Action enum extended:
a9 = HalfFlatLong (close ⌈|pos|/2⌉ of long position, no-op if not long)
a10 = HalfFlatShort (close ⌈|pos|/2⌉ of short position, no-op if not short)
`actions_to_market_targets.cu` extended with a9/a10 handlers:
HalfFlatLong (pos > 0): side=1 sell, size=max(1, (position_lots+1)/2)
HalfFlatShort (pos < 0): side=0 buy, size=max(1, (|position_lots|+1)/2)
Round-up division ensures min 1 lot closes — single-lot positions
fully close on HalfFlat (the half rounds up to 1).
N_ACTIONS=9 → 11 propagated to all 10 .cu kernels:
argmax_expected_q, bellman_target_projection, dqn_distributional_q,
log_pi_at_action, ppo_clipped_surrogate, rl_action_kernel,
rl_entropy_coef_controller, rl_pi_action_kernel, rl_q_pi_agree_b,
rl_q_pi_distill_grad
Rust-side N_ACTIONS const bumped to 11 in src/rl/common.rs.
CLI alpha_rl_train.rs action_hist + windowed_act_hist refactored
to reference `N_ACTIONS` const instead of literal 11. Caught DURING
this commit's dogfood: an intermediate state had `[0u32; 11]` but
left `(0..9).contains(&a)` unchanged — HalfFlat samples silently
dropped (a9/a10 showed 0% in diag despite P_MIN=0.02 floor
guaranteeing 2% each). Fix uses N_ACTIONS const everywhere; new
pearl `feedback_use_consts_not_literals_for_structural_dims`
codifies the meta-pattern (Rust code mirroring kernel structural
dims must reference the const, NEVER duplicate the literal —
audit-isv only scans .cu files, this class of bug is currently
unaudited in .rs).
Audits PASS:
audit-isv: all kernel #defines allowlisted (BOOK_LEVELS,
ACTION_*, structural dims)
audit-wiring: all 4 actions in manifest (TrailTighten, TrailLoosen,
HalfFlatLong, HalfFlatShort) have consumers
Local 1k-step smoke (RTX 3050 Ti, 13.5s):
* Exit 0, 0 NaN/inf, 16000/16000 samples accounted for
* Action distribution: all 11 used in 7-11% range
* HalfFL=7.99%, HalfFS=7.51% — π samples them under multinomial
* Trail=19.34% — agent continues to value trail-stop actions
Trail-stop check (rl_trail_stop_check.cu) currently still routes
force-close through a3/a4 (FlatFromLong/Short) rather than per-unit
partial-flat via a9/a10. That routing upgrade is SP20 P5b follow-up
work — it requires the per-unit close_unit_index buffer wiring per
spec §3 P5. Adding a9/a10 to the action space is the foundational
prerequisite; consumer kernel uses come with P5b.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
Per spec §7 (v3 architecture reset, promoted from v2 Phase B into CRT.1).
Single-cache-line layout. Every reader and writer of open_trade_state
migrates in this commit per feedback_no_partial_refactor.
New 64-byte layout (existing 24-byte fields preserved at original offsets):
Offset Size Field
0 8 entry_ts_ns (u64)
8 4 entry_px_x100 (i32)
12 4 entry_size (i32)
16 4 realized_at_open (f32)
20 4 conviction_at_entry (f32) ← NEW
24 4 conviction_ema (f32) ← NEW
28 16 conviction_per_horizon_ema [4 × f32] ← NEW
44 4 pnl_adjusted_conviction_ema (f32) ← NEW
48 4 peak_unrealized_pnl (f32) ← NEW
52 4 degradation_consecutive_events (u32) ← NEW
56 4 disagreement_consecutive_events (u32) ← NEW
60 1 horizon_idx_dominant_at_entry (u8) ← NEW
61 3 pad
The 24-byte prefix is unchanged so downstream readers (stop_check_isv in
decision_policy.cu, max_hold event-rate check in resting_orders.cu) need
only update the stride constant. The new fields at offsets 20..63 are
populated by subsequent CRT.1 tasks (C1.2 multi-horizon conviction, C1.4
composite exit signal).
