claude
a56ab7859d
C28 phase 2 (Stratification); realizes item 1 of the deferred #147. The engine's production surface no longer names a backtest-metric type: - RunReport becomes generic over its metric payload M; sweep/mc/walkforward/ blueprint thread the parameter (SweepPoint<M>, SweepFamily<M>, WindowRun<M>, WalkForwardResult<M>). RunManifest stays concrete and engine-owned (its selection: Option<FamilySelection> embeds the foundation-grade analysis type). - summarize and the MC assembly (McDraw/McFamily/McAggregate/RBootstrap/ r_bootstrap/monte_carlo) move to aura-backtest - McAggregate::from_draws reads RunMetrics fields by name, so generifying it is the phase-6 metric-vocabulary abstraction (#147 item 2), still deferred; wholesale relocation is the honest cut. The concrete instantiation lives in aura-backtest as `type RunReport = aura_engine::RunReport<RunMetrics>` + sibling aliases. - the statistics kernel (MetricStats/quantile/resample_block/SplitMix64) moves to the aura-analysis foundation; the engine re-imports it (inner->foundation, legal) and re-exports it so existing consumers stay source-compatible. Dependency inversion in one commit: aura-engine drops aura-backtest from [dependencies] (back to dev-deps for its SimBroker/RunMetrics test fixtures); aura-backtest gains aura-engine. Cycle-free for lib targets - the cycle closes only through the engine's dev-dep edge, the pattern aura-vocabulary already uses. aura-backtest reaches the kernel transitively through the engine re-export, so no aura-backtest -> aura-analysis edge exists (the C28 ladder permits backtest -> {core, engine} only). run_indexed / SplitMix64::next_f64 widened pub(crate) -> pub for cross-crate use. Consumers (registry/campaign/cli/composites/ingest/bench) rewired by import path only, no call-site logic changed. The c28_layering structural test extends to the full ladder: aura-analysis (no aura-* deps), aura-engine ⊆ {core, analysis}, aura-backtest ⊆ {core, engine}. Behaviour-preserving: 1448/0 tests, clippy -D warnings clean, serde shapes byte-identical (C18 - RunReport<M> keeps field order manifest,metrics; the CLI pre-serialized-splice contract unchanged), moved code traceable via git rename detection. Cycle-introduced broken intra-doc links fixed. closes #292
36 lines
1.7 KiB
Rust
36 lines
1.7 KiB
Rust
//! `aura-backtest` — the backtest layer (C28): simulated execution without
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//! money (the `SimBroker` pip yardstick, position management), measured in R,
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//! plus the backtest metric reductions over the recorded streams
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//! (`metrics`, moved from `aura-analysis` by #291) and the Monte-Carlo
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//! assembly (`mc`, moved from `aura-engine` by #291/#292, C28 phase 2). The
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//! outer rung of the metric-generic engine (C28): `RunReport` here is the
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//! concrete `M = RunMetrics` instantiation of `aura_engine::RunReport<M>`.
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mod mc;
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mod metrics;
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mod position_management;
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mod sim_broker;
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// `assemble_mc` stays module-private (it was never `pub` in the pre-#291 engine
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// lib.rs re-export either — only its two callers, `monte_carlo` and the
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// `#[cfg(test)]` thread-count wrapper, are public/test surface).
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pub use mc::{monte_carlo, r_bootstrap, McAggregate, McDraw, McFamily, RBootstrap};
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pub use metrics::{
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derive_position_events, r_metrics_from_rs, summarize, summarize_r, PositionAction,
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PositionEvent, RMetrics, RunMetrics,
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};
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pub use position_management::{
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ExitReason, FIELD_NAMES as PM_FIELD_NAMES, PositionManagement,
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RECORD_KINDS as PM_RECORD_KINDS, WIDTH as PM_WIDTH,
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};
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pub use sim_broker::SimBroker;
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/// The trading instantiation of the engine's metric-generic run record (C28
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/// phase 2, #292): source-compatible concrete names for every consumer that
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/// deals in backtest metrics.
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pub type RunReport = aura_engine::RunReport<RunMetrics>;
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pub type SweepPoint = aura_engine::SweepPoint<RunMetrics>;
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pub type SweepFamily = aura_engine::SweepFamily<RunMetrics>;
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pub type WindowRun = aura_engine::WindowRun<RunMetrics>;
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pub type WalkForwardResult = aura_engine::WalkForwardResult<RunMetrics>;
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