Brummel
257ab0b9f2
Cut 3 of the hard-wired demo retirement. Unlike r-sma/r-breakout, r-meanrev could
not round-trip as data: its band computes band_k*sigma (a constant times a stream)
and the closed 22-node std_vocabulary had no way to express it (EqConst is i64->bool,
Bias is clamp(signal/scale,±1), Mul is binary, LinComb is excluded as a
construction-arg node; no Div/Const/constant-emitter). Standard operators are missing
by chance, not by design, so this adds the one r-meanrev needs.
Scale node (aura-std): out = input * factor — one f64 input, one f64 `factor` param,
stateless, warm-up-filtered (the EqConst/Bias shape). A zero-input `Const` emitter was
rejected: the per-cycle eval loop gates every node through an input-firing test
(harness.rs `fires()`), so a node with no input never fires without an engine-core
change; `Scale` fits the existing model and, by IEEE-754 commutativity, reproduces the
retiring LinComb's band byte-for-byte. Rostered (`"Scale" => Scale`); the two
vocabulary count-pins bump 22 -> 23.
r-meanrev migration: r_meanrev_signal(window, band_k) is carved out of the fused
r_meanrev_graph as a #[cfg(test)] price->bias Composite whose band is `Scale` in place
of `LinComb(1)`; production loads the shipped JSON (examples/r_meanrev{,_open}.json),
never a builder. Before the fused builder was deleted, an equivalence test proved the
carved Scale-band signal reproduces its grade byte-for-byte on the synthetic stream
(window=3, band_k=2). Durable survivors: the byte-identity of the examples to the
carve, the loaded-grades-identically-to-carve proof, the closed/open introspect
anchors (mean_window.length, var_window.length, band.factor — band_k is now a
first-class sweepable param), and — re-pointed onto the carve rather than dropped —
the fades-short-above/long-below behavioural test, which becomes the durable
carve-correctness gate the deleted equivalence test used to be.
Deletions + the dead-code cascade the retirement opened: r_meanrev_graph,
r_meanrev_sweep_family, Strategy::RMeanRev (+ all arms). r-meanrev was the last reader
of run_sweep's grid, so the whole vestigial built-in-sweep grid apparatus retires with
it: run_sweep's `grid` param, the sweep call-site grid build, and SweepCmd's
--fast/--slow/--stop-length/--stop-k/--window/--band-k (sma/momentum sweeps build their
own blueprints and ignored these; the fast/slow/stop-* had been vestigial since r-sma's
cut 1b). RGrid the struct SURVIVES — the dissolved `generalize` verb resolves its
candidate from its fast/slow/stop_length/stop_k via generalize_args_from — so only its
window/band_k fields go; its stale doc-comment (r-sma-sweep / persist_traces_r / CLI
flags, all now gone) is rewritten to its true generalize-only role. Also retired as
transitively dead: persist_traces_r and the metrics_object test helper (their only
callers were the deleted families/tests); Add/Gt/Latch/Mul/Sqrt imports are now
#[cfg(test)] (their last production caller was r_meanrev_graph).
Test surface: the two built-in --strategy r-meanrev sweep tests drop; a new negative
pins that --strategy r-meanrev on both sweep and walkforward now falls into the generic
usage error; the grid-flag stray-positional negative is re-pointed to a surviving flag.
Verification (own, not the workflow's report): full `cargo test --workspace` green
(0 failed across 62 result lines); `cargo clippy --workspace --all-targets -- -D
warnings` clean, no dead-code residue; the r-sma + r-breakout anchors and the
dissolved-verb real goldens (generalize still reads RGrid) stay green. Bundled as one
commit (the Scale node's count-pin and the r-meanrev anchors share graph_construct.rs,
so a clean two-commit split was not path-separable); the implement-loop ran all three
plan tasks in one pass and the tree was verified by hand.
refs #159
90 lines
2.5 KiB
Rust
90 lines
2.5 KiB
Rust
//! `aura-std` — the standard node library shipped with the engine.
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//!
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//! The universal, batteries-included building blocks every project gets for
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//! free: common indicators (SMA, ATR, RSI, …), resamplers, the `SessionNode`,
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//! standard combinators, the legacy `SimBroker` pip yardstick, and cost-model
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//! nodes authored against the [`CostNode`] trait + [`CostRunner`] adapter
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//! (`ConstantCost`, `VolSlippageCost`, …, in R — C10). Depends only on `aura-core`
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//! (the shared contract).
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//!
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//! This is the top tier of the three-tier node-reuse model (contract C16):
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//!
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//! - `aura-std` — universal blocks, here, ship with the engine;
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//! - shared node crates — cross-project-reusable blocks, in their own repos,
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//! pulled in as cargo git dependencies;
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//! - project-local `nodes/` — experimental, project-specific blocks.
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//!
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//! The first block lands with the walking skeleton: [`Sma`], the simple moving
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//! average — a worked producer node proving the `aura-core` `Node` contract.
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mod add;
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mod and;
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mod bias;
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mod carry_cost;
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mod constant_cost;
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mod cost;
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mod cost_sum;
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mod delay;
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mod ema;
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mod eqconst;
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mod gated_recorder;
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mod gt;
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mod latch;
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mod lincomb;
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mod longonly;
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mod mul;
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mod position_management;
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mod recorder;
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mod resample;
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mod rolling_max;
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mod rolling_min;
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mod scale;
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mod series_reducer;
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mod session;
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mod sim_broker;
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mod sizer;
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mod sma;
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mod sqrt;
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mod stop_rule;
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mod sub;
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mod vocabulary;
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mod vol_slippage_cost;
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pub use add::Add;
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pub use and::And;
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pub use bias::Bias;
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pub use carry_cost::CarryCost;
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pub use constant_cost::ConstantCost;
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pub use cost::{
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cost_node_builder, ChargeMode, CostNode, CostRunner, COST_FIELD_NAMES, COST_WIDTH,
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GEOMETRY_WIDTH,
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};
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pub use cost_sum::CostSum;
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pub use delay::Delay;
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pub use ema::Ema;
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pub use eqconst::EqConst;
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pub use gated_recorder::GatedRecorder;
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pub use gt::Gt;
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pub use latch::Latch;
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pub use lincomb::LinComb;
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pub use longonly::LongOnly;
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pub use mul::Mul;
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pub use position_management::{
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ExitReason, FIELD_NAMES as PM_FIELD_NAMES, PositionManagement, RECORD_KINDS as PM_RECORD_KINDS,
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WIDTH as PM_WIDTH,
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};
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pub use recorder::Recorder;
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pub use resample::Resample;
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pub use rolling_max::RollingMax;
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pub use rolling_min::RollingMin;
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pub use scale::Scale;
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pub use series_reducer::SeriesReducer;
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pub use session::Session;
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pub use sim_broker::SimBroker;
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pub use sizer::Sizer;
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pub use sma::Sma;
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pub use sqrt::Sqrt;
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pub use stop_rule::FixedStop;
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pub use sub::Sub;
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pub use vocabulary::{std_vocabulary, std_vocabulary_types};
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pub use vol_slippage_cost::VolSlippageCost;
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