Ship the World/C21 milestone's last piece (Arm A, #173): a true in-sample-refit
walk-forward over a loaded blueprint. `aura walkforward <blueprint.json> --axis
<name>=<csv> [--axis …] [--select argmax|plateau:mean|plateau:worst]` rolls
24/12/12 IS/OOS windows over the synthetic span; per IS window it re-optimizes
the blueprint's params over the user's --axis grid (the #169 prefixed names),
selects the winner by sqn_normalized, runs it out-of-sample, and aggregates the
per-window OOS reports into a FamilyKind::WalkForward family — content-addressed
(put_blueprint) and aura-reproduce bit-identical.
Structure mirrors the hard-wired stage1-r walk-forward arm one substitution
deep: the generic engine walk_forward driver + select_winner + the synthetic
schedule are reused; only the per-window IS-sweep (blueprint_sweep_over) and
OOS-run (run_oos_blueprint) source the loaded blueprint via cycle-0096's
blueprint_axis_probe. reproduce_family_in gains a WalkForward arm reconstructing
each OOS window's windowed slice from the member manifest's window bounds (winner
params via the shared manifest->cells recovery, as the MonteCarlo/Sweep arms do).
Panic-safety: blueprint_sweep_over returns Result<_, BindError>; a bad/unknown
--axis is a clean in-closure exit 2 (mirroring the hard-wired arm's select_winner
handling), never a panic — pinned by the rejects_an_unknown_axis E2E. A no-axis
invocation (nothing to re-fit) is a usage error; a malformed blueprint is rejected
at the dispatch boundary (exit 2, no panic). Reduce-mode members carry R-metrics
(no raw pip curve) → empty stitched equity; oos_r is the meaningful summary (C10
R-first yardstick).
Held quality finding adjudicated: run_oos_blueprint's plan-prescribed redundant
`pip: f64` (== data.pip_size()) removed — derived internally to match its siblings
run_oos_r / blueprint_sweep_over, which also drops the too_many_arguments
band-aid #[allow] (8->7 args). Two plan transcription typos the loop caught and
fixed verified correct: BindError renders via Debug ({e:?}), parse_select via
map_err (Result, not Option).
Verified myself: cargo build --workspace, cargo clippy --workspace --all-targets
-- -D warnings, cargo test --workspace all green; 2 new unit tests + 5 new
cli_run E2Es (persist shape, reproduce bit-identical, no-axis, malformed-safety,
unknown-axis) pass; no regression in the hard-wired walkforward / sweep / mc /
reproduce suites. Engine/registry untouched (invariants 1/2/8/9).
closes#173
Brummel
ff20f74e8f