closes #256
Fork B (owner decision 2026-07-14): the dissolved walkforward/mc
translations' leading sweep executed the full grid over the whole campaign
window and persisted a Sweep family, yet only the enumerated parameter
points ever crossed the stage seam (the wf stage re-sweeps them per IS
window itself). The leading stage is now the fieldless vocabulary block
std::grid: it enumerates, executes nothing, persists nothing.
- aura-research: StageBlock::Grid ({"block":"std::grid"}), schema-strict
parse arm (empty slot list: every key but "block" is refused by the
generic unknown-slot check), PROCESS_BLOCKS entry, intrinsic-tier no-op
arm; the vocabulary test's non-empty-slots guard carries a pinned
std::grid-only exception (a nominal slot would misdescribe the
vocabulary to describe_block consumers).
- aura-campaign: the inter-stage seam is a typed two-armed StageFlow
(points-only vs executed members); gate / mc-per-survivor fence the
points-only arm with defensive PipelineShape faults; preflight admits
std::grid only as the first stage and only immediately before
std::walk_forward (every other neighbor consumes executed reports).
- aura-cli: translate_walkforward / translate_mc lead with
StageBlock::Grid; the two family-shape E2E pins flip to zero Sweep
families; translate_generalize keeps its executed sweep(argmax) — its
generalize stage consumes the argmax winner report as the cell nominee.
- docs: dated #256 amendment in the ledger's verb-dissolution narrative;
the authoring-guide vocabulary transcript gains the std::grid line.
Behaviour preservation: the exact-grade real-data pins
(walkforward_real_e2e_pins_the_exact_current_grade,
mc_r_bootstrap_real_e2e_pins_the_exact_current_grade) pass unmodified —
survivor points reach the wf stage in the same odometer order as before.
Measured (the #256 acceptance measurement; debug build, real GER40 2025,
2x2 grid, `aura walkforward --real`, 3 runs each):
before (a55e4cf): 6.27 / 6.18 / 6.18 s
after: 4.52 / 4.49 / 4.45 s (~ -27% wall clock)
Suite: cargo test --workspace green (0 failed); clippy clean.
Decision log: #256 comments (fork rationale incl. the StageFlow seam and
the slot-guard exception).
30 KiB
Authoring guide: op-scripts, process documents, campaign documents
docs/project-layout.md describes the shape of a project and the arc of a
research session; this document is the practical companion for the three
JSON artifact kinds you author headlessly along that arc:
- an op-script (role 6a) — builds a node graph (a strategy blueprint)
through
aura graph build; - a process document (role 5) — a named validation/eval methodology
through
aura process validate|introspect|register; - a campaign document (role 6b) — experiment intent (instruments ×
windows × strategy × axes × process) through
aura campaign validate|introspect|register|run.
Each section below is a worked, verified example — every command shown was
run against this repo and the output is transcribed, not invented. The why
of this three-artifact split (closed-vocabulary data, never a logic DSL)
lives in the design ledger (docs/design/INDEX.md, C20/C25) and the
glossary; this document only teaches the shape.
All three artifact kinds above assume the node types they reference already exist. §0 covers the one piece of this arc that is Rust, not data: adding a new node type in the first place.
0. Authoring a new node in Rust
An op-script's add op (§1) instantiates a node type from the closed
vocabulary — but that vocabulary itself is not data, it is compiled Rust.
Adding a new node type (a new indicator, combinator, or signal primitive) is
role-2 work: you write a Node implementation, describe it to the bootstrap
with a PrimitiveBuilder recipe, and roster the type id so the loader can
find it by name. This is the one seam in the whole arc where the answer is
"write Rust", not "write JSON" (C17/C20) — and it is a small, fixed shape,
the same shape every node in aura-std already follows.
