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.
14 lines
727 B
Plaintext
14 lines
727 B
Plaintext
=== Task 4: multi-instrument comparison (same breakout, GER40 vs FRA40) ===
|
|
|
|
symbol pip-meaning sessions total_pips max_dd flips
|
|
--------------------------------------------------------------
|
|
GER40 index point 62 203.4 168.5 124
|
|
FRA40 index point 63 83.7 62.7 126
|
|
|
|
Honesty of the cross-asset comparison:
|
|
Both GER40 and FRA40 are index points (pip=1.0), so their pip totals
|
|
ARE directly comparable here — BUT only because the researcher knew
|
|
to pass pip=1.0 for both. The engine has NO instrument registry: pip
|
|
is a bare f64 to SimBroker::new, and nothing would stop (or flag) a
|
|
comparison of GER40 index-pips to EURUSD fx-pips with mismatched scale.
|