feat(vector): add safe Rust execution core

AGENTS.md

@@ -4,7 +4,8 @@
 
 Python orchestration, contracts, schemas, and CLI code live in
 `python/nfi_backtest_engine/`. The Rust workspace is under `rust/`; its main crates
-are `nfi-sim-core`, `nfi-vector-io`, `nfi-sim-cli`, and the PyO3 bridge `nfi-py`.
+are `nfi-sim-core`, `nfi-vector-core`, `nfi-vector-io`, `nfi-sim-cli`, and the PyO3
+bridge `nfi-py`.
 Python tests are in `tests/`, with parity-focused cases in `tests/parity/`. Captured
 fixtures and published evidence belong in `benchmarks/fixtures/` and
 `benchmarks/evidence/`. Keep user documentation in `docs/` and roadmap state in

docs/indicator-inventory.md

@@ -51,3 +51,6 @@ lookback. Function and node IDs are structural data; strategy and Signal names n
 become opcodes. Negative shifts, centered rolling windows, backward fill, dynamic
 window sizes, and prefilled informative merges fail closed. An unsupported source
 construct must be generalized deliberately before it can enter the Native lane.
+
+The safe Rust execution boundary and its memory/accuracy claim are documented in
+[Native Vector Core](native-vector-core.md).

docs/native-vector-core.md

@@ -0,0 +1,54 @@
+# Native Vector Core
+
+`nfi-vector-core` is the safe Rust execution substrate for
+`indicator-program-v1`. It is intentionally independent of strategy names,
+Signal numbers, pairs, timeranges, upstream commits, and expected results.
+
+## Responsibility boundaries
+
+- `nfi-vector-core` owns program validation, output reachability, typed Arrow
+  views, deterministic scalar behavior, bounded state, and batch execution.
+- `nfi-vector-io` continues to own Feather paths, hashes, IPC decoding, and
+  transport projection.
+- `nfi-sim-core` continues to own trades, orders, wallets, callbacks, funding,
+  liquidation, protections, and the event loop.
+- The Python compiler remains the source-to-IR boundary.
+
+The core uses Arrow2 0.18, matching the existing transport. It has no filesystem,
+PyO3, simulator, Polars, ndarray, Rayon, or SIMD dependency. Workspace policy
+forbids unsafe Rust and no fast-math option is enabled.
+
+## Deterministic execution
+
+Input columns are borrowed from Arrow buffers after exact physical-type checks.
+Only columns reachable from requested outputs enter the plan. Unused source
+columns and unrelated program branches are neither decoded nor allocated by the
+core.
+
+All NaN payloads are normalized to one quiet NaN at kernel boundaries. Null and
+NaN remain distinct; signed zero and infinities are preserved. Arithmetic order
+is explicit and comparisons use exact IEEE behavior. Approximate equality is not
+an execution or promotion rule.
+
+Shift and rolling-window state uses bounded ring buffers that survive record-batch
+boundaries. Long-stream tests assert that retained state never exceeds the
+compiled lag or window. A discard sink demonstrates this live-value bound:
+
+```text
+batch_rows × (projected + intermediate + final columns) + bounded state
+```
+
+## Current claim boundary
+
+M20-03 provides the engine, typed columns, generic scalar operations, causal
+shift, rolling storage, and source-located fail-closed errors. TA-Lib indicators,
+rolling reducers, EWM algorithms, and the complete latest-NFI kernel set belong
+to M20-04 and require official Python/TA-Lib column-exact fixtures before Native
+promotion. An unimplemented reachable opcode stops; it is never guessed.
+
+The Rust boundary can validate a compiled contract directly:
+
+```bash
+cargo run --manifest-path rust/Cargo.toml -p nfi-vector-core \
+  --example validate_indicator_program -- .nfi/indicator-program.json
+```

