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Aura/docs/plans/walkforward-dissolution.md
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Brummel f7835353de docs(specs,plans): walkforward dissolution — spec + plan (#210) 
Third verb dissolution: route `aura walkforward --strategy r-sma --real`
through the one campaign path as thin sugar, reproducing the summary line
byte-for-byte. Key finding (verified): this is PURE SUGAR — no executor
change — because the campaign walk_forward stage's per-window OOS reports
carry everything the summary needs (stitched_total_pips == the per-window
total_pips summed in roll order; pooled oos_r from the reports' in-memory
trade_rs). The built-in arm SPLITS: only r-sma-real dissolves; the synthetic
and non-r-sma-real branches keep the inline run_walkforward (Reading A). The
--select plateau path is carved out to #215; the equivalence anchor 96dc783
is the acceptance gate.

refs #210
2026-07-06 21:40:19 +02:00

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# Walkforward Dissolution — Implementation Plan
> **Parent spec:** `docs/specs/walkforward-dissolution.md`
>
> **For agentic workers:** REQUIRED SUB-SKILL: use the `implement` skill to run
> this plan. Steps use `- [ ]` checkboxes for tracking.
**Goal:** Route `aura walkforward --strategy r-sma --real` through the one campaign
executor as thin sugar (a generated, content-addressed campaign document),
reproducing the `{"walkforward":{…}}` summary line byte-for-byte, while retaining
the inline `run_walkforward` for the fenced synthetic / non-r-sma branches.
**Architecture:** Pure sugar — NO executor change. `dispatch_walkforward`'s
built-in arm splits on `--strategy r-sma && --real`; that branch synthesizes a bare
`sma_signal` blueprint (exactly as generalize), builds a `[std::sweep(argmax),
std::walk_forward]` campaign (multi-value fast/slow axes, one Vol risk regime
carrying the stop), runs it via `run_campaign_returning`, and reprints the summary
from the recorded `WalkForward` `StageFamily.reports`. The summary reducer
reconstructs `stitched_total_pips = Σ per-window total_pips`, pooled `oos_r` from
the reports' in-memory `trade_rs`, and `param_stability` via `r_sma_space` +
`MetricStats::from_values` — all byte-verified against the committed anchor.
**Tech Stack:** `crates/aura-cli/src/verb_sugar.rs` (translator + sugar runner),
`crates/aura-cli/src/main.rs` (args parser, reducer, dispatch split),
`crates/aura-cli/tests/cli_run.rs` (front-end + dissolution-proof tests). The
committed anchor `walkforward_real_e2e_pins_the_exact_current_grade` is the gate.
**Files this plan creates or modifies:**
- Modify: `crates/aura-cli/src/verb_sugar.rs` — `GeneratedWalkforward`,
`translate_walkforward`, `register_generated_wf`, `run_walkforward_sugar`; add
`WfMode` to the `aura_research` import.
- Modify: `crates/aura-cli/src/main.rs` — `walkforward_summary_json_from_reports`
reducer, `walkforward_args_from`, `wf_ms_sizes`, `select_is_plateau`, the
`dispatch_walkforward` built-in-arm split (retain the existing body).
- Test: `crates/aura-cli/src/verb_sugar.rs` (mod tests) — translator determinism,
pipeline shape, regime, diverging-stop content ids, registry resolution.
- Test: `crates/aura-cli/src/main.rs` (mod tests) — reducer characterization.
- Test: `crates/aura-cli/tests/cli_run.rs` — front-end refusals + dissolution-proof
e2e; the committed anchor stays green.
---
## Task 1: `translate_walkforward` + `register_generated_wf` (verb_sugar.rs)
**Files:**
- Modify: `crates/aura-cli/src/verb_sugar.rs:13-17` (import), after `:352`
(`run_generalize_sugar` end)
- Test: `crates/aura-cli/src/verb_sugar.rs` (mod tests, after `:528`)
- [ ] **Step 1: Add `WfMode` to the `aura_research` import**
In the `use aura_research::{…}` block (lines 13-17), add `WfMode` (alphabetically
near `Window`). The others (`StageBlock`, `SelectRule`, `RiskRegime`,
`SweepSelection`, `Axis`, `CampaignDoc`, `ProcessDoc`, `DataSection`, `Window`,
`StrategyEntry`, `DocRef`, `ProcessRef`, `Presentation`, `DocKind`,
`FORMAT_VERSION`, `content_id_of`, `process_to_json`) are already present.
Replace `RiskRegime, SelectRule, StageBlock,` (line 15) with
`RiskRegime, SelectRule, StageBlock, WfMode,` — verify `WfMode` is a real
re-export first:
Run: `cargo build -p aura-cli 2>&1 | tail -3`
Expected: clean (or an unused-import warning on `WfMode`, resolved by Step 3).
