Last piece of the Inferential-validation milestone (#146): a new
`aura generalize` subcommand grades how consistently a single candidate
holds across a set of instruments — the across-instrument axis of the
same anti-false-discovery concern as trials-deflation (#144, within one
family) and plateau-over-peak (#145, within one instrument's surface).
Aggregator/validator, not a third selector (user-ratified): it runs a
brought candidate (a single-cell stage1-r grid — --fast/--slow/--stop-
length/--stop-k pinned to single values) across an instrument list
(--real SYM1,SYM2,...), collects per-instrument R-metrics, and reduces
them to a worst-case floor (min over instruments) + a sign-agreement
count + the per-instrument breakdown. R-only (C10 — R is the only
account/instrument-agnostic unit); the worst-case min is the cross-
instrument sibling of PlateauMode::Worst and satisfies the non-
domination constraint by construction (a strong instrument cannot lift
a min). Rejected: a cross-instrument t-stat mean/std*sqrt(M), which
reintroduces the pooled mean the milestone warns against.
- RunManifest gains a first-class `instrument` lineage field (serde-
widened, C14/C18 — legacy lines load as None, existing manifest bytes
unchanged); the compat read-mirror threads it in lockstep.
- FamilyKind::CrossInstrument (C12 comparison axis); the M per-instrument
runs persist as a CrossInstrument family, each member self-identifying
via its stamped instrument. The aggregate is recomputable from the
members (McAggregate precedent), printed live.
- The generalization reduction lives registry-side beside optimize_
deflated/optimize_plateau (C9), reusing resolve_metric/metric_value/
is_r_metric; check_r_metric is the data-free pre-check the CLI runs
before evaluating any instrument.
- Additive: existing sweep/walkforward/mc/standalone paths stay byte-
identical (C23 — instrument omitted when None via skip_serializing_if).
Verified by the orchestrator: cargo test --workspace green (0 failed —
the new generalization_*, check_r_metric, parse_generalize_*, and the
gated cross-instrument E2E all pass; the E2E ran the real GER40/USDJPY
path on this host, exit 0); cargo clippy --workspace --all-targets
-D warnings clean.
closes#146
Brummel
0a06afed29