no adapter zoo. Acyclicity keeps the synchronous reactive model well-defined; forcing feedback through a visible delay node keeps the per-cycle determinism intact and the one legitimate feedback path explicit. Graph-as-data enables visualization, freezing, and re-parameterization for sweeps. Refinement (Construction-layer milestone, 2026-06-05). "A composite is itself a Node" is an authoring-level identity: a composite declares the same interface (typed inputs + ≤1 output, C8) and is wireable wherever a node is, but it is not a runtime object. The bootstrap compiles it away by inlining its sub-graph into the one flat instance (C19/C23): the composite boundary dissolves into the raw index wiring the run loop already consumes, and names stay non-load-bearing (informative debug symbols only, as FieldSpec.name already is). So "nestable arbitrarily" and "graph-as-data" hold at the blueprint (source) level; the running graph is the flat, index-wired FlatGraph. The earlier reading — a composite survives as a Box<dyn Node> driving a nested sub-engine — is explicitly rejected: it would keep the interior opaque to the cross-graph optimiser (C23) and add a runtime sub-loop the flat model does not need. Inlining is what makes the composite boundary free. Realization (cycle 0018 — composite multi-output record, #40). "Exposes one output" is one output port carrying a record of 1..K re-exported fields, not one field: Composite.output is a Vec<OutField { node, field, name }> (was a single OutPort). Each entry is a named projection of one interior (node, output-field); a consumer selects which re-exported field it reads via the same Edge::from_field that already binds leaf record columns (C8 realization, cycle 0005). This is the same arity C8 already grants a leaf (OHLCV = one port, 5 columns): a multi-line indicator (MACD = macd/signal/histogram) is one record of K fields, one port, one row per eval — C8/C7/C4 untouched, a boundary completion, not a contract change. A strategy composite is simply the K=1 case (one exposure field, C10). The re-export names are non-load-bearing (C23): they live at the blueprint boundary and in render (cycle 0022/#46 folds each onto its producing node as a name := … binding; originally [out:<name>] markers, #13) but are dropped at lowering — ItemLowering::Composite.output is Vec<(usize, usize)>, raw index pairs only, so the flat graph is name-free (verified: the compiled-view render stayed bit-identical across this change). Realization (cycle 0019 — name the composite boundary, #41; param-overlay retired, cycle 0031). The named-projection shape covers the surviving boundary edge-kinds: input_roles is a Vec<Role { name, targets }> (was a bare Vec<Vec<Target>>), alongside output: Vec<OutField>. Each is an ordered, positionally-indexed named projection of interior handles. Param projection is no longer a composite overlay (the index-addressed ParamAlias was retired in cycle 0031): a node's surface param name flows from its own instance name — every node carries a name (default = its lowercased type label, override via .named()), and param_space() is uniformly <node>.<param> at every level including the root. A same-type fan-in is distinguished by naming the colliding legs, the same single act that qualifies their param paths. Like the output and role names, node names are non-load-bearing (C23): they live at the blueprint boundary and in render but are dropped at lowering — the flat graph is wired by raw index. The full composite boundary signature (named inputs, multi-outputs) and the per-node param path are legible without changing the flat graph. Refinement (param-namespace injectivity, cycle 0032; supersedes the fan-in distinguishability check). A blueprint compiles only if its param_space() name projection is injective — every path-qualified knob name is unique. A duplicated path is a knob no binding can select alone (it has no distinct by-name address, C12/C19), so it is a CompileError::DuplicateParamPath carrying the offending path; the cure is to give the colliding same-type sibling nodes distinct names with .named(...), the same single act that qualifies their param paths. The param-bearing indistinguishable fan-in is one instance of a duplicated path (two default-named same-type legs share a leaf path). signature_of, leaf_has_param, and the fan-in-specific check (check_fan_in_distinguishability / check_composite_fan_in) are retired (cycle 0032), replaced by one structural check_param_namespace_injective over the param_space() names, run before name resolution in compile_with_params and both binders — so the canonical by-name author sees the structural cure rather than a downstream AmbiguousKnob symptom (that BindError arm is retired too: an injective space can never multi-match). Paramless interchangeable same-name sources stay legal (no path, no duplicate). The old signature-collision predicate had extra breadth — it also rejected an asymmetric param/paramless collision and a role-vs-leg collision, neither a path duplicate (each colliding configuration keeps a unique param path, or none). That breadth guarded render identity, dead since the renderer was retired in 0026; both extra rejections are intentionally dropped. A future node-/wiring-name distinguishability check, if ever wanted (e.g. for the WASM graph view's #21 thread), is decoupled from param-space injectivity. Construction-phase only; the flat graph stays name-free (C23).

C10 — Strategy output is an intent/exposure stream; position management is a decoupled derived layer; brokers are downstream nodes

Guarantee. A strategy's primary, backtestable output is not an equity curve, nor a position-event table, but an intent / exposure stream: the DAG expresses exactly one state at time t (C8 — a node emits at most one record per eval), so a strategy emits one signed, bounded exposure f64 ∈ [-1, +1] per cycle (per instrument; the portfolio is multi-instrument). Exposure is the desired fractional position; position sizing and risk live in the decision/sizing node that shapes a raw signal score into exposure. The chain is signals (scores) → decision/sizing node → exposure stream.