Where the code goes
- The project's own signal doesn't need a crate by default.
aura newscaffolds a data-only project (docs/project-layout.md, "A project repo (two tiers)") — a strategy over the std vocabulary is a blueprint/campaign document, not Rust: the scaffold ships one closedsignal.jsonstarter that serves both verbs —aura runuses its bound values as-is,aura sweep --axis <bp>.fast.length=2,4,8overrides them (bound = default, not fixed);--list-axeslists the open knobs and the bound defaults alike, so every override target is discoverable. - A project-specific native node type — the moment §0's three-part
pattern is actually needed — lives in an attached node crate:
aura nodes new <name>scaffolds a sibling cdylib crate (Cargo.toml+src/lib.rs, registered under the project's own<namespace>::prefix) and appends its path to the project'sAura.toml [nodes]section. - A block promoted to universal — reused across projects and folded into
the engine itself — lives in
crates/aura-std/src/, unprefixed, and is rostered incrates/aura-std/src/vocabulary.rsinstead of a node crate'svocabulary()function. The pattern below is identical either way; only the rostering call site differs (see "Rostering the type" below).
The three-part pattern
Every node type — std or project-local — is three things:
- A
Nodeimplementation. A plain struct holding whatever state the node needs between cycles (often just its output cell), plus three methods:lookbacks()(how many past values, per input, the node reads —vec![1]for a node that only ever looks at the current cycle),eval(ctx) -> Option<&[Cell]>(the per-cycle computation — returnNoneuntil every input the node needs has fired at least once; this warm-up filter is what keeps a downstream consumer from ever observing a fabricated value, C8), andlabel()(a short, human-readable debug string — not the type id used for serialization, see below). The input windowctx.f64_in(i)hands those past values back financial-style: index 0 is the newest cycle, indexkiskcycles back — so alookbacks()ofvec![n]makesw[0]..=w[n-1]the lastnvalues, newest first, and a lookback-spanning node (momentum, ATR, RSI) reads its span asw[0]vsw[length], never the other way round. - A
PrimitiveBuilderrecipe. Abuilder()constructor that pairs aNodeSchema(its input ports asPortSpec, its output fields asFieldSpec, and its bindable params asParamSpec) with a build closure|p| Box::new(Type::new(...))that reads bound param values out ofppositionally (p[0].f64(),p[1].i64(), …, matching theparamsorder in the schema) and constructs the node. This one recipe is what lets the bootstrap turn a blueprint's serialized param values into a live, concrete node — a project or op-script never constructs a node directly. - Rostering the type id. The recipe is useless until something maps the
serialized type-id string (e.g.
"Scale","my_lab::ThirdCandle") back to itsbuilder(). This is a closed, compiled-inmatch— never a dynamic registry (domain invariant 9) — so a node exists in the vocabulary only if its type id is added to exactly one of these two match tables:- Project-side: the
vocabulary()/type_ids()pair theaura_core::aura_project!macro wires up (everyaura newscaffold emits a starter pair — see the worked example below). Add one match arm tovocabulary()and one entry totype_ids()'s slice. - Std-side (only when promoting a node into
aura-stditself): one line in thestd_vocabulary_roster!macro invocation incrates/aura-std/src/vocabulary.rs—"TypeId" => Type,— which expands into both the resolvermatchand the enumerable type-id list, so the two surfaces cannot drift apart. An unrostered type fails safe either way: the loader refuses with a cleanLoadError::UnknownNodeTypenaming the missing id, and the type is simply absent fromaura graph introspect --vocabulary— never a silent partial load.
- Project-side: the
Worked example: Scale, a one-input, one-param node
This is the starter node aura nodes new writes into every freshly attached
node crate's src/lib.rs (__NS__ is the node crate's namespace) —
copy-pasteable, and already exercised end to end by the scaffold's own tests:
use aura_core::{
Cell, Ctx, FieldSpec, Firing, Node, NodeSchema, ParamSpec, PortSpec, PrimitiveBuilder,
ScalarKind,
};
/// One-input scalar gain: emits `input * factor`. Emits `None` until its
/// input has a value (warm-up filter, C8).
