Brummel
0ce843bada
The first real-data backtest from the CLI: `aura run --real <SYMBOL> [--from <ms>] [--to <ms>]` runs the existing built-in sample signal-quality harness over real M1 *close* bars instead of synthetic prices, printing the same RunReport JSON as `aura run`. Bars are streamed lazily through aura_ingest::M1FieldSource (a Box<dyn Source>) — dogfooding the #71 Source seam, O(one chunk) resident, never eager. aura-ingest + data-server enter aura-cli's deps (data-server git line mirrored from aura-ingest). M1 only this cycle, deliberately. The TickSource is deferred: raw ticks are the wrong input for the bar-semantic SMA sample (an SMA over ticks is microstructure noise until a resampler node exists, C2), and tick's real driver is the realistic broker's bid/ask execution (C10) — it should arrive with that consumer, not speculatively here. Tick data is also local to only EURUSD/XAUUSD/GER40, whereas M1 covers the test symbol AAPL.US. Shape: run_sample_real builds sample_harness(), guards has_symbol / M1FieldSource::open (unknown symbol or empty window -> 'aura: no local data' + exit 2, never a panic), and reuses sim_optimal_manifest + the run_sample fold. parse_real_args is a pure, unit-tested grammar (mandatory symbol, then --from/--to in any order; bad/missing/duplicate flag -> Err). Data path is data_server::DEFAULT_DATA_PATH (no --data-path flag this cycle). Known simplification: the manifest window is derived by draining a *separate* single-pass probe source for first/last ts, so an unbounded window streams the archive twice (once to bound, once to run). Acceptable and O(1)-resident for now; a future Harness::run could surface the first/last cycle ts to drop the probe pass. Verified: cargo build/test/clippy --workspace all green; the gated run_sample_real_streams_real_close_bars_deterministically RAN (not skipped) over AAPL.US 2006-08; manual CLI smoke of the success + two error paths.
21 lines
644 B
TOML
21 lines
644 B
TOML
[package]
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name = "aura-cli"
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edition.workspace = true
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version.workspace = true
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license.workspace = true
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publish.workspace = true
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[[bin]]
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name = "aura"
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path = "src/main.rs"
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[dependencies]
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aura-core = { path = "../aura-core" }
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aura-engine = { path = "../aura-engine" }
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aura-registry = { path = "../aura-registry" }
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aura-std = { path = "../aura-std" }
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aura-ingest = { path = "../aura-ingest" }
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# data-server: the local M1 archive `aura run --real` streams from. Mirrors the
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# git line in crates/aura-ingest/Cargo.toml verbatim (same source of truth).
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data-server = { git = "http://192.168.178.103:3000/Brummel/data-server.git", branch = "main" }
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