- [ ] **Step 2: Add `GeneratedWalkforward` + `translate_walkforward` + `register_generated_wf`**
Append after `run_generalize_sugar` (line 352), mirroring
`GeneratedGeneralize`/`translate_generalize`/`register_generated_g`:
```rust
/// The two generated documents of one dissolved `walkforward` invocation.
#[derive(Debug)]
pub(crate) struct GeneratedWalkforward {
pub process: ProcessDoc,
pub campaign: CampaignDoc,
}
/// Translate one `aura walkforward --strategy r-sma --real` invocation into its two
/// generated documents: a `[std::sweep(argmax), std::walk_forward]` process (the
/// sweep only enumerates the IS-refit survivor grid for the wf stage; its recorded
/// argmax selection is not part of the summary) and a campaign running the fast/slow
/// grid over one instrument under a single risk regime that carries the stop. The
/// roller sizes (`in_sample_ms`/`out_of_sample_ms`/`step_ms`) come from the caller
/// (ms). `blueprint_canonical` is the bare `sma_signal` blueprint already stored by
/// topology hash; its content id is the strategy ref.
#[allow(clippy::too_many_arguments)]
pub(crate) fn translate_walkforward(
fast: &[i64],
slow: &[i64],
stop_length: i64,
stop_k: f64,
metric: &str,
in_sample_ms: u64,
out_of_sample_ms: u64,
step_ms: u64,
name: &str,
symbol: &str,
from_ms: i64,
to_ms: i64,
blueprint_canonical: &str,
) -> Result<GeneratedWalkforward, String> {
let process = ProcessDoc {
format_version: FORMAT_VERSION,
kind: DocKind::Process,
name: "walkforward".to_string(),
description: None,
pipeline: vec![
StageBlock::Sweep {
selection: Some(SweepSelection {
metric: metric.to_string(),
select: SelectRule::Argmax,
deflate: false,
}),
},
StageBlock::WalkForward {
in_sample_ms,
out_of_sample_ms,
step_ms,
mode: WfMode::Rolling,
metric: metric.to_string(),
select: SelectRule::Argmax,
},
],
};
let mut doc_axes: BTreeMap<String, Axis> = BTreeMap::new();
doc_axes.insert(
"fast.length".to_string(),
axis_from_values("fast.length", &fast.iter().map(|&v| Scalar::i64(v)).collect::<Vec<_>>())?,
);
doc_axes.insert(
"slow.length".to_string(),
axis_from_values("slow.length", &slow.iter().map(|&v| Scalar::i64(v)).collect::<Vec<_>>())?,
);
let campaign = CampaignDoc {
format_version: FORMAT_VERSION,
kind: DocKind::Campaign,
name: name.to_string(),
description: None,
data: DataSection {
instruments: vec![symbol.to_string()],
windows: vec![Window { from_ms, to_ms }],
},
strategies: vec![StrategyEntry {
r#ref: DocRef::ContentId(content_id_of(blueprint_canonical)),
axes: doc_axes,
}],
process: ProcessRef { r#ref: DocRef::ContentId(content_id_of(&process_to_json(&process))) },
risk: vec![RiskRegime::Vol { length: stop_length, k: stop_k }],
seed: 0,
presentation: Presentation {
persist_taps: vec![],
emit: vec!["family_table".to_string()],
},
};
Ok(GeneratedWalkforward { process, campaign })
}
/// Auto-register both generated walkforward documents (content-addressed,
/// idempotent). Returns `(process_id, campaign_id)`.
pub(crate) fn register_generated_wf(
reg: &aura_registry::Registry,
generated: &GeneratedWalkforward,
) -> Result<(String, String), String> {
let process_id =
reg.put_process(&process_to_json(&generated.process)).map_err(|e| e.to_string())?;
let campaign_id =
reg.put_campaign(&campaign_to_json(&generated.campaign)).map_err(|e| e.to_string())?;
Ok((process_id, campaign_id))
}
```
Note: `campaign_to_json` is already imported (line 14, used by
`register_generated_g`).
- [ ] **Step 3: Build to confirm it compiles (dead-code allowed until Task 3 wires it)**
`translate_walkforward`/`register_generated_wf`/`GeneratedWalkforward` have no
caller yet. To keep `clippy -D warnings` green this task, add
`#[allow(dead_code)]` directly above `pub(crate) struct GeneratedWalkforward`,
above `pub(crate) fn translate_walkforward`, and above
`pub(crate) fn register_generated_wf`. Task 3 removes all three once the dispatch
wires them (mirrors the generalize cycle's dead-code bridge).
Run: `cargo build -p aura-cli 2>&1 | tail -3`
Expected: clean build (no errors).
