Brummel
8d04a845ee
Reconcile 68 terms against algotrading frameworks (LEAN, NautilusTrader, backtrader, VectorBT, Zipline), quant-validation literature (Van Tharp, Bailey & Lopez de Prado, White), and stream/dataflow vocabulary. Conservative pass: extend Avoid lists with industry synonyms/homonyms and fold short disambiguation notes into definitions; no canonical headings renamed. Touched 18 entries. Avoid additions: overfit probability (PBO/CSCV), signal (entry/exit signal, trade signal), position table (transactions, trade blotter), conviction-based risk allocation (risk budgeting/parity/ contribution), run registry (model registry), session node (session window), sign-agreement (market breadth). Disambiguation notes: broker vs fill/account simulator, edge (wiring/trading/deploy senses), cycle (clock step vs DAG loop), manifest vs Cargo.toml config, experiment vs MLflow container, run-count (version counter), bias vs statistical bias, bootstrap vs statistical bootstrap, deflated score anchored on the Deflated Sharpe Ratio, Monte-Carlo (input not trade sequence), World vs Unreal UWorld. Deferred (out of scope this pass): heading renames, a new `record` entry + composite sense-split, the playground egui->web wording, the SoA Avoid line.
285 lines
26 KiB
Markdown
285 lines
26 KiB
Markdown
# 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.
|
||
|
||
---
|
||
|
||
### 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).
|
||
|
||
### bias
|
||
**Avoid:** exposure, exposure stream, intent stream
|
||
A strategy's primary, backtestable DAG output: one signed, bounded `f64 ∈ [-1,+1]` per cycle whose **sign is direction and magnitude is conviction** (conviction optional) — a *directional* bias, not the statistical look-ahead/survivorship sense. Bias is **unsized** — the protective stop lives downstream in the `RiskExecutor` (stop-rule → position-management, in R), never in the strategy, and sizing/fill are deploy concerns outside the research loop; it reframes the pre-reframe `exposure stream` (a signed fractional *position*).
|
||
|
||
### 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 — the construction/compilation sense, *not* the statistical resampling or yield-curve bootstrap (aura's resampling axis is `Monte-Carlo`).
|
||
|
||
### 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, never part of the strategy: the signal-quality side is the **R-evaluator** (per-trade R-outcomes from the in-R `RiskExecutor` → R-expectancy), read as **gross R** (signal) and **net R** (after the `cost model`). The historical in-graph **realistic broker** — the in-loop fill/commission/slippage account simulator that backtrader (`BackBroker`) and LEAN call a "broker" — is retired (real friction is not historically knowable) — cost is approximated by the `cost model` (a C9 cost-graph, in R), and the only real broker is the **live deploy-edge I/O adapter** against an actual venue (e.g. cTrader Open API), the sole reliable ground truth (measured never modelled, C11/C13); account money lives only at that deploy edge.
|
||
|
||
### 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.
|
||
|
||
### cell
|
||
**Avoid:** —
|
||
The type-erased 64-bit word holding one scalar-base-type value with its kind stripped off (`crates/aura-core/src/cell.rs`): the type lives at the schema/column/port, so a cell is read only by naming it via a branch-free accessor (`i64()`/`f64()`/`bool()`/`ts()`). A bare cell is what the SoA hot path reads without a per-value branch, whereas a `Scalar` — the self-describing tagged union of the four base types, used at the dynamic boundaries — is its disjoint counterpart, bridged by `Scalar::cell` (encode) / `Scalar::from_cell` (decode).
|
||
|
||
### 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 the multi-column stream a node emits: the **record** a producer's `eval` returns, bundling 1..K base scalar columns (e.g. OHLCV), each bound field-wise by a consumer (C7/C8).
