Brummel
86746e3d5d
Scalar was `struct { kind: ScalarKind, cell: Cell }` — "a Cell wearing a kind hat." The recorded reason for that shape was migration ease, which is not a design rationale (CLAUDE.md: rationale != effort), so the struct had no substantive defense. Redefine it as the native tagged union it conceptually is:
enum Scalar { I64(i64), F64(f64), Bool(bool), Timestamp(Timestamp) }
This is substantively better on four axes: kind/bits skew becomes unrepresentable (illegal states gone); accessors panic loudly on the wrong variant instead of a release-mode silent bit reinterpret; PartialEq derives the documented IEEE-754 / cross-kind value semantics (the hand-roll, needed only because the struct inherited Cell's bitwise compare, is gone); and serde is a plain derive emitting the externally-tagged wire form ({"I64":10}/{"F64":2.5}) — the private ScalarRepr shadow enum that motivated this was never needed. It is also C7-honest: erased-on-the-hot-path (Cell) and self-describing-at-the-edge (Scalar) are two disjoint types bridged by explicit conversion.
The whole public API is preserved (Scalar's fields were private), so call sites do not churn: the enum change is contained to scalar.rs, where cell() now encodes and from_cell() decodes per kind. Cell and ScalarKind are untouched.
With Scalar serializable, lift RunManifest.params from Vec<(String, f64)> to Vec<(String, Scalar)>: the param's kind (an i64 length vs an f64 scale) now survives into the C18 record (runs.jsonl) and the CLI JSON instead of collapsing to f64. scalar_as_param_f64 is deleted; sim_optimal_manifest passes typed params through. This is a deliberate wire-shape change — params now render as tagged scalars; the JSON-asserting tests are updated to the new shape on purpose.
Hand-authored manifest params across the CLI's single-run/mc/macd sites use honest kinds (lengths -> i64, scales -> f64) so they match the sweep path (which already derives correct kinds via zip_params); their in-binary JSON assertions are re-tagged accordingly.
Walk-forward fork resolves with no code change: WindowRun.chosen_params stays Vec<Scalar> (the serializable record carrier), reduced to f64 only at the param_stability statistic boundary (scalar_as_f64 retained). Glossary 'cell' entry updated to describe Scalar as the disjoint tagged union, not 'a cell plus its kind tag'.
Gates: build --all-targets, test --workspace (incl. new scalar_serde_round_trips), clippy -D warnings, doc --no-deps — all clean.
197 lines
14 KiB
Markdown
197 lines
14 KiB
Markdown
# aura glossary
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Canonical nomenclature for aura's domain. This file is the source of truth for
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naming: where another document names a concept differently, the canonical entry
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and its **Avoid** list win. Rules (format, reading obligation, write discipline)
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live in the skills glossary convention; this file is an instance of it.
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Each block has three fields: a canonical-term heading, an `**Avoid:**` line
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(synonyms that must not be used; `—` when none), and a ≤2-sentence definition.
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Entries are alphabetical.
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---
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### atomic sim unit
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**Avoid:** atomic unit, sim unit
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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.
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### Aura.toml
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**Avoid:** —
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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.
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### backtest
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**Avoid:** —
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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).
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### blueprint
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**Avoid:** —
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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.
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### bootstrap
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**Avoid:** —
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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.
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### bot
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**Avoid:** —
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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.
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### broker
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**Avoid:** —
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A downstream consumer node that emits an equity stream, attaching at one of two points: the **sim-optimal broker** consumes the **exposure stream** (integrating `exposure·return` → synthetic pip equity = signal quality); **realistic brokers** consume the derived **position-event table** (real frictions → currency equity). Several can attach at once for directly comparable curves. Not part of the strategy. Two classes: the sim-optimal broker and realistic brokers.
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### cdylib
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**Avoid:** —
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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.
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### cell
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**Avoid:** —
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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).
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### composite
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**Avoid:** —
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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).