- [ ] **Step 4: Add translator unit tests**
Append inside the `mod tests` block (after line 528, before the closing `}` at
529), mirroring `translate_generalize_is_deterministic_and_carries_the_regime`
and `translate_generalize_diverging_regimes_do_not_collide_content_ids`:
```rust
#[test]
fn translate_walkforward_is_deterministic_and_carries_the_regime() {
let a = translate_walkforward(
&[3, 5], &[12, 20], 14, 2.0, "sqn_normalized",
7_776_000_000, 2_592_000_000, 2_592_000_000,
"walkforward", "GER40", 100, 200, "{\"bp\":1}",
)
.unwrap();
let b = translate_walkforward(
&[3, 5], &[12, 20], 14, 2.0, "sqn_normalized",
7_776_000_000, 2_592_000_000, 2_592_000_000,
"walkforward", "GER40", 100, 200, "{\"bp\":1}",
)
.unwrap();
assert_eq!(
content_id_of(&campaign_to_json(&a.campaign)),
content_id_of(&campaign_to_json(&b.campaign)),
"identical invocations must generate identical campaign ids"
);
// pipeline: sweep(argmax) then walk_forward(argmax, rolling)
assert_eq!(
a.process.pipeline,
vec![
StageBlock::Sweep {
selection: Some(SweepSelection {
metric: "sqn_normalized".to_string(),
select: SelectRule::Argmax,
deflate: false,
})
},
StageBlock::WalkForward {
in_sample_ms: 7_776_000_000,
out_of_sample_ms: 2_592_000_000,
step_ms: 2_592_000_000,
mode: WfMode::Rolling,
metric: "sqn_normalized".to_string(),
select: SelectRule::Argmax,
},
]
);
assert_eq!(a.campaign.risk, vec![RiskRegime::Vol { length: 14, k: 2.0 }]);
assert_eq!(a.campaign.data.instruments, vec!["GER40".to_string()]);
assert_eq!(a.campaign.strategies.len(), 1);
// multi-value IS-refit grid axes
assert_eq!(
a.campaign.strategies[0].axes["fast.length"].values,
vec![Scalar::i64(3), Scalar::i64(5)]
);
assert_eq!(
a.campaign.strategies[0].axes["slow.length"].values,
vec![Scalar::i64(12), Scalar::i64(20)]
);
assert_eq!(a.process.name, "walkforward");
assert!(aura_research::validate_campaign(&a.campaign).is_empty());
assert!(aura_research::validate_process(&a.process).is_empty());
assert!(aura_campaign::preflight(&a.process, &a.campaign).is_ok());
}
#[test]
fn translate_walkforward_diverging_regimes_do_not_collide_content_ids() {
let base = translate_walkforward(
&[3, 5], &[12, 20], 14, 2.0, "sqn_normalized",
7_776_000_000, 2_592_000_000, 2_592_000_000,
"walkforward", "GER40", 100, 200, "{\"bp\":1}",
)
.unwrap();
let different_k = translate_walkforward(
&[3, 5], &[12, 20], 14, 3.0, "sqn_normalized",
7_776_000_000, 2_592_000_000, 2_592_000_000,
"walkforward", "GER40", 100, 200, "{\"bp\":1}",
)
.unwrap();
assert_ne!(
content_id_of(&campaign_to_json(&base.campaign)),
content_id_of(&campaign_to_json(&different_k.campaign)),
"a different stop_k must not collide onto the same campaign id"
);
}
#[test]
fn register_generated_wf_stores_documents_the_campaign_can_actually_resolve() {
let dir = std::env::temp_dir().join(format!(
"aura-verb-sugar-walkforward-registry-test-{}",
std::process::id()
));
std::fs::create_dir_all(&dir).unwrap();
let reg = aura_registry::Registry::open(dir.join("runs.jsonl"));
let generated = translate_walkforward(
&[3, 5], &[12, 20], 14, 2.0, "sqn_normalized",
7_776_000_000, 2_592_000_000, 2_592_000_000,
"walkforward", "GER40", 100, 200, "{\"bp\":1}",
)
.unwrap();
let (process_id, campaign_id) = register_generated_wf(&reg, &generated).unwrap();
let stored_campaign = reg.get_campaign(&campaign_id).unwrap().expect("campaign stored");
assert_eq!(stored_campaign, campaign_to_json(&generated.campaign));
let DocRef::ContentId(ref_id) = &generated.campaign.process.r#ref else {
panic!("walkforward's process ref is a content id");
};
assert_eq!(ref_id, &process_id, "the stored process id must be the campaign's own ref");
let stored_process = reg.get_process(ref_id).unwrap().expect("process stored");
assert_eq!(stored_process, process_to_json(&generated.process));
let _ = std::fs::remove_dir_all(&dir);
}
```
- [ ] **Step 5: Run the translator tests**
Run: `cargo test -p aura-cli --bin aura translate_walkforward 2>&1 | tail -8`
Expected: PASS (`translate_walkforward_is_deterministic_and_carries_the_regime`,
`translate_walkforward_diverging_regimes_do_not_collide_content_ids` run).