|
||
|
||
### conviction-based risk allocation
|
||
**Avoid:** risk budgeting, risk parity, risk contribution
|
||
A feed-forward, order-independent research axis for scaling risk by bias strength — **flat** (sum of `realized_r`, sign only) vs **conviction-weighted** (sum of `|bias| · realized_r`) R-aggregation. Distinct from the deploy-only money-`Sizer`: because per-trade R is size-invariant, conviction is an **R-aggregation weight**, never a position-size scale (tested via `conviction_at_entry` / `conviction_terciles_r`).
|
||
|
||
### cost model
|
||
**Avoid:** realistic broker
|
||
A composable downstream **C9 graph of cost nodes**, in **R**, that **approximates** (never claims) a broker's cost: each cost node reads the state it depends on (price, realized-volatility, a C11-recorded rate source, the executor's per-trade R-records) and emits a **cost-in-R** stream subtracted from gross R to yield **net R** (per-trade factors deduct at close, per-cycle-held factors accrue over the hold). It generalizes / subsumes the scalar `round_trip_cost` (its degenerate constant-per-trade case), lives in `aura-std` / `aura-composites`, is optional (zero-cost baseline), and demands every factor be a labelled stress-parameter **or** data-grounded (over-modelling is the anti-pattern).
|
||
|
||
### cross-instrument generalization
|
||
**Avoid:** cross-symbol pooling, pooled generalization
|
||
The validation read that grades how consistently one *brought* candidate holds across a set of instruments, scored on its weakest one — the across-instrument axis of the anti-false-discovery discipline. Realised by `aura generalize`; an aggregator (a recomputable family score), never a selector that picks a winner.
|
||
|
||
### cycle
|
||
**Avoid:** —
|
||
One data-driven clock step: one input record = one cycle, advanced in global timestamp order with a monotonic `cycle_id` — the time-axis clock step (mainstream backtesters call it a tick/event/bar), **not** the topology-axis directed loop that C5's DAG forbids. (In the pipeline-process sense "cycle" also names one milestone round; the engine sense is this clock step.)
|
||
|
||
### deflated score
|
||
**Avoid:** trials-adjusted score
|
||
A sweep winner's metric penalised for the number of configurations tried (trials-deflation — generalising the **Deflated Sharpe Ratio** deflation *concept*, Bailey & López de Prado 2014, not the analytic DSR formula), recorded additively on the winning member's `selection` without changing which member won. Paired with an **overfit probability**; the across-trials defence against a winner that is luck at sweep scale.
|
||
|
||
### edge
|
||
**Avoid:** —
|
||
A directed wiring link in a harness that forwards **one field** (`from_field`) of a producer node's `eval` output record into a consumer node's input slot (the engine's `Edge`); the source-side variant binding the source value into an input slot is a **source target** (`Target`). Edges define the DAG the bootstrap topologically orders (this is the **wiring edge** — not the quant *trading edge* = positive expectancy, nor the *deploy edge* = system boundary); a per-field scalar-kind mismatch across an edge is rejected at bootstrap.
|
||
|
||
### equity stream
|
||
**Avoid:** —
|
||
A downstream node's output over time — the headline form is the **net-R equity curve** (gross R minus the `cost model`'s cost-in-R, via the `net_r_equity` tap); currency equity is not a research artifact (it lives only at the live deploy edge). An equity *curve* is explicitly not a strategy's output (the `bias` stream 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 — an active *generator* of runs, not MLflow's passive run-*container* (that grouping role is the `run registry` / family).
|
||
|
||
### 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.
|
||
|
||
### exposure stream
|
||
**Avoid:** — (superseded)
|
||
**Superseded by `bias` (2026-06 R-reframe).** The pre-reframe primary output: a signed, bounded `f64 ∈ [-1,+1]` per cycle read as the desired fractional *position* (conflating direction + conviction + size). Reframed to `bias` (unsized direction + conviction), sizing moved downstream to the `Sizer`/`RiskExecutor`; the term and the `Exposure` node persist in pre-reframe code until the Stage-1 rename.
