Brummel
7b429f931a
Architect drift review (range d5c4361..45fb06d): drift_found, three items, all doc-mirror — resolved inline as close-fixes: - docs/design/INDEX.md — the two #171 deferral passages (C18 #158 realization + C24 status) now record the shipped identity id (additive sibling; content id keeps the store/reproduce roles; introspection-only until a dedup consumer exists). Whole-harness / structural-axis content-addressing stays deferred. - README.md — introspect table gains the --identity-id row incl. the combinable id-flag behaviour. - docs/glossary.md — three record-reality entries: content id, identity id (Avoid: identity hash, topology-identity hash), topology hash; the README row aligned to the canonical term. What holds (architect): additive-sibling discipline intact (no store code touched, every content-id/topology_hash pin green); C23 honoured precisely (each strip arm has a protecting property test; factoring byte-preserving via the canonical golden); the two extra engine tests are genuinely distinct coverage (recursion arm, role/output arms), no redundancy. Regression gates (all green): cargo build clean; cargo test --workspace 884 passed / 0 failed (873 baseline + 11 new); clippy --all-targets -D warnings clean; cargo doc --no-deps 0 warnings. Ephemeral cycle artifacts removed per project convention (git rm): docs/specs/0104-topology-identity-hash.md, docs/plans/0104-topology-identity-hash.md. refs #180
124 lines
6.8 KiB
Markdown
124 lines
6.8 KiB
Markdown
# aura
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**aura is a "game engine for traders."** It is a Rust framework — and a
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playground — for authoring trading strategies as composable dataflow nodes,
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backtesting them deterministically and massively in parallel, validating them
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(sweep / Monte-Carlo / walk-forward), and freezing a validated strategy into a
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standalone bot with a broker connection. Its differentiator is the **World**: a
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program that constructs and orchestrates whole *families* of backtests, not the
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single run.
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This README is a discoverability map of the shipped `aura` CLI — *what commands
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exist and what they do*. It deliberately keeps per-flag detail light; the two
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authoritative sources for exact syntax are always:
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- `aura <command> --help` — the exhaustive flag grammar.
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- The design ledger (`docs/design/INDEX.md`) and glossary (`docs/glossary.md`)
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— the concepts and invariants behind the surface.
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## Build & run
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aura is a Cargo workspace. Build everything and you get one binary named `aura`:
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```sh
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cargo build --workspace # binary at target/debug/aura
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cargo build --workspace --release # optimized, at target/release/aura
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```
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Invoke it as `aura <command> …` (examples below use the plain name).
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## Concepts in one breath
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- **Blueprint** — a serialized signal graph as data: a param-generic
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`price → bias` node graph. A blueprint file (`blueprint.json`) is the unit a
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downstream consumer loads and drives verbs over.
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- **Open vs. closed** — a blueprint with unbound (free) numeric knobs is *open*;
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one with every knob bound is *closed*. Different verbs want different states
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(see each verb below).
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- **Family** — the set of runs one verb produces over a blueprint (a sweep grid,
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a Monte-Carlo seed set, a walk-forward window sequence). Families are persisted
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in a content-addressed store and can be listed, ranked, and reproduced.
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- **Axis** — one named, sweepable knob of a blueprint (e.g. `graph.fast.length`),
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bound with a comma-separated value list.
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## Running & orchestrating a loaded blueprint
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These verbs all take the **blueprint file as their first positional argument**
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and drive a family of runs over it. (Each verb also has a legacy built-in form
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selected by `--strategy`/`--harness` instead of a `.json` path, for the
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engine's own bundled example strategies — see `--help`.)
