Brummel
b4e84335c4
Iteration 2 of cycle 0065 (Stage-1 R signal quality) — the node + metric layer. Builds on iter-1's PositionManagement dense R-record + core summarize_r. What ships: - PositionManagement gains a 4th `size` input (slot 3 -> col 10), fed by the Sizer. R is computed size-INVARIANTLY (pure stop-distance ratio), so size never touches realized_r — pinned by a RED test (scaling size leaves every realized_r unchanged) at the node and again end-to-end through the executor. - Sizer (aura-std): `size = risk_budget / stop_distance` — flat-1R (risk_budget 1.0 => one risk unit per trade, size inversely proportional to the stop, not a constant). Reads bias (firing/presence) + stop_distance; the Stage-2 fixed-fractional sizer slots in unchanged (swap risk_budget for risk_fraction*equity, same node shape). - summarize_r enrichment: SQN (sqrt(n)*mean_R/sample-stdev_R; n<2 or zero-variance -> 0), conviction_terciles_r (E[R] by |bias_at_entry| tercile), net_expectancy_r (gross minus one round-trip cost per trade, charged in R via the latched_dist recovered from the entry_price/stop_price columns). summarize_r gains a `round_trip_cost` param (price units). The net-of-cost recovery is tested through the real producer->consumer seam, not just hand-built rows. - RunMetrics.r: Option<RMetrics> with #[serde(default, skip_serializing_if = "Option::is_none")] — legacy runs.jsonl (no `r` key) deserialise to None and a pip-only run's on-disk shape stays byte-unchanged (C14/C18 back-compat). Every RunMetrics literal threaded (report.rs, aura-registry, aura-engine/mc). - RiskExecutor (aura-engine integration-test fixture, sibling of vol_stop_composite): FixedStop -> Sizer -> PositionManagement behind open bias+price input roles, price fanned to both the stop and PM, the Sizer's size into PM. Bias is produced in-graph from the single price source (a second bias *source* would k-way-merge into separate cycles and mark stale prices). The Veto is a DOCUMENTED SEAM, not a runtime node (a pass-through identity is what C19/C23 DCE deletes). Tests: the composite bootstraps + runs + folds to the documented hand value; R invariant under risk_budget while the size column scales; a live-folded RMetrics survives the RunMetrics serde round-trip. The dense-record size column (10) is brought under the cross-crate layout guard (stage1_r_e2e r_col_indices_match_producer_field_layout) so the executor fixture's size-invariance read is drift-protected like the others. Scope: the CLI/recording surface (#129) is sub-split into a separate iteration 3 and is NOT in this commit. Verified: cargo build --workspace clean; cargo test --workspace 500 passed, 0 failed; cargo clippy --workspace --all-targets -D warnings clean. refs #117 #127 #128 #129
63 lines
1.7 KiB
Rust
63 lines
1.7 KiB
Rust
//! `aura-std` — the standard node library shipped with the engine.
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//!
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//! The universal, batteries-included building blocks every project gets for
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//! free: common indicators (SMA, ATR, RSI, …), resamplers, the `SessionNode`,
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//! standard combinators, and broker nodes (the sim-optimal broker + realistic
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//! broker profiles). Depends only on `aura-core` (the shared contract).
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//!
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//! This is the top tier of the three-tier node-reuse model (contract C16):
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//!
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//! - `aura-std` — universal blocks, here, ship with the engine;
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//! - shared node crates — cross-project-reusable blocks, in their own repos,
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//! pulled in as cargo git dependencies;
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//! - project-local `nodes/` — experimental, project-specific blocks.
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//!
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//! The first block lands with the walking skeleton: [`Sma`], the simple moving
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//! average — a worked producer node proving the `aura-core` `Node` contract.
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mod add;
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mod and;
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mod bias;
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mod delay;
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mod ema;
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mod eqconst;
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mod gt;
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mod latch;
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mod lincomb;
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mod longonly;
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mod mul;
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mod position_management;
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mod recorder;
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mod resample;
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mod session;
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mod sim_broker;
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mod sizer;
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mod sma;
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mod sqrt;
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mod stop_rule;
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mod sub;
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pub use add::Add;
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pub use and::And;
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pub use bias::Bias;
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pub use delay::Delay;
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pub use ema::Ema;
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pub use eqconst::EqConst;
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pub use gt::Gt;
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pub use latch::Latch;
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pub use lincomb::LinComb;
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pub use longonly::LongOnly;
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pub use mul::Mul;
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pub use position_management::{
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ExitReason, FIELD_NAMES as PM_FIELD_NAMES, PositionManagement, RECORD_KINDS as PM_RECORD_KINDS,
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WIDTH as PM_WIDTH,
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};
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pub use recorder::Recorder;
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pub use resample::Resample;
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pub use session::Session;
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pub use sim_broker::SimBroker;
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pub use sizer::Sizer;
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pub use sma::Sma;
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pub use sqrt::Sqrt;
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pub use stop_rule::FixedStop;
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pub use sub::Sub;
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