Files
Aura/docs/specs
Brummel f3cd2e1320 fieldtest: cycle-0007 — 4 examples, 7 findings
First fieldtest of the signal-quality loop. A standalone downstream-consumer crate
(fieldtests/cycle-0007-signal-quality/) path-depends on the engine crates and
exercises the post-0007 surface from the public interface only (rustdoc + specs +
ledger + glossary, never crates/*/src):

  1 single-signal quality backtest, end to end (SMA-cross -> Exposure -> SimBroker
    -> Recorder pip curve)
  2 Exposure clamp + sizing (hard ±1 saturation, sign preserved)
  3 sim-optimal integration: short-on-falling pays positive pips; pip_size=2 curve
    exactly halves pip_size=1
  4 north-star combine-two-signals (two MA-cross spreads summed into one exposure)

Findings: 3 working (carry-on), 2 spec_gap, 2 friction.
  - spec_gap: SimBroker firing policy + cold-exposure->0.0 warm-up emission shape
    not on the public surface (only in the feat commit body).
  - spec_gap: SimBroker input slot order (0=exposure, 1=price) only in C10 prose /
    commit body; a swapped wiring is not caught at bootstrap (both f64).
  - friction: the north-star "combine two signals" move needs a sum/LinComb
    combinator aura-std does not ship (hand-authored Add2 in the fixture).
  - friction: standalone consumer crate still needs the empty [workspace] table
    (carried from cycle-0006; tracked as #9).

Spec at docs/specs/fieldtest-0007-signal-quality.md feeds the next plan.

refs #4 #5

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
2026-06-04 17:30:13 +02:00
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