Signal quality is evaluated by the (a) sim-optimal broker — a downstream consumer node (C8/C9) that consumes the exposure stream plus the relevant price stream and integrates exposure(t-1) · (price(t) − price(t-1)) into a synthetic equity stream in pips: deterministic, frictionless, perfect-fill (no currency, no real-broker constraints). The exposure held into a cycle (decided at t-1) earns that cycle's return, so the integration is causal (C2 — no look-ahead). Pip PnL uses per-instrument pip metadata (reference data beside the hot path, C7/C15). This pip-equity curve measures the signal's quality, not an execution-modelled P&L; it is the primary research loop — backtest one signal, combine it with another, backtest the combination.

Position management — turning the exposure stream into a broker-independent, time-ordered table of position events (pure scalar columns, C7: event_ts: timestamp, action: i64 buy / sell / close, position_id: i64, instrument_id: i64, volume: f64 unsigned — direction is the action; a position's open time is its opening event's event_ts, no separate open_ts; a close references a position_id and may be partial via its own volume) — is a decoupled, derivable, downstream layer. The events are the first difference of the exposure state, materialized as a computed table (where multiple events may share one event_ts — e.g. a reversal's close + open), never as a per-eval node output (which C8 caps at one record per cycle). This layer feeds (b) realistic broker nodes (Pepperstone, …): downstream consumer nodes that consume the position-event table plus prices, apply real spread / commission / slippage / lot / margin, may reject or modify positions, and produce a currency equity stream for viability and deployment. The position-event table stays broker-independent — one table feeds many realistic brokers, giving directly comparable currency curves. Live: a realistic broker node consumes the events in real time and routes orders as a side effect; reconciliation with the real account is an external adapter.

So the two broker classes attach at two different points: the sim-optimal broker on the exposure stream (signal quality, pips, now), realistic brokers on the derived position-event table (execution viability, currency, later). Both are ordinary downstream nodes (C8/C9); several can attach at once for directly comparable curves. Forbids. Treating an equity curve as the strategy's output; making the position-event table the strategy's direct DAG output (it is derived, not emitted per eval — a decision instant may need >1 event, which C8 forbids) or the measure of signal quality; baking a broker into the strategy; a special external broker subsystem (a broker is an ordinary node); storing open_ts (derive it from the opening event); a signed-volume direction trick in the event table (use action); broker-specific assumptions leaking into the strategy logic. Why. The DAG is a synchronous reactive graph: at time t it holds exactly one state, and a node emits at most one record per eval (C8). A sequence of position events — where one decision instant (a stop-and-reverse) needs a close and an open at the same event_ts — cannot be the DAG's per-cycle output without violating C8. The state the DAG can express faithfully is the desired exposure (one value per cycle); the position events are its first difference, a derived consequence. Decoupling them resolves the C8↔C10 impedance and matches how signal research actually proceeds: you first measure a signal's quality (does this exposure, held over time, make pips?) independently of any execution model; only later do you model position management and real-broker frictions for deployment. The sim-optimal pip curve is a level, currency-free playing field for comparing and combining signals; the derived position-event table + realistic broker nodes then test real-world viability. Modelling brokers as nodes (not a bespoke subsystem) keeps them within the one Node/graph abstraction (C9). This supersedes the earlier "the strategy's output is the position-event table" framing (cycle 0007 reframe). Realization (cycle 0007). The signal-quality half of this contract is now realized at the substrate, as two aura-std nodes composed on the unchanged engine (the engine stays domain-free — it routes only f64 records, never "exposure" or "equity"). The exposure stream is realized as Exposure { scale }: the decision/sizing node, clamp(signal / scale, -1, +1), one f64 per fired cycle (None until warmed up). The sim-optimal broker is realized as SimBroker { pip_size }: a two-input node (exposure, price) that accumulates prev_exposure · (price − prev_price) / pip_size and emits cumulative pip equity — the exposure held into a cycle (decided at t-1) earns that cycle's return, so the integration is causal (C2), and pip_size is held reference metadata (C7/C15), never streamed. An end-to-end harness (SMA-cross → Exposure → SimBroker → recording sink) produces a recorded pip-equity curve, bit-identical across runs (C1). The position-management half — deriving the position-event table (buy/sell/close, position_id, partial closes) from the exposure history, and the realistic broker nodes that consume it — is deliberately not built this cycle; it remains the decoupled, derived, deferred layer described above. Realization (per-instrument pip channel, 2026-06, #22). SimBroker's pip_size is now sourced per instrument, not from one global literal. A typed InstrumentSpec { pip_size } + instrument_spec(symbol) -> Option<InstrumentSpec> lookup — a Rust-authored vetted table in aura-ingest, at the ingestion/source edge where the symbol still exists (never Aura.toml, never Ctx) — supplies the divisor; the engine stays domain-free (no instrument identity reaches the hot path). The honesty rule is refuse, don't guess: a real-data run for a symbol with no vetted spec is a usage error (exit 2), so cross-asset pip equity is comparable by construction rather than by researcher discipline. Threaded through the CLI aura run --real path; the manifest broker label records the looked-up pip. The runnable GER40 examples (already at the correct 1.0) are routed through the same lookup separately (#98).

C11 — Generalized sources; record-then-replay determinism boundary

Guarantee. A source is anything that produces timestamped scalar streams — market data (data-server) and non-financial sources (e.g. a news-agent node emitting a bias) are treated identically. Anything nondeterministic, external, or slow (LLM/news/web) is materialized into a recorded, timestamped stream before it enters the engine; backtest replays the recording, live computes fresh in real time and records it for future backtests. A bias enters as a value held until the next event (firing policy A). Forbids. Any live external call inside a backtest replay. Why. It is the only model compatible with reproducible backtests — LLM calls are nondeterministic and far too slow per-cycle. Per ~/.claude/CLAUDE.md, external LLM (IONOS) calls happen only at the recording/live-source edge, with explicit per-session consent, never inside a sim.