|
||
|
||
### 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.
|
||
|
||
### gross R
|
||
**Avoid:** —
|
||
The R-multiple outcome of the **signal alone** — per-trade R integrated by the R-evaluator with **no `cost model`** attached (the zero-cost baseline). `net R = gross R − cost-in-R` once a cost model is composed on.
|
||
|
||
### 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 — the run-output record, *not* the Cargo.toml/`Aura.toml`-style static *config* manifest. 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 (the input stream, not the trade sequence); each realization is itself deterministic given its seed (Monte-Carlo = sweep over seeds).
|
||
|
||
### neighbourhood score
|
||
**Avoid:** smoothed score
|
||
The metric of a sweep cell averaged (or worst-cased) over its closed grid neighbourhood — the surface a **plateau selection** argmaxes instead of the bare peak. Recorded on a plateau winner's `selection` alongside its neighbour count.
|
||
|
||
### net R
|
||
**Avoid:** —
|
||
**Gross R** after the `cost model`: `net R = gross R − cost-in-R`. The honest, cost-charged reading of signal quality, folded into `net_expectancy_r` (one home for cost, no double-count).
|
||
|
||
### net-R equity curve
|
||
**Avoid:** —
|
||
The headline research artifact: the R-equity curve with the `cost model`'s cost-drag drawn onto it (gross R minus cost-in-R), recorded through the named **`net_r_equity`** tap/sink (sibling of `r_equity`). A research / ranking **hypothesis**, never a claim of realism — the forward / live run against a real broker is the ground truth.
|
||
|
||
### node
|
||
**Avoid:** block
|
||
The universal composable dataflow unit, implementing `lookbacks()` + `eval(ctx)` — a producer, a pure consumer (sink), or both — with at most one output port; a producer's output is a **record of 1..K base-scalar columns** (a scalar is the degenerate K=1 case). Everything that plugs into the engine is fractally a node.
|
||
|
||
### overfit probability
|
||
**Avoid:** P(overfit), luck probability, Probability of Backtest Overfitting / PBO, CSCV
|
||
The recorded chance that a deflated sweep winner is noise rather than edge — a rank of the winner's metric against a centred no-edge null over the family (a moving-block reality-check bootstrap; **not** CSCV-PBO — there is no in-sample/out-of-sample split). Paired with the **deflated score** on the winner's `selection`.
|
||
|
||
### plateau selection
|
||
**Avoid:** plateau-over-peak (as a noun)
|
||
A selection objective that argmaxes the neighbourhood-smoothed metric surface (mean or worst-case) rather than the bare in-sample peak, preferring a robust parameter plateau to a lucky spike. Opt-in via `--select plateau:mean|plateau:worst`; the default selection stays a bare argmax.
|
||
|
||
### 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:** transactions, trade blotter
|
||
A broker-independent, time-ordered table of position events (scalar columns: `event_ts, action, position_id, instrument_id, volume`) — the **derived** first difference of the executed **book** (book-tracking `deal = target − book − in_flight`; a close sizes the actual book). A **deploy / reconciliation** artifact (real volume), not a research artifact and not "fed to a broker" in research; computed, not emitted per `eval` (one decision instant may yield >1 event), and **not** the strategy's direct DAG output (that is the `bias` stream).
|
||
|
||
### R
|
||
**Avoid:** —
|
||
The native unit of strategy performance: 1R = the loss if the protective stop is hit, so a trade's outcome is a multiple of R (−1R stopped out, +2R, …) and the primary question is *"how much R out per 1R risked?"*. Risk-normalized and account-/instrument-agnostic — the research yardstick replacing pips, defined by the stop (Van Tharp R-multiples), read as **gross R** (signal only) and **net R** (after the `cost model`).
