Brummel
90c1de841d
Public-API research deep-dive driving the just-shipped GER40 real-data
session-breakout demo (5b5f034) through the escalating sequence a serious
researcher attempts next: scale to multi-year, walk-forward, structural-param
sweep, multi-instrument compare. Standalone consumer crate (path-deps only;
public interface = ledger + glossary + example corpus + cargo doc; no
crates/*/src read). All runs against the real /mnt/tickdata/Pepperstone archive.
Findings: 3 bugs, 1 friction, 3 spec_gap, 1 working. Triaged to the tracker:
- spec_gap: the flagship breakout ships as a raw FlatGraph the World API cannot
consume (sweep / walk_forward / compare all forced a hand re-author to a
Composite, which reproduced the FlatGraph numbers EXACTLY) — refs #94.
- bug: process residency is O(window) (6->173 MiB across 1mo->10y) despite the
documented O(one-chunk) claim; the aura ring stays <=1024 but data-server
retention scales, and streaming_seam.rs only measures the ring — refs #95.
- bug: the bar-period is one knob split across Resample (tunable param) and
Session (baked) and desyncs silently to 0.0 pips; Delay.lag leaks into the
default param_space (the C34 deform-vs-tune discriminator) — refs #96.
- spec_gap: the walk_forward empty-space idiom for param-free strategies is
undefined — refs #97.
- spec_gap (no per-instrument pip registry) and friction (one-directional
ns->ms conversion) re-confirm the known #22 and #80.
- working: C1 determinism over 7y / 148k bars, the lazy streaming source, and
the sweep/WFO cores held under real multi-year load; the Composite re-author
was behaviour-preserving (C23).
Scratch consumer crate + run transcripts committed under fieldtests/ per the
fieldtest convention (matching cycle-0049). The crate path-deps the engine and
reads the real archive; its bins are the repros cited in the issues above.
62 lines
1.9 KiB
TOML
62 lines
1.9 KiB
TOML
# Downstream-consumer fieldtest crate: a quant researcher taking the SHIPPED
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# GER40 session-breakout (crates/aura-ingest/examples/ger40_breakout_real.rs)
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# through an escalating sequence of real research tasks — scale / long-horizon,
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# walk-forward, parameter sweep, multi-instrument comparison.
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#
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# NOT a member of the aura workspace: it path-deps the engine crates exactly as
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# a real C16 research project would, and drives the PUBLIC surface only (design
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# ledger + glossary + the example corpus + cargo doc). No crates/*/src was read
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# to author these.
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#
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# Built/run via, e.g.:
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# cargo run --release --manifest-path fieldtests/research-breakout-deepdive/Cargo.toml --bin t1_scale
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[workspace]
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[package]
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name = "research-breakout-deepdive"
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version = "0.0.0"
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edition = "2024"
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publish = false
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[dependencies]
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aura-core = { path = "../../crates/aura-core" }
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aura-engine = { path = "../../crates/aura-engine" }
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aura-registry = { path = "../../crates/aura-registry" }
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aura-ingest = { path = "../../crates/aura-ingest" }
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aura-std = { path = "../../crates/aura-std" }
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# M1FieldSource::open wants &Arc<DataServer>, and aura-ingest re-exports neither
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# DataServer nor DEFAULT_DATA_PATH — a real consumer must pull the same external
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# git dep aura-ingest uses.
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data-server = { git = "http://192.168.178.103:3000/Brummel/data-server.git", branch = "main" }
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# Session timezone + UTC window math — same dev-deps the shipped example uses.
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chrono = { version = "0.4", default-features = false, features = ["clock"] }
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chrono-tz = { version = "0.10", default-features = false }
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[[bin]]
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name = "t1_scale"
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path = "t1_scale.rs"
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[[bin]]
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name = "t1b_residency"
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path = "t1b_residency.rs"
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[[bin]]
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name = "t2_walkforward"
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path = "t2_walkforward.rs"
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[[bin]]
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name = "t3_sweep"
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path = "t3_sweep.rs"
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[[bin]]
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name = "t4_compare"
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path = "t4_compare.rs"
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[[bin]]
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name = "t1c_residency_scaling"
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path = "t1c_residency_scaling.rs"
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[[bin]]
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name = "t3b_period_desync"
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path = "t3b_period_desync.rs"
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