pub struct Scale {
factor: f64,
out: [Cell; 1],
}
impl Scale {
pub fn new(factor: f64) -> Self {
Self { factor, out: [Cell::from_f64(0.0)] }
}
pub fn builder() -> PrimitiveBuilder {
PrimitiveBuilder::new(
"my_lab::Scale",
NodeSchema {
inputs: vec![PortSpec {
kind: ScalarKind::F64,
firing: Firing::Any,
name: "value".into(),
}],
output: vec![FieldSpec { name: "value".into(), kind: ScalarKind::F64 }],
params: vec![ParamSpec { name: "factor".into(), kind: ScalarKind::F64 }],
},
|p| Box::new(Scale::new(p[0].f64())),
)
}
}
impl Node for Scale {
fn lookbacks(&self) -> Vec<usize> {
vec![1]
}
fn eval(&mut self, ctx: Ctx<'_>) -> Option<&[Cell]> {
let w = ctx.f64_in(0);
if w.is_empty() {
return None;
}
self.out[0] = Cell::from_f64(w[0] * self.factor);
Some(&self.out)
}
fn label(&self) -> String {
format!("my_lab::Scale({})", self.factor)
}
}
fn vocabulary(type_id: &str) -> Option<PrimitiveBuilder> {
match type_id {
"my_lab::Scale" => Some(Scale::builder()),
_ => None,
}
}
fn type_ids() -> &'static [&'static str] {
&["my_lab::Scale"]
}
aura_core::aura_project! {
namespace: "my_lab",
vocabulary: vocabulary,
type_ids: type_ids,
}
Reading this top to bottom against the three-part pattern: Scale is the
Node impl (one input, one param, a one-cycle lookback); Scale::builder()
is the PrimitiveBuilder recipe (params: vec![ParamSpec { name: "factor", ... }] declares the one bindable knob, and the build closure |p| Box::new(Scale::new(p[0].f64())) reads it back positionally at bootstrap
time); and vocabulary() / type_ids() — wired up by aura_project! — are
the rostering. Once this compiles into the project's cdylib, my_lab::Scale
is a normal citizen of the vocabulary: aura graph introspect --vocabulary
lists it, aura graph introspect --node my_lab::Scale shows its port/param
shape exactly like a std node, and an op-script's add op can instantiate it
by that type id.
Other worked examples, if you need a different arity
aura-std itself has several small, deliberately minimal nodes worth reading
alongside Scale for the shapes that recur most:
crates/aura-std/src/const_node.rs(Const) — another single-param node, but a source-shaped one: it needs a driving input purely to be evaluated at all (a zero-input node never fires in the total-push engine, C8), and ignores that input's actual value.crates/aura-std/src/div.rs(Div),crates/aura-std/src/max.rs(Max),crates/aura-std/src/min.rs(Min) — two-input, paramless combinators (inputs: vec![lhs, rhs],params: vec![], an eval that readsctx.f64_in(0)andctx.f64_in(1)).crates/aura-std/src/abs.rs(Abs) — the minimal case: one input, no params,lookbacks() == vec![1].
1. Op-scripts — building a strategy blueprint by hand
An op-script is a JSON array of ops, replayed in order to construct a
node graph. aura graph build reads the op-script from stdin (there is
no file argument) and prints the canonical blueprint envelope to stdout:
$ aura graph build < smacross.json > blueprint.json
Nodes are referenced by an identifier (given by add, see below); ports
are dotted <identifier>.<port> on both sides of a wire.
The seven ops
| op | JSON shape | does |
|---|---|---|
source |
{"op":"source","role":<str>,"kind":<ScalarKind>} |
reserve a bound root source role of kind — a real input the harness feeds (e.g. "price"). |
input |
{"op":"input","role":<str>} |
reserve an open root input role (kind inferred from the slots it feeds) — for a fragment meant to be wired by an enclosing graph. A standalone document built with aura graph build finalizes as a closed root, so an input role that is never bound refuses at the end: finalize: root input role <name> is unbound. |
add |
{"op":"add","type":<TypeId>,"name":<str>?,"bind":{<param>:<Scalar>}?} |
instantiate a node of a type in the closed vocabulary (aura graph introspect --vocabulary) — see §0 below for how a type gets into that vocabulary in the first place. name becomes the node's identifier for later ops (default: the type's own lowercase label — two unnamed nodes of the same type then collide). bind sets zero or more of its params. |
feed |
{"op":"feed","role":<str>,"into":[<port>, …]} |
fan a previously-declared role into one or more interior input slots, all-or-nothing (a failing target leaves none of the batch wired). |
connect |
{"op":"connect","from":<port>,"to":<port>} |
wire one interior output field to one interior input slot. A connect that would close a dataflow cycle is rejected immediately — the only legal feedback path is an explicit delay/state node (domain invariant 5). |
expose |
{"op":"expose","from":<port>,"as":<str>} |
promote an interior output field to a boundary output under the alias as — the only op whose name key is a real alias (contrast add's name, which is an identifier, not a rename). |
gang |
{"op":"gang","as":"channel_length","into":["channel_hi.length","channel_lo.length"]} |
Fuse two or more sibling params into ONE public knob: the member addresses leave the sweepable param space and as replaces them; the bound or swept value fans out to every member at bootstrap. Members must share one scalar kind and stay open (un-bound). |
Value forms are the typed-tag representations used everywhere in this family of artifacts:
- a bind value is
{"I64":2}/{"F64":0.5}/{"Bool":true}/{"Timestamp":<i64 ms>}; - a
kindfield is the capitalizedScalarKindname:"I64"|"F64"|"Bool"|"Timestamp".