|
||
|
||
### R metrics
|
||
**Avoid:** —
|
||
The R-multiple summary metrics `summarize_r` folds into `RunMetrics.r`, which double as the higher-is-better rank vocabulary for `aura runs family <id> rank <metric>` (cycle 0066): **`sqn`** (the System Quality Number — see SQN), **`sqn_normalized`** (the n-normalized SQN100 — see SQN; cycle 0067), **`expectancy_r`** (mean realized R per trade, the headline E[R]), and **`net_expectancy_r`** (expectancy net of the `cost model`'s cost-in-R per trade — churn-honest; the scalar `round_trip_cost` is its degenerate constant-per-trade case, and it equals `expectancy_r` when no cost model is attached). A family member with no `r` block ranks last under any of them, so a pip-only family ranked by an R metric falls back to ordinal order.
|
||
|
||
### R-evaluator
|
||
**Avoid:** —
|
||
The signal-quality node: integrates the per-trade R-outcomes of the in-R `RiskExecutor` into an R-expectancy / R-curve — the deterministic, account-/instrument-agnostic yardstick — read as **gross R** (signal only) and **net R** once the `cost model` is composed on. The R-reframe successor of the `sim-optimal broker` (pip integral); unlike it the R-evaluator requires a stop, so it consumes a RiskExecutor, not raw bias.
|
||
|
||
### RiskExecutor
|
||
**Avoid:** risk-manager
|
||
The per-symbol composite turning a bias into a managed position, **in R**: `stop-rule → position-management`, with the **Veto** an optional documented pre-trade-gate seam (a pass-through DCE'd away when absent). The research loop is **pure feed-forward** — **no Sizer**, no equity → size edge, no `z⁻¹` register (sizing/fill and any compounding feedback live at the live deploy edge, not here).
|
||
|
||
### realistic broker
|
||
**Avoid:** — (retired)
|
||
**Retired (2026-06-28 C10 reframe), replaced by the `cost model`.** The pre-reframe plan: an in-graph broker node applying authored historical friction (spread / commission / slippage / lot / margin) to emit a currency equity stream. Rejected as "horseshoe-throwing" — real friction is not historically knowable; cost is now approximated by the `cost model` (a C9 cost-graph, in R), and the only real broker is the **live deploy-edge I/O adapter** (measured, never modelled).
|
||
|
||
### 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, model registry
|
||
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 push counter on every `Column` — bumped on each push, never moved by a read; the node-visible freshness primitive (the reactive-systems **version counter** / stream **sequence number** pattern). The engine's per-cycle firing gate (C5/C6) reads a per-wiring-slot cycle epoch (`fresh_at == cycle_id`, the freshness epoch C4's cycle_id materializes as) rather than this counter, which remains the column-level count a node may read for its own logic. ("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:** session window
|
||
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.
|
||
|
||
### sign-agreement
|
||
**Avoid:** sign consistency, market breadth
|
||
In a cross-instrument generalization, the count of instruments on which the candidate's R-metric is net positive. Reported beside the **worst-case floor** to express consistency of direction across instruments.
|
||
|
||
### signal
|
||
**Avoid:** entry/exit signal, trade signal
|
||
A node whose output is a score, feeding the `signals (scores) → decision node → bias stream` chain — an upstream score *input* to the decision node, never an entry/exit trigger (the VectorBT/backtrader sense) nor the final directional output (that is the `bias`). 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:** —
|
||
**Pre-reframe term, succeeded by the `R-evaluator`.** The deterministic, frictionless, perfect-fill broker (`SimBroker`) that consumes the **exposure stream** + prices and integrates `exposure·return` into synthetic pip equity to measure signal quality. The R-reframe replaces pips with R (the R-evaluator integrates per-trade R-outcomes from a flat-1R RiskExecutor); post-2026-06-28 reframe `SimBroker` is retained only as a legacy / optional pip yardstick (redundant for quality, not to be expanded).