Run: `cargo test -p aura-cli --bin aura register_generated_wf 2>&1 | tail -6`
Expected: PASS (`register_generated_wf_stores_documents_the_campaign_can_actually_resolve`).
---
## Task 2: `walkforward_summary_json_from_reports` reducer (main.rs)
**Files:**
- Modify: `crates/aura-cli/src/main.rs` — new fn after `walkforward_summary_json`
(`:1877`)
- Test: `crates/aura-cli/src/main.rs` (mod tests)
- [ ] **Step 1: Write the pure-sugar reducer**
Add after `walkforward_summary_json` (ends `:1877`). It reconstructs the exact
summary from the recorded per-window OOS reports, reusing the same reductions the
inline path uses (`MetricStats::from_values` via `r_sma_space`, `r_metrics_from_rs`),
so its output is byte-identical to `walkforward_summary_json`:
```rust
/// The walk-forward summary line reconstructed from the recorded per-window OOS
/// reports (the campaign path's `WalkForward` `StageFamily.reports`) rather than a
/// live `WalkForwardResult`. Byte-identical to `walkforward_summary_json`:
/// `stitched_total_pips` = the per-window `total_pips` summed left-to-right in roll
/// order (the engine `stitch` folds each segment's final cumulative value, and a
/// window's OOS segment ends at its `total_pips`); `param_stability` reduces each
/// r-sma IS-refit axis over the per-window chosen params (read by exact name from
/// each report's prefix-stripped `manifest.params`) through the same
/// `MetricStats::from_values`; the `oos_r` block pools the per-window `trade_rs`
/// through `r_metrics_from_rs`. Canonical JSON (C14).
///
/// The axis list + order mirror what `r_sma_space` yields (fast, slow, stop_length,
/// stop_k) — the same order + values the inline `param_stability` reduces. A wrong
/// order or axis would fail the committed exact-grade anchor loudly (it pins
/// `param_stability[0].mean` = the fast-MA refit mean), never silently.
fn walkforward_summary_json_from_reports(reports: &[RunReport]) -> String {
let total: f64 = reports.iter().map(|r| r.metrics.total_pips).sum();
// (name, is the axis an f64 knob?) — i64 axes coerce value-as-f64, the f64 axis
// directly, exactly as `param_stability`'s per-`ScalarKind` coerce does.
const AXES: [&str; 4] = ["fast.length", "slow.length", "stop_length", "stop_k"];
let param_stability: Vec<MetricStats> = AXES
.iter()
.map(|axis| {
let vals: Vec<f64> = reports
.iter()
.map(|r| {
let (_, v) = r
.manifest
.params
.iter()
.find(|(name, _)| name == axis)
.expect("each r-sma walk-forward window records its chosen axis");
match v {
Scalar::I64(i) => *i as f64,
Scalar::F64(f) => *f,
Scalar::Bool(b) => *b as i64 as f64,
Scalar::Timestamp(_) => {
unreachable!("a timestamp is a structural axis, never a param knob")
}
}
})
.collect();
MetricStats::from_values(&vals)
})
.collect();
let pooled_rs: Vec<f64> = reports
.iter()
.flat_map(|r| r.metrics.r.as_ref().map(|m| m.trade_rs.clone()).unwrap_or_default())
.collect();
let mut obj = serde_json::json!({
"windows": reports.len(),
"stitched_total_pips": total,
"param_stability": param_stability,
});
if reports.iter().any(|r| r.metrics.r.is_some()) {
obj["oos_r"] = serde_json::to_value(r_metrics_from_rs(&pooled_rs))
.expect("RMetrics serializes");
}
serde_json::json!({ "walkforward": obj }).to_string()
}
```
Confirm `MetricStats` is in scope (imported from `aura_engine`; `param_stability`
already returns `Vec<MetricStats>`, so the type is reachable — if the bare name is
not imported, qualify as `aura_engine::MetricStats`). `r_metrics_from_rs`,
`r_sma_space`, `Scalar`, `RunReport` are already in scope.
- [ ] **Step 2: Build**
Run: `cargo build -p aura-cli 2>&1 | tail -3`
Expected: clean (a dead-code warning on `walkforward_summary_json_from_reports` is
acceptable this task — Task 3 wires it; add `#[allow(dead_code)]` above the fn to
keep clippy green, removed in Task 3).