Worked example: an SMA-crossover bias strategy
[
{"op": "source", "role": "price", "kind": "F64"},
{"op": "add", "type": "SMA", "name": "fast"},
{"op": "add", "type": "SMA", "name": "slow"},
{"op": "feed", "role": "price", "into": ["fast.series", "slow.series"]},
{"op": "add", "type": "Sub", "name": "sub"},
{"op": "connect", "from": "fast.value", "to": "sub.lhs"},
{"op": "connect", "from": "slow.value", "to": "sub.rhs"},
{"op": "add", "type": "Bias", "name": "bias"},
{"op": "connect", "from": "sub.value", "to": "bias.signal"},
{"op": "expose", "from": "bias.bias", "as": "bias"}
]
(fast.length, slow.length, and bias.scale are all left unbound here on
purpose — three open campaign axes, see §3. This is the milestone fieldtest
corpus's own example, verified below; byte-identical to the on-disk
fieldtests/milestone-research-artifacts/mra_1_strategy_smacross.json.)
A bind in an add op pins that param to a value and removes it from the
open param space (--params): a bound param is a default (#246) — a
run uses it as-is, while any campaign axis or aura sweep --axis naming it
re-opens it for that family and binds it per cell. --list-axes lists it
after the open knobs as <name>:<KIND> default=<value>. bind is for a
value the strategy carries by default; leave a param unbound, as all three
are here, to make binding it mandatory for every sweep.
A param therefore has three states: open (an axis every sweep MUST bind),
bound (a default any axis MAY override, #246), and ganged (open, but
fused with its siblings under ONE public knob declared by a gang op; the
member addresses are unbindable and only the gang's own single-segment name —
wrapped like any knob, e.g. graph.channel_length — appears in --list-axes).
Commands
$ aura graph build < smacross.json
{"format_version":1,"blueprint":{"name":"graph","nodes":[...],"edges":[...],
"input_roles":[{"name":"price",...,"source":"F64"}],"output":[...]}}
The built blueprint renders visually, too: aura graph blueprint.json emits an
interactive HTML DAG so a mis-wire is visible before any run (aura graph with
no file renders the built-in sample; a named-but-unreadable file is a usage
error). Introspection is build-free wherever possible:
$ aura graph introspect --vocabulary # one node type per line
$ aura graph introspect --node SMA # ports + params of one type
SMA
in series:F64
out value:F64
param length:I64 (bind {"I64": <v>})
$ aura graph introspect --unwired < partial.json # open slots of a partial op-script
sub.rhs:F64
$ aura graph introspect --content-id smacross.json # SHA-256 of the canonical form
597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a
$ aura graph introspect --content-id smacross.json --identity-id # + debug-name-blind identity id, combinable
597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a
41bab46ce78356eeab2d2a4e03daaf2117eb970a1c3ef880264553bf662453a4
$ aura graph introspect --params smacross.json # the raw param-space namespace (what a campaign's axes bind against)
fast.length:I64
slow.length:I64
bias.scale:F64
These printed names are the raw param-space namespace: op-script params
and a campaign document's strategies[].axes keys (§3) share this one raw
form. There is a third, wrapped surface: the dissolved aura sweep <blueprint> --axis CLI (glossary sweep) accepts only the names aura sweep <blueprint> --list-axes prints — the raw name prefixed with the
root-composite instance name, graph.<param> — never the raw form; the
campaign document the sweep sugar generates still stores the raw form
(#210):
raw (--params, campaign axes): fast.length
wrapped (--list-axes, --axis): graph.fast.length
A ganged knob's raw address has one path segment less than a member address
would — it sits at the composite's own level, like a role name (e.g.
channel_length, not channel_hi.length) — and wraps identically (graph.channel_length).
