cfe7bad0ff
M3 machinery for BLOCKER #138: sink reductions can now fold online instead of buffering every per-cycle row to an unbounded channel. - aura-core: additive `Node::finalize` end-of-stream hook (default no-op) + `SeriesFold` online accumulator (last / max_drawdown / sign_flips). - aura-engine: `Harness::run` calls `finalize` once per node in topo order after the source loop; `summarize` refactored to drive `SeriesFold` (byte-identical), the now-dead `sign0` removed. - aura-std: `GatedRecorder` (emits only gated rows + the final row on finalize) and `SeriesReducer` (folds one f64 series, emits one summary row on finalize), both emitting the `Recorder` channel type — no aura-engine dependency. - Integration tests: folded reductions are byte-for-byte equal to the raw-recorder path; the R-reduction's peak memory is O(trades), independent of cycle count. Ratified two off-plan fixes the implementer made in the tests (both plan defects, not code defects): the GatedRecorder correctly flushes the final non-gated row on finalize, so the retained count is K_TRADES + 1; and the heterogeneous PM record needs kind-correct zero scalars (a blanket f64 zero is rejected by the kind-typed AnyColumn::push). Wiring these reducers into the stage1-r sweep (the actual O(cycles)->O(trades) win) follows next. refs #138
147 lines
5.4 KiB
Rust
147 lines
5.4 KiB
Rust
//! `GatedRecorder` — a `Recorder` (C8 sink) that emits a recorded row only on
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//! cycles where a designated `bool` gate column is true, plus the genuine final
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//! row once on `finalize`. Fed a dense per-decision record gated on its
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//! "closed-this-cycle" column, it yields exactly the rows a trade-ledger
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//! reduction reads — the closed rows and the last row — in O(trades) memory
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//! instead of O(cycles). C7-pure: it holds only owned state + the channel.
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use aura_core::{Cell, Ctx, Firing, Node, NodeSchema, PortSpec, PrimitiveBuilder, Scalar, ScalarKind, Timestamp};
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use std::sync::mpsc::Sender;
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/// A recording sink that emits only rows whose `gate_col` (a `bool` column) is
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/// true, plus the final row once on `finalize` (deduped against the last gated
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/// emit). Warm-up behaves like `Recorder`: `None` until every column is warm,
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/// recording nothing.
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pub struct GatedRecorder {
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kinds: Vec<ScalarKind>,
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gate_col: usize,
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last: Option<(Timestamp, Vec<Scalar>)>,
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last_emitted: bool,
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tx: Sender<(Timestamp, Vec<Scalar>)>,
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}
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impl GatedRecorder {
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pub fn new(kinds: &[ScalarKind], gate_col: usize, tx: Sender<(Timestamp, Vec<Scalar>)>) -> Self {
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Self { kinds: kinds.to_vec(), gate_col, last: None, last_emitted: false, tx }
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}
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/// Param-generic recipe. `kinds` / `gate_col` / `tx` are non-param construction
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/// args (captured); the node declares no params. One input port per kind.
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pub fn builder(
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kinds: Vec<ScalarKind>,
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gate_col: usize,
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firing: Firing,
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tx: Sender<(Timestamp, Vec<Scalar>)>,
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) -> PrimitiveBuilder {
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let inputs = kinds
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.iter()
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.enumerate()
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.map(|(i, &kind)| PortSpec { kind, firing, name: format!("col[{i}]") })
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.collect();
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let build_kinds = kinds.clone();
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PrimitiveBuilder::new(
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"GatedRecorder",
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NodeSchema { inputs, output: vec![], params: vec![] }, // sink: empty output (C8)
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move |_| Box::new(GatedRecorder::new(&build_kinds, gate_col, tx.clone())),
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)
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}
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}
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impl Node for GatedRecorder {
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fn lookbacks(&self) -> Vec<usize> {
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vec![1; self.kinds.len()]
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}
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fn eval(&mut self, ctx: Ctx<'_>) -> Option<&[Cell]> {
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let mut row = Vec::with_capacity(self.kinds.len());
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for (i, &kind) in self.kinds.iter().enumerate() {
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let scalar = match kind {
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ScalarKind::F64 => Scalar::f64(ctx.f64_in(i).get(0)?),
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ScalarKind::I64 => Scalar::i64(ctx.i64_in(i).get(0)?),
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ScalarKind::Bool => Scalar::bool(ctx.bool_in(i).get(0)?),
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ScalarKind::Timestamp => Scalar::ts(ctx.ts_in(i).get(0)?),
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};
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row.push(scalar);
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}
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let gated = row[self.gate_col].as_bool();
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if gated {
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let _ = self.tx.send((ctx.now(), row.clone()));
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}
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self.last = Some((ctx.now(), row));
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self.last_emitted = gated;
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None
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}
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fn finalize(&mut self) {
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// ensure a downstream `summarize_r` sees the true final row (e.g. an
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// open-at-end position) without double-counting a final row already
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// emitted as a closed trade.
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if !self.last_emitted
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&& let Some(row) = self.last.take()
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{
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let _ = self.tx.send(row);
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}
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}
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fn label(&self) -> String {
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"GatedRecorder".to_string()
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}
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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use aura_core::AnyColumn;
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use std::sync::mpsc;
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fn drive(seq: &[(bool, f64)]) -> Vec<(Timestamp, Vec<Scalar>)> {
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let (tx, rx) = mpsc::channel();
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let mut g = GatedRecorder::new(&[ScalarKind::Bool, ScalarKind::F64], 0, tx);
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let mut inputs = vec![
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AnyColumn::with_capacity(ScalarKind::Bool, 1),
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AnyColumn::with_capacity(ScalarKind::F64, 1),
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];
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for (t, &(gate, payload)) in seq.iter().enumerate() {
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inputs[0].push(Scalar::bool(gate)).unwrap();
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inputs[1].push(Scalar::f64(payload)).unwrap();
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assert_eq!(g.eval(Ctx::new(&inputs, Timestamp(t as i64 + 1))), None);
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}
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g.finalize();
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rx.try_iter().collect()
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}
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#[test]
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fn emits_gated_rows_and_flushes_a_nongated_final_row() {
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// hold, closed, hold(final). emits the closed row, then flushes the final hold.
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let out = drive(&[(false, 1.0), (true, 2.0), (false, 3.0)]);
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assert_eq!(
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out,
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vec![
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(Timestamp(2), vec![Scalar::bool(true), Scalar::f64(2.0)]),
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(Timestamp(3), vec![Scalar::bool(false), Scalar::f64(3.0)]),
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]
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);
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}
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#[test]
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fn does_not_double_emit_a_gated_final_row() {
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// final row IS gated -> emitted once by the gate; finalize must not re-emit.
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let out = drive(&[(false, 1.0), (true, 2.0)]);
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assert_eq!(out, vec![(Timestamp(2), vec![Scalar::bool(true), Scalar::f64(2.0)])]);
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}
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#[test]
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fn cold_warmup_records_nothing() {
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let (tx, rx) = mpsc::channel();
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let mut g = GatedRecorder::new(&[ScalarKind::Bool, ScalarKind::F64], 0, tx);
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let inputs = vec![
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AnyColumn::with_capacity(ScalarKind::Bool, 1),
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AnyColumn::with_capacity(ScalarKind::F64, 1),
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];
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// both columns cold -> None, nothing recorded, finalize flushes nothing.
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assert_eq!(g.eval(Ctx::new(&inputs, Timestamp(1))), None);
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g.finalize();
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assert!(rx.try_recv().is_err());
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}
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}
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