- [ ] **Step 3: Write a characterization test for the reducer**
Add to the `main.rs` `mod tests` block a hand-built two-window fixture and assert
the exact reconstructed JSON fields. Build the reports with `total_pips` and
`r.trade_rs` set, and `manifest.params` carrying the four r-sma slots (stripped
names) so `param_stability` reconstructs:
```rust
#[test]
fn walkforward_summary_from_reports_reconstructs_the_summary() {
// Two windows, chosen params (3,12,14,2.0) then (5,20,14,2.0).
let mk = |fast: i64, slow: i64, pips: f64, rs: Vec<f64>| -> RunReport {
let mut rep = RunReport {
manifest: RunManifest {
commit: "t".into(),
params: vec![
("fast.length".into(), Scalar::I64(fast)),
("slow.length".into(), Scalar::I64(slow)),
("stop_length".into(), Scalar::I64(14)),
("stop_k".into(), Scalar::F64(2.0)),
("bias_scale".into(), Scalar::F64(0.5)),
],
window: (Timestamp(0), Timestamp(0)),
seed: 0,
broker: "t".into(),
selection: None,
instrument: None,
topology_hash: None,
project: None,
},
metrics: summarize(&[], &[]),
};
rep.metrics.total_pips = pips;
rep.metrics.r = Some(r_metrics_from_rs(&rs));
rep
};
let reports = vec![mk(3, 12, 10.0, vec![1.0, -0.5]), mk(5, 20, -4.0, vec![0.25])];
let line = walkforward_summary_json_from_reports(&reports);
let v: serde_json::Value = serde_json::from_str(&line).unwrap();
let wf = &v["walkforward"];
assert_eq!(wf["windows"].as_u64(), Some(2));
assert_eq!(wf["stitched_total_pips"].as_f64(), Some(6.0)); // 10.0 + -4.0
let ps = wf["param_stability"].as_array().unwrap();
assert_eq!(ps.len(), 4, "four r-sma slots");
assert_eq!(ps[0]["mean"].as_f64(), Some(4.0)); // fast: (3+5)/2
assert_eq!(ps[1]["mean"].as_f64(), Some(16.0)); // slow: (12+20)/2
assert!(wf["oos_r"].is_object(), "pooled oos_r present when any window has r");
assert_eq!(wf["oos_r"]["n_trades"].as_u64(), Some(3)); // 2 + 1
}
```
Confirm `RunManifest`, `summarize`, `Timestamp` are importable in the test module
(the `walkforward.rs` engine tests use exactly this `RunManifest{…}` shape — mirror
their field set; if a field name differs, read `aura-engine/src/report.rs` and
match it).
- [ ] **Step 4: Run the reducer test**
Run: `cargo test -p aura-cli --bin aura walkforward_summary_from_reports 2>&1 | tail -6`
Expected: PASS.
---
## Task 3: `walkforward_args_from` + `wf_ms_sizes` + dispatch split (main.rs, verb_sugar.rs)
**Files:**
- Modify: `crates/aura-cli/src/main.rs` — `walkforward_args_from`, `wf_ms_sizes`,
`select_is_plateau`, `dispatch_walkforward:4681-4714`; remove the Task-2
`#[allow(dead_code)]` on the reducer.
- Modify: `crates/aura-cli/src/verb_sugar.rs` — `run_walkforward_sugar`; remove the
Task-1 `#[allow(dead_code)]` bridges.
- Test: `crates/aura-cli/tests/cli_run.rs` — front-end refusals.
- [ ] **Step 1: Add `run_walkforward_sugar` to verb_sugar.rs (and drop the Task-1 dead-code allows)**
Append after `register_generated_wf`, and delete the three `#[allow(dead_code)]`
lines added in Task 1:
```rust
/// Run one dissolved `walkforward` invocation end-to-end: register the generated
/// documents, run through the one campaign path, then reprint the per-window member
/// lines + the summary line from the recorded `WalkForward` family. The stdout
/// summary line is byte-identical to the inline path (the committed exact-grade
/// anchor is the gate).
#[allow(clippy::too_many_arguments)]
pub(crate) fn run_walkforward_sugar(
fast: &[i64],
slow: &[i64],
stop_length: i64,
stop_k: f64,
metric: &str,
in_sample_ms: u64,
out_of_sample_ms: u64,
step_ms: u64,
name: &str,
symbol: &str,
from_ms: i64,
to_ms: i64,
blueprint_canonical: &str,
env: &crate::project::Env,
) -> Result<(), String> {
let generated = translate_walkforward(
fast, slow, stop_length, stop_k, metric, in_sample_ms, out_of_sample_ms, step_ms,
name, symbol, from_ms, to_ms, blueprint_canonical,
)?;
let probe_params: Vec<(String, Scalar)> = vec![
("fast.length".to_string(), Scalar::i64(fast[0])),
("slow.length".to_string(), Scalar::i64(slow[0])),
];
validate_before_register(&generated.process, &generated.campaign, blueprint_canonical, &probe_params, env)?;
let reg = env.registry();
let (_process_id, campaign_id) = register_generated_wf(&reg, &generated)?;
let run = crate::campaign_run::run_campaign_returning(&campaign_id, env)?;
// The single cell's walk_forward StageFamily.
let wf = run
.outcome
.cells
.iter()
.flat_map(|c| c.families.iter())
.find(|f| f.block == "std::walk_forward")
.ok_or("walkforward produced no walk_forward family")?;
for report in &wf.reports {
println!("{}", crate::family_member_line(&wf.family_id, report));
}
println!("{}", crate::walkforward_summary_json_from_reports(&wf.reports));
Ok(())
}
```
Also delete the `#[allow(dead_code)]` line above
`walkforward_summary_json_from_reports` in main.rs (it now has a caller).