--content-id, --identity-id, --params, and graph register all accept
either shape: the raw op-script array or an already-built #155
blueprint envelope (object) — shape-discriminated automatically, so you
never have to build first just to hash or register:
$ aura graph register smacross.json # inside a project (Aura.toml present)
registered blueprint 597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a (…/runs/blueprints/597d…json)
The printed content id is the address a campaign document's strategies[].ref
points at (§3).
2. Process documents — a validation methodology (role 5)
A process document is a named, versionable pipeline of std stage blocks over a shared metric vocabulary. Discover the block vocabulary and each block's typed slots headlessly:
$ aura process introspect --vocabulary
std::sweep evaluate the campaign's axes-space; reduce members to R metrics; optionally select a winner (the selection group metric+select is all-or-nothing; omitted = selection-free, terminal-stage-only)
std::gate filter survivors by a conjunction of typed metric predicates
std::walk_forward rolling in-sample optimize + out-of-sample test
std::monte_carlo R-bootstrap over realised R (terminal annotator): ...
std::generalize cross-instrument worst-case floor (terminal annotator): ...
std::grid enumerate the axis grid as parameter points for the next stage (enumerate-only leading stage): ...
$ aura process introspect --block std::sweep
std::sweep — evaluate the campaign's axes-space; reduce members to R metrics; optionally select a winner (the selection group metric+select is all-or-nothing; omitted = selection-free, terminal-stage-only)
metric optional, metric name (see metric_vocabulary)
select optional, select rule: argmax | plateau:mean | plateau:worst
deflate optional, bool
metric and select form one selection group: all-or-nothing (a
document naming one without the other is refused, "the selection group is
all-or-nothing"), deflate composes only when the group is present. Omit
the group entirely for a selection-free sweep — the family itself is
the result, no winner is chosen. A selection-free sweep is only legal as
the pipeline's last stage (the executor's preflight refuses one followed
by any other block, since a downstream stage would have no nominee to
consume):
{
"format_version": 1,
"kind": "process",
"name": "explore-only-sweep",
"pipeline": [ { "block": "std::sweep" } ]
}
The executor records this stage's family (every member run) but no
StageSelection and no nominee — recording a winner here would fabricate a
selection intent the document never expressed.
Worked example: full v2 pipeline (sweep → gate → walk-forward → Monte-Carlo → generalize)
{
"format_version": 1,
"kind": "process",
"name": "mra-full-v2-sweep-gate-wf-mc-generalize",
"description": "Full v2 anti-false-discovery pipeline.",
"pipeline": [
{ "block": "std::sweep", "metric": "sqn", "select": "argmax", "deflate": true },
{ "block": "std::gate", "all": [ { "metric": "expectancy_r", "cmp": "gt", "value": 0.0 } ] },
{ "block": "std::walk_forward", "in_sample_ms": 1209600000, "out_of_sample_ms": 604800000, "step_ms": 604800000, "mode": "rolling", "metric": "sqn", "select": "argmax" },
{ "block": "std::monte_carlo", "resamples": 1000, "block_len": 5 },
{ "block": "std::generalize", "metric": "expectancy_r" }
]
}
(description is optional; everything else in the envelope — format_version,
kind, name, pipeline — is required, as aura process introspect --unwired
over a bare {} will tell you.)
$ aura process validate mra_2_process_full_v2.json
process document valid (intrinsic): 5 pipeline blocks, 1 gate predicates
$ aura process register mra_2_process_full_v2.json # inside a project
registered process cd91270ca61ad42f56939231a7803a1d6d7aaa2b70bf79cde9da9284683b86b9 (…/runs/processes/cd91…json)
The metric vocabulary — discoverable, not hand-copied
aura process introspect --metrics (equivalently aura campaign introspect --metrics — same roster) enumerates every metric name annotated with its
role, so you never have to guess which metrics a select/gate/generalize
field will accept:
$ aura process introspect --metrics
expectancy_r rankable | gate | generalize
win_rate gate
avg_win_r gate
avg_loss_r gate
profit_factor gate
max_r_drawdown gate
sqn rankable | gate | generalize
sqn_normalized rankable | gate | generalize
net_expectancy_r rankable | gate | generalize
n_trades gate
n_open_at_end gate
total_pips rankable | gate
max_drawdown rankable | gate
bias_sign_flips rankable | gate
deflated_score annotation
overfit_probability annotation
neighbourhood_score annotation
Read the three tags as three separate questions about one metric name:
rankable— can this name be used as astd::sweep/std::walk_forwardselectmetric (the field a winner is chosen by)? This is the small subset every strategy run always produces cheaply.gate— can this name be used in astd::gatepredicate (a per-member filter)? This roster is a superset ofrankable— most emitted metrics are filterable even when they make a poor ranking criterion.| generalizesuffix — is this name usable asstd::generalize'smetric(needs an R-expectancy-shaped metric to floor across instruments)?