planning/roadmap-state.json

@@ -1,8 +1,8 @@
 {
   "schema_version": "1.0.0",
   "roadmap_id": "nfi-backtest-engine-post-v1.1.0",
-  "revision": 127,
-  "updated_at": "2026-08-10T21:17:45+09:00",
+  "revision": 129,
+  "updated_at": "2026-08-10T23:08:02+09:00",
   "acceptance_commands": "planning/acceptance-commands.json",
   "active_task_id": null,
   "execution_policy": {
@@ -4693,7 +4693,7 @@
       "order": 2003,
       "milestone": "M20",
       "title": "Implement the safe Rust nfi-vector-core engine",
-      "status": "pending",
+      "status": "completed",
       "depends_on": [
         "M20-02"
       ],
@@ -4713,10 +4713,16 @@
         "Rust vector-kernel tests",
         "memory-bounded column execution"
       ],
-      "started_at": null,
-      "completed_at": null,
-      "commit_sha": null,
-      "evidence": [],
+      "started_at": "2026-08-10T22:16:20+09:00",
+      "completed_at": "2026-08-10T23:08:02+09:00",
+      "commit_sha": "248d0a9a335a127df5da3d9b15da510e5fbbd386",
+      "evidence": [
+        ".nfi/roadmap-acceptance/M20-03/248d0a9a335a127df5da3d9b15da510e5fbbd386/acceptance-report.json",
+        ".nfi/roadmap-acceptance/M20-03/248d0a9a335a127df5da3d9b15da510e5fbbd386/memory-bound-report.json",
+        ".nfi/roadmap-acceptance/M20-03/248d0a9a335a127df5da3d9b15da510e5fbbd386/SHA256SUMS.txt",
+        ".nfi/roadmap-acceptance/M20-03/248d0a9a335a127df5da3d9b15da510e5fbbd386/x7-spot/run.json",
+        ".nfi/roadmap-acceptance/M20-03/248d0a9a335a127df5da3d9b15da510e5fbbd386/x7-futures/run.json"
+      ],
       "blocker": null
     },
     {
@@ -8243,6 +8249,49 @@
         "next_eligible_task": "M20-03",
         "next_task_manual_gate": false
       }
+    },
+    {
+      "sequence": 175,
+      "timestamp": "2026-08-10T22:16:20+09:00",
+      "task_id": "M20-03",
+      "event": "task_started",
+      "details": {
+        "objective": "implement a safe memory-bounded Rust execution core for indicator-program-v1",
+        "new_crate": "nfi-vector-core",
+        "arrow_version_must_match_transport": true,
+        "whole_nfi_indicator_kernel_claim": false,
+        "unused_column_materialization_allowed": false,
+        "unsafe_rust_allowed": false,
+        "fast_math_allowed": false,
+        "runtime_hardcoding_allowed": false
+      }
+    },
+    {
+      "sequence": 176,
+      "timestamp": "2026-08-10T23:08:02+09:00",
+      "task_id": "M20-03",
+      "event": "task_completed",
+      "details": {
+        "implementation_commit": "248d0a9a335a127df5da3d9b15da510e5fbbd386",
+        "crate": "nfi-vector-core",
+        "python_contract_fingerprint": "cb278c7294995c0a8c018d44485990612e8370ba4fff7e5d71df0c3c862fc8ca",
+        "python_contract_validated_by_rust": true,
+        "future_compatibility_test_count": 134,
+        "python_test_count": 729,
+        "rust_workspace_test_count": 169,
+        "memory_bound_input_rows": 32000,
+        "memory_bound_peak_live_value_upper_bound": 98,
+        "unused_input_columns_materialized": 0,
+        "spot_trade_surface_and_full_state_exact": true,
+        "futures_trade_surface_and_full_state_exact": true,
+        "unsafe_rust_added": false,
+        "fast_math_added": false,
+        "runtime_hardcoding_added": false,
+        "all_nfi_indicator_kernels_claim": false,
+        "full_native_strategy_claim": false,
+        "next_eligible_task": "M20-04",
+        "next_task_manual_gate": false
+      }
     }
   ]
 }

rust/Cargo.toml

@@ -1,6 +1,7 @@
 [workspace]
 members = [
     "crates/nfi-sim-core",
+    "crates/nfi-vector-core",
     "crates/nfi-vector-io",
     "crates/nfi-sim-cli",
     "crates/nfi-py",

rust/crates/nfi-vector-core/Cargo.toml

@@ -0,0 +1,22 @@
+[package]
+name = "nfi-vector-core"
+version.workspace = true
+edition.workspace = true
+license.workspace = true
+rust-version.workspace = true
+repository.workspace = true
+homepage.workspace = true
+description = "Safe, deterministic vector execution core for NFI indicator programs"
+
+[lib]
+path = "src/lib.rs"
+
+[dependencies]
+arrow2 = "0.18"
+serde = { version = "1", features = ["derive"] }
+serde_json = "1"
+sha2 = "0.10"
+thiserror = "1"
+
+[lints]
+workspace = true

rust/crates/nfi-vector-core/examples/validate_indicator_program.rs

@@ -0,0 +1,26 @@
+//! Validate a Python-compiled indicator program at the Rust boundary.
+
+use std::error::Error;
+use std::fs;
+use std::io::{Error as IoError, ErrorKind};
+
+use nfi_vector_core::program::IndicatorProgram;
+
+fn main() -> Result<(), Box<dyn Error>> {
+    let path = std::env::args_os().nth(1).ok_or_else(|| {
+        IoError::new(
+            ErrorKind::InvalidInput,
+            "usage: validate_indicator_program <indicator-program.json>",
+        )
+    })?;
+    let encoded = fs::read_to_string(path)?;
+    let program = IndicatorProgram::from_json(&encoded)?;
+    println!(
+        "validated {}: {} functions, {} nodes, fingerprint {}",
+        program.schema_version,
+        program.functions.len(),
+        program.nodes.len(),
+        program.fingerprint
+    );
+    Ok(())
+}