Brummel
dff99c93e4
Milestone-close gate for "Cost-model graph (in R)" (#148). The fieldtester exercised the milestone capability end-to-end from the public CLI only (no implementation source), on the stage1-r harness, against ledger C10 + the glossary. Roll-up: friction_found — 0 capability bugs; the milestone promise is empirically delivered: - bare gross-R run is clean (net == gross, no cost forced); - per-trade cost: gross pinned, net drops strictly/monotonically, net_r_equity tap persists; - the capstone per-held-cycle carry BLEEDS the net-R curve continuously over a hold (the gross-net gap grows 0.367 -> 0.734 -> 1.101 -> 1.468 across one hold, vs the per-trade run's flat 0.367) — the holding-cost shape change, observable end-to-end; - composition is exact-additive (the composed drag equals the sum of the single-cost drags to the last ULP) and `aura chart` renders the real net_r_equity series. Evidence under fieldtests/milestone-cost-model-graph/ (run_scenarios.sh + captured_outputs.txt + traces/ + the charted bleed + FINDINGS.md). Non-blocking findings filed forward (none gates the close): - cost-flag CLI ergonomics — units hint, negative-rate diagnostic, non-R-harness no-op + a C10 spec_gap -> #153; - docs/project-layout.md describes the retired `aura backtest --broker` path and omits the cost flags -> folded into #151. refs #148
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414 B
JSON
1 line
414 B
JSON
{"tap":"net_r_equity","kinds":["F64"],"ts":[1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18],"columns":[[0.0,0.0,0.0,-0.3669467403225998,0.1100840220967938,0.7705881546774724,0.14677869612907357,-2.8621845745162613,-0.6008033210184802,-0.2996403432174498,-0.1992526839504214,-0.6509971506519545,-2.608556506358702,-0.9566118356071223,-0.590058977225036,-0.37623647650213865,-0.34569040497026826,-0.8038814779478711]]} |