Aura/docs/glossary.md

aura glossary

Canonical nomenclature for aura's domain. This file is the source of truth for naming: where another document names a concept differently, the canonical entry and its Avoid list win. Rules (format, reading obligation, write discipline) live in the skills glossary convention; this file is an instance of it.

Each block has three fields: a canonical-term heading, an **Avoid:** line (synonyms that must not be used; — when none), and a ≤2-sentence definition. Entries are alphabetical.

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atomic sim unit

Avoid: atomic unit, sim unit The primitive (frozen topology + param-set + data-window + RNG-seed) → deterministic run → metrics over which the four orchestration axes operate. One frozen-topology unit equals one harness instance.

Aura.toml

Avoid: — The per-project declarative config holding only static context (data paths, instrument/pip metadata, default broker & window, runs dir), never logic. Its presence marks the project root, the way Cargo.toml marks a cargo crate.

backtest

Avoid: — A single deterministic, synchronous run of one harness over historical input — the historical-replay framing of an execution. The commodity substrate the World builds families of; distinct from sim (the executable unit) and run (its registry record).

bias

Avoid: exposure, exposure stream, intent stream A strategy's primary, backtestable DAG output: one signed, bounded f64 ∈ [-1,+1] per cycle whose sign is direction and magnitude is conviction (conviction optional). Bias is unsized — sizing and the protective stop live downstream in the risk-based execution layer (Sizer/RiskExecutor), never in the strategy; it reframes the pre-reframe exposure stream (a signed fractional position).

blueprint

Avoid: — The param-generic, input-role-generic graph-as-data produced by running a Rust builder; it carries free numeric params and free input roles before bootstrap. Bootstrapped into a frozen instance by binding params + data + seed.

bootstrap

Avoid: — The distinct, recursive construction phase that binds (blueprint + param-set + data bindings + seed) into a frozen instance — buffers sized, topology fixed. The explicit name for the "wiring / graph build" that C7/C12 reference.

bot

Avoid: — A frozen artifact that is a deployed strategy + broker: the live trading program (audit trail: this bot = this commit). Every bot is a frozen artifact, but not every frozen artifact is a bot.

broker

Avoid: — A downstream consumer node that emits an equity stream, never part of the strategy. The signal-quality side is the R-evaluator (Stage 1: per-trade R-outcomes from a flat-1R RiskExecutor → R-expectancy); realistic brokers (Stage 2) consume the derived position-event table (real frictions → currency equity), and a Broker/Account composite aggregates per-symbol P&L into account equity. Several can attach at once for directly comparable curves.

cdylib

Avoid: — The dynamically-loadable Rust library form of a project and its nodes, hot-reloaded during authoring; the hot-reload unit is always the project-side cdylib. Frozen to a static artifact for deploy.

cell

Avoid: — The type-erased 64-bit word holding one scalar-base-type value with its kind stripped off (crates/aura-core/src/cell.rs): the type lives at the schema/column/port, so a cell is read only by naming it via a branch-free accessor (i64()/f64()/bool()/ts()). A bare cell is what the SoA hot path reads without a per-value branch, whereas a Scalar — the self-describing tagged union of the four base types, used at the dynamic boundaries — is its disjoint counterpart, bridged by Scalar::cell (encode) / Scalar::from_cell (decode).

composite

Avoid: — A node that wires a sub-graph and exposes one output (a combined signal, or a strategy) — composition is fractal and acyclic. Also names the multi-column stream a node emits: the record a producer's eval returns, bundling 1..K base scalar columns (e.g. OHLCV), each bound field-wise by a consumer (C7/C8).

cross-instrument generalization

Avoid: cross-symbol pooling, pooled generalization The validation read that grades how consistently one brought candidate holds across a set of instruments, scored on its weakest one — the across-instrument axis of the anti-false-discovery discipline. Realised by aura generalize; an aggregator (a recomputable family score), never a selector that picks a winner.

cycle

Avoid: — One data-driven clock step: one input record = one cycle, advanced in global timestamp order with a monotonic cycle_id. (In the pipeline-process sense "cycle" also names one milestone round; the engine sense is this clock step.)

deflated score

Avoid: trials-adjusted score A sweep winner's metric penalised for the number of configurations tried (trials-deflation), recorded additively on the winning member's selection without changing which member won. Paired with an overfit probability; the across-trials defence against a winner that is luck at sweep scale.

