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feat: adaptive hold in BOTH layers — action select + enforce_hold

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Layer 1 (experience_action_select): isv_signals_ptr param added.
Adaptive hold = base + stability × confidence × 8 extension.
Layer 2 (enforce_hold in env_step): already had adaptive hold.
Both layers use identical ISV-driven formula. Consistent behavior.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This commit is contained in:
jgrusewski
2026-04-17 00:25:44 +02:00
parent 81771d7920
commit b2d7af0763
2 changed files with 13 additions and 2 deletions
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14
crates/ml/src/cuda_pipeline/experience_kernels.cu
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@@ -718,7 +718,8 @@ extern "C" __global__ void experience_action_select(
float eps_ord_mult, /* per-branch epsilon multiplier: order type */
float eps_urg_mult, /* per-branch epsilon multiplier: urgency */
int timestep, /* current timestep for stateless RNG */
const float* __restrict__ per_sample_epsilon /* [N] IQL expectile gap epsilon, NULL=use cosine schedule */
const float* __restrict__ per_sample_epsilon, /* [N] IQL expectile gap epsilon, NULL=use cosine schedule */
const float* __restrict__ isv_signals_ptr /* [8] pinned ISV signals for adaptive hold. NULL = static. */
) {
int i = blockIdx.x * blockDim.x + threadIdx.x;
if (i >= N) return;
@@ -773,7 +774,16 @@ extern "C" __global__ void experience_action_select(
int ps_base = i * 23; /* PORTFOLIO_STRIDE = 23 */
float hold_time_val = portfolio_states[ps_base + 10];
cur_position = portfolio_states[ps_base + 0];
in_hold = (hold_time_val > 0.0f && hold_time_val < (float)min_hold_bars);
/* Adaptive hold: base + ISV-driven extension (same formula as Layer 2) */
int adaptive_hold = min_hold_bars;
if (isv_signals_ptr != NULL) {
float stability = 1.0f / (1.0f + isv_signals_ptr[1]);
float confidence = 1.0f - fminf(isv_signals_ptr[3], 1.0f);
int extension = (int)(stability * confidence * 8.0f);
if (isv_signals_ptr[5] < -0.001f) extension = 0;
adaptive_hold = min_hold_bars + extension;
}
in_hold = (hold_time_val > 0.0f && hold_time_val < (float)adaptive_hold);
}
if (in_hold) {

1
crates/ml/src/cuda_pipeline/gpu_experience_collector.rs
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@@ -2217,6 +2217,7 @@ impl GpuExperienceCollector {
.arg(&config.eps_urg_mult) // per-branch epsilon multiplier: urgency
.arg(&(t as i32)) // timestep for stateless Philox RNG
.arg(&self.per_sample_epsilon_ptr) // IQL expectile gap epsilon (0=cosine schedule)
.arg(&self.isv_signals_dev_ptr) // ISV signals for adaptive hold (0=NULL=static)
.launch(launch_cfg)
.map_err(|e| MLError::ModelError(format!(
"experience_action_select t={t}: {e}"