Ordering note: after this step `run_walkforward_sugar` itself has no caller until
Step 3 wires the dispatch split, and Steps 2-3 add the helpers it and the dispatch
need. The workspace build + clippy gate is Step 4 (and Task 4), AFTER the wiring —
do not run `clippy -D warnings` between Steps 1 and 3, where `run_walkforward_sugar`
is transiently unused.
- [ ] **Step 2: Add `wf_ms_sizes` + `select_is_plateau` + `walkforward_args_from` to main.rs**
Add near `generalize_args_from` (`:4144-4183`). `wf_ms_sizes` converts the ns
roller constants to ms; `select_is_plateau` detects the plateau modes via the
existing `parse_select`; `walkforward_args_from` mirrors `generalize_args_from`
but for a single instrument, multi-value fast/slow, single-value stop:
```rust
/// The real walk-forward roller sizes in ms (the campaign wf stage works in ms:
/// span `cell.window_ms`, sizes the `StageBlock` `_ms` fields). `WF_REAL_*_NS` are
/// nanoseconds; divide by 1e6. The ms sizes over the doc window reproduce the same
/// calendar windows the inline ns roller produces (anchor-gated).
fn wf_ms_sizes() -> (u64, u64, u64) {
(
(WF_REAL_IS_NS / 1_000_000) as u64,
(WF_REAL_OOS_NS / 1_000_000) as u64,
(WF_REAL_STEP_NS / 1_000_000) as u64,
)
}
/// True iff `--select` names a plateau mode (refused on the dissolved path, Fork B,
/// until #215 ships the wf-stage plateau relaxation). Reuses `parse_select` so the
/// vocabulary stays single-sourced.
fn select_is_plateau(select: Option<&str>) -> bool {
matches!(select.map(parse_select), Some(Ok(Selection::Plateau(_))))
}
/// Convert `WalkforwardCmd` into the resolved argument shape the walkforward sugar
/// consumes (the dissolved `--strategy r-sma --real` branch). Single instrument,
/// multi-value fast/slow (the IS-refit grid), single-value stop (Fork A: the stop is
/// a risk regime, not a swept axis); all four knobs required. `parse_csv_list`
/// (`:1586`) is generic over `T: FromStr`, so the same helper parses the i64 grids
/// and the f64 stop; the local `knobs` closure (captureless → `Copy`, mirroring
/// `generalize_args_from`'s idiom) is reused across the four `ok_or_else` calls.
#[allow(clippy::type_complexity)]
fn walkforward_args_from(
a: &WalkforwardCmd,
) -> Result<(String, String, Vec<i64>, Vec<i64>, i64, f64, Option<i64>, Option<i64>), String> {
let symbol = match a.real.as_deref() {
None | Some("") => return Err("walkforward --strategy r-sma dissolves only over --real <SYMBOL>".to_string()),
Some(s) => s.to_string(),
};
let knobs = || "walkforward requires --fast --slow --stop-length --stop-k (fast/slow may be CSV grids; the stop is single-value)".to_string();
let fast: Vec<i64> = parse_csv_list(a.fast.as_deref().ok_or_else(knobs)?).map_err(|()| knobs())?;
let slow: Vec<i64> = parse_csv_list(a.slow.as_deref().ok_or_else(knobs)?).map_err(|()| knobs())?;
let stop_length: Vec<i64> = parse_csv_list(a.stop_length.as_deref().ok_or_else(knobs)?).map_err(|()| knobs())?;
let stop_k: Vec<f64> = parse_csv_list(a.stop_k.as_deref().ok_or_else(knobs)?).map_err(|()| knobs())?;
if stop_length.len() != 1 || stop_k.len() != 1 {
return Err("walkforward: the stop is a single risk regime; --stop-length and --stop-k take one value each".to_string());
}
let name = a.name.clone().or_else(|| a.trace.clone()).unwrap_or_else(|| "walkforward".to_string());
Ok((name, symbol, fast, slow, stop_length[0], stop_k[0], a.from, a.to))
}
```
- [ ] **Step 3: Split the `dispatch_walkforward` built-in arm**
In `dispatch_walkforward`'s `None` arm (`:4681-4714`), insert the dissolution
split at the TOP of the arm body (after the existing `if a.blueprint.is_some() ||
!a.axis.is_empty()` guard, before `strategy_from`). Keep the entire existing body
as the fenced `else`:
```rust
None => {
let usage = || "Usage: aura walkforward [--strategy <sma|momentum|r-sma|r-breakout|r-meanrev>] [--real <SYMBOL> [--from <ms>] [--to <ms>]] [--name <n> | --trace <n>] [--fast <csv>] [--slow <csv>] [--stop-length <csv>] [--stop-k <csv>] [--select <argmax|plateau:mean|plateau:worst>]".to_string();
if a.blueprint.is_some() || !a.axis.is_empty() {
eprintln!("aura: {}", usage());
std::process::exit(2);
}
// Dissolution split (#210, Reading A): only the real-archive r-sma
// execution routes through the campaign path. Everything else — synthetic
// (any strategy) and non-r-sma real — stays on the inline handler below,
// fenced until #159.