edge

Avoid: — A directed wiring link in a harness that forwards one field (from_field) of a producer node's eval output record into a consumer node's input slot (the engine's Edge); the source-side variant binding the source value into an input slot is a source target (Target). Edges define the DAG the bootstrap topologically orders; a per-field scalar-kind mismatch across an edge is rejected at bootstrap.

equity stream

Avoid: — A downstream node's output over time — an R-curve for the R-evaluator (Stage 1, its per-trade R integral), currency for realistic brokers (Stage 2). An equity curve is explicitly not a strategy's output (the bias stream is).

experiment

Avoid: — A Rust (builder-API) definition of anything beyond a single backtest — sweep, Monte-Carlo, walk-forward, or a structural matrix; it lives in a project's experiments/. Authored in native Rust, never a config DSL.

experiment matrix

Avoid: structural matrix The set of harness instances produced by varying the structural axes (strategy × instrument × broker × window), expressed as plain Rust loops. The outer orchestration over the structural dimension; the tuning sweep is the inner loop.

exposure stream

Avoid: — (superseded) Superseded by bias (2026-06 R-reframe). The pre-reframe primary output: a signed, bounded f64 ∈ [-1,+1] per cycle read as the desired fractional position (conflating direction + conviction + size). Reframed to bias (unsized direction + conviction), sizing moved downstream to the Sizer/RiskExecutor; the term and the Exposure node persist in pre-reframe code until the Stage-1 rename.

firing policy

Avoid: — A per-input-group declaration of one of two firing modes: A = fire-on-any-fresh + hold (as-of join), B = all-fresh barrier (synchronizing join). A single node may mix an A input and a B group.

freshness-gated recompute

Avoid: freshness-gating A node re-evaluates only when ≥1 of its own inputs is fresh this cycle; otherwise it holds its last output (sample-and-hold). Stale inputs contribute their last held value, not a missing one.

frozen artifact

Avoid: deploy artifact, standalone binary A statically-linked, versioned, frozen build, never hot-swapped (audit trail: this artifact = this commit). The general category; a bot is the specific case of a deployed strategy + broker.

harness

Avoid: root sim graph, root graph, root scope The closed root sim graph that actually runs — sources bound to a strategy's roles + the strategy + broker node(s) + sinks under a clock; C1's disjoint unit. It is not a node (no free inputs, no output); "root scope" is RustAst's name for it.

hot-reload

Avoid: — The authoring-loop mechanism in which the project-side cdylib is rebuilt and reloaded live during research; authoring-only, never applied to a live bot. A sweep pays no hot-reload tax — params are runtime data, so the cdylib loads once.

ingestion boundary

Avoid: — The single point where heterogeneous timestamped sources are k-way-merged into one chronological cycle stream and source-native time is normalized to canonical epoch-ns. The only place a merge happens — there is no merge or as-of join inside the graph.

instance

Avoid: — A concrete, frozen graph produced by binding a blueprint to params + data + seed — buffers sized, topology fixed. A sweep builds many disjoint instances from one blueprint.

manifest

Avoid: — The reproducible metadata record of a run (node-commit + params + data-window + seed + broker profile), paired with metrics in the run registry. Determinism lets the full result be re-derived from this tiny record on demand.

Monte-Carlo

Avoid: MC An orchestration axis running N seeded realizations that perturb the input; each realization is itself deterministic given its seed (Monte-Carlo = sweep over seeds).

neighbourhood score

Avoid: smoothed score The metric of a sweep cell averaged (or worst-cased) over its closed grid neighbourhood — the surface a plateau selection argmaxes instead of the bare peak. Recorded on a plateau winner's selection alongside its neighbour count.

node

Avoid: block The universal composable dataflow unit, implementing lookbacks() + eval(ctx) — a producer, a pure consumer (sink), or both — with at most one output port; a producer's output is a record of 1..K base-scalar columns (a scalar is the degenerate K=1 case). Everything that plugs into the engine is fractally a node.

overfit probability

Avoid: P(overfit), luck probability The recorded chance that a deflated sweep winner is noise rather than edge — a rank of the winner's metric against a centred no-edge null over the family. Paired with the deflated score on the winner's selection.

plateau selection

Avoid: plateau-over-peak (as a noun) A selection objective that argmaxes the neighbourhood-smoothed metric surface (mean or worst-case) rather than the bare in-sample peak, preferring a robust parameter plateau to a lucky spike. Opt-in via --select plateau:mean|plateau:worst; the default selection stays a bare argmax.

playground

Avoid: — The egui-native visual face (aura play) that plays any harness — program structure before a run, live sink streams during, recorded traces and meta-views after. A trace explorer / execution viewer, never a scene editor.

position table

Avoid: — A broker-independent, time-ordered table of position events (scalar columns: event_ts, action, position_id, instrument_id, volume) — the derived first difference of the executed book (book-tracking deal = target − book − in_flight; a close sizes the actual book), a decoupled Stage-2 position-management layer feeding realistic brokers / deploy. Computed, not emitted per eval (one decision instant may yield >1 event); not the strategy's direct DAG output (that is the bias stream).