|
||
|
||
### sink
|
||
**Avoid:** —
|
||
A node in its **recording role**: in `eval` it reads its inputs (and `ctx.now()`) and pushes the record to an out-of-graph destination it holds as a field (a channel, a chart handle, the run registry) — a role, not a type, so a node may be a pure consumer (no output) or record *and* forward an output in the same `eval` (the C8 "both" case). The sole recording and observability mechanism: displayable = exactly what a sink recorded.
|
||
|
||
### Sizer
|
||
**Avoid:** risk-manager
|
||
A **deploy** concept — sizing a trade in currency / lots from account equity — **not a research node**: per-trade R is **size-invariant** (size carries no information in R), so the Sizer and currency `size` / `volume` are removed from the research loop (the research executor is stop-rule → position-management in R). It owns size, not direction (bias) or the gate (Veto); "risk-manager" is avoided (in LEAN/nautilus that names the Veto layer, not the sizer).
|
||
|
||
### 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.
|
||
|
||
### SQN
|
||
**Avoid:** system-quality-number (spell out once, then SQN)
|
||
System Quality Number — `√n · mean_R / stdev_R`: the dispersion- and trade-count-aware single-number objective for ranking a sweep family by R signal quality (cycle 0066; van Tharp). Higher is better; `n < 2` or zero-variance → 0. One of the R metrics. Its n-normalized variant **`sqn_normalized`** (SQN100 = `(mean_R / stdev_R) · √(min(n, 100))`, van Tharp's trade-count cap at 100) is turnover-robust across members with different trade counts and equals `sqn` below the cap (cycle 0067, #130).
|
||
|
||
### Stage 1 / Stage 2
|
||
**Avoid:** — (superseded)
|
||
**Superseded (2026-06-28 C10 reframe): there is no Stage-2 currency/compounding gate.** Research is one pure feed-forward R loop — gross R → net R via the `cost model` — with money, compounding, and a real broker living only at a separate later **live / deploy edge** (compounding is a post-hoc money-management transform of the net-R sequence, not an in-loop axis). The pre-reframe cleave gated a Stage-2 currency / fixed-fractional / realistic-broker layer behind `E[R] > 0`; **"Stage-1"** now survives only as a historical cycle / identifier name for the shipped feed-forward R chain, not one half of a two-stage gate.
|
||
|
||
### strategy
|
||
**Avoid:** —
|
||
A reusable composite-node blueprint — broker-, data-, and viz-independent, inputs declared as named roles — whose output is the **bias** stream (unsized direction + conviction; not an equity curve, not a size; sizing and the position table are derived downstream layers). 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.
|
||
|
||
### tap
|
||
**Avoid:** —
|
||
A named recorded stream produced by a recording `sink` — the addressable label (e.g. `equity`, `net_r_equity`) under which one sink's per-cycle output is persisted as a columnar (SoA) `ColumnarTrace` and selected for charting via `--tap`. Distinct from the `sink` node that emits it (a tap is the stream, the sink is the role) and from a whole recorded run (a bundle of taps); taps fire at their own cadences and are fused only by joining on the recorded timestamp, never by positional index.
|
||
|
||
### veto
|
||
**Avoid:** risk-manager
|
||
The **optional** documented pre-trade-gate seam in the execution chain (`stop-rule → [Veto] → position-management`): position / exposure / notional caps that may reject or scale a trade. A pass-through identity DCE'd away when absent (C19/C23); kept as a named seam — it is what LEAN calls "Risk Management" and nautilus the RiskEngine.
|
||
|
||
### 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) — the research-orchestration World, not a game-engine scene world (Unreal's `UWorld`). aura's differentiator and product, as opposed to the single-backtest substrate.
|
||
|
||
### worst-case floor
|
||
**Avoid:** min-over-instruments
|
||
The headline cross-instrument generalization score: the minimum of a candidate's R-metric across the instruments, so a single strong market cannot flatter it (non-dominable by construction). The cross-instrument sibling of a worst-case **plateau selection**.
|