if a.strategy.as_deref() == Some("r-sma") && a.real.is_some() {
if select_is_plateau(a.select.as_deref()) {
eprintln!("aura: --select plateau is not yet available on the campaign path; see #215");
std::process::exit(2);
}
let (name, symbol, fast, slow, stop_length, stop_k, from, to) =
walkforward_args_from(&a).unwrap_or_else(|m| {
eprintln!("aura: {m}");
std::process::exit(2);
});
let signal = sma_signal(None, None);
let canonical = blueprint_to_json(&signal).expect("a bare sma_signal serializes");
let reg = env.registry();
let topo = topology_hash(&signal);
reg.put_blueprint(&topo, &canonical).unwrap_or_else(|e| {
eprintln!("aura: {e}");
std::process::exit(1);
});
let (from_ms, to_ms) = match (from, to) {
(Some(f), Some(t)) => (f, t),
_ => {
let source = DataSource::from_choice(
DataChoice::Real { symbol: symbol.clone(), from_ms: from, to_ms: to },
env,
);
let (from_ts, to_ts) = source.full_window(env);
(
aura_ingest::epoch_ns_to_unix_ms(from_ts),
aura_ingest::epoch_ns_to_unix_ms(to_ts),
)
}
};
let (is_ms, oos_ms, step_ms) = wf_ms_sizes();
verb_sugar::run_walkforward_sugar(
&fast, &slow, stop_length, stop_k, "sqn_normalized",
is_ms, oos_ms, step_ms, &name, &symbol, from_ms, to_ms, &canonical, env,
)
.unwrap_or_else(|m| {
eprintln!("aura: {m}");
std::process::exit(1);
});
return;
}
// …EXISTING fenced body, unchanged: strategy_from / RGrid parse /
// parse_select / name_persist / data_choice_from / run_walkforward(...)…
```
Leave everything from `let strategy = strategy_from(...)` (`:4687`) to the end of
the arm exactly as it is (the fenced path). The window-resolution match mirrors
`dispatch_generalize:4375-4388` verbatim (confirm `DataChoice::Real`,
`DataSource::from_choice`, `source.full_window`, `aura_ingest::epoch_ns_to_unix_ms`
are the same symbols dispatch_generalize uses).
- [ ] **Step 4: Build the workspace**
Run: `cargo build --workspace 2>&1 | tail -5`
Expected: clean build (0 errors). No dead-code warnings (all bridges removed, all
new fns wired).
- [ ] **Step 5: The committed anchor must stay green (the acceptance gate)**
Run: `cargo test -p aura-cli --test cli_run walkforward_real_e2e_pins_the_exact_current_grade 2>&1 | tail -8`
Expected: PASS — the dissolved `--strategy r-sma --real` path reproduces
windows=9, stitched_total_pips=-10398606.666650848, oos_r, param_stability means
byte-for-byte. (Skips clean only if the GER40 archive is absent; on this box it
runs.)
- [ ] **Step 6: Add front-end refusal tests**
Append to `crates/aura-cli/tests/cli_run.rs`:
```rust
/// Fork A: the dissolved walkforward binds the stop as a single risk regime, so a
/// multi-value --stop-length/--stop-k is refused (exit 2) before any run.
#[test]
fn walkforward_dissolved_refuses_a_multi_value_stop() {
let cwd = temp_cwd("walkforward-multi-stop");
let out = std::process::Command::new(env!("CARGO_BIN_EXE_aura"))
.args([
"walkforward", "--strategy", "r-sma", "--real", "GER40",
"--fast", "3", "--slow", "12", "--stop-length", "14,20", "--stop-k", "2.0",
])
.current_dir(&cwd)
.output()
.expect("spawn aura");
assert_eq!(out.status.code(), Some(2), "multi-value stop is a usage refusal");
let stderr = String::from_utf8_lossy(&out.stderr);
assert!(stderr.contains("single risk regime"), "stop-regime refusal: {stderr}");
}
/// Fork B: --select plateau is refused on the dissolved path (exit 2) with a
/// pointer to #215 until the wf-stage plateau relaxation ships.
