Files
Aura/crates
Brummel 3fc491a058 test(cli): pin the exact mc R-bootstrap grade — byte-identity anchor (#210)
The fourth and last verb dissolution (mc's R-bootstrap path) reroutes the inline
`walkforward_family -> pooled_oos_trade_rs -> r_bootstrap` through the campaign
`[std::sweep(argmax), std::walk_forward, std::monte_carlo]` process, whose terminal
monte_carlo stage does the identical `StageBootstrap::PooledOos(r_bootstrap(...))`
seeded from the campaign seed. Before that rewire, this pins the EXACT current
bootstrap grade of a fixed 2025 GER40 invocation (block_len=5, resamples=1000,
seed=42, multi-point fast 3,5 x slow 12,20 grid) so the dissolution must reproduce
it byte-for-byte (the acceptance gate).

The load-bearing subtlety the dissolution rests on: the campaign path uses ONE
campaign seed for both the wf-stage deflation and the mc-stage bootstrap, whereas
the inline path uses a fixed DEFLATION_SEED for the wf winners and the mc `--seed`
for the bootstrap. This reconciles because the wf winners are argmax (deflation
only annotates provenance), so they are seed-independent — the walkforward anchor
already proved it (the campaign path at seed 0 reproduced the inline
DEFLATION_SEED winners byte-for-byte). So `campaign.seed = mc --seed` leaves the
pooled OOS series unchanged and makes the bootstrap match. n_trades=20681 matches
the walkforward multi-grid anchor, confirming mc pools the same OOS-R series.
Deterministic; gated on the local GER40 archive, skips cleanly on a data refusal.

refs #210
2026-07-06 23:21:24 +02:00
..