Open branch in pnl_track.cu zeros the new fields implicitly because
alloc_zeros on the device slot zero-initialises everything; subsequent
writes only touch the 0-23 byte range (existing fields). Close branch
reset-loop iterates OPEN_TRADE_STATE_BYTES which now zeros all 64.
Files changed:
crates/ml-backtesting/src/lob/mod.rs — pub const OPEN_TRADE_STATE_BYTES: usize = 64
crates/ml-backtesting/cuda/pnl_track.cu — #define OPEN_TRADE_STATE_BYTES 64
crates/ml-backtesting/cuda/resting_orders.cu — comment + stride literal 24→64
crates/ml-backtesting/tests/stop_controller.rs — open_trade_state_64_byte_layout test
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Replicates the user's second/third critical-review iteration cycle. Cites
every claim against a memory file. Enforces no-deferrals-for-complementary-
fixes, ISV-slot enumeration, smoke kill conditions, anti-pattern callouts.
Composes the four foxhunt auditor agents for domain-specific verification.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Classifies worktrees (NO-COMMITS / GONE / MERGED / UNCOMMITTED / ACTIVE) and
proposes cleanup. User confirms each removal individually; never --force,
never -D. Composes commit-commands:clean_gone where applicable.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Audits memory/ corpus: stale references (gone files/symbols/flags/commits),
duplicates, superseded pearls, orphans (file vs MEMORY.md index drift).
Proposes archive/merge/update; never auto-deletes. Archive ≠ delete.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Monitors argo smoke training; kills on first useful anomaly signal per
stop-on-anomaly + kill-quickly discipline. Distinguishes anomaly from
metric-pipeline inflation. Streams via argo logs -f, no run_in_background
Monitor layering.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
One of two authorized writers into memory/ (the other is memory-curator).
Templatizes new-pearl creation: structured body (pattern / detection signal /
fix / canonical commit:file:line / related pearls) + MEMORY.md index entry
in the right section, ≤150 chars.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Templatizes the ISV-slot scaffolding step. Reproduces the c146c4fff commit
shape: spN_isv_slots.rs with named constants, ISV_TOTAL_DIM bump at canonical
site, fold-boundary reset registration. Enforces wire-everything-up discipline.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Templatizes the SP design spec format used in docs/superpowers/specs/.
Enforces pearl/feedback grounding, ISV-slot enumeration, smoke kill conditions,
sister-fix check (no-deferrals-for-complementary-fixes pearl).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Pattern-cluster auditor for general code-quality rules: no stubs, no TODO,
no hiding, no legacy aliases, no feature flags, no partial refactors,
v7-gem methodology, invariant tests not observed-value tests, no deferrals
of complementary fixes. Bundles 12 feedback rules and 3 pearls.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Pattern-cluster auditor for ISV-driven adaptive bounds, controller anchors,
EMA bootstrap, Wiener-α floors, blend formulas, per-branch budgets, per-group
Adam, Kelly floors, trail-stop. Bundles 2 feedback rules and 16 pearls.
Read-only; cites memory file by name on every finding.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Pattern-cluster auditor for CUDA/GPU host code. Bundles 6 feedback rules and
7 pearls (no atomicAdd, mapped-pinned, no nvrtc, f64/f32 ABI, no host branches
in graph capture, fused per-group stats, build.rs rerun, canary launch order).
Read-only; cites memory file by name on every finding.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Two Important review findings:
1. docs/superpowers/plans/*.md missing from sp-critical-reviewer routing
table — sp-critical-reviewer would never self-suggest on plan files
(its primary use case).
2. STATE_FILE and REPO_ROOT diverged when CLAUDE_PROJECT_DIR was unset
(one used "." relative, the other "$(pwd)" absolute). Compute REPO_ROOT
first and derive STATE_FILE from it; remove the duplicate later
assignment.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Adds .claude/helpers/foxhunt-audit-router.sh that suggests foxhunt-* auditor
agents based on edited file path. Warn-only, <200ms, never blocks. Dedup
state file .claude/.foxhunt-audit-state cleared at SessionStart by sibling
script. Settings.json additive merge — existing hooks preserved.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
GpuIqnHead carries its own m_buf/v_buf/adam_step — separate from
GpuDqnTrainer::reset_adam_state, which only zeroes the legacy
iqn_trunk_* buffers. Without a fold-boundary reset, the IQN
optimizer enters fold N+1 with fold N's momentum, producing
oversized Adam steps that compound through the IQN backward
pass into the runaway gradients we observed in both train-7rgqd
(crashed fold 1 ep 52) and train-5gzpn (NaN'd fold 1 ep 17).
