Brummel
0d7deb3a91
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>
118 lines
6.6 KiB
Markdown
118 lines
6.6 KiB
Markdown
# How aura is used — engine, projects, and a day in the life
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This document describes the *outside* of aura: how you sit in front of it and
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what a research session looks like. The *inside* (the engine's contracts) is the
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design ledger (`docs/design/INDEX.md`).
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## Engine vs. project (the game-engine split)
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aura is a **game engine for traders**, and like any game engine it is separate
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from the things built with it:
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- **This repo (`aura`)** is the **engine**: `aura-core` (the shared contract),
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`aura-std` (universal standard nodes), `aura-engine` (the deterministic sim
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runtime), `aura-cli` (the `aura` binary), and later the egui playground. It
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ships at most `examples/` fixture nodes for its own tests — never your real
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signals.
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- **A research project** is its **own external repo** (e.g. `~/dev/ger40-lab/`),
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with its own git history, its own Gitea repo (its own forward-queue), and a
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cargo dependency on aura. **It is itself a Rust crate** (a `cdylib` library of
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node / strategy / experiment blueprints); the `aura` host loads and runs it
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during research (hot-reload), and freezes a chosen strategy + broker into a
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standalone binary for deploy. This is where you and Claude author signals *and
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experiments* — all in Rust — and where the runs live. (Contracts **C16**, **C20**.)
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The `aura` CLI is a tool you run *inside* a project directory — it finds the
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project root by walking up to an `Aura.toml`, the way `cargo` finds `Cargo.toml`.
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A project is always a Rust program built on the engine.
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## A project repo
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```
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ger40-lab/ # your research project — a separate Rust crate (cdylib)
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├── Aura.toml # STATIC context only: data paths, instrument/pip
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│ # metadata, default broker & window, runs dir (no logic)
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├── Cargo.toml # cdylib; depends on aura-core/aura-std (+ shared node crates)
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├── CLAUDE.md # the project's own skills wiring (authoring discipline)
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├── .claude/dev-cycle-profile.yml
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├── nodes/ # project-local node & strategy blueprints (Rust)
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│ └── third-candle-long/
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├── experiments/ # experiment/harness definitions (Rust): matrices, sweeps
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├── runs/ # the run registry: manifest + metrics per run
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└── (frozen bots, …)
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```
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## Where reusable nodes live (three tiers)
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Everything that plugs into the engine is fractally a `Node`. Reuse is plain
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cargo, layered by maturity (contract C16):
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1. **`aura-std`** — universal blocks shipped with the engine (SMA/ATR/RSI,
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resamplers, the `SessionNode`, standard combinators, broker profiles).
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2. **Shared node crates** — cross-project-reusable blocks in their own repos
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(e.g. `Brummel/aura-nodes-fx`), pulled in as cargo git dependencies.
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3. **Project-local `nodes/`** — experimental, project-specific blocks.
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Promotion is the ordinary Rust gradient: a node proves itself project-local →
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gets extracted into a shared crate → if it turns universal, into `aura-std`.
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Shared nodes are `rlib` dependencies; the hot-reload unit stays the project-side
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`cdylib` that composes them, so editing a shared node still rebuilds and reloads
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the dependent.
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## Authoring happens in Claude Code (contract C17)
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aura has no built-in coding-LLM. You author by talking to Claude Code, which
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writes the Rust — nodes, strategies, *and experiments* — builds it, runs it, and
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reports back. Declarative config (`Aura.toml`) holds only static context, never
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logic. IONOS LLMs appear only as a *runtime data source* (e.g. a news-agent node
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emitting a bias), recorded before it enters a backtest, and only with your
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per-session consent.
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## A day in the life
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1. **You** (in Claude Code, inside `ger40-lab/`): "I suspect the 3rd 15m candle
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after GER40 open is long-biased when the first two close bullish — build it as
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a signal."
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2. **Claude** (via the skills pipeline) writes `nodes/third-candle-long/`,
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implements `schema` + `eval` against `aura-core`.
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3. **Backtest:** `aura backtest nodes/third-candle-long --symbol GER40
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--from 2020 --to 2024` → the strategy produces a broker-independent
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**exposure stream** (one bounded signed value per cycle = intent); the default
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**sim-optimal broker** integrates `exposure·return` into a synthetic
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**pip**-equity — the signal's *quality* — yielding a metrics table
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(pip-P&L, max-DD, Sharpe) + a run record (manifest + metrics) under `runs/`.
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Brokers are consumer **nodes**: the sim-optimal one reads the exposure stream
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directly, while a realistic broker reads the *derived* position-event table —
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add `--broker pepperstone` to get a realistic currency curve *alongside* the
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sim-optimal pip curve, two comparable equity curves. (Contract C10.)
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4. **Sweep / Monte-Carlo / matrix — a Rust experiment.** Anything beyond a
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single backtest is an *experiment* in `experiments/` (Rust, builder API): a
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parameter sweep, Monte-Carlo over seeds, or a structural matrix like "these 10
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strategies × these 3 instruments × {sim-optimal, pepperstone}". The matrix is
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plain Rust loops, not a config schema (C20). `aura run experiments/compare`
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bootstraps the matrix, fans the disjoint sims over all cores (C1), and writes
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the comparable runs to `runs/`.
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5. **Compose:** "combine it with `momentum-filter` as a weighted sum" → Claude
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writes a composite node (fractal, C9).
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6. **Walk-forward:** another experiment kind (rolling in-sample optimize +
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out-of-sample test) → an out-of-sample verdict.
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7. **Freeze:** `aura freeze nodes/strategy-y --broker pepperstone
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--out bots/strategy-y` → a standalone, statically-linked bot (C13).
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8. **Explore — `aura play`.** The playground plays *any* harness and shows what
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your **sinks** recorded (C22): live equity/signal streams while a run
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executes, and recorded traces + meta-views afterwards — stitched walk-forward
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equity, sweep surfaces, multi-strategy comparison. It is a trace explorer, not
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a scene editor (the World is a *program*; only sink-recorded data is visible —
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no sink, nothing to see). Topology you grow in Rust (hot-reload); runtime
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params you tune with sliders (C12).
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The real value is not step 3 (one backtest — every quant system does that) but
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the **World**: steps 4/6 dynamically construct and orchestrate *families* of
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harnesses, and the playground explores those families. The single-harness engine
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is the substrate; the World is the product (C20–C22).
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CLI command names and `Aura.toml` are illustrative; the concrete surface is
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designed with the relevant milestone (see the open threads in the design ledger).
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The forward-queue — what to try next — lives in the project's Gitea tracker, not
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in code (contract C18).
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