Aura/docs/glossary.md

aura glossary

Canonical nomenclature for aura's domain. This file is the source of truth for naming: where another document names a concept differently, the canonical entry and its Avoid list win. Rules (format, reading obligation, write discipline) live in the skills glossary convention; this file is an instance of it.

Each block has three fields: a canonical-term heading, an **Avoid:** line (synonyms that must not be used; — when none), and a ≤2-sentence definition. Entries are alphabetical.

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atomic sim unit

Avoid: atomic unit, sim unit The primitive (frozen topology + param-set + data-window + RNG-seed) → deterministic run → metrics over which the four orchestration axes operate. One frozen-topology unit equals one harness instance.

Aura.toml

Avoid: — The per-project declarative config holding only static context (data paths, instrument/pip metadata, default broker & window, runs dir), never logic. Its presence marks the project root, the way Cargo.toml marks a cargo crate.

backtest

Avoid: — A single deterministic, synchronous run of one harness over historical input — the historical-replay framing of an execution. The commodity substrate the World builds families of; distinct from sim (the executable unit) and run (its registry record).

blueprint

Avoid: — The param-generic, input-role-generic graph-as-data produced by running a Rust builder; it carries free numeric params and free input roles before bootstrap. Bootstrapped into a frozen instance by binding params + data + seed.

bootstrap

Avoid: — The distinct, recursive construction phase that binds (blueprint + param-set + data bindings + seed) into a frozen instance — buffers sized, topology fixed. The explicit name for the "wiring / graph build" that C7/C12 reference.

bot

Avoid: — A frozen artifact that is a deployed strategy + broker: the live trading program (audit trail: this bot = this commit). Every bot is a frozen artifact, but not every frozen artifact is a bot.

broker

Avoid: — A downstream consumer node that consumes the position table (plus the relevant price streams) and emits an equity stream; several can attach to one position table at once for directly comparable curves. Two classes: the sim-optimal broker and realistic brokers.

cdylib

Avoid: — The dynamically-loadable Rust library form of a project and its nodes, hot-reloaded during authoring; the hot-reload unit is always the project-side cdylib. Frozen to a static artifact for deploy.

composite

Avoid: — A node that wires a sub-graph and exposes one output (a combined signal, or a strategy) — composition is fractal and acyclic. Also names a multi-column stream that bundles base scalar columns (e.g. OHLCV).

cycle

Avoid: — One data-driven clock step: one input record = one cycle, advanced in global timestamp order with a monotonic cycle_id. (In the pipeline-process sense "cycle" also names one milestone round; the engine sense is this clock step.)

equity stream

Avoid: — A broker node's output: the marked value of open positions over time — synthetic pips for the sim-optimal broker, currency for realistic brokers. An equity curve is explicitly not a strategy's output (the position table is).

experiment

Avoid: — A Rust (builder-API) definition of anything beyond a single backtest — sweep, Monte-Carlo, walk-forward, or a structural matrix; it lives in a project's experiments/. Authored in native Rust, never a config DSL.

experiment matrix

Avoid: structural matrix The set of harness instances produced by varying the structural axes (strategy × instrument × broker × window), expressed as plain Rust loops. The outer orchestration over the structural dimension; the tuning sweep is the inner loop.

firing policy

Avoid: — A per-input-group declaration of one of two firing modes: A = fire-on-any-fresh + hold (as-of join), B = all-fresh barrier (synchronizing join). A single node may mix an A input and a B group.

freshness-gated recompute

Avoid: freshness-gating A node re-evaluates only when ≥1 of its own inputs is fresh this cycle; otherwise it holds its last output (sample-and-hold). Stale inputs contribute their last held value, not a missing one.

frozen artifact

Avoid: deploy artifact, standalone binary A statically-linked, versioned, frozen build, never hot-swapped (audit trail: this artifact = this commit). The general category; a bot is the specific case of a deployed strategy + broker.

harness

Avoid: root sim graph, root graph, root scope The closed root sim graph that actually runs — sources bound to a strategy's roles + the strategy + broker node(s) + sinks under a clock; C1's disjoint unit. It is not a node (no free inputs, no output); "root scope" is RustAst's name for it.

hot-reload

Avoid: — The authoring-loop mechanism in which the project-side cdylib is rebuilt and reloaded live during research; authoring-only, never applied to a live bot. A sweep pays no hot-reload tax — params are runtime data, so the cdylib loads once.

ingestion boundary

Avoid: — The single point where heterogeneous timestamped sources are k-way-merged into one chronological cycle stream and source-native time is normalized to canonical epoch-ns. The only place a merge happens — there is no merge or as-of join inside the graph.

instance

Avoid: — A concrete, frozen graph produced by binding a blueprint to params + data + seed — buffers sized, topology fixed. A sweep builds many disjoint instances from one blueprint.

manifest

Avoid: — The reproducible metadata record of a run (node-commit + params + data-window + seed + broker profile), paired with metrics in the run registry. Determinism lets the full result be re-derived from this tiny record on demand.

