b39fd63396
Phase 4 of the Stratification milestone. aura-std held four C28 ladder layers in one roster; this cuts them into layer-aligned, aura-core-only node crates so the import direction is enforced by the crate graph: - aura-std — engine nodes only (arithmetic/logic/rolling + sinks) - aura-market — session, resample - aura-strategy — bias, stops, sizer, cost-model machinery - aura-backtest — sim_broker, position_management - aura-vocabulary — the relocated closed std_vocabulary roster Node modules move verbatim (byte-identical renames); consumers are rewired by import path only. A new structural test (aura-vocabulary/tests/c28_layering.rs) asserts each node crate's [dependencies] stay within its C28-permitted inner set, catching the acyclic-but-outward violation the compiler misses. Behaviour byte-identical: full workspace suite green (1448 tests), no golden edited, clippy -D warnings clean. C28 Status block updated. closes #288
96 lines
4.8 KiB
Rust
96 lines
4.8 KiB
Rust
//! `cost_graph` composite-builder: it fans the 4 PM-geometry inputs to N cost
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//! nodes, surfaces each node's extra inputs as `cost[k].<port>` roles, and exposes
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//! `CostSum`'s 3-field aggregate. These tests pin the exposed wiring contract (the
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//! input-role set + the output triple); value byte-identity is the CLI goldens' job.
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use aura_composites::cost_graph;
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use aura_core::Scalar;
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use aura_strategy::{ConstantCost, VolSlippageCost};
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/// Two heterogeneous cost nodes: ConstantCost (no extras, index 0) and
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/// VolSlippageCost (one extra `volatility`, index 1). The composite exposes the 4
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/// geometry roles + the namespaced `cost[1].volatility`, and the 3-field aggregate.
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#[test]
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fn cost_graph_exposes_geometry_and_namespaced_extras() {
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let cg = cost_graph(vec![
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ConstantCost::builder().bind("cost_per_trade", Scalar::f64(2.0)),
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VolSlippageCost::builder().bind("slip_vol_mult", Scalar::f64(0.5)),
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]);
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let roles: Vec<&str> = cg.input_roles().iter().map(|r| r.name.as_str()).collect();
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assert_eq!(
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roles,
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vec!["closed", "open", "entry_price", "stop_price", "cost[1].volatility"]
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);
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let outs: Vec<&str> = cg.output().iter().map(|o| o.name.as_str()).collect();
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assert_eq!(outs, vec!["cost_in_r", "cum_cost_in_r", "open_cost_in_r"]);
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}
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/// A lone cost node with no extras exposes only the 4 geometry roles (the n=1
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/// shape), plus the 3-field aggregate.
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#[test]
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fn cost_graph_single_node_has_no_extra_roles() {
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let cg = cost_graph(vec![
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ConstantCost::builder().bind("cost_per_trade", Scalar::f64(2.0)),
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]);
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let roles: Vec<&str> = cg.input_roles().iter().map(|r| r.name.as_str()).collect();
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assert_eq!(roles, vec!["closed", "open", "entry_price", "stop_price"]);
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let outs: Vec<&str> = cg.output().iter().map(|o| o.name.as_str()).collect();
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assert_eq!(outs, vec!["cost_in_r", "cum_cost_in_r", "open_cost_in_r"]);
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}
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/// Property: `cost_graph` composes an ARBITRARY number of cost nodes — the
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/// cycle-0084 headline that retired the hardcoded `MAX_RUN_COST_NODES = 2` cap —
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/// and namespaces each extra-bearing node's inputs by the node index, so two
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/// same-typed factors never collide. Three nodes (ConstantCost at idx 0 with no
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/// extras, then two VolSlippageCost at idx 1 and 2, each carrying a `volatility`
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/// extra) must expose the 4 SHARED geometry roles plus the two DISTINCT
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/// `cost[1].volatility` / `cost[2].volatility` roles, and still collapse to the
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/// single 3-field aggregate output regardless of arity. The shipped n=2 fixture
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/// has only one extra-bearing node, so it cannot witness a cross-node collision:
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/// a mis-indexed `k`, or extras flattened to a bare `volatility`, would alias the
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/// two nodes' inputs into one role and silently mis-feed the cost graph — this
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/// n=3 two-extra fixture fails loudly on that class while the n=1/n=2 fixtures
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/// stay green.
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#[test]
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fn cost_graph_arbitrary_arity_namespaces_each_extra_by_node_index() {
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let cg = cost_graph(vec![
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ConstantCost::builder().bind("cost_per_trade", Scalar::f64(2.0)),
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VolSlippageCost::builder().bind("slip_vol_mult", Scalar::f64(0.5)),
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VolSlippageCost::builder().bind("slip_vol_mult", Scalar::f64(0.25)),
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]);
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let roles: Vec<&str> = cg.input_roles().iter().map(|r| r.name.as_str()).collect();
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assert_eq!(
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roles,
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vec![
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"closed",
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"open",
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"entry_price",
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"stop_price",
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"cost[1].volatility",
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"cost[2].volatility",
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]
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);
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let outs: Vec<&str> = cg.output().iter().map(|o| o.name.as_str()).collect();
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assert_eq!(outs, vec!["cost_in_r", "cum_cost_in_r", "open_cost_in_r"]);
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}
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/// Property: the 4 PM-geometry inputs are FANNED (shared once) across every cost
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/// node, never duplicated per node — so N extra-free cost nodes expose exactly the
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/// 4 geometry roles and ZERO `cost[k]` roles, independent of N. Two extra-free
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/// ConstantCost nodes must expose only `[closed, open, entry_price, stop_price]`
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/// (and the 3-field aggregate). The shipped single-node fixture has N=1, so it
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/// cannot catch a regression that per-node-duplicated the geometry into
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/// `cost[k].closed`-style roles, or that leaked a spurious `cost[k]` role for an
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/// extra-free node; this multi-node extra-free fixture pins the fan-once contract.
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#[test]
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fn cost_graph_fans_shared_geometry_across_multiple_extra_free_nodes() {
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let cg = cost_graph(vec![
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ConstantCost::builder().bind("cost_per_trade", Scalar::f64(2.0)),
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ConstantCost::builder().bind("cost_per_trade", Scalar::f64(1.0)),
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]);
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let roles: Vec<&str> = cg.input_roles().iter().map(|r| r.name.as_str()).collect();
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assert_eq!(roles, vec!["closed", "open", "entry_price", "stop_price"]);
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let outs: Vec<&str> = cg.output().iter().map(|o| o.name.as_str()).collect();
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assert_eq!(outs, vec!["cost_in_r", "cum_cost_in_r", "open_cost_in_r"]);
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}
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