C12 — The atomic sim unit and the four orchestration axes

Guarantee. The atomic unit is (frozen topology + param-set + data-window + RNG-seed) → deterministic run → metrics. Parameters are typed, ranged, runtime values injected at graph build (no recompile per param-set; the optimizer sees a generic vector of typed ranges). Raw data is shared read-only across sims via Arc<[T]> (data-server is built for this). Four axes orchestrate the atomic unit: (1) param-sweep (grid/random), (2) optimization (argmax metric), (3) walk-forward (rolling in-sample optimize + out-of-sample test), (4) Monte-Carlo (N seeded realizations perturbing input). MC = sweep over seeds; each realization is itself deterministic given its seed. Realization (cycle 0041). The eager ingestion of cycle 0011 is no longer the only path. Harness::run is re-typed to a producer seam — a Source trait (peek/next, object-safe) the k-way merge drives — and a streaming M1FieldSource (aura-ingest) pulls a data-server window lazily, borrowing one Arc<[M1Parsed]> chunk per pull (zero-copy within a source) and decoding each Scalar on demand: the source ring is resident O(one chunk), not O(window length) — the measured resident_records() predicate, a per-source bound, not whole-process RSS. (Data-server's FileCache retains each window's parsed chunks read-only for the pass — ~56 B/record — so process residency is O(records-touched); that is the replay-many sharing C12 wants — one window parsed once across a sweep family — not a leak. The single-pass cost is tracked as #95.) The eager load_m1_window/close_stream path is kept for bounded loads (the gap closes by a streaming path existing, not by deleting the eager one). Still open: cross-sim Arc<[T]> sharing — one window shared zero-copy across many disjoint sweep sims — has no consumer until the orchestration families (axes 2–4 above: #66/#68/#69) are built, and remains the target for those cycles. Realization (cycles 0028, 0049). Axis 1 (param-sweep) is built. GridSpace (0028) enumerates a cartesian lattice over discrete per-slot value-lists; RandomSpace (0049) draws N seeded points over typed continuous ParamRanges (I64 inclusive [lo,hi], F64 half-open [lo,hi)), validated against the param-space before any run. Both implement the Space trait the disjoint sweep / run_indexed core is generic over, so either enumeration runs through one execution path (C1: results in enumeration order, not completion order). The seeded sampler reuses the bit-stable SplitMix64 as a code-path-disjoint instance from the data-edge seed RNG (the source-seam firewall, #52/#71: they share only the u64 type, never a path). Forbids. Baking a specific search strategy (Bayesian/genetic) into the primitive — those are pluggable policies atop the atomic unit; recompiling on a param change. Why. A stable primitive + orchestration axes keeps "wahnsinnig schnell" (embarrassingly parallel across the unit) cleanly separated from search policy. Seed-as-input reconciles Monte-Carlo with C1. The "frozen topology" of the atomic unit is one harness instance, selected by the harness's structural axes (C20); the structural experiment matrix is the outer orchestration over this dimension, the tuning sweep the inner (C19/C20).

C13 — Hot-reload is authoring-only; deploy is frozen

Guarantee. A node/strategy is authored as a native Rust cdylib, hot-reloaded during the authoring loop (Rust-ABI; host and node built with the same toolchain). The live/deploy bot is a statically-linked, versioned, frozen artifact. Forbids. Hot-swapping a running live bot; loading third-party / foreign- toolchain plugins. Why. Hot-reload makes the research loop fast; a live artifact must be frozen and reproducible (audit trail: this bot = this commit). A sweep pays no hot-reload tax — params are runtime data (C12), so the cdylib loads once.

C14 — Headless core, two faces

Guarantee. The engine is a UI-agnostic library. Two faces sit on it: a programmatic/CLI face (the primary surface for the LLM and automation — author a node, run a sim/sweep, emit structured metrics) and a visual face for human exploration. Visualization is only a downstream consumer node on the streams. Forbids. Any UI/pixel knowledge inside the engine. Why. The LLM drives programmatically, the human visually; a headless core serves both. The visual face is the playground (C22) — a web frontend served from disk-persisted traces (revised 2026-06, issue #101: the engine writes recorded traces to disk, a browser charts them; supersedes the earlier egui-native / in-process-zero-copy-from-SoA direction). It is staged after the runnable substrate but is core to aura's identity, not optional. The pivot keeps this contract's core intact — and arguably tightens it: a browser reading a serialized trace file is a stricter "no UI knowledge in the engine" than egui reaching zero-copy into the live SoA columns.

C15 — Resampling-as-node; sessions/calendars

Guarantee. A resampler is a node (finer stream → coarser bar stream), clock-sensitive, emitting a completed bar only at the boundary (C2). Calendars and instrument specs are metadata (non-scalar, beside the hot path); session context is exposed as scalar streams via a SessionNode (bars_since_open: i64, in_session: bool, session_open_ts: timestamp). "3rd 15m candle after session open" is then a plain node checking bars_since_open == 3. Forbids. Streaming the calendar; special-casing session logic outside the stream model. Why. Keeps the line consistent — everything a signal needs arrives as a stream; reference data feeds source/session nodes from beside the hot path. Realization (instrument specs, 2026-06, #22). The "instrument specs are metadata" half of this contract is first realized by aura-ingest's InstrumentSpec { pip_size } + instrument_spec(symbol) — non-scalar reference data held beside the hot path, keyed by symbol, feeding the sim-optimal broker's pip divisor (C10). Minimal today (pip only); extensible to tick size / digits / quote currency without a signature break.

