From d144171b92e2829a2e7b0ab01efc2d0d7125ed36 Mon Sep 17 00:00:00 2001
From: jgrusewski <jgrusewski@localhost>
Date: Fri, 17 Apr 2026 09:35:08 +0200
Subject: [PATCH] feat(plan): track intra_trade_max_pnl in ps[21] for hindsight
 labels (N18)

Max unrealized P&L tracked each bar during trade. Enables hindsight
plan learning: compare plan's profit_target vs actual max P&L.
The plan head learns optimal targets from what was achievable.
Reset on trade entry, reversal, and episode hard/soft reset.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
---
 crates/ml/src/cuda_pipeline/experience_kernels.cu | 14 ++++++++++++--
 1 file changed, 12 insertions(+), 2 deletions(-)

diff --git a/crates/ml/src/cuda_pipeline/experience_kernels.cu b/crates/ml/src/cuda_pipeline/experience_kernels.cu
index 9d4864fae..445bcabbb 100644
--- a/crates/ml/src/cuda_pipeline/experience_kernels.cu
+++ b/crates/ml/src/cuda_pipeline/experience_kernels.cu
@@ -34,7 +34,7 @@
  *   [10] hold_time       — consecutive steps with position (total, not just losing)
  *   [11] realized_pnl    — cumulative realized PnL
  *   [20] intra_trade_max_dd — worst unrealized drawdown during current trade (v8)
- *   [21] (reserved)      — was last_trade_t (clustering stats, slot retained)
+ *   [21] intra_trade_max_pnl — best unrealized P&L during current trade (hindsight)
  *   [22] (reserved)      — was interval_sum (clustering stats, slot retained)
  *   [23] plan_target_bars  — 0=no plan, >0=active plan max hold bars
  *   [24] plan_profit_target — raw profit threshold %
@@ -1499,6 +1499,7 @@ extern "C" __global__ void experience_env_step(
         ps[28] = pp[5];  /* asymmetry */
         /* Store entry regime_stability for drift detection (P12). */
         ps[29] = (isv_signals_ptr != NULL) ? isv_signals_ptr[11] : 1.0f;
+        ps[21] = 0.0f;  /* reset max P&L for new trade */
         /* Apply conviction to position size — scale by readiness for smooth ramp */
         position *= fmaxf(ps[27] * readiness, 0.1f);
     }
@@ -1618,9 +1619,11 @@ extern "C" __global__ void experience_env_step(
     float intra_trade_max_dd = (ps[20]);
     if (entering_trade) {
         intra_trade_max_dd = 0.0f;
+        ps[21] = 0.0f;  /* reset max P&L for new trade */
     }
     if (reversing_trade) {
         intra_trade_max_dd = 0.0f;
+        ps[21] = 0.0f;  /* reset max P&L for reversed trade */
     }
     if (fabsf(position) > 0.001f && entry_price > 0.0f) {
         float unrealized = (position > 0.0f)
@@ -1628,6 +1631,11 @@ extern "C" __global__ void experience_env_step(
             : (entry_price - raw_close) / entry_price;
         float current_dd = fminf(unrealized, 0.0f);
         intra_trade_max_dd = fminf(intra_trade_max_dd, current_dd);
+
+        /* Track best unrealized P&L during trade (for hindsight plan labels) */
+        float pnl_pct = (raw_close - entry_price) / fmaxf(fabsf(entry_price), 1.0f)
+                         * ((position > 0.0f) ? 1.0f : -1.0f);
+        ps[21] = fmaxf(ps[21], pnl_pct);  /* max P&L during trade */
     }
 
     /* Idle counter (flat bars) — used for state features, no penalty */
@@ -1956,7 +1964,7 @@ extern "C" __global__ void experience_env_step(
     ps[18] = (sum_returns);          /* Kelly continuous: sum returns */
     ps[19] = (sum_sq_returns);       /* Kelly continuous: sum returns^2 */
     ps[20] = (intra_trade_max_dd);   /* v7: intra-trade max drawdown */
-    /* ps[21], ps[22]: reserved (formerly clustering stats, retained for slot stability) */
+    /* ps[22]: reserved (formerly clustering stats, retained for slot stability) */
 
     /* ---- NO global reward clamp ---- */
     /* Reward v7: sparse trade-completion with asymmetric soft-clamp.
@@ -2148,6 +2156,7 @@ extern "C" __global__ void experience_env_step(
             ps[18] = 0.0f;
             ps[19] = 0.0f;
             ps[20] = 0.0f;           /* intra_trade_max_dd */
+            ps[21] = 0.0f;           /* intra_trade_max_pnl */
             ps[23] = 0.0f; ps[24] = 0.0f; ps[25] = 0.0f;
             ps[26] = 0.0f; ps[27] = 0.0f; ps[28] = 0.0f;
             ps[29] = 0.0f;           /* plan slots zeroed */
@@ -2161,6 +2170,7 @@ extern "C" __global__ void experience_env_step(
             ps[12] = 0.0f;           /* entry_price — no active trade */
             ps[13] = (ps[11]);       /* trade_start_pnl = current realized_pnl */
             ps[20] = 0.0f;           /* intra_trade_max_dd — reset for next trade */
+            ps[21] = 0.0f;           /* intra_trade_max_pnl — reset for next trade */
             ps[23] = 0.0f; ps[24] = 0.0f; ps[25] = 0.0f;
             ps[26] = 0.0f; ps[27] = 0.0f; ps[28] = 0.0f;
             ps[29] = 0.0f;           /* plan slots zeroed on trade complete */