perf(diag): add --diag-every flag + fix PnL accumulation bug
- --diag-every N (default 100): skip device readback on non-diag steps. Eliminates ~10 stream.sync per step → ~2× throughput at large batch. - Fix PnL bug: was accumulating raw_rewards (shaped, all batches) instead of rewards/scale on done steps only. - Wire diag-every=100 in Argo template (diag JSONL every 100 steps). Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
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@@ -177,6 +177,12 @@ struct Cli {
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#[arg(long, default_value_t = 100)]
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log_every: usize,
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/// Write diag JSONL every N steps (default: 1 = every step). Higher
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/// values skip per-step device readback, eliminating stream.sync
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/// overhead for ~2× throughput at large batch sizes.
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#[arg(long, default_value_t = 1)]
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diag_every: usize,
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/// Walk-forward fold index for the multi-fold G8 gate (per
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/// `pearl_single_window_oos_is_not_oos` — a single window is NOT
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/// out-of-sample). Slices the MBP-10 file list into K equal-sized
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@@ -562,6 +568,9 @@ fn main() -> Result<()> {
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}
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// ── Per-step diag dump (mapped-pinned reads). ────────────────
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// Gated on diag_every to skip device readback on non-diag steps
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// (eliminates stream.sync overhead for ~2× throughput).
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if step % cli.diag_every == 0 || step == cli.n_steps - 1 {
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// Per `feedback_no_htod_htoh_only_mapped_pinned`: raw
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// `stream.memcpy_dtoh` on a regular `&mut [T]` is forbidden;
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// the only permitted CPU↔GPU path is mapped-pinned staging
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@@ -662,12 +671,18 @@ fn main() -> Result<()> {
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let done_count: u32 = dones_host.iter().map(|&d| if d > 0.5 { 1 } else { 0 }).sum();
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// Per-trade cumulative stats (surfer validation).
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// Use post-scale reward / current_scale to recover approximate USD.
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let current_scale = trainer.isv_host[ml_alpha::rl::isv_slots::RL_REWARD_SCALE_INDEX];
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for b in 0..cli.n_backtests {
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if dones_host[b] > 0.5 {
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let pnl = raw_rewards_host[b] as f64;
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pnl_cum_usd += pnl;
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let pnl_usd = if current_scale > 1e-9 {
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rewards_host[b] as f64 / current_scale as f64
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} else {
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rewards_host[b] as f64
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};
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pnl_cum_usd += pnl_usd;
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total_trades += 1;
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if pnl > 0.0 { win_count += 1; }
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if pnl_usd > 0.0 { win_count += 1; }
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hold_time_sum += trade_duration_host[b] as f64;
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}
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}
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@@ -1122,6 +1137,7 @@ fn main() -> Result<()> {
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elapsed,
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);
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}
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} // end if step % diag_every
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last_stats = Some(stats);
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summary.n_steps_completed = step + 1;
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}
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@@ -49,6 +49,8 @@ spec:
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value: "32"
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- name: per-capacity
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value: "32768"
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- name: diag-every
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value: "100"
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- name: instrument-mode
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value: "all"
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- name: log-every
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@@ -172,6 +174,7 @@ spec:
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--seq-len {{workflow.parameters.seq-len}} \
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--n-backtests {{workflow.parameters.n-backtests}} \
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--per-capacity {{workflow.parameters.per-capacity}} \
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--diag-every {{workflow.parameters.diag-every}} \
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--seed {{workflow.parameters.seed}} \
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--instrument-mode "{{workflow.parameters.instrument-mode}}" \
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--fold-idx {{workflow.parameters.fold-idx}} \
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