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Aura/crates
claude 528e8f33d6 feat(std): VolTfStop — the timescale-matched volatility stop primitive
k · sqrt(EMA(delta^2, length)) over completed period_minutes buckets —
the vol regime on a coarser clock, as a fused primitive in the Resample
mold: the in-progress bucket lives in node state, the finished bucket's
close is differenced against the previous one on rollover, and the stop
distance is emitted ONCE per completed bucket (C2: a partial bucket
never exists downstream; Firing::Any consumers hold the last value).
EMA follows Ema's exact convention (SMA seed over the first length
deltas, alpha = 2/(length+1)), pinned by a constant-|delta|
correspondence test against the per-cycle vol regime. Not rostered in
the std vocabulary (stop primitives are risk-executor internals).

First slice of #262; the regime variants, executor arm, and manifest
round-trip follow.

refs #262
2026-07-14 02:08:28 +02:00
..