Files
Aura/docs/project-layout.md
T
Brummel 0d7deb3a91 design(C10): reframe strategy output to intent/exposure stream; position table becomes a derived layer
The DAG expresses exactly one state at time t and a node emits at most one record
per eval (C8), so a *sequence* of position events — where one decision instant
(a stop-and-reverse) needs a close AND an open at the same event_ts — cannot be
the DAG's per-cycle output without violating C8. The state the DAG can express
faithfully is the desired exposure (one value per cycle); the buy/sell/close
events are its first difference, a derived consequence.

C10 is reframed accordingly: the strategy's primary, backtestable output is an
intent/exposure stream (one signed, bounded f64 in [-1,+1] per cycle). Signal
quality is measured by the sim-optimal broker integrating exposure*return into a
synthetic pip-equity curve. The broker-independent position-event table survives
as a decoupled, derivable, downstream position-management layer (computed table,
not a per-eval output) feeding realistic broker nodes for viability/deploy — no
longer the DAG output nor the signal-quality measure.

Touches the ledger contract (INDEX.md C10 + provenance/milestone/C20 ancillary),
the always-loaded summary (CLAUDE.md invariant #7), the glossary (broker, equity
stream, position table, realistic broker, signal, sim-optimal broker, strategy
reframed + new exposure-stream entry), and the north-star layout doc. Sealed
specs/plans (0001-0006) left as historical record.

refs #4 #5

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
2026-06-04 17:02:33 +02:00

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How aura is used — engine, projects, and a day in the life

This document describes the outside of aura: how you sit in front of it and what a research session looks like. The inside (the engine's contracts) is the design ledger (docs/design/INDEX.md).

Engine vs. project (the game-engine split)

aura is a game engine for traders, and like any game engine it is separate from the things built with it:

  • This repo (aura) is the engine: aura-core (the shared contract), aura-std (universal standard nodes), aura-engine (the deterministic sim runtime), aura-cli (the aura binary), and later the egui playground. It ships at most examples/ fixture nodes for its own tests — never your real signals.
  • A research project is its own external repo (e.g. ~/dev/ger40-lab/), with its own git history, its own Gitea repo (its own forward-queue), and a cargo dependency on aura. It is itself a Rust crate (a cdylib library of node / strategy / experiment blueprints); the aura host loads and runs it during research (hot-reload), and freezes a chosen strategy + broker into a standalone binary for deploy. This is where you and Claude author signals and experiments — all in Rust — and where the runs live. (Contracts C16, C20.)

The aura CLI is a tool you run inside a project directory — it finds the project root by walking up to an Aura.toml, the way cargo finds Cargo.toml. A project is always a Rust program built on the engine.

A project repo

ger40-lab/                 # your research project — a separate Rust crate (cdylib)
├── Aura.toml              # STATIC context only: data paths, instrument/pip
│                          # metadata, default broker & window, runs dir (no logic)
├── Cargo.toml             # cdylib; depends on aura-core/aura-std (+ shared node crates)
├── CLAUDE.md              # the project's own skills wiring (authoring discipline)
├── .claude/dev-cycle-profile.yml
├── nodes/                 # project-local node & strategy blueprints (Rust)
│   └── third-candle-long/
├── experiments/           # experiment/harness definitions (Rust): matrices, sweeps
├── runs/                  # the run registry: manifest + metrics per run
└── (frozen bots, …)

Where reusable nodes live (three tiers)

Everything that plugs into the engine is fractally a Node. Reuse is plain cargo, layered by maturity (contract C16):

  1. aura-std — universal blocks shipped with the engine (SMA/ATR/RSI, resamplers, the SessionNode, standard combinators, broker profiles).
  2. Shared node crates — cross-project-reusable blocks in their own repos (e.g. Brummel/aura-nodes-fx), pulled in as cargo git dependencies.
  3. Project-local nodes/ — experimental, project-specific blocks.

Promotion is the ordinary Rust gradient: a node proves itself project-local → gets extracted into a shared crate → if it turns universal, into aura-std. Shared nodes are rlib dependencies; the hot-reload unit stays the project-side cdylib that composes them, so editing a shared node still rebuilds and reloads the dependent.

Authoring happens in Claude Code (contract C17)

aura has no built-in coding-LLM. You author by talking to Claude Code, which writes the Rust — nodes, strategies, and experiments — builds it, runs it, and reports back. Declarative config (Aura.toml) holds only static context, never logic. IONOS LLMs appear only as a runtime data source (e.g. a news-agent node emitting a bias), recorded before it enters a backtest, and only with your per-session consent.

A day in the life

  1. You (in Claude Code, inside ger40-lab/): "I suspect the 3rd 15m candle after GER40 open is long-biased when the first two close bullish — build it as a signal."
  2. Claude (via the skills pipeline) writes nodes/third-candle-long/, implements schema + eval against aura-core.
  3. Backtest: aura backtest nodes/third-candle-long --symbol GER40 --from 2020 --to 2024 → the strategy produces a broker-independent exposure stream (one bounded signed value per cycle = intent); the default sim-optimal broker integrates exposure·return into a synthetic pip-equity — the signal's quality — yielding a metrics table (pip-P&L, max-DD, Sharpe) + a run record (manifest + metrics) under runs/. Brokers are consumer nodes: the sim-optimal one reads the exposure stream directly, while a realistic broker reads the derived position-event table — add --broker pepperstone to get a realistic currency curve alongside the sim-optimal pip curve, two comparable equity curves. (Contract C10.)
  4. Sweep / Monte-Carlo / matrix — a Rust experiment. Anything beyond a single backtest is an experiment in experiments/ (Rust, builder API): a parameter sweep, Monte-Carlo over seeds, or a structural matrix like "these 10 strategies × these 3 instruments × {sim-optimal, pepperstone}". The matrix is plain Rust loops, not a config schema (C20). aura run experiments/compare bootstraps the matrix, fans the disjoint sims over all cores (C1), and writes the comparable runs to runs/.
  5. Compose: "combine it with momentum-filter as a weighted sum" → Claude writes a composite node (fractal, C9).
  6. Walk-forward: another experiment kind (rolling in-sample optimize + out-of-sample test) → an out-of-sample verdict.
  7. Freeze: aura freeze nodes/strategy-y --broker pepperstone --out bots/strategy-y → a standalone, statically-linked bot (C13).
  8. Explore — aura play. The playground plays any harness and shows what your sinks recorded (C22): live equity/signal streams while a run executes, and recorded traces + meta-views afterwards — stitched walk-forward equity, sweep surfaces, multi-strategy comparison. It is a trace explorer, not a scene editor (the World is a program; only sink-recorded data is visible — no sink, nothing to see). Topology you grow in Rust (hot-reload); runtime params you tune with sliders (C12).

The real value is not step 3 (one backtest — every quant system does that) but the World: steps 4/6 dynamically construct and orchestrate families of harnesses, and the playground explores those families. The single-harness engine is the substrate; the World is the product (C20C22).

CLI command names and Aura.toml are illustrative; the concrete surface is designed with the relevant milestone (see the open threads in the design ledger). The forward-queue — what to try next — lives in the project's Gitea tracker, not in code (contract C18).