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| Command | Purpose |
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|---|---|
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| `aura run <bp.json>` | Run one backtest of a **closed** blueprint and print its report. An open (free-knob) blueprint is refused with a clean error — bind it, or use `sweep`. |
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| `aura sweep <bp.json> --list-axes` | **Discover** the blueprint's open, sweepable knobs. Prints each as `<name>:<kind>`. Run this first to learn the axis names. |
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| `aura sweep <bp.json> --axis <name>=<csv> [--axis …]` | Run a **grid family** over the named axes and persist it. |
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| `aura mc <bp.json> --seeds <n>` | Run a **Monte-Carlo family** of `n` seeded realizations. Wants a **closed** blueprint (the inverse of sweep). |
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| `aura walkforward <bp.json> --axis <name>=<csv> [--axis …]` | Run an **in-sample-refit walk-forward family** — rolling optimize + out-of-sample test across windows, stitched into one verdict + parameter stability. `--select` chooses the per-window objective. |
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| `aura runs families` | List every persisted family (id, kind, member count). |
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| `aura runs family <id> [rank <metric>]` | List one family's members, optionally ranked best-first by an R metric (e.g. `sqn_normalized`, `expectancy_r`). |
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| `aura reproduce <family-id>` | Re-derive every member of a persisted family from the content-addressed store and check it is bit-identical (the C18/C1 determinism guarantee). |
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**Important contract — every open knob is mandatory.** On `sweep` and
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`walkforward`, the knobs enumerated by `--list-axes` are *all* required: you must
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supply an `--axis` for each open knob. There is no default value — pin a knob you
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don't want to vary with a single-value axis (`--axis name=4`). Omitting one is a
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clean error naming the missing knob, not a silent default.
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Use `aura <cmd> --help` for the full data-window (`--real`/`--from`/`--to`),
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naming (`--name`/`--trace`), and selection (`--select`) flags.
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## Authoring & introspecting topology
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A blueprint is authored declaratively from a **JSON op-list**: an ordered list
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of by-identifier construction ops replayed against the standard node vocabulary.
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| Command | Purpose |
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|---|---|
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| `aura graph build` | Read an op-list document on **stdin**, build the blueprint, and print its canonical JSON to **stdout** (no trailing newline — it is the content-addressed artifact). |
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| `aura graph introspect --vocabulary` | List every node type available to op-lists. |
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| `aura graph introspect --node <T>` | Show one type's input ports, output fields, and param paths (with the bind-value form). |
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| `aura graph introspect --unwired` | Read a *partial* op-list on stdin and list its still-open interior slots. |
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| `aura graph introspect --content-id` | Read an op-list on stdin and print the SHA-256 content id of the blueprint it would build. |
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| `aura graph introspect --identity-id` | Read an op-list on stdin and print the SHA-256 **identity id** — the topology's debug-name-blind id, so two documents (or an op-script and a Rust-built blueprint) expressing the same topology print the same id. Combinable with `--content-id` (both ids, one per line, content id first). |
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### Op-list shape
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Each element is one op, tagged by `"op"`. Node params are bound with the **typed
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`Scalar` form** — a tagged, capitalized-kind object: `{"I64": 5}`, `{"F64":
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1.5}`, `{"Bool": true}`. A worked example (an SMA-crossover → bias signal):
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```json
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[
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{"op":"source","role":"price","kind":"F64"},
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{"op":"add","type":"SMA","name":"fast","bind":{"length":{"I64":2}}},
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{"op":"add","type":"SMA","name":"slow","bind":{"length":{"I64":4}}},
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{"op":"add","type":"Sub"},
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{"op":"add","type":"Bias"},
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{"op":"feed","role":"price","into":["fast.series","slow.series"]},
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{"op":"connect","from":"fast.value","to":"sub.lhs"},
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{"op":"connect","from":"slow.value","to":"sub.rhs"},
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{"op":"connect","from":"sub.value","to":"bias.signal"},
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{"op":"expose","from":"bias.bias","as":"bias"}
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]
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```
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Piping this document into `aura graph build` emits a `blueprint.json` you can
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then feed to `run` / `sweep` / `mc` / `walkforward` above:
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```sh
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aura graph build < crossover.ops.json > crossover.bp.json
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aura sweep crossover.bp.json --list-axes
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```
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The op kinds are `source`, `input`, `add`, `feed`, `connect`, and `expose`. See
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`aura graph introspect --node <T>` for a type's exact ports and the op-script
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grammar in the design ledger for the full semantics.
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## Where to go deeper
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- `aura <command> --help` — exhaustive, always-current flag grammar.
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- `docs/design/INDEX.md` — the design ledger: architecture, invariants, the World.
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- `docs/glossary.md` — canonical terminology (blueprint, family, axis, sweep /
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Monte-Carlo / walk-forward, R, content-id, …).
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