C16 — Engine / project separation; three-tier node reuse

Guarantee. aura is the reusable engine; each research project is a separate external repo that depends on aura via cargo (the game-engine / game split). Node reuse is cargo-native, in three tiers: aura-std (universal blocks, ship with the engine) / shared node crates (cross-project-reusable, their own repos, pulled as cargo git deps) / project-local nodes/ (experimental, project-specific). A reusable node is an rlib dependency; the hot-reload unit stays the project-side cdylib that composes it (consistent with C13). Concretely a project is a Rust crate — a cdylib library of node / strategy / experiment blueprints — plus a static Aura.toml (project context: data paths, instrument/pip metadata, default broker & window, runs dir). During research the aura host loads and runs it (C13 hot-reload); for deploy the chosen strategy + broker freeze into a standalone binary. A project is therefore always a Rust program built on the engine. Beyond the node-reuse tiers, the engine workspace also carries non-node crates — aura-engine (the run loop), aura-cli (the aura binary), and aura-ingest (the data-source ingestion edge, cycle 0011, where the data-server external tree enters). Dependency policy (amended 2026-06-10, cycle 0029). Dependencies are admitted by deliberate, per-case review — what a crate pulls in weighed against what it buys — with particular scrutiny for anything that enters the frozen deploy artifact (C13: this bot = this commit). Well-established standard crates (serde, rayon, …) pass that review and are used wherever they do the job, including in the bot. There is no blanket zero-dependency commitment and no blanket admission; hand-rolling what a vetted standard crate already does is the anti-pattern, not the dependency. This strikes the original "zero-external-dependency by commitment" clause and the "aura-ingest is the sole external-dependency firewall" framing; aura-ingest remains the data-source ingestion edge, no longer a dependency wall. Forbids. Project-specific signals in the aura repo (it keeps at most example/fixture nodes under examples/ for its own tests); a multi-project manager inside aura; a bespoke node registry/marketplace (cargo + Gitea is the package mechanism). (Dependency admission is governed by the per-case policy above, not a blanket ban.) Why. The engine/game split keeps the engine sharp and reusable while each project versions its own research with its own forward-queue. Promotion (local → shared → std) is the ordinary Rust reuse gradient, no new mechanism.

C17 — Authoring surface

Guarantee. All logic — nodes, strategies, and experiments/harnesses — is authored in native Rust through Claude Code + the skills pipeline: the human describes, Claude writes the Rust, builds it, runs it via the aura CLI, and reports metrics. Declarative config (Aura.toml) carries only static project context (data paths, instrument/pip metadata, defaults, runs dir), never logic. aura ships no embedded coding-LLM. IONOS LLMs are used only as a runtime data source (news-agent bias, C11), gated by per-session consent, never in the code path. Forbids. An in-app LLM chat that generates node code inside aura; using IONOS (weaker models) as the authoring brain. Why. LLMs author Rust well in Claude Code — that is the fix to RustAst's failure; making weaker models the coding brain reintroduces the very problem. Keeps aura's scope an engine + playground, not an LLM-IDE.

C18 — Project management: one repo = one project, plus a run registry

Guarantee. Management has two planes. (1) Code & forward-queue: git (commit = identity; the frozen bot is a commit) + Gitea (ideas/hypotheses as the forward-queue, a research thrust = a milestone, the idea → experimental → validated → deployed label gradient). (2) Experiments & results: an Aura-native run registry — one record per run = a manifest (node-commit + params + data-window + seed + broker profile) + metrics, queryable, with lineage (composite ← signals; run ← inputs). Determinism (C1/C12) makes a run reproducible from its tiny manifest, so the registry stores manifests + metrics and re-derives full results on demand. Depth: structured (promotion/status, lineage, run-diff). Forbids. Storing results not reproducible from a recorded manifest; duplicating git/Gitea inside aura; a multi-project workspace manager. Why. Comparing experiments over time is the heart of the research loop and has no home in git/Gitea; determinism makes a structured registry cheap. Sequencing: the walking skeleton emits a manifest + metrics per run from day one; the registry/index is a later milestone over manifests that already exist.

Realization (cycle 0029 — the flat run registry). The experiments-&-results plane shipped as aura-registry: an append-only JSONL store (runs/runs.jsonl), one serde_json RunReport (RunManifest{commit, params, window, seed, broker} + RunMetrics) per line, with a typed read-path (load) and best-first ranking (rank_by/optimize). C9 holds — the registry depends on aura-engine, never the reverse.