That is why, for example, profit_factor shows up tagged only gate: every
member's metrics table carries it (so you can gate on it, e.g. "keep only
profit_factor > 1.0"), but it is not in the small ranking-eligible roster,
so a std::sweep with "select": "argmax" cannot select on it, and
std::generalize cannot floor across instruments on it either. Attempting
either produces the same intrinsic refusal that names the metric and points
back at this verb (aura process introspect --metrics) rather than leaving
you to search the glossary.
3. Campaign documents — experiment intent over instruments and windows
A campaign document names the data (instruments × windows), one or more strategies (by blueprint content/identity id) with their param axes, a process reference, and what to persist/emit.
$ aura campaign introspect --unwired bare.json # bare.json contains just {}
open slot: format_version (required, must be 1)
open slot: kind (required, must be "campaign")
open slot: name (required, string)
open slot: data (required section: instruments + windows)
open slot: risk (optional, list of stop regimes { vol: { length, k } } | { vol_tf: { period_minutes, length, k } }; absent = one default regime)
open slot: cost (optional, list of cost models { constant: { cost_per_trade } } | { vol_slippage: { slip_vol_mult } } | { carry: { carry_per_cycle } }; absent = zero cost, net = gross)
open slot: strategies (required, non-empty list of { ref, axes })
open slot: process.ref (required, content id of a process document)
open slot: seed (required, non-negative integer)
open slot: presentation (required section: persist_taps (equity | exposure | r_equity | net_r_equity) + emit)
Worked example: two instruments, one strategy, four axis points, two stop regimes
{
"format_version": 1,
"kind": "campaign",
"name": "mra-ger40-fra40-smacross-full-v2",
"seed": 42,
"data": {
"instruments": ["GER40", "FRA40"],
"windows": [ { "from_ms": 1725148800000, "to_ms": 1727740800000 } ]
},
"risk": [
{ "vol": { "length": 3, "k": 1.5 } },
{ "vol": { "length": 3, "k": 3.0 } }
],
"cost": [
{ "constant": { "cost_per_trade": 0.02 } },
{ "vol_slippage": { "slip_vol_mult": 0.1 } }
],
"strategies": [
{
"ref": { "content_id": "597d719b7ac607158cda3e68cd497387620397a5e93087e23da512876dafba9a" },
"axes": {
"fast.length": { "kind": "I64", "values": [2, 4] },
"slow.length": { "kind": "I64", "values": [8, 16] },
"bias.scale": { "kind": "F64", "values": [0.5] }
}
}
],
"process": { "ref": { "content_id": "cd91270ca61ad42f56939231a7803a1d6d7aaa2b70bf79cde9da9284683b86b9" } },
"presentation": { "persist_taps": ["equity", "r_equity"], "emit": ["family_table", "selection_report"] }
}
The strategies[].ref.content_id and process.ref.content_id are exactly
the ids printed by aura graph register / aura process register above —
a campaign never inlines a strategy or process body, only its content id.
Each axis name (fast.length, …) must name an open param of the referenced
blueprint (aura graph introspect --params, §1) and declare that param's
ScalarKind.
The optional risk list is the campaign's structural risk axis: every cell
runs under every listed stop regime, so cells differ by execution discipline,
never by signal — the regime's stop defines the risk unit R. Absent or empty,
the matrix runs one implicit default regime (the same vol regime the
orchestration verbs bind when their stop flags are omitted).
The optional cost list is the campaign's cost model (#234): each entry
charges the trade stream in R — constant per closed trade, vol_slippage
proportional to local volatility per closed trade, carry per held cycle —
and the charges sum into the net curve, so every member reports net metrics
beside gross and the net_r_equity tap records the cost-dragged curve.