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### cycle
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**Avoid:** —
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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.)
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### edge
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**Avoid:** —
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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.
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### equity stream
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**Avoid:** —
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A broker node's output over time — synthetic pips for the sim-optimal broker (its `exposure·return` integral), currency for realistic brokers. An equity *curve* is explicitly not a strategy's output (the intent/exposure stream is).
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### experiment
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**Avoid:** —
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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.
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### experiment matrix
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**Avoid:** structural matrix
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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.
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### exposure stream
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**Avoid:** intent stream
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A strategy's primary, backtestable DAG output: one signed, bounded `f64 ∈ [-1,+1]` per cycle — the desired fractional position (intent). The DAG expresses one state at t (C8: ≤1 record per `eval`), so exposure, not a position-event sequence, is what it emits. The sim-optimal broker integrates `exposure·return` into pip equity to measure signal quality; the position table is its derived first difference.
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### firing policy
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**Avoid:** —
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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.
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### freshness-gated recompute
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**Avoid:** freshness-gating
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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.
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### frozen artifact
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**Avoid:** deploy artifact, standalone binary
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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.
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### harness
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**Avoid:** root sim graph, root graph, root scope
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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.
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### hot-reload
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**Avoid:** —
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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.
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### ingestion boundary
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**Avoid:** —
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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.
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### instance
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**Avoid:** —
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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.
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### manifest
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**Avoid:** —
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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.
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### Monte-Carlo
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**Avoid:** MC
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An orchestration axis running N seeded realizations that perturb the input; each realization is itself deterministic given its seed (Monte-Carlo = sweep over seeds).
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### node
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**Avoid:** block
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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.
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### playground
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**Avoid:** —
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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.
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### position table
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**Avoid:** —
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A broker-independent, time-ordered table of position events (scalar columns: `event_ts, action, position_id, instrument_id, volume`) — the **derived** first difference of a strategy's exposure stream, a **decoupled 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 intent/exposure stream).
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### realistic broker
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**Avoid:** —
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A 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 sim-optimal broker (which consumes the exposure stream directly).
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### resampler
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**Avoid:** —
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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.
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### run
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**Avoid:** —
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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).
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### run registry
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**Avoid:** registry, runs dir
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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.
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### run-count
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**Avoid:** total_count
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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.)
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### scalar base types
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**Avoid:** —
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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.
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### session node
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**Avoid:** —
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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.
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### signal
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**Avoid:** —
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A node whose output is a score, feeding the `signals (scores) → decision/sizing node → exposure stream` chain. A specific node role — distinct from a general node and from a strategy.
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### sim
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**Avoid:** —
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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).
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### sim-optimal broker
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**Avoid:** —
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The deterministic, frictionless, perfect-fill broker that consumes the **exposure stream** + prices and integrates `exposure·return` into synthetic equity in pips — the neutral, currency-free yardstick that measures **signal quality**. Distinct from the Aura.toml "default broker" (a config role) and from realistic brokers (which consume the derived position-event table).
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### sink
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**Avoid:** —
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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.
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### SoA
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**Avoid:** Structure-of-Arrays
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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.
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### source
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**Avoid:** —
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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.
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### strategy
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**Avoid:** —
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A reusable composite-node blueprint — broker-, data-, and viz-independent, inputs declared as named roles — whose output is the intent/exposure stream (not an equity curve; the position table is a derived downstream layer). Frozen with a broker into a bot for deploy.
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### structural axes
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**Avoid:** —
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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).
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### sweep
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**Avoid:** param-sweep, parameter sweep
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An orchestration axis varying tuning params (grid or random) within a fixed structure. The inner, param-tuning loop, distinct from the structural experiment matrix.
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### walk-forward
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**Avoid:** —
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An orchestration axis: rolling in-sample optimize + out-of-sample test across moving windows, stitched into one out-of-sample verdict plus parameter stability.
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### World
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**Avoid:** —
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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.
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