Realization (cycle 0045 — lineage as related records, #70). The lineage depth is now realized as a family store: a sweep / Monte-Carlo / walk-forward run (the C12 axes) is persisted as a set of related records — each a FamilyRunRecord (a RunReport stamped with its family + run + kind + ordinal) — in a sibling JSONL (families.jsonl), leaving the flat runs.jsonl path and its append/load/rank_by/optimize API byte-for-byte unchanged. the user-facing family_id = "{family}-{run}" handle is derived from the stored family name plus a per-name run index (assigned as a numeric max+1 — not a content hash; re-running the same family mints a fresh id). group_families is the round-trip that re-derives a family from the stored links (re-listable / rankable as a unit — C21). The manifest is the re-derivation recipe (#71): no input-stream blob / path / payload enters a record, and a member's window is producer-supplied via Source::bounds()/window_of (eager or streamed → byte-identical lineage), never a materialized-Vec scan at the call site. CLI surface: aura mc, aura runs families, aura runs family <id> [rank <metric>]; aura sweep / walkforward / mc persist via append_family with an optional --name. Deferred (Non-goals): content-addressed identity + replay-dedup; the "run-diff" depth and ranking families against each other (cross-family, vs. within-family); and a live producer for the flat runs.jsonl standalone-run path — no CLI command writes it (sweep/walkforward persist to the family store; aura run does not persist). Resolved (#73, 2026-06): retired — aura runs list / rank dropped; families (C21) subsume standalone over-time comparison. The aura-registry flat lib API is retained: rank_by/optimize keep live consumers (optimize backs walk-forward's in-sample step, rank_by backs runs family … rank); append/ load (the flat-store half) remain public API with no in-tree caller after this retire — tested, available to external consumers, a latent dead-code surface a later sweep may revisit. Unknown-id contract (ratified, Runway fieldtest 2026-06). aura runs family <id> treats an unknown-but-well-formed id as an empty family (prints nothing, exit 0) — the same treat-as-empty discipline as Registry::load reading a missing store as Ok(empty), and deliberately distinct from the retired list/rank exit-2, which is argv-shape rejection before any store access, not a found-nothing lookup. Tightening to a non-zero no such family <id> exit (typo-safety) is an available future UX choice, not a current contract.

C19 — Bootstrap: blueprint → instance (recursive)

Guarantee. Construction is a distinct phase, recursive at every level. Each node type has a factory params → sized concrete node (e.g. SMA(length) sizes its ring buffer). A blueprint is the param-generic, input-role-generic graph-as-data produced by running a Rust builder (C9); it carries free numeric params (declared ranges) and free input roles. The bootstrap binds (blueprint + param-set + data bindings + seed) into a concrete, frozen instance — buffers sized, topology fixed. This is precisely the "wiring / graph build" that C7 ("sized at wiring", "topology frozen per sim") and C12 ("params injected at graph build") already reference. The same machinery applies recursively up to the harness (C20). A sweep builds many instances from one blueprint; instances are disjoint (C1). Forbids. Params that change topology (a topology change is a different blueprint — Fork A, C7 "frozen"); resizing buffers after bootstrap; running a sim against an un-bootstrapped blueprint. Why. Separating the param-generic blueprint from the param-bound instance is what makes one strategy reusable across a whole sweep and lets the optimizer mutate "the 20" by rebuilding an instance (cheap; no recompile, C12) instead of rewriting code. Naming the build phase makes the implicit "wiring" of C7/C12 explicit. Refinement (Construction-layer milestone, 2026-06-05). This binding is a compilation: the param-generic, named blueprint (source) is lowered to a flat, type-erased flat graph (C7) wired by raw index, not by name (Edge { from, to, slot, from_field }): composite boundaries dissolve entirely, and field / role names are demoted to non-load-bearing debug symbols (as FieldSpec.name already is). "No recompile" above means no Rust / cdylib rebuild (C12/C13: the cdylib loads once); re-deriving an instance per param-set is a cheap graph re-compilation, not a code recompile. Naming the build phase a compilation makes its successor explicit: the flat graph is the target of behaviour-preserving optimisation (C23). Realization (cycle 0016 — param-set injection). The bootstrap now binds an injected param-set, realizing C12's "params injected at graph build (the optimizer sees a generic vector of typed ranges)" and C19's "factory params → sized node" literally: a blueprint leaf is value-empty — BlueprintNode::Leaf holds a LeafFactory { name, params, build } recipe, not a built node — and the value lives only in the injected vector (no baked default), so the blueprint stays a pure param-generic recipe. (Renamed in cycle 0024: BlueprintNode::Primitive holds a PrimitiveBuilder { name, schema, build } — the recipe now carries the full signature, see the C8 0024 realization; bootstrap_with_params/compile_with_params moved onto Composite when struct Blueprint collapsed into it, see the C19 0024 realization.) bootstrap_with_params(Vec<Scalar>) / compile_with_params build each leaf through its own constructor (the single sizing/validation gate) from its kind-checked slice while lowering (build-then- wire), consuming the vector slot-by-slot in the same depth-first walk param_space() projects — so the two share one traversal (subsuming the #34 dual- traversal hazard) and the value reaches the node at the slot the sweep enumerates. Arity is checked up front (param_space().len()); a wrong-kind or wrong-length vector is a typed CompileError::{ParamKindMismatch, ParamArity} (the typed-value check C8 deferred). The lowering/edge/source rewrite is structurally unchanged, so the flat graph stays bit-identical for a given point (C23, the correctness invariant). The value domain (e.g. length ≥ 1) stays the constructor's own assert; the search-range is still the run's (#32/C20). One value-empty leaf detail for C22: the blueprint view (pre-run, param-generic) labels a leaf by bare type (PrimitiveBuilder::label, was LeafFactory::label, → [SMA]) — the value-bearing SMA(2) of C8's render- label refinement now appears only in the compiled view (built nodes, Node::label). Realization (cycle 0017 — blueprint render = main graph + definitions). The aura graph blueprint view (C9 graph-as-data, #13) renders the authored structure as a program with subroutines: a flat main graph wiring the harness with each composite shown as a single opaque node [name], plus a where: section that defines each distinct composite type once (its interior with named input-entry nodes and outputs folded onto their producers as name := … bindings (render refined through cycles 0019–0022; originally [in:k]/[out] port markers); deduped by name(), collected recursively so nested composites are opaque nodes with their own definitions). This supersedes #13's original cluster-box model and is the durable split this view realizes: blueprint = source (composites as named subroutines, body once) vs. compiled = inlined machine form (C23, boundary dissolved). The substantive cause for retiring cluster boxes is a real renderer defect — ascii-dag 0.9.1's subgraph level-centering rounds sibling x-positions with /2, overlapping wide sibling labels (width/parity-sensitive, no config/padding dodge surviving unequal-width siblings); the flat layout is collision-free, and both views now build flat graphs only. The model also scales (blueprint size tracks top-level wiring, not inlined node count) and removes #13's nested-composite unimplemented! (the definitions pass recurses). The interactive enter/focus counterpart (a composite collapsed to a navigable node) is the playground's, parked as a separate concern (#37); the static CLI keeps the all-at-once definitions form (#38).