R

Avoid: — The native unit of strategy performance: 1R = the loss if the protective stop is hit, so a trade's outcome is a multiple of R (−1R stopped out, +2R, …) and the primary question is "how much R out per 1R risked?". Risk-normalized and account-/instrument-agnostic — the Stage-1 yardstick replacing pips, defined by the stop (Van Tharp R-multiples).

R metrics

Avoid: — The R-multiple summary metrics summarize_r folds into RunMetrics.r, which double as the higher-is-better rank vocabulary for aura runs family <id> rank <metric> (cycle 0066): sqn (the System Quality Number — see SQN), sqn_normalized (the n-normalized SQN100 — see SQN; cycle 0067), expectancy_r (mean realized R per trade, the headline E[R]), and net_expectancy_r (expectancy net of one round-trip cost per trade — churn-honest; equals expectancy_r while Stage 1 is frictionless). A family member with no r block ranks last under any of them, so a pip-only family ranked by an R metric falls back to ordinal order.

R-evaluator

Avoid: — The Stage-1 signal-quality node: integrates the per-trade R-outcomes of a flat-1R RiskExecutor into an R-expectancy / R-curve — the deterministic, account-/instrument-agnostic yardstick. The R-reframe successor of the sim-optimal broker (pip integral); unlike it the R-evaluator requires a stop, so it consumes a RiskExecutor, not raw bias.

RiskExecutor

Avoid: risk-manager The per-symbol composite turning a bias into a managed position — stop-rule → Sizer → Veto → position-management — with the only feedback (equity → Sizer, Stage 2) cut by a z⁻¹ register on the fill edge and encapsulated inside. RiskExecutors nest in a Broker/Account composite that aggregates per-symbol P&L into account equity; the account mode (netting/hedging) constrains how many exist per (strategy, symbol).

realistic broker

Avoid: — A Stage-2 broker node that consumes the derived position-event table and applies real spread / commission / slippage / lot / margin (and may reject or modify positions), emitting a currency equity stream for viability and deploy. Contrasted with the R-evaluator (Stage 1, which consumes a flat-1R RiskExecutor and measures signal quality in R).

resampler

Avoid: — A node that converts a finer stream to a coarser bar stream, emitting a completed bar only at the boundary so no partial bar ever leaks (enforcing no look-ahead). Clock-sensitive.

run

Avoid: — One execution recorded in the run registry as a manifest + metrics — the registry-record framing of an execution. Distinct from sim (the executable unit) and backtest (the replay framing).

run registry

Avoid: registry, runs dir The aura-native, per-project store of one record per run — a manifest + metrics, queryable, with lineage (composite ← signals; run ← inputs). It lives under runs/ and is the World's memory.

run-count

Avoid: total_count The per-series push counter on every Column — bumped on each push, never moved by a read; the node-visible freshness primitive. The engine's per-cycle firing gate (C5/C6) reads a per-wiring-slot cycle epoch (fresh_at == cycle_id, the freshness epoch C4's cycle_id materializes as) rather than this counter, which remains the column-level count a node may read for its own logic. ("total_count" is RustAst's name for the same counter.)

scalar base types

Avoid: — The four streamed scalar kinds — i64, f64, bool, timestamp (a newtype over i64, epoch-ns UTC) — the only payloads on the hot path. Non-scalars (String, records, tables, calendars) live as metadata beside it, never in it.

session node

Avoid: — A node that exposes session context as scalar streams (bars_since_open, in_session, session_open_ts) so session logic stays inside the stream model. Calendars and instrument specs remain metadata beside the hot path.

sign-agreement

Avoid: sign consistency In a cross-instrument generalization, the count of instruments on which the candidate's R-metric is net positive. Reported beside the worst-case floor to express consistency of direction across instruments.

signal

Avoid: — A node whose output is a score, feeding the signals (scores) → decision node → bias stream chain. A specific node role — distinct from a general node and from a strategy.

