feat(dqn): enable Branching DQN with 45 factored actions (5×3×3)
Restore 45-action factored space via Branching DQN (Tavakoli 2018), outputting 11 Q-values (5+3+3) instead of 45. This was reduced to 5 exposure-only actions during debugging and was never intended as permanent. - Enable use_branching: true by default in DQNConfig and DQNHyperparameters - Add branching paths to select_action_with_confidence and select_action_inference - Update agent.rs select_action_factored for branching-aware selection - Expand CountBonus to per-branch tracking with bonuses_branched() - Add order_type + urgency distribution tracking in monitoring - Add DQN_ORDER_ACTIONS=3, DQN_URGENCY_ACTIONS=3, DQN_TOTAL_ACTIONS=45 to CUDA header - Fix 7 pre-existing clippy doc_markdown errors in regime_conditional.rs - Fix pre-existing cognitive_complexity in replay_buffer_type.rs (extract helpers) - Fix flaky GPU test OOM under parallel execution (CPU fallback + test VRAM safety) - Delete unused flash_attention submodules (block_sparse, causal_masking, etc.) - Add GPU hot-path guard scripts and ensemble/hyperopt adapter improvements Tests: ml-dqn 416/0, ml 905/0, clippy 0 errors on both crates Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
jgrusewski
218
scripts/gpu-hotpath-guard.sh
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218
scripts/gpu-hotpath-guard.sh
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#!/bin/bash
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# GPU Hot-Path Guard — detects CPU roundtrip leaks and GPU perf killers.
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#
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# Production HFT system on H100 GPUs. Every microsecond matters.
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# This guard catches ALL patterns that cause GPU pipeline stalls,
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# unnecessary CPU↔GPU memory transfers, or heap allocations in hot paths.
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#
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# Usage:
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# scripts/gpu-hotpath-guard.sh <file> # check single file
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# scripts/gpu-hotpath-guard.sh --staged # check all staged .rs files
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# scripts/gpu-hotpath-guard.sh --diff # check unstaged changes only
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# scripts/gpu-hotpath-guard.sh --all # check all hot-path .rs files
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#
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# Exit codes:
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# 0 = clean (no leaks, or file not in hot path)
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# 1 = GPU perf violation detected in hot-path file
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#
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# Suppress reviewed boundary points with: // gpu-ok: <reason>
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# NOTE: New code should NEVER use // gpu-ok: — eliminate the transfer instead.
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set -euo pipefail
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# ── Hot-path file patterns ──────────────────────────────────────────────
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# Only files matching these patterns are checked. Everything else is ignored.
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HOT_PATHS=(
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# DQN training hot loop (entire trainer directory)
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"trainers/dqn/"
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"cuda_pipeline/"
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"gpu_action_selector"
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"gpu_portfolio"
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"gpu_replay_buffer"
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"gpu_experience_collector"
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"gpu_backtest_evaluator"
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"gpu_training_guard"
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"gpu_weights"
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"mixed_precision.rs"
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# DQN crate — all modules (inference, networks, replay, regularization)
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"ml-dqn/src/"
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# PPO training + inference
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"trainers/ppo"
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"ml-ppo/src/"
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# Supervised model forward passes
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"ml-supervised/src/"
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# Hyperopt backtest inner loops
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"hyperopt/adapters/"
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"hyperopt/walk_forward.rs"
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# Evaluation binaries (GPU inference paths)
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"examples/evaluate_baseline.rs"
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"examples/train_baseline"
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# Ensemble inference
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"ensemble/"
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# Feature extraction (GPU-resident)
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"ml-features/src/"
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# Flash attention (GPU-only computation)
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"flash_attention/"
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)
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# ── GPU perf violation patterns ────────────────────────────────────────
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# Each pattern is a grep -E regex. Lines with "// gpu-ok:" are excluded.
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# Doc comments (/// or //!) and Storage match arms (error guards) are excluded.
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LEAK_PATTERNS=(
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# ─── GPU→CPU data transfers (tensor → CPU memory) ───
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# Each of these forces a CUDA stream synchronize + PCIe DMA transfer.