Realization (cycle 0024 — the root is the fully-bound composite; the flat graph is a named type). struct Blueprint is deleted: the root graph IS a Composite, and compile_with_params/bootstrap_with_params/param_space are its methods. What distinguished the root — its bound data sources — is now a property of its input roles: Role carries source: Option<ScalarKind> (None = an open interior port, wired by the enclosing graph; Some(kind) = a bound ingestion feed). A composite is runnable iff every root role is bound (C3: sources bind at ingestion only); an open root role is a compile-time CompileError::UnboundRootRole. So the "main graph" is no longer a separate kind — only the composite all of whose roles are source-bound, governed by the same conditions as any other node. Compilation now targets a named type: compile validates structurally pre-build (via signature(), no node constructed — an ill-typed wiring is caught before any build closure fires) and emits FlatGraph { nodes, signatures, sources, edges } — the C23 flat graph, now first-class — which Harness::bootstrap consumes (kinds/firing from the carried signatures, buffer depth from lookbacks()). The per-flat-node signature travels beside the node, so bootstrap reads it without a built-node schema() call (which no longer exists, see the C8 0024 realization).

Realization (cycle 0026 — graph render redesign: model + WASM-Graphviz viewer, #51). aura graph no longer renders ASCII. The render path is now two pieces: a read-only model serializer (aura_engine::model_to_json, iteration 1) that walks the root composite + every distinct composite type into a deterministic, hand-rolled JSON model (C14, golden-tested; the engine's last hand-rolled JSON writer after RunReport::to_json moved to serde in cycle 0033; the swapped-param mis-wire property moved here from the old compiled-view test), and a self-contained HTML viewer (aura-cli::render::render_html, iteration 2) that inlines that model, the ported prototype viewer JS, and a vendored Graphviz-WASM blob into one page emitted to stdout. Layout/SVG happen in the browser via WebAssembly — aura ships no layout engine and stays a serializer (C9: graph-as-data, no eval/build on the path). The viewer is a render asset (C10 — no node/strategy logic, no DSL); it labels every input pin from the model's now-real names (C23 debug symbols, named in cycle 0027) and colours wires by the four scalar base types (C4). This retires ascii-dag and its adapter (graph.rs), the --compiled/--macd flag plumbing, and the invented #Sf/:=/histogram → notation — superseding the cycle-0017 flat-ascii model and its renderer-defect workaround. The DOT/SVG are Graphviz-version-dependent and not golden-tested; the deterministic JSON model is the asserted contract.

Realization (cycle 0034 — structural-constant bind: a knob removed from param_space, #55). PrimitiveBuilder::bind(slot, value) adds the third param category beside the topology factory-arg (C7/C19) and the tuning param (the cycle-0016 value-pin): a structural constant. The cycle-0016 binding pins a value in the injected vector while the knob stays in param_space (a tuning param the sweep varies); bind instead removes the slot from param_space entirely — the knob is gone, not fixed. The discriminator is the #55 deform-vs-tune test: a value whose variation yields another valid point of the same strategy is a tuning param (stays in param_space); a value whose variation deforms the strategy into a different one (e.g. the 2 of an "SMA2-entry" bound to its two-candle construction) is a structural constant (bound out), so a sweep never enumerates deformed strategies as valid family members. Mechanically bind shrinks the builder's declared param surface (schema.params) and wraps its build closure to re-splice the constant at its original positional slot; the construction layer (collect_params/lower_items/param_space/compile_with_params) is byte-unchanged — both dock sites already key off builder.params(), so the shrink propagates for free, and chained binds reconstruct the correct positional vector because each layer computes its slot index relative to the param list it sees. C23 is unaffected: bind resolves the param name to a position at authoring time (the by-name authoring address space, the 0032 amendment) and the flat graph stays wired by raw index — the name never reaches it. The complementary question — exporting a named frozen strategy (all/most knobs bound) as a reusable blueprint value — is deferred (#60); bind ships only the per-knob overlay, no registry (C9/C10 intact).