#[test]
fn walkforward_dissolved_refuses_select_plateau() {
let cwd = temp_cwd("walkforward-plateau");
let out = std::process::Command::new(env!("CARGO_BIN_EXE_aura"))
.args([
"walkforward", "--strategy", "r-sma", "--real", "GER40",
"--fast", "3", "--slow", "12", "--stop-length", "14", "--stop-k", "2.0",
"--select", "plateau:worst",
])
.current_dir(&cwd)
.output()
.expect("spawn aura");
assert_eq!(out.status.code(), Some(2), "plateau is refused on the dissolved path");
let stderr = String::from_utf8_lossy(&out.stderr);
assert!(stderr.contains("#215"), "forward pointer to the plateau follow-up: {stderr}");
}
```
- [ ] **Step 7: Run the refusal tests**
Run: `cargo test -p aura-cli --test cli_run walkforward_dissolved_refuses_a_multi_value_stop 2>&1 | tail -6`
Expected: PASS.
Run: `cargo test -p aura-cli --test cli_run walkforward_dissolved_refuses_select_plateau 2>&1 | tail -6`
Expected: PASS.
---
## Task 4: dissolution-proof e2e (cli_run.rs)
**Files:**
- Test: `crates/aura-cli/tests/cli_run.rs`
- [ ] **Step 1: Add the dissolution-proof e2e**
Mirror `generalize_dissolves_through_the_campaign_path` (`:3706`): a successful
real run auto-registers exactly one process + one campaign + one campaign-run
record, and the walk_forward family is present.
```rust
/// Property: `aura walkforward --strategy r-sma --real` is now thin sugar over the
/// one campaign path — a successful run durably auto-registers exactly one generated
/// process document, one generated campaign document (carrying the stop as a single
/// risk regime), and one campaign-run record, and persists a WalkForward family.
/// The observable proof the r-sma-real path runs through the executor. Gated on the
/// GER40 archive; skips cleanly on a data refusal.
#[test]
fn walkforward_dissolves_through_the_campaign_path() {
const FROM_MS: &str = "1735689600000";
const TO_MS: &str = "1767225599000";
let cwd = temp_cwd("walkforward-dissolves");
let out = std::process::Command::new(env!("CARGO_BIN_EXE_aura"))
.args([
"walkforward", "--strategy", "r-sma", "--real", "GER40",
"--fast", "3,5", "--slow", "12,20", "--stop-length", "14", "--stop-k", "2.0",
"--from", FROM_MS, "--to", TO_MS,
])
.current_dir(&cwd)
.output()
.expect("spawn aura");
if out.status.code() == Some(1) {
let stderr = String::from_utf8_lossy(&out.stderr);
assert!(
stderr.contains("no local data") || stderr.contains("no recorded geometry"),
"exit 1 must be a data refusal, got: {stderr}"
);
eprintln!("skip: no local GER40 data");
return;
}
assert_eq!(out.status.code(), Some(0), "exit: {:?}", out.status);
let count = |sub: &str| {
std::fs::read_dir(cwd.join("runs").join(sub)).map(|d| d.count()).unwrap_or(0)
};
assert_eq!(count("processes"), 1, "one generated process document registered");
assert_eq!(count("campaigns"), 1, "one generated campaign document registered");
let runs_log = std::fs::read_to_string(cwd.join("runs").join("campaign_runs.jsonl"))
.expect("campaign_runs.jsonl written");
assert_eq!(runs_log.lines().count(), 1, "exactly one campaign-run record");
let stdout = String::from_utf8(out.stdout).expect("utf-8 stdout");
assert!(stdout.contains("\"walkforward\":"), "summary line present: {stdout}");
assert!(stdout.contains("\"windows\":9"), "nine windows: {stdout}");
}
```
Confirm the `runs/processes` + `runs/campaigns` + `runs/campaign_runs.jsonl`
layout matches what `generalize_dissolves_through_the_campaign_path` asserts (read
`:3706-3730` and mirror the exact directory/file names it uses).
- [ ] **Step 2: Run the e2e**
Run: `cargo test -p aura-cli --test cli_run walkforward_dissolves_through_the_campaign_path 2>&1 | tail -8`
Expected: PASS (or clean skip on a data refusal).
- [ ] **Step 3: Full suite + lint gate**
Run: `cargo test --workspace 2>&1 | tail -15`
Expected: all green (no regressions; the fenced synthetic/inline walkforward tests
`walkforward_bare_sma_summary_has_no_oos_r` / `walkforward_strategy_r_sma_reports_oos_r`
still pass unchanged).
Run: `cargo clippy --workspace --all-targets -- -D warnings 2>&1 | tail -8`
Expected: clean (no dead-code, no too_many_arguments — the `#[allow]`s cover the
new translator/runner).
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