Files
Aura/crates/aura-engine/tests/streaming_reduction_memory.rs
T
Brummel cfe7bad0ff feat(0070): streaming sink reductions — finalize hook + folding sinks (#138)
M3 machinery for BLOCKER #138: sink reductions can now fold online instead of
buffering every per-cycle row to an unbounded channel.

- aura-core: additive `Node::finalize` end-of-stream hook (default no-op) +
  `SeriesFold` online accumulator (last / max_drawdown / sign_flips).
- aura-engine: `Harness::run` calls `finalize` once per node in topo order after
  the source loop; `summarize` refactored to drive `SeriesFold` (byte-identical),
  the now-dead `sign0` removed.
- aura-std: `GatedRecorder` (emits only gated rows + the final row on finalize)
  and `SeriesReducer` (folds one f64 series, emits one summary row on finalize),
  both emitting the `Recorder` channel type — no aura-engine dependency.
- Integration tests: folded reductions are byte-for-byte equal to the
  raw-recorder path; the R-reduction's peak memory is O(trades), independent of
  cycle count.

Ratified two off-plan fixes the implementer made in the tests (both plan defects,
not code defects): the GatedRecorder correctly flushes the final non-gated row on
finalize, so the retained count is K_TRADES + 1; and the heterogeneous PM record
needs kind-correct zero scalars (a blanket f64 zero is rejected by the kind-typed
AnyColumn::push).

Wiring these reducers into the stage1-r sweep (the actual O(cycles)->O(trades)
win) follows next. refs #138
2026-06-25 11:00:02 +02:00

122 lines
4.8 KiB
Rust

//! BLOCKER #138 capstone: the R-reduction's peak retained memory is
//! O(trades)+O(1), independent of cycle count. Drives `GatedRecorder` (gate =
//! CLOSED) through its real `mpsc` channel with a FIXED small number of closed
//! trades but a VARIABLE large number of hold cycles, generated LAZILY (one row
//! at a time, never all at once), and measures peak live bytes with a counting
//! global allocator. A retain-everything sink's peak would scale with the cycle
//! count; the folding sink's does not. Sole test in this binary, so the global
//! peak counter is not polluted by other tests running in parallel.
use std::alloc::{GlobalAlloc, Layout, System};
use std::sync::atomic::{AtomicUsize, Ordering};
use std::sync::mpsc;
use aura_core::{AnyColumn, Ctx, Node, Scalar, ScalarKind, Timestamp};
use aura_std::{GatedRecorder, PM_RECORD_KINDS, PM_WIDTH};
struct CountingAlloc;
static LIVE: AtomicUsize = AtomicUsize::new(0);
static PEAK: AtomicUsize = AtomicUsize::new(0);
unsafe impl GlobalAlloc for CountingAlloc {
unsafe fn alloc(&self, layout: Layout) -> *mut u8 {
let p = unsafe { System.alloc(layout) };
if !p.is_null() {
let now = LIVE.fetch_add(layout.size(), Ordering::Relaxed) + layout.size();
PEAK.fetch_max(now, Ordering::Relaxed);
}
p
}
unsafe fn dealloc(&self, ptr: *mut u8, layout: Layout) {
LIVE.fetch_sub(layout.size(), Ordering::Relaxed);
unsafe { System.dealloc(ptr, layout) }
}
}
#[global_allocator]
static A: CountingAlloc = CountingAlloc;
fn reset_peak() {
PEAK.store(LIVE.load(Ordering::Relaxed), Ordering::Relaxed);
}
fn peak() -> usize {
PEAK.load(Ordering::Relaxed)
}
const CLOSED: usize = 0;
const REALIZED_R: usize = 1;
const K_TRADES: usize = 8;
/// Peak live bytes to drive `GatedRecorder` over `K_TRADES` closed trades, each
/// followed by `holds` hold cycles, sourced lazily (one row built at a time),
/// then fold the emitted rows. With a folding sink the peak is O(trades).
fn peak_bytes(holds: usize) -> usize {
reset_peak();
let (tx, rx) = mpsc::channel();
let mut g = GatedRecorder::new(&PM_RECORD_KINDS, CLOSED, tx);
let mut cols: Vec<AnyColumn> =
PM_RECORD_KINDS.iter().map(|&k| AnyColumn::with_capacity(k, 1)).collect();
let mut ts = 0i64;
let push = |g: &mut GatedRecorder, cols: &mut Vec<AnyColumn>, ts: &mut i64, closed: bool, r: f64| {
// kind-correct zeros: the PM record is heterogeneous (PM_RECORD_KINDS has
// Bool/I64/Timestamp slots), so each unset slot defaults to its column's
// kind — a blanket f64 zero would be rejected by the kind-typed push.
let mut row: Vec<Scalar> = PM_RECORD_KINDS
.iter()
.map(|&k| match k {
ScalarKind::F64 => Scalar::f64(0.0),
ScalarKind::I64 => Scalar::i64(0),
ScalarKind::Bool => Scalar::bool(false),
ScalarKind::Timestamp => Scalar::ts(Timestamp(0)),
})
.collect();
debug_assert_eq!(row.len(), PM_WIDTH);
row[CLOSED] = Scalar::bool(closed);
row[REALIZED_R] = Scalar::f64(r);
for (i, s) in row.iter().enumerate() {
cols[i].push(*s).unwrap();
}
g.eval(Ctx::new(cols, Timestamp(*ts)));
*ts += 1;
};
for k in 0..K_TRADES {
let r = if k % 2 == 0 { 1.0 } else { -0.5 };
push(&mut g, &mut cols, &mut ts, true, r);
for _ in 0..holds {
push(&mut g, &mut cols, &mut ts, false, 0.0);
}
}
g.finalize();
let rows: Vec<(Timestamp, Vec<Scalar>)> = rx.try_iter().collect();
// the K_TRADES gated (closed) rows, plus the one genuine final row the
// GatedRecorder flushes on finalize (the last cycle is a hold, so it was not
// gated) — O(trades)+O(1), independent of `holds`, which is the whole point.
assert_eq!(rows.len(), K_TRADES + 1, "only the closed trades + the final row are retained");
let p = peak();
drop(rows);
p
}
#[test]
fn r_reduction_peak_memory_is_independent_of_cycle_count() {
const SMALL_HOLDS: usize = 64; // 8 * (1+64) = 520 cycles
const LARGE_HOLDS: usize = 50_000; // 8 * (1+50000) = 400_008 cycles
let small = peak_bytes(SMALL_HOLDS);
let large = peak_bytes(LARGE_HOLDS);
// cycle count grew ~770x; an O(trades)+O(1) sink holds its peak essentially
// flat. Generous 4x headroom so only genuine O(cycles) retention trips it.
assert!(
large <= small.saturating_mul(4),
"R-reduction peak scales with cycle count (O(cycles) retention): \
small {} cycles -> {} bytes; large {} cycles -> {} bytes ({:.0}x). \
The folding sink must retain O(trades)+O(1).",
K_TRADES * (1 + SMALL_HOLDS),
small,
K_TRADES * (1 + LARGE_HOLDS),
large,
large as f64 / small.max(1) as f64,
);
}