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Aura/crates
Brummel a1cd7bc6f5 feat(campaign): monte_carlo stage arm + campaign-scope generalize phase (0108 tasks 3-4)
The mc arm bootstraps the stage's incoming R-evidence with one
semantics, input-shaped by position (#200 decision 1): after a
walk_forward it pools the wf family's per-window OOS trade_rs in roll
order into ONE r_bootstrap (PooledOos); after sweep/gates it
bootstraps each surviving member's fresh in-memory series
(PerSurvivor, ordinals into the population family; a zero-trade
member records the engine's defined all-zero degenerate). Seeded from
the campaign doc's seed (C1). The wf family is read by reference from
the cell's families vec — no clone. run_cell's Generalize arm is an
explicit no-op naming the campaign scope.

The generalize phase runs after the cell loop (#200 decision 2):
nominees (last wf window's OOS report, else the sweep winner; None on
gate truncation) grouped by (strategy, window) across instruments via
a BTreeMap (deterministic order); >= 2 winners feed the shipped
generalization(), fewer record the shortfall (generalization: None,
missing named) — divergent per-instrument winners are exposed via
their params, never averaged away.

Gates: campaign 40/0 (4 execute_mc + 3 execute_generalize new),
workspace build clean; the known-RED cli integration test flips in
task 5.

refs #200
2026-07-04 00:57:35 +02:00
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