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feat(4branch): add compute_target_position_4branch + 4-branch action decode functions

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jgrusewski
2026-04-08 12:10:27 +02:00
parent c94af7523e
commit 977b47a440
1 changed files with 34 additions and 0 deletions
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34
crates/ml/src/cuda_pipeline/trade_physics.cuh
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@@ -46,6 +46,40 @@ __device__ __forceinline__ float compute_target_position(
return fraction * max_position;
}
/* ── 4-branch hierarchical position mapping (Phase 2) ────────────────
* direction(3) × magnitude(3) replaces flat exposure(9).
* Direction: 0=Short(-1), 1=Flat(0), 2=Long(+1)
* Magnitude: 0=Quarter(0.25), 1=Half(0.50), 2=Full(1.00)
* Position = direction × magnitude × max_position
*
* Grid: S25 S50 S100
* 0 0 0 (Flat × any = 0)
* L25 L50 L100
*/
__device__ __forceinline__ float compute_target_position_4branch(
int dir_idx, int mag_idx, float max_position
) {
float direction = (dir_idx == 0) ? -1.0f : (dir_idx == 2) ? 1.0f : 0.0f;
float magnitude = (mag_idx == 0) ? 0.25f : (mag_idx == 1) ? 0.5f : 1.0f;
return direction * magnitude * max_position;
}
/* ── 4-branch action decoding ────────────────────────────────────────
* Action = dir * (b1*b2*b3) + mag * (b2*b3) + order * b3 + urgency
* With all sizes=3: action = dir*27 + mag*9 + order*3 + urgency */
__device__ __forceinline__ int decode_direction_4b(int action, int b1, int b2, int b3) {
return action / (b1 * b2 * b3);
}
__device__ __forceinline__ int decode_magnitude_4b(int action, int b1, int b2, int b3) {
return (action / (b2 * b3)) % b1;
}
__device__ __forceinline__ int decode_order_4b(int action, int b2, int b3) {
return (action / b3) % b2;
}
__device__ __forceinline__ int decode_urgency_4b(int action, int b3) {
return action % b3;
}
/* ── Margin-aware position cap with drawdown scaling ──────────────────── */
/* Real brokers enforce margin requirements AND risk managers cut exposure
* as drawdown increases. Without drawdown scaling, the margin cap is static