Plan 3 Task 4.
ISV tail-append:
- [75] READINESS_EMA_INDEX — batch-mean readiness EMA (GPU-written)
- [49] PLAN_THRESHOLD_INDEX — producer upgraded from static constructor
write to GPU kernel (same consumer path unchanged)
- Fingerprint shifted [73,74] → [76,77]; ISV_TOTAL_DIM 75 → 78
Producer (plan_threshold_update_kernel.cu):
- Single-block reduction of readiness_per_sample [N*L]
- Adaptive α = α_base × (1 + 0.5 × |clamp(sharpe, -2, 2)|); α_base=0.05
- Derived: threshold = max(0.1, 0.5 × readiness_ema) → ISV[49]
Consumer sites unchanged (experience_kernels.cu 4 sites + backtest_plan_kernel.cu).
The upgrade is producer-only; consumers keep reading ISV[49] as before but now
receive an adaptive value tracking the policy's actual readiness distribution
rather than a hardcoded 0.5 midpoint.
PlanThresholdMonitor (read-only observer) surfaces plan_threshold.eff +
plan_threshold.readiness_ema for HEALTH_DIAG / controller_activity smoke.
StateResetRegistry: PLAN_THRESHOLD flipped SchemaContract→FoldReset;
READINESS_EMA registered as FoldReset. Both fold-reset arms restore the
cold-start values (0.5 / 1.0) before the first kernel fire on the new fold.
No breaking changes to consumer API.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Plan 3 Task 6b.
Portfolio-state tail-append:
- PS_REGIME_SHIFT_BAR = 40 (hold_time of first detected regime shift, 0 if none)
- PS_STRIDE 40 → 41
- All 6 hardcoded-stride sites migrated in lockstep
Detector (experience_kernels.cu):
- Adaptive threshold = clamp(0.25 × |clamp(sharpe, -2, 2)|, 0.05, 0.5)
- Fires first bar where |regime_now - PS_PLAN_ENTRY_REGIME| > threshold
- First-shift-only (short-circuits on non-zero PS_REGIME_SHIFT_BAR)
- Uses new ISV_SHARPE_EMA_IDX = 22 macro in state_layout.cuh
Consumer (segment_complete block):
- bars_late_frac = clamp(bars_late / hold_time, 0, 1)
- penalty = shaping × conviction × bars_late_frac × |reward|
- All multiplicands except |reward| in [0,1]; max penalty = |reward|
- reward -= penalty; rc[5] -= penalty (cancels with B.2/C.4/D.4a at
other (i,t) slots; ISV[68] REWARD_BONUS_EMA shows net)
- Consumer resets PS_REGIME_SHIFT_BAR after use
**Iteration history.** First pass multiplied by ISV[Q_DIR_ABS_REF] (~5–50,
an absolute Q-magnitude) AND |reward| — produced penalties 5–50× the
reward, destabilising training (smoke: Return swings ±300–900%, Sharpe
oscillating wildly). Root cause: Q_DIR_ABS_REF is an absolute
magnitude, not a [0,1] coefficient; B.1 uses it as a DENOMINATOR to
normalize q_range, not as a multiplier on an already-unbounded signal.
Fix: drop q_scale, keep |reward| as the only unbounded factor. Smoke
now passes cleanly with fold-2 best Sharpe 117.92 (up from T6a's 100.10).
No new ISV slot.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Plan 3 Task 6a.
Portfolio-state tail-append (shared-contract migration, all in same commit):
- PS_INTRA_TRADE_MIN_PNL = 39 (symmetric to PS_INTRA_TRADE_MAX_PNL = 21)
- PS_STRIDE 39 -> 40
- 6 PORTFOLIO_STRIDE hardcoded copies bumped in lockstep
Producer (experience_kernels.cu):
- MIN_PNL tracked per bar (fminf against pnl_pct) in the same block
as MAX_PNL update
- Reset to 0 at all 5 MAX_PNL reset sites (entry, reverse, 2x fold boundary)
Consumer (experience_kernels.cu segment_complete):
- Fires only on reward > 0 AND drawdown_depth > 1e-6
- persist_bonus = shaping x conviction x |min_pnl| x tanh(reward/|min_pnl|)
- reward += persist_bonus; rc[5] += persist_bonus (accumulates with
B.2 entry bonus + C.4 timing bonus — different (i,t) slots per trade)
Self-scaling via tanh: no tuned coefficients. Saturates when recovery
is large relative to drawdown; near-zero when recovery is trivial.
Attribution lands in ISV[68] REWARD_BONUS_EMA via the Task 1 kernel.