Absent or empty, the cost model is zero and net equals gross. The bound cost
knobs are stamped on each member's manifest (cost[k].<knob> params), so a
costed family reproduces bit-identically like any other.
Validate — three tiers, honest degradation
$ aura campaign validate mra_3_campaign_full_v2.json # outside any project
campaign document valid (intrinsic): 1 strategy(ies), 3 axes (4 points), 2 instrument(s), 1 window(s), 2 regime(s) — 4 cell(s)
referential checks skipped (no Aura.toml found up from /home/…)
Inside a project, with the strategy blueprint and process both already registered, the same command runs two further tiers:
$ aura campaign validate mra_3_campaign_full_v2.json # inside a project, refs registered
campaign document valid (intrinsic): 1 strategy(ies), 3 axes (4 points), 2 instrument(s), 1 window(s), 2 regime(s) — 4 cell(s)
campaign document valid (referential): all references resolve, axes are in the param space
campaign document valid (executable): pipeline shape and static guards pass
- intrinsic — the document's own shape is well-formed (always checked).
- referential — every
refresolves in the project's store and every axis names a real, correctly-typed open param (needs a project). - executable — the process pipeline's static guards pass against this
campaign's shape (e.g.
std::generalizeneeds ≥ 2 instruments) — a data-free preflight, so "valid" here means "runnable" (needs a project; it does not fetch or touch market data).
Register and run
$ aura campaign register mra_3_campaign_full_v2.json
registered campaign 42edebd2159de708009ba21e1ed4aea2cffabc373bf761c5765f79c190b677bd (…/runs/campaigns/42ed…json)
$ aura campaign run 42edebd2159de708009ba21e1ed4aea2cffabc373bf761c5765f79c190b677bd
{"family_id":"42edebd2-0-GER40-w0-s0-0","report":{...}}
{"family_id":"42edebd2-0-GER40-w0-s0-0-r1","report":{...}}
…
{"campaign_run":{"campaign":"42edebd2…","process":"cd9127…","run":0,"seed":42,
"cells":[{"strategy":"597d719b…","instrument":"GER40","window_ms":[...],
"regime":{"vol":{"length":3,"k":1.5}},"stages":[
{"block":"std::sweep",...},{"block":"std::gate","survivor_ordinals":[0,1,2]},
{"block":"std::walk_forward",...},{"block":"std::monte_carlo","bootstrap":{"pooled_oos":{...}}}]},
{"strategy":"597d719b…","instrument":"GER40","regime":{"vol":{"length":3,"k":3.0}},"regime_ordinal":1,...},
{"strategy":"597d719b…","instrument":"FRA40",...},
{"strategy":"597d719b…","instrument":"FRA40","regime_ordinal":1,...}],
"generalizations":[{"strategy_ordinal":0,"window_ordinal":0,
"generalization":{"selection_metric":"expectancy_r","n_instruments":2,
"worst_case":0.0436…,"sign_agreement":2,"per_instrument":[["GER40",0.0436…],["FRA40",0.0484…]]},
"winners":[...]},
{"strategy_ordinal":0,"window_ordinal":0,"regime_ordinal":1,...}],
"trace_name":"42edebd2-0"}}
With two stop regimes every (instrument, window) cell runs twice — the four
cells above are the "4 cell(s)" the validate summary counted. The second
regime's family ids and trace dirs carry the -r1 ordinal suffix (the
default/first regime stays unsuffixed), each cell record names its regime,
and generalization is keyed per regime — regimes are compared, never pooled.
aura campaign run is register-then-run sugar for a .json file, but the
canonical address is always the content id — running a bare file the first
time registers it implicitly. aura campaign runs lists stored
realizations; aura campaign runs <id> dumps the bare stored record(s) (not
the {"campaign_run": …} emit wrapper above). If presentation.persist_taps
is non-empty, the run also persists the named taps under
runs/traces/<trace_name>/…, chartable with aura chart. The
sweep/walkforward --trace analog persists every member's taps as a
family charted the same way, by the handle the run prints (members keyed
<cell>/<member>) — also by the --trace <NAME> you chose, when that name
uniquely names one recorded run (aura chart <NAME> resolves it against the
stored campaign documents; a name reused across runs refuses rather than
guessing which one you mean).