feat(sp15-p1.4-partial): 4 constant-policy baselines (buyhold, hold_only, momentum, reversion)

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Per spec §6.4. Pure-CUDA kernels in baseline_kernels.cu — single cubin,
4 extern "C" __global__ functions sharing a templated compute_baseline_sharpe
helper. Trunk-shared baselines (random_dir_kelly slot 411, aux_only slot 413,
mag_quarter_fixed slot 414, trail_only slot 415) deferred to Task 1.4.b
follow-up — they need partial-policy-forward access from the main eval pass.

ISV slots written: 409 (buyhold), 410 (hold_only), 412 (naive_momentum),
416 (naive_reversion). Slots 411/413/414/415 stay at sentinel 0.0 until
follow-up commit.

Per established Phase 1 precedent: kernels + launchers land first;
per-eval-pass launches + HEALTH_DIAG baseline_deltas emit deferred to
follow-up commit per feedback_no_partial_refactor.

Anchor tests: buyhold positive on +drift, hold_only emits 0,
momentum + reversion sum near zero on mean-reverting series.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

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jgrusewski

2026-05-06 14:10:20 +02:00

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docs/dqn-wire-up-audit.md

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