Brummel
7aaa3e5d5c
Add `derive_position_events(record, instrument_id) -> Vec<PositionEvent>` to aura-engine (report.rs), the broker-independent Stage-2 audit layer of C10: the first difference of the executed book derived from a PositionManagement dense record. A pure post-run reduction, sibling of summarize_r — same positional, type-erased Scalar read of the 14-column record, no in-graph node (the hot path stays domain-free, C14). A reversal emits Close then the opposite open at one event_ts (close first); a window-end open position emits its open with no synthetic Close (the table records actual executed events — unlike summarize_r, which force-closes for the R metric). instrument_id is a caller-supplied scalar (aura-engine depends only on aura-core; it cannot import InstrumentSpec). Two r_col indices added (DIRECTION=4, SIZE=10), the lockstep guard in stage1_r_e2e.rs extended to name-pin `direction`, and an agreement E2E folds both summarize_r and derive_position_events over one recorded ledger (one Close per closed round-trip; every open closed-or-open-at-end; referential integrity). Scope: the derive only. Fixed-fractional / currency / equity-feedback sizing is #116 (it owns the equity->Sizer z^-1 register per C10) — deferring it here avoids a circular dependency. Supersedes the rolled-back 0064 exposure-integral derive (abandoned per #117): this derives from the executed book, never exposure deltas. Verified by the orchestrator: cargo build + clippy --all-targets -D warnings clean; full workspace suite 0 failed; aura-engine lib 214 pass (incl. the 6 derive_* unit tests); stage1_r_e2e 11 pass (incl. the new E2E + extended guard). Fork decisions recorded on #115. closes #115
98 lines
4.4 KiB
Rust
98 lines
4.4 KiB
Rust
//! `aura-engine` — the headless, UI-agnostic reactive SoA engine.
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//!
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//! Delivered across cycles 0003-0004 — the harness and its deterministic run
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//! loop:
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//!
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//! - [`Harness`] — the closed root graph that runs (a flat node array + an index
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//! edge table, topologically ordered) and its deterministic `run` loop: a
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//! k-way merge of timestamped sources (C3/C4) driven through a wired DAG of
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//! nodes, cycle by cycle, with freshness-gated recompute and the two firing
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//! policies (C5/C6) deciding when each node re-evaluates and what it holds.
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//! - [`Edge`] / [`Target`] / [`SourceSpec`] — producer->consumer wiring,
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//! source->consumer wiring, and a declared source (its kind + target slots).
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//! - [`BootstrapError`] — wiring faults caught once, at bootstrap (kind
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//! mismatch, bad index, directed cycle).
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//!
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//! Delivered in cycle 0009 — the run report surface:
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//!
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//! - [`RunMetrics`] / [`RunManifest`] / [`RunReport`] — the `(manifest, metrics)`
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//! pair C18 mandates per run, with [`RunReport::to_json`] for the structured
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//! C14 face;
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//! - [`summarize`] — the post-run pure reduction over a run's recorded
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//! pip-equity + exposure streams into [`RunMetrics`]; [`f64_field`] bridges a
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//! recording sink's `Vec<Scalar>` rows to it.
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//!
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//! Orchestration families of the atomic sim unit
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//! (`(topology + params + data-window + seed)`) ship along three of C12's axes: the
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//! **grid** axis via [`sweep`] over a [`GridSpace`] into a [`SweepFamily`], the
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//! **window** axis via [`walk_forward`] over a [`WindowRoller`] into a
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//! [`WalkForwardResult`] (C12 axis 3: rolling in-sample/out-of-sample splits, the
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//! in-sample optimize closure-supplied), and
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//! the **seed** axis via [`monte_carlo`] over a seed set into an [`McFamily`]
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//! (C12 axis 4: Monte-Carlo *is* a sweep over seeds; both drive one shared
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//! disjoint-parallel executor). The **seed** input itself ships too:
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//! [`SyntheticSpec`] is a seeded `Source` producer (`Fn(u64) -> impl Source`,
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//! C12 seed-as-input) whose stream is fully seed-determined, making
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//! [`RunManifest`]'s seed a live captured input; the atomic unit's `-> metrics`
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//! reduction ships via [`summarize`].
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//!
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//! Still to come (subsequent cycles): the broker-independent position-event
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//! output and downstream broker nodes (C10), the random param-sweep
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//! orchestration axis, and registry lineage across a family.
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//!
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//! Visualization is never here: it is a downstream consumer node on the streams.
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mod blueprint;
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mod builder;
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mod graph_model;
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mod harness;
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mod mc;
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mod report;
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mod sweep;
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mod walkforward;
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pub use blueprint::{
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BindError, Binder, BlueprintNode, CompileError, Composite, OutField, RandomBinder,
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Role, SweepBinder,
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};
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pub use builder::{BuildError, GraphBuilder, InPort, NodeHandle, OutPort, RoleHandle};
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pub use graph_model::model_to_json;
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pub use harness::{
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window_of, BootstrapError, Edge, FlatGraph, Harness, Source, SourceSpec, SyntheticSpec, Target,
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VecSource,
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};
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pub use report::{
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derive_position_events, f64_field, join_on_ts, summarize, summarize_r, ColumnarTrace,
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JoinedRow, PositionAction, PositionEvent, RMetrics, RunManifest, RunMetrics, RunReport,
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};
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pub use sweep::{
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sweep, GridSpace, ParamRange, RandomSpace, Space, SweepError, SweepFamily, SweepPoint,
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};
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pub use mc::{monte_carlo, McAggregate, McDraw, McFamily, MetricStats};
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pub use walkforward::{
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param_stability, walk_forward, RollMode, WalkForwardError, WalkForwardResult,
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WindowBounds, WindowOutcome, WindowRoller, WindowRun,
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};
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// #29: re-export the core scalar vocabulary a Blueprint builder needs
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// (SourceSpec.kind is a ScalarKind; sources/Recorder columns are Scalar /
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// Firing / Timestamp) so a graph builder has one import surface, not two.
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pub use aura_core::{Firing, NodeSchema, ParamSpec, PortSpec, Scalar, ScalarKind, Timestamp};
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#[cfg(test)]
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mod test_fixtures;
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#[cfg(test)]
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mod reexport_tests {
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// #29: the core scalar vocabulary a Blueprint builder needs is reachable
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// from aura-engine alone (crate::X == external aura_engine::X), so a
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// downstream author does not add a second aura-core import for ScalarKind.
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#[test]
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fn core_scalar_vocabulary_is_reexported_from_crate_root() {
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use crate::{Firing, Scalar, ScalarKind, Timestamp};
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let _k: ScalarKind = ScalarKind::F64;
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let _f: Firing = Firing::Any;
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let _s: Scalar = Scalar::f64(0.0);
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let _t: Timestamp = Timestamp(0);
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}
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}
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