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Brummel 6e214957d1 plan: 0067 stage1-r iter-2 — Sizer + RiskExecutor + metric enrichment
Iteration-2 plan for cycle 0065 (Stage-1 R signal quality). Sub-splits the
spec's iteration 2: this plan is the node + metric layer; the CLI/recording
surface (#129) becomes a separate iteration 3.

Five tasks, sequenced so each signature change threads all its callers before
its build gate, and the two signature changes land before the composite that
consumes both:

1. PositionManagement gains a 4th `size` input (col 10, from the Sizer); R
   stays size-INVARIANT (RED test pins it). Threads the PM unit tests + the
   stage1_r_e2e direct-eval column setups.
2. Sizer node (aura-std): `size = risk_budget / stop_distance`, flat-1R; the
   Stage-2 fixed-fractional seam slots in unchanged.
3. summarize_r enrichment: SQN, conviction terciles, net-of-cost; gains a
   `round_trip_cost` param (reads dense cols 6/7/9). Threads report.rs + the
   E2E callers and extends the cross-crate layout guard.
4. RunMetrics.r: Option<RMetrics> with serde(default, skip_serializing_if) for
   legacy runs.jsonl back-compat. Threads every RunMetrics literal (report.rs,
   aura-registry, aura-engine/mc).
5. RiskExecutor composite (aura-engine integration-test fixture, sibling of
   vol_stop_composite): FixedStop -> Sizer -> PositionManagement behind open
   bias+price roles, price fanned to both; bias produced in-graph (single
   source, no stale-price two-cycle merge). Veto is a documented seam, not a
   node. E2E equivalence + R-invariance under risk_budget.

refs #117
2026-06-24 01:28:03 +02:00
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