Files
Aura/crates/aura-std/src/gated_recorder.rs
T
Brummel cfe7bad0ff feat(0070): streaming sink reductions — finalize hook + folding sinks (#138)
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
2026-06-25 11:00:02 +02:00

147 lines
5.4 KiB
Rust

//! `GatedRecorder` — a `Recorder` (C8 sink) that emits a recorded row only on
//! cycles where a designated `bool` gate column is true, plus the genuine final
//! row once on `finalize`. Fed a dense per-decision record gated on its
//! "closed-this-cycle" column, it yields exactly the rows a trade-ledger
//! reduction reads — the closed rows and the last row — in O(trades) memory
//! instead of O(cycles). C7-pure: it holds only owned state + the channel.
use aura_core::{Cell, Ctx, Firing, Node, NodeSchema, PortSpec, PrimitiveBuilder, Scalar, ScalarKind, Timestamp};
use std::sync::mpsc::Sender;
/// A recording sink that emits only rows whose `gate_col` (a `bool` column) is
/// true, plus the final row once on `finalize` (deduped against the last gated
/// emit). Warm-up behaves like `Recorder`: `None` until every column is warm,
/// recording nothing.
pub struct GatedRecorder {
kinds: Vec<ScalarKind>,
gate_col: usize,
last: Option<(Timestamp, Vec<Scalar>)>,
last_emitted: bool,
tx: Sender<(Timestamp, Vec<Scalar>)>,
}
impl GatedRecorder {
pub fn new(kinds: &[ScalarKind], gate_col: usize, tx: Sender<(Timestamp, Vec<Scalar>)>) -> Self {
Self { kinds: kinds.to_vec(), gate_col, last: None, last_emitted: false, tx }
}
/// Param-generic recipe. `kinds` / `gate_col` / `tx` are non-param construction
/// args (captured); the node declares no params. One input port per kind.
pub fn builder(
kinds: Vec<ScalarKind>,
gate_col: usize,
firing: Firing,
tx: Sender<(Timestamp, Vec<Scalar>)>,
) -> PrimitiveBuilder {
let inputs = kinds
.iter()
.enumerate()
.map(|(i, &kind)| PortSpec { kind, firing, name: format!("col[{i}]") })
.collect();
let build_kinds = kinds.clone();
PrimitiveBuilder::new(
"GatedRecorder",
NodeSchema { inputs, output: vec![], params: vec![] }, // sink: empty output (C8)
move |_| Box::new(GatedRecorder::new(&build_kinds, gate_col, tx.clone())),
)
}
}
impl Node for GatedRecorder {
fn lookbacks(&self) -> Vec<usize> {
vec![1; self.kinds.len()]
}
fn eval(&mut self, ctx: Ctx<'_>) -> Option<&[Cell]> {
let mut row = Vec::with_capacity(self.kinds.len());
for (i, &kind) in self.kinds.iter().enumerate() {
let scalar = match kind {
ScalarKind::F64 => Scalar::f64(ctx.f64_in(i).get(0)?),
ScalarKind::I64 => Scalar::i64(ctx.i64_in(i).get(0)?),
ScalarKind::Bool => Scalar::bool(ctx.bool_in(i).get(0)?),
ScalarKind::Timestamp => Scalar::ts(ctx.ts_in(i).get(0)?),
};
row.push(scalar);
}
let gated = row[self.gate_col].as_bool();
if gated {
let _ = self.tx.send((ctx.now(), row.clone()));
}
self.last = Some((ctx.now(), row));
self.last_emitted = gated;
None
}
fn finalize(&mut self) {
// ensure a downstream `summarize_r` sees the true final row (e.g. an
// open-at-end position) without double-counting a final row already
// emitted as a closed trade.
if !self.last_emitted
&& let Some(row) = self.last.take()
{
let _ = self.tx.send(row);
}
}
fn label(&self) -> String {
"GatedRecorder".to_string()
}
}
#[cfg(test)]
mod tests {
use super::*;
use aura_core::AnyColumn;
use std::sync::mpsc;
fn drive(seq: &[(bool, f64)]) -> Vec<(Timestamp, Vec<Scalar>)> {
let (tx, rx) = mpsc::channel();
let mut g = GatedRecorder::new(&[ScalarKind::Bool, ScalarKind::F64], 0, tx);
let mut inputs = vec![
AnyColumn::with_capacity(ScalarKind::Bool, 1),
AnyColumn::with_capacity(ScalarKind::F64, 1),
];
for (t, &(gate, payload)) in seq.iter().enumerate() {
inputs[0].push(Scalar::bool(gate)).unwrap();
inputs[1].push(Scalar::f64(payload)).unwrap();
assert_eq!(g.eval(Ctx::new(&inputs, Timestamp(t as i64 + 1))), None);
}
g.finalize();
rx.try_iter().collect()
}
#[test]
fn emits_gated_rows_and_flushes_a_nongated_final_row() {
// hold, closed, hold(final). emits the closed row, then flushes the final hold.
let out = drive(&[(false, 1.0), (true, 2.0), (false, 3.0)]);
assert_eq!(
out,
vec![
(Timestamp(2), vec![Scalar::bool(true), Scalar::f64(2.0)]),
(Timestamp(3), vec![Scalar::bool(false), Scalar::f64(3.0)]),
]
);
}
#[test]
fn does_not_double_emit_a_gated_final_row() {
// final row IS gated -> emitted once by the gate; finalize must not re-emit.
let out = drive(&[(false, 1.0), (true, 2.0)]);
assert_eq!(out, vec![(Timestamp(2), vec![Scalar::bool(true), Scalar::f64(2.0)])]);
}
#[test]
fn cold_warmup_records_nothing() {
let (tx, rx) = mpsc::channel();
let mut g = GatedRecorder::new(&[ScalarKind::Bool, ScalarKind::F64], 0, tx);
let inputs = vec![
AnyColumn::with_capacity(ScalarKind::Bool, 1),
AnyColumn::with_capacity(ScalarKind::F64, 1),
];
// both columns cold -> None, nothing recorded, finalize flushes nothing.
assert_eq!(g.eval(Ctx::new(&inputs, Timestamp(1))), None);
g.finalize();
assert!(rx.try_recv().is_err());
}
}