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# On H100: ~5-15μs per transfer, blocks entire GPU pipeline.
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'\.to_vec1'
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'\.to_vec2'
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'\.to_vec3'
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'\.to_scalar'
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'\.to_device\(&Device::Cpu\)'
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'\.to_device\(&candle_core::Device::Cpu\)'
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'\.get\([0-9]+\)\?\.to_vec'
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# ─── CPU→GPU data transfers (CPU heap alloc + memcpy to VRAM) ───
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# Tensor::from_vec: allocates Vec on CPU heap, copies to GPU.
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# On H100: CPU alloc ~0.5-2μs + PCIe DMA ~5-15μs = 5-17μs per call.
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# Must be eliminated from inner loops. Acceptable at data-load boundaries.
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'Tensor::from_vec'
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'Tensor::from_slice'
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# ─── CPU device usage (creating anything on CPU in GPU code) ───
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'&Device::Cpu'
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# ─── Dead GPU transfers (underscore-hidden variables suppress clippy) ───
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# let _foo = Tensor::from_vec/from_slice — allocated on GPU, never used.
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# let _foo = tensor.to_vec1/to_scalar — forced GPU→CPU sync, result discarded.
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'let _\w+\s*=.*Tensor::from_vec'
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'let _\w+\s*=.*Tensor::from_slice'
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'let _\w+\s*=.*\.to_vec[123]'
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'let _\w+\s*=.*\.to_scalar'
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# NOTE: memcpy_dtoh/htod and .synchronize() are not checked here —
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# they are CUDA implementation primitives in cuda_pipeline/.
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# Audit those separately with: scripts/cuda-perf-audit.sh
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)
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# ── Excluded paths (test-only infra that deliberately uses CPU) ────────
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EXCLUDE_PATHS=(
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"smoke_tests/"
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"_test.rs"
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"_tests.rs"
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"performance_tests.rs"
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"performance_validation.rs"
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"demo_dqn.rs"
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)
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is_hot_path() {
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local file="$1"
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# Check exclusions first
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for excl in "${EXCLUDE_PATHS[@]}"; do
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if [[ "$file" == *"$excl"* ]]; then
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return 1
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fi
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done
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for pattern in "${HOT_PATHS[@]}"; do
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if [[ "$file" == *"$pattern"* ]]; then
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return 0
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fi
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done
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return 1
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}
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check_file() {
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local file="$1"
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local found=0
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if ! is_hot_path "$file"; then
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return 0
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fi
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# Find the line number where #[cfg(test)] starts — everything after is test code
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local test_start
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test_start=$(grep -n '#\[cfg(test)\]' "$file" 2>/dev/null | head -1 | cut -d: -f1 || echo "999999")
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for pattern in "${LEAK_PATTERNS[@]}"; do
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# Find matches, exclude: suppressed lines, doc comments, Storage match arms, regular comments
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local hits
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hits=$(grep -nE "$pattern" "$file" 2>/dev/null \
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| grep -v '// gpu-ok:' \
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| grep -v '[0-9]*:\s*///' \
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| grep -v '[0-9]*:\s*//!' \
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| grep -v '[0-9]*:\s*//' \
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| grep -v 'Storage::Cpu' \
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| grep -v 'Storage::Metal' \
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|| true)
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# Filter out lines in test code (line number >= test_start)
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if [ -n "$hits" ]; then
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local filtered=""
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while IFS= read -r line; do
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local lineno
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lineno=$(echo "$line" | cut -d: -f1)
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if [ "$lineno" -lt "$test_start" ] 2>/dev/null; then
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filtered="${filtered}${line}"$'\n'
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fi
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done <<< "$hits"
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filtered="${filtered%$'\n'}" # trim trailing newline
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if [ -n "$filtered" ]; then
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if [ "$found" -eq 0 ]; then
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echo "GPU HOT-PATH LEAK: $file"
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found=1
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fi
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echo "$filtered" | while IFS= read -r line; do
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echo " $line"
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done
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fi
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fi