- Add GpuIqnHead::reset_adam_state() — zero m_buf, v_buf,
adam_step, and the pinned t counter.
- Call it from FusedTraining::reset_for_fold after the trainer's
main Adam reset, gated by gpu_iqn.is_some(). Non-fatal warn on
failure to match the surrounding shrink-and-perturb pattern.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
- OFI_DIAG now reads positions [42..62) using OFI_START constant instead of
hardcoded [66..74). Verified: raw_mean=0.0891, delta_mean=-0.0370,
book_agg=0.4500, log_dur=-0.2303 (was all zeros before).
- Removed 3 stale state_dim field initializers from evaluate_baseline.rs.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
The algo cache serialized heuristic-selected algo bytes to disk with
GPU name + CUDA version validation. This created a divergent code path
between dev (RTX 3050) and prod (H100) — different machines would get
different cached algos, producing different but "frozen" results.
Determinism should come from the algorithm itself being deterministic,
not from caching one machine's non-deterministic output. The proper
fix is routing evaluation through the trainer's CUDA-Graphed forward
pass (which IS deterministic by design).
Kept: COMPUTE_32F_PEDANTIC on all cublasLt matmul descriptors (disables
TF32, universal across GPUs). Kept: IQN + attention backward determinism,
single-stream eval, evaluator reuse.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Add scripts/cuda-kernel-guard.sh — catches CPU/host leaks in .cu files:
printf, cudaMalloc/Free, host API calls, double-precision math (exp/log
instead of expf/logf), assert, file I/O. Filters comments and trailing
/* */ annotations. Zero false positives across 38 production kernels.
Extend gpu-hotpath-hook.sh to route .cu/.cuh files to the new guard.
Configure ruflo hooks in .claude/settings.json: pre-edit context loading,
post-edit pattern learning, post-command metrics, session-end persistence.
Fires for subagents too via Claude Code hook system.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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>
Eliminate foxhunt-binaries and training-binaries PVCs — services and
training jobs now fetch binaries from MinIO via rclone initContainers.
This removes L40S GPU autoscale-for-PVC-writes, removes RWO node
affinity constraints, and requires zero image rebuilds.
Changes:
- .gitlab-ci.yml: replace ~115 lines of binary-writer pod logic with
aws s3 cp to MinIO (~25 lines)
- 8 service YAMLs + 2 GPU overlays: add rclone initContainer + emptyDir
- Training job template: MinIO rclone fetch replaces PVC copy
- Delete foxhunt-binaries-pvc.yaml and training-binaries-pvc.yaml
- Add s3.fxhnt.ai DNS record (Terraform) and nginx proxy block
- Replace pod-writer-deploy skill with MinIO-based deploy skill
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Remove !.env.runpod exclusion from .gitignore (file says "DO NOT COMMIT")
- Untrack .claude/ralph-loop.local.md (session-local state)
- .env.runpod.template remains tracked as the safe reference
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
.claude/settings.local.json was already in .gitignore but still tracked.
.serena/project.yml is IDE-specific config that shouldn't be versioned.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Files had zero imports across the entire workspace:
- error_consolidated.rs, operations.rs, operations_safe.rs, ops_production.rs
- dqn/multi_step_new.rs, reward_elite.rs, reward_coordinator.rs
- dqn/intrinsic_rewards.rs, reward_simple_pnl.rs, reward_sharpe_tests.rs
- dqn/reward/tests/ (orphaned duplicate)
Also removed 5 dead pub mod declarations from lib.rs and dqn/mod.rs.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Update DQN trainer with gradient collapse detection warmup
- Add portfolio tracker improvements
- Include hyperopt trial results (multiple Sharpe ratio experiments)
- Add new test files for action/position sign convention, early stopping,
cash reserve bugs, and portfolio execution
- Update trained model files
- Add Claude Code configuration and skills
🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: Claude <noreply@anthropic.com>