C20 — Strategy ↔ harness; the harness is the root sim graph

Guarantee. A strategy is a reusable composite-node blueprint (C9): broker-, data-, and viz-independent, with inputs declared as named roles (symbol-agnostic where possible) and the intent/exposure stream (C10) as output. A harness (the experimental setup) is the root sim graph — sources bound to the strategy's input roles + the strategy + attached broker node(s) + sinks — and is itself produced by the bootstrap (C19). A harness instance is C1's disjoint unit (RustAst's "root scope"). The harness has two kinds of parameterization: structural axes (which strategy, which instrument(s), which broker(s), which window) whose variation selects different instances — the experiment matrix; and tuning params (the strategy's numeric params) swept within a fixed structure (Fork A). The same strategy blueprint is reused across backtest, sweep, visual workspaces, and the frozen live bot — each a different harness. Both strategy and harness/experiment are authored in Rust via builder APIs (C17); the experiment matrix is ordinary Rust control flow (loops/conditionals), not a config schema. Ontologically, a node (incl. a strategy composite) is an open fragment — free input roles + ≤1 output (C8/C9) — that does not run alone; a harness is the closed root graph: a strategy with its input roles bound to sources and its output terminated in broker/sink nodes, under a clock. A harness is therefore not a node (no free inputs, no output; it does not fit eval) — it is the closure that runs, C1's disjoint unit / the root scope. Harnesses do not nest as nodes; the World (C21) orchestrates them as objects. Forbids. Embedding data sources / brokers / sinks inside a strategy; a declarative experiment mini-DSL (logic is Rust — C17); modelling the harness as a node (it is the closed root scope, not an open composable node). Why. Reusability needs the strategy to be a context-free blueprint that many harnesses embed. Modelling the harness as a root graph keeps it within the one Node/graph abstraction (C9) and makes "10 strategies in one environment" and "one strategy × N instruments" plain nested loops over the structural axes. Rust authoring (not config) preserves full programmatic power — conditional/adaptive matrices, generated axes, custom wiring — and avoids re-introducing the DSL trap C17 rejects. Realization (GER40 session-breakout blueprint milestone, 2026-06-17 — refs #94/#96/#97, spec 0051). Made concrete on the first real-data strategy: a hand-wired FlatGraph is not a shippable strategy — it carries no param_space(), so the World families (sweep / walk_forward / compare, C21) cannot consume it without a hand re-author (the friction the GER40 deep-dive fieldtest surfaced). The canonical shippable form is the Composite blueprint (the authoring/source level, C9/C19); the FlatGraph is only its compiled substrate (C23). The breakout now ships as ger40_breakout_blueprint(bar_period, …) whose param_space() is exactly its tuning knobs ({entry_bar.target, exit_bar.target}); the bar period is a construction argument binding Resample + Session together — a structural matrix axis (C12: a different period is a different strategy, not a sweep point), never a param_space entry, so a sweep cannot desync the two clocks. This is the concrete instance of the structural-axis-vs-tuning-param split above (and delay.lag, a C8 structural constant, is bound out of the space).

C21 — The World: the meta-level is the product

Guarantee. Above the harness sits the World — the project's program / "game" (C16: a Rust crate). Within it, harnesses are dynamically constructible, first-class objects: meta-programs (walk-forward, sweep, optimize, Monte-Carlo — C12's axes) construct harness instances at runtime via the bootstrap (C19), run them disjointly in parallel (C1), aggregate / compare their results, and discard the transient instances. A walk-forward rolls windows → bootstraps a harness per window → stitches out-of-sample equity + parameter stability into one meta-result. Orchestrating families of harnesses is first-class, not a headless afterthought; the run registry (C18) is the World's memory. Forbids. Relegating multi-harness orchestration (walk-forward / sweep / comparison) to second-class headless-only status; treating the single backtest as the product. Why. What happens within one harness — backtest a strategy → equity — is commodity; every quant system covers it. aura exists for the meta-level: a programmable space where harnesses are dynamically built and families of them orchestrated and explored. The deterministic single-harness engine (C1–C20) is the substrate; the World is the product.

C22 — The playground is a trace explorer; sinks are the recording mechanism

Guarantee. The World is a program: nothing is displayable until it runs, and its harnesses are transient machinery (built, run, discarded — C21). The only durable, displayable substance is the recorded trace, captured by sinks — pure consumer nodes (C8) that persist a stream (equity, position events, a node's output) into the run registry (C18). Displayable = exactly what a sink recorded; with no sink, only input params + summary metrics remain. The playground is therefore an execution viewer / trace explorer, and it plays any harness (it is the harness player, not a harness, never bound to a default one): before a run it shows the program structure (graph-as-data, C9) + param knobs; during a run, live sink streams; after a run, recorded traces + metrics from the registry — including meta-views (stitched walk-forward, sweep surfaces, multi-strategy / instrument comparison). Observability is explicit and selective — you instrument what you want to see; the choice of sinks is part of the experiment. The engine ships sample harnesses with sinks so a newcomer sees a populated trace immediately; a fresh project is empty until built, run, and instrumented. Forbids. A scene-editor model that assumes a persistent populated world; constructing or wiring topology in the UI (topology is Rust + hot-reload, C9/C17 — the UI reflects the live graph-as-data and tunes runtime params via sliders, C12); retaining un-sinked data; binding the playground to a single / default harness. Why. A program has no scene-at-rest to inspect; what persists is what it records. Making sinks the one recording-and-observability mechanism keeps "what can I see?" answerable by "what did I instrument?", and keeps the engine UI-agnostic (C14). Live param tuning (runtime values, no topology change — C12 / C19 Fork A) gives the interactive feel without a wiring DSL. Realization (cycle 0006). Sinks-as-recording-mechanism is realized at the substrate level: a recorded trace is exactly what a recording node pushed out of the graph (no engine recording registry; the constructing World holds each recording node's destination). The engine's single observe: usize affordance is removed — Harness::run returns () and recording is a node-side concern, so one run records many streams (one per recording node) instead of exactly one row. Recorded streams are sparse and timestamped (a record per fired cycle, tagged ctx.now()), matching a trace of timestamped events (C18). No new contract; the Harness API change (observe removed, run -> ()) is recorded here.