Monte-Carlo

Avoid: MC An orchestration axis running N seeded realizations that perturb the input; each realization is itself deterministic given its seed (Monte-Carlo = sweep over seeds).

node

Avoid: block The universal composable dataflow unit, implementing schema() + eval(ctx), with at most one output; a producer, a pure consumer (sink), or both. Everything that plugs into the engine is fractally a node.

playground

Avoid: — The egui-native visual face (aura play) that plays any harness — program structure before a run, live sink streams during, recorded traces and meta-views after. A trace explorer / execution viewer, never a scene editor.

position table

Avoid: — A strategy's broker-independent, time-ordered table of position events (scalar columns: event_ts, action, position_id, instrument_id, volume). The set of open positions at time t is the strategy's state; brokers are the downstream consumers of this table.

realistic broker

Avoid: — A broker node that applies real spread / commission / slippage / lot / margin (and may reject or modify positions), emitting a currency equity stream for viability and deploy. Contrasted with the sim-optimal broker.

resampler

Avoid: — A node that converts a finer stream to a coarser bar stream, emitting a completed bar only at the boundary so no partial bar ever leaks (enforcing no look-ahead). Clock-sensitive.

run

Avoid: — One execution recorded in the run registry as a manifest + metrics — the registry-record framing of an execution. Distinct from sim (the executable unit) and backtest (the replay framing).

run registry

Avoid: registry, runs dir The aura-native, per-project store of one record per run — a manifest + metrics, queryable, with lineage (composite ← signals; run ← inputs). It lives under runs/ and is the World's memory.

run-count

Avoid: total_count The per-series counter used to detect whether an input is fresh this cycle; it drives freshness-gated recompute. ("total_count" is RustAst's name for the same counter.)

scalar base types

Avoid: — The four streamed scalar kinds — i64, f64, bool, timestamp (a newtype over i64, epoch-ns UTC) — the only payloads on the hot path. Non-scalars (String, records, tables, calendars) live as metadata beside it, never in it.

session node

Avoid: — A node that exposes session context as scalar streams (bars_since_open, in_session, session_open_ts) so session logic stays inside the stream model. Calendars and instrument specs remain metadata beside the hot path.

signal

Avoid: — A node whose output is a score, feeding the signals (scores) → decision/sizing node → position events chain. A specific node role — distinct from a general node and from a strategy.

sim

Avoid: — The disjoint, executable unit of one deterministic harness run; the unit of parallelism (parallelism is across sims, never within one). Distinct from backtest (the replay framing) and run (the registry record).

sim-optimal broker

Avoid: — The deterministic, frictionless, perfect-fill broker that emits synthetic equity in pips — the neutral, currency-free yardstick for comparing and optimizing strategy logic. Distinct from the Aura.toml "default broker" (a config role) and from realistic brokers.

sink

Avoid: — A pure consumer node with no output that persists a stream (equity, position events, a node's output) into the run registry. The sole recording and observability mechanism: displayable = exactly what a sink recorded.

SoA

Avoid: Structure-of-Arrays The columnar Structure-of-Arrays layout in which the four scalar base types are streamed on the hot path. Composite streams are bundles of base columns; the layout is what makes streaming cache- and SIMD-friendly.

source

Avoid: — Anything that produces timestamped scalar streams — market data and non-financial feeds (e.g. a news-bias node) are treated identically; a pure producer node. data-server is aura's first source.

strategy

Avoid: — A reusable composite-node blueprint — broker-, data-, and viz-independent, inputs declared as named roles — whose output is the position table (not an equity curve). Frozen with a broker into a bot for deploy.

structural axes

Avoid: — The harness's structural parameterization — which strategy, instrument(s), broker(s), window — whose variation selects different instances; together they form the experiment matrix. Contrasted with tuning params (numeric params swept within a fixed structure).

sweep

Avoid: param-sweep, parameter sweep An orchestration axis varying tuning params (grid or random) within a fixed structure. The inner, param-tuning loop, distinct from the structural experiment matrix.

walk-forward

Avoid: — An orchestration axis: rolling in-sample optimize + out-of-sample test across moving windows, stitched into one out-of-sample verdict plus parameter stability.

World

Avoid: — The project's meta-level program that dynamically constructs and orchestrates families of harnesses (walk-forward / sweep / optimize / Monte-Carlo / comparison). aura's differentiator and product, as opposed to the single-backtest substrate.