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done
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return $found
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}
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# ── Entrypoint ──────────────────────────────────────────────────────────
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FILES=()
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MODE="file"
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if [ "${1:-}" = "--staged" ]; then
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MODE="staged"
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while IFS= read -r f; do
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FILES+=("$f")
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done < <(git diff --cached --name-only --diff-filter=ACM | grep '\.rs$' || true)
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elif [ "${1:-}" = "--diff" ]; then
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MODE="diff"
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while IFS= read -r f; do
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FILES+=("$f")
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done < <(git diff --name-only | grep '\.rs$' || true)
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elif [ "${1:-}" = "--all" ]; then
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MODE="all"
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while IFS= read -r f; do
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FILES+=("$f")
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done < <(find crates -name '*.rs' -type f 2>/dev/null)
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elif [ -n "${1:-}" ]; then
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FILES=("$1")
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else
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echo "Usage: $0 <file|--staged|--diff|--all>"
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exit 0
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fi
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LEAKED=0
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LEAK_COUNT=0
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for file in "${FILES[@]}"; do
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if [ -f "$file" ]; then
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if ! check_file "$file"; then
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LEAKED=1
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LEAK_COUNT=$((LEAK_COUNT + 1))
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fi
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fi
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done
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if [ "$LEAKED" -eq 1 ]; then
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echo ""
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echo "⛔ $LEAK_COUNT file(s) with GPU perf violations in hot paths."
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echo " MUST be eliminated — do not suppress with // gpu-ok:"
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echo " Move transfers out of hot paths or keep data GPU-resident."
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exit 1
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fi
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exit 0
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33
scripts/gpu-hotpath-hook.sh
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33
scripts/gpu-hotpath-hook.sh
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#!/bin/bash
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# Claude Code PostToolUse hook: HARD ERROR on GPU→CPU leaks in hot-path files.
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# Reads JSON from stdin (Claude Code hook input), extracts file_path, runs guard.
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# Exit 1 = leak detected → Claude Code blocks the edit and must fix immediately.
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set -euo pipefail
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INPUT=$(cat)
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FILE=$(echo "$INPUT" | jq -r '.tool_input.file_path // .tool_input.path // empty' 2>/dev/null)
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if [ -z "$FILE" ] || [ ! -f "$FILE" ]; then
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exit 0
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fi
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# Only check Rust files
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case "$FILE" in
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*.rs) ;;
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*) exit 0 ;;
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esac
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SCRIPT_DIR="$(cd "$(dirname "$0")" && pwd)"
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GUARD="$SCRIPT_DIR/gpu-hotpath-guard.sh"
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if [ -x "$GUARD" ]; then
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OUTPUT=$("$GUARD" "$FILE" 2>&1) || {
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echo "⛔ GPU HOT-PATH HARD ERROR in $FILE"
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echo "$OUTPUT"
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echo ""
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echo "CPU usage in GPU hot paths is NOT allowed. Fix the code — do not annotate with // gpu-ok:"
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exit 1
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}
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fi
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exit 0
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@@ -57,10 +57,23 @@ if [ -n "$STAGED_FILES" ]; then
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fi
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fi
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# GPU hot-path leak detection
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echo "🔎 Checking for GPU→CPU leaks in hot paths..."
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SCRIPT_DIR="$(cd "$(dirname "$0")" && pwd)"
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if [ -x "$SCRIPT_DIR/gpu-hotpath-guard.sh" ]; then
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if ! "$SCRIPT_DIR/gpu-hotpath-guard.sh" --staged; then
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echo "⛔ GPU hot-path leak detected — fix or suppress with // gpu-ok: <reason>"
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exit 1
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fi
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echo " No GPU→CPU leaks in hot paths"
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echo ""
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fi
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echo "✅ All pre-commit checks passed!"
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echo ""
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echo "Summary:"
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echo " - Code quality checks: ✅"
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echo " - GPU hot-path guard: ✅"
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echo ""
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exit 0
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