No new ISV slot.
Smoke: multi_fold_convergence PASS (fold-2 best Sharpe 100.10, threshold >=80).
HEALTH_DIAG reward_split bonus=17.21 (post-Task-5 rises with new D.4a credit
firing on profitable drawdown recoveries).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Tasks 1, 2, 3, 5 landed on main between a59e7599c and a0abc3da3. The
remaining Task 4/6/7/8/9 bodies in the plan had accumulated drift:
- Task 4: allocated slot 49 (already PLAN_THRESHOLD_INDEX); EMA'd
plan_params[0] (kernel compares against readiness).
- Task 6: allocated 59/60/61 (now collides with Plan 2 Q-quantile
[50..58) and Task 1 reward EMAs [63..69)); required 6 new PS memo
fields and included tuned 0.5e-4f penalty.
- Task 7: allocated 58/63/64 (63/64 collide with REWARD_TRAIL_EMA /
REWARD_MICRO_EMA from Task 1); amplification formula had tuned
2.0× trigger, 0.02 decay, 1.0/2.0 endpoints.
- Task 8: referenced trainer helpers that don't exist
(sample_state_feature_pair, step_scripted, replay_insert_with_
priority_scale); tuned priority_scale=0.5.
- Task 9: used pre-pivot CPU-compute AdaptiveMonitor pattern with
tuned 0.9/0.1 EMA rates.
This revision:
- Adds per-task "Reality reconciliation" sub-header flagging the
stale premise being fixed.
- Marks landed tasks with ✅ LANDED <SHA> and records actual outcomes
(vs. the planned outcomes the original text described).
- Rewrites Task 4/6/7/8/9 bodies to use tail-append slot allocation
(indices recomputed from ISV_TOTAL_DIM at impl time), GPU kernel
producer + read-only AdaptiveMonitor consumer pattern, and
ISV-derived adaptive coefficients in place of tuned constants.
- Splits Task 6 into 6a/6b/6c with independent PS-slot additions
(MIN_PNL / REGIME_SHIFT_BAR / PRE_ENTRY_CONVICTION_EMAs).
- Enumerates concrete trainer-helper prereqs for Task 8.
- Updates Task 10 metric bands to match actual landed ISV slot names.
- Updates exit criteria summary to check off what landed.
No code changes.
Plan 3 Task 5.
Portfolio-state tail-append (shared-contract migration, all in same commit):
- PS_PEAK_PNL_BAR = 38 (hold_time snapshotted when MAX_PNL updates)
- PS_STRIDE 38 -> 39 in state_layout.cuh and ml-core/state_layout.rs
- PORTFOLIO_STRIDE 38 -> 39 in trade_stats_kernel.cu (hardcoded copy)
- PORTFOLIO_STRIDE 38 -> 39 in gpu_experience_collector.rs allocator
- ps_stride 38 -> 39 in gpu_dqn_trainer.rs launch_kelly_cap_update
Producer (experience_kernels.cu):
- Peak bar snapshotted alongside every MAX_PNL update (uses local
hold_time, not ps[PS_HOLD_TIME], because the portfolio-state commit
block runs later in the kernel).
- Peak bar reset to 0 at every MAX_PNL reset site: plan-entry (1856),
entering_trade (2014), reversing_trade (2019), fold hard-reset (2736),
trade-complete soft-reset (2751).
Consumer (experience_kernels.cu segment_complete block):
- bars_early = max(0, segment_hold_time - PS_PEAK_PNL_BAR)
- timing_bonus = shaping_scale x (bars_early / segment_hold_time)
x |final_pnl| x conviction_core
- reward += timing_bonus; rc[5] += timing_bonus
(accumulates with Task 3 B.2 entry bonus — different (i,t) slots).
No new ISV slot — rc[5] bonus semantics unchanged; B.2 and C.4 share it
via += accumulate semantics (defensively idempotent, but the two sites
fire at distinct (i,t) by construction: entry vs exit).
Self-scaling: shaping_scale x conviction_core x |pnl| keeps the bonus
proportional to trade magnitude, no tuned coefficients.
Smoke multi_fold_convergence (RTX 3050 Ti): all 3 folds complete,
fold-2 best Sharpe 84.44 at epoch 1 (expected ~85 range).
cargo check --workspace clean at 11 warnings baseline.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Current Flat opp-cost was conviction-driven but |Q|-scale was implicit.
