fix: zen precommit — 2 criticals + 3 lows resolved

CRITICAL: ISV+plan heads wired into submit_forward_ops_main (training).
CRITICAL: backtest single-step 3-branch→4-branch action encoding.
LOW: Remove dead bar_start_ns/bar_duration_ns from MicrostructureState.
LOW: Pre-allocated eps_host_buf replaces Vec allocation in hot path.
LOW: training_sharpe + val_loss added to metrics additional_metrics.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This commit is contained in:
jgrusewski
2026-04-17 02:05:20 +02:00
parent 5d6c391622
commit 11b1a1ca9f
3 changed files with 4749 additions and 8 deletions

View File

@@ -684,11 +684,8 @@ const fn safe_clip(value: f64, min: f64, max: f64) -> f64 {
/// | 18 | OFI Acceleration |
/// | 19 | Toxicity Gradient |
#[derive(Debug, Clone)]
#[allow(dead_code)]
pub struct MicrostructureState {
// --- bar timing ---
bar_start_ns: u64,
bar_duration_ns: u64,
/// Bar midpoint for intra-bar momentum half-split (used by update_snapshot).
bar_mid_ns: u64,
// --- [8] OFI Trajectory: online linear regression of OFI_L1 over time ---
@@ -758,8 +755,6 @@ impl MicrostructureState {
/// Create a new state for a bar starting at `bar_start_ns` with given duration.
pub fn new(bar_start_ns: u64, bar_duration_ns: u64) -> Self {
Self {
bar_start_ns,
bar_duration_ns,
bar_mid_ns: bar_start_ns + bar_duration_ns / 2,
ofi_linreg_n: 0.0,

View File

@@ -46,6 +46,8 @@ pub struct GpuActionSelector {
/// Per-sample epsilon buffer for branching kernel: [max_batch_size] on GPU.
/// Filled with uniform epsilon before each branching launch.
epsilon_buf: CudaSlice<f32>,
/// Pre-allocated host buffer for epsilon fill — avoids Vec allocation in hot path.
eps_host_buf: Vec<f32>,
}
impl GpuActionSelector {
@@ -71,6 +73,7 @@ impl GpuActionSelector {
bonus_exposure_ptr: 0, bonus_order_ptr: 0, bonus_urgency_ptr: 0,
bonus_exposure_buf: None, bonus_order_buf: None, bonus_urgency_buf: None,
epsilon_buf,
eps_host_buf: vec![0.0_f32; max_batch_size],
})
}
@@ -151,8 +154,9 @@ impl GpuActionSelector {
if batch_size > self.max_batch_size { return Err(MLError::ModelError(format!("batch_size {} exceeds max {}", batch_size, self.max_batch_size))); }
// Fill per-sample epsilon buffer with uniform value (kernel reads per_sample_epsilon[idx])
// Slice to batch_size to match eps_host length (epsilon_buf allocated for max_batch_size)
let eps_host = vec![epsilon; batch_size];
self.stream.memcpy_htod(&eps_host, &mut self.epsilon_buf.slice_mut(..batch_size))
// Fill pre-allocated host buffer (no heap allocation in hot path)
self.eps_host_buf[..batch_size].fill(epsilon);
self.stream.memcpy_htod(&self.eps_host_buf[..batch_size], &mut self.epsilon_buf.slice_mut(..batch_size))
.map_err(|e| MLError::ModelError(format!("upload epsilon_buf: {e}")))?;
let config = launch_config_1d(batch_size);
let bs_i32 = batch_size as i32;

4742
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