sim

Avoid: — The disjoint, executable unit of one deterministic harness run; the unit of parallelism (parallelism is across sims, never within one). Distinct from backtest (the replay framing) and run (the registry record).

sim-optimal broker

Avoid: — Pre-reframe term, succeeded by the R-evaluator. The deterministic, frictionless, perfect-fill broker (SimBroker) that consumes the exposure stream + prices and integrates exposure·return into synthetic pip equity to measure signal quality. The R-reframe replaces pips with R (the R-evaluator integrates per-trade R-outcomes from a flat-1R RiskExecutor); SimBroker persists in pre-reframe code until the Stage-1 rename.

sink

Avoid: — A node in its recording role: in eval it reads its inputs (and ctx.now()) and pushes the record to an out-of-graph destination it holds as a field (a channel, a chart handle, the run registry) — a role, not a type, so a node may be a pure consumer (no output) or record and forward an output in the same eval (the C8 "both" case). The sole recording and observability mechanism: displayable = exactly what a sink recorded.

Sizer

Avoid: risk-manager The node that sizes a trade from bias + the stop — in R (flat-1R, Stage 1) or in lots from account equity (fixed-fractional, Stage 2) — owning the size, not the direction (bias) or the gate (Veto). "risk-manager" is avoided: in LEAN/nautilus that names the Veto layer, not the sizer.

SoA

Avoid: Structure-of-Arrays The columnar Structure-of-Arrays layout in which the four scalar base types are streamed on the hot path. Composite streams are bundles of base columns; the layout is what makes streaming cache- and SIMD-friendly.

source

Avoid: — Anything that produces timestamped scalar streams — market data and non-financial feeds (e.g. a news-bias node) are treated identically; a pure producer node. data-server is aura's first source.

SQN

Avoid: system-quality-number (spell out once, then SQN) System Quality Number — √n · mean_R / stdev_R: the dispersion- and trade-count-aware single-number objective for ranking a sweep family by R signal quality (cycle 0066; van Tharp). Higher is better; n < 2 or zero-variance → 0. One of the R metrics. Its n-normalized variant sqn_normalized (SQN100 = (mean_R / stdev_R) · √(min(n, 100)), van Tharp's trade-count cap at 100) is turnover-robust across members with different trade counts and equals sqn below the cap (cycle 0067, #130).

Stage 1 / Stage 2

Avoid: — The two-stage cleave of evaluation: Stage 1 (R / signal quality) is flat-1R, feed-forward (no equity feedback), measured by the R-evaluator in R-expectancy — the primary research loop; Stage 2 (currency / deploy viability) is fixed-fractional sizing that reads equity and compounds, with realistic brokers and real frictions, entered only once E[R] > 0. The cleave quarantines the only feedback into Stage 2 (flat-1R vs compounding is a structural axis, C11); aura's own synthesis, closest precedent vectorbt's signal vs money-management split.

strategy

Avoid: — A reusable composite-node blueprint — broker-, data-, and viz-independent, inputs declared as named roles — whose output is the bias stream (unsized direction + conviction; not an equity curve, not a size; sizing and the position table are derived downstream layers). Frozen with a broker into a bot for deploy.

structural axes

Avoid: — The harness's structural parameterization — which strategy, instrument(s), broker(s), window — whose variation selects different instances; together they form the experiment matrix. Contrasted with tuning params (numeric params swept within a fixed structure).

sweep

Avoid: param-sweep, parameter sweep An orchestration axis varying tuning params (grid or random) within a fixed structure. The inner, param-tuning loop, distinct from the structural experiment matrix.

veto

Avoid: risk-manager The distinct pre-trade gate in the execution chain (… → Sizer → Veto → position-management): position / exposure / notional caps that may reject or scale a sized intent before it reaches the broker. Kept separate from the Sizer — it is what LEAN calls "Risk Management" and nautilus the RiskEngine.

walk-forward

Avoid: — An orchestration axis: rolling in-sample optimize + out-of-sample test across moving windows, stitched into one out-of-sample verdict plus parameter stability.

World

Avoid: — The project's meta-level program that dynamically constructs and orchestrates families of harnesses (walk-forward / sweep / optimize / Monte-Carlo / comparison). aura's differentiator and product, as opposed to the single-backtest substrate.

worst-case floor

Avoid: min-over-instruments The headline cross-instrument generalization score: the minimum of a candidate's R-metric across the instruments, so a single strong market cannot flatter it (non-dominable by construction). The cross-instrument sibling of a worst-case plateau selection.