C23 — Graph compilation and behaviour-preserving optimisation

Guarantee. The bootstrap (C19) is a compilation: it lowers a param-generic, named blueprint (the authoring source — nodes, composites, strategy, harness; C8/C9/C20) into a flat, type-erased FlatGraph — the frozen runnable instance (C7) — wired by raw index, not by name (Edge { from, to, slot, from_field }). Composites are inlined at this step (C9): the composite boundary dissolves entirely (there is no composite in the flat graph). The blueprint's field / input-role names are non-load-bearing — the wiring resolves by index, and names survive at most as informative debug symbols (exactly as FieldSpec.name already is, C8), kept for tracing / rendering (C9 graph-as-data, #13) but carrying no run semantics. The flat graph is then the target of behaviour-preserving optimisation — any transform that leaves every observable sink trace bit-identical (C1 is the correctness invariant) — on two levels:

• intra-graph (within one graph): common-subexpression elimination — two identical nodes (same type, same bound params, same input source) merge to one with output fan-out, so fractal composition (C9) costs no redundant compute — and dead-node elimination — a node on no path to a sink is dropped. Pure-consumer sinks (C8, no output) are never CSE candidates, so their out-of-graph side effects are preserved by construction.
• across the sweep family (over the family of flat graphs one blueprint yields under a param sweep, C12): the sub-graph whose nodes carry no swept param and whose inputs are all sweep-invariant (transitively from the sources — same data window) is loop-invariant w.r.t. the sweep and is computed once; its output is materialised as a recorded stream (C11) shared read-only across the sweep instances (Arc<[T]>, C12). Only the parameter-dependent suffix re-runs per sweep point — loop-invariant code motion over the sweep loop. Forbids. Any "optimisation" that changes an observable trace (it breaks C1); optimising over a representation that is not graph-as-data — an opaque trait-object interior (the rejected nested-composite reading of C9) cannot be analysed or rewritten across its boundary, so it forecloses both levels. Why. Determinism (C1) is not merely an audit property; it is the licence for these rewrites — a behaviour-preserving transform is only meaningful because "same input → bit-identical run" makes "same result" decidable, and a sweep-invariant sub-graph is reproducible enough to compute once and share. The flat graph representation (C19) is the necessary condition: only a flat, inspectable graph-as-data — with each node's declared param-ranges (C8) — lets the compiler identify identical sub-expressions, dead nodes, and the sweep-invariant frontier. This is precisely why a composite is an inlining (C9) and not a runtime sub-engine: the flat graph is what makes the whole graph optimisable. Status (Construction-layer milestone). The flat graph representation — blueprint → inline / compile → flat instance — is the load-bearing substrate built first; the optimisation passes (intra-graph CSE/DCE, sweep-invariant hoisting) are deferred, behaviour-preserving follow-on work, each gated by a "flat graph with pass ≡ flat graph without pass, bit-identical run" test (C1). The sweep-level pass further presupposes per-node param declarations (C8 — landed in cycle 0015 as name+kind; the swept range still pending #32/C20) and the sweep orchestration itself (C12/C21). Amendment (cycle 0032 — param-namespace injectivity is part of the compilation). The bootstrap-as-compilation now includes one structural gate: check_param_namespace_injective over the param_space() name projection (see C9 / C12-C19), run before name resolution. It reads the boundary name projection — the authoring address space — and rejects a duplicated path (DuplicateParamPath). Node names stay non-load-bearing: they qualify the param path at construction and are dropped at lowering (the flat graph is wired by raw index, unchanged). The check makes the by-name authoring address space injective; it does not make names load-bearing in the flat graph.

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Open architectural threads not yet resolved

• Playground & World UI surface — the playground is core (C22); the surface is a web frontend served from disk-persisted traces (revised 2026-06, issue #101; not egui). Settled for the first cut: raw per-tap trace persistence to disk (columnar/SoA form, C7) + serve-time join_on_ts alignment + a static self-contained HTML chart page (uPlot, vendored like the render_html Graphviz-WASM blob), feeds overlaid or timestamp-aligned in panels. Still open: families-comparison meta-views (walk-forward, sweep surfaces, multi-strategy / instrument comparison), a local server, and the run/replay clock controls.
• Parameter-space search strategies (Bayesian/genetic) — pluggable policies atop the atomic sim unit (C12), not yet designed.
• aura new scaffolder, the experiment-builder API, and Aura.toml's static-context schema — aura new scaffolds a Rust project crate (node / strategy / experiment blueprints) against the engine (C16/C20); the experiment-builder API surface (harness wiring, structural axes, sweep combinators) and Aura.toml's schema (data paths, instrument/pip metadata, default broker & window, runs dir) are not yet designed.
• aura-std contents — the crate exists (doc-only); which universal blocks land first follows the walking-skeleton's needs.
• strategies/ split — a later split, inside a project, of top-level strategies from reusable building blocks in nodes/; not a day-1 cut.
• Sequencing — the runnable single-harness substrate comes first (walking skeleton: a closed harness that runs deterministically and records via a sink); the World/meta layer (C21) and the playground trace-explorer (C22) are the differentiating layers that follow — you orchestrate and visualize a thing that must first run once.