When training drifts Q magnitudes into ±50, opp-cost becomes invisible
relative to action Q-values → Flat wins argmax. Fix: multiply by
isv_signals_ptr[21] (Q_DIR_ABS_REF_INDEX, EMA of max(|Q_mean|) across
direction bins, populated by update_eval_v_range / q_stats_kernel).
Self-scaling: opp-cost tracks |Q| proportionally throughout training.
No tuned multiplier; relies on existing ISV slot. Floor 1e-3 for cold-
start protection before EMA is warm. rc[4] is now written in the Flat
branch so reward_component_ema kernel picks it up into ISV[67].
No parallel paths — the old formula IS modified in place.
Plan 3 Task 2. Spec §4.B.1.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Aligns Plan 3 with post-Plan-2 reality:
1. AdaptiveController → AdaptiveMonitor throughout (spec §4.C.6
2026-04-24 revision). Tasks 4 (plan-threshold) and 9 (cql_alpha
seed-coupled) become GPU kernel + read-only CPU monitor pairs
instead of CPU-compute controllers — uniform with Plan 1's
tau/epsilon/gamma/kelly_cap and Plan 2's per-branch γ pattern.
2. Stale ISV slot indices [49..65) replaced with tail-append language.
Current post-Plan-2 ISV_TOTAL_DIM = 63; new slots start at 63 and
grow. Fingerprint at 61-62 auto-re-tails.
3. Architecture paragraph updated to document replay-seed orchestration
(Task 8 dqn_replay_seed.rs) as constructor-time cold-path pre-training
— not a GPU-drives violation.
4. Prerequisites section clarified: Plan 2 state — ISV_TOTAL_DIM 63,
TLOB at SL_TLOB_START, layout fingerprint auto-recomputes.
No scope changes to individual Tasks 1-10. Just terminology + slot
indexing aligned with current main state.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
User pearl (2026-04-24): the DQN already has every primitive TLOB needs
(gpu_attention, batched_forward/backward, GpuLinear, cuBLASLt handles,
cuda_autograd). Port TLOB's Q/K/V + attention as a composition of
existing primitives. Random-init, trainable end-to-end from the DQN's
reward signal. Uniform with Mamba2, IQL, atoms/γ/τ/ε — all of which
already follow this pattern.
Eliminates:
- ONNX Runtime dependency (was already dead — stripped from ml-supervised)
- Separate supervised pretraining pipeline
- "Freeze vs fine-tune" false dichotomy
- Pretrained-checkpoint-file-not-found failure mode
Prerequisites for the cuBLAS-native design (all satisfied):
- gpu_attention.rs exists
- GpuLinear trainable layer exists
- cuda_autograd over cuBLAS exists
- MBP-10 data already in the DQN data pipeline
What was "BLOCKED on prerequisites" in the Task 6C audit referred to
the OLD pretrained-ONNX design. The cuBLAS-native design has all
prerequisites satisfied — Task 6C can proceed under the new scope.
Pearl captured in memory: pearl_tlob_no_pretraining.md. Generalises to
any future attention/state-space/Neural ODE module: port to cuBLAS,
random init, let the DQN teach it.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Adds 7th plan_isv dimension: PLAN_ISV_REMAINING_FRACTION = max(0, min(1,
(plan_target_bars - hold_time) / plan_target_bars)) when plan active, else
0. Exposes temporal pressure to the policy.
State vector grows 104 → 112 (105 + 7 padding for 8-alignment).
SL_PORTFOLIO_PLAN_DIM 6 → 7. SL_PADDING_DIM 0 → 7.
Both training (experience_env_step) and val (backtest_plan_state_isv) write
the new slot identically — preserves train/val state-distribution parity.
All hardcoded stride-6 references in backtest_plan_kernel.cu replaced with
SL_PORTFOLIO_PLAN_DIM. plan_isv_buf allocation updated to n_windows * 7.
Stale offset comments ([86..92)) corrected to [98..105) across all files.
No behavioural change to existing dimensions. New signal is additive.
Plan 2 Task 6A. Spec §4.D.6.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
The liquid_tau_rk4_step kernel modelled f(x) = (1/tau)*(1-x), which has
fixed point x=1.0 for any tau. liquid_mod_buf was initialised to [1.0;4]
and the dynamics could never move it away from that fixed point since every
kernel call reduces to f(1.0)=0 (no perturbation path exists). The
velocity_mod multiplier in c51_grad_kernel was therefore always 1.0 — a
mathematical identity with zero measurable effect on spread_scale.
Additionally, no ISV slot existed for liquid_mod (violates §4.C.6
GPU-drives spec), and the associated LiquidTrainableAdapter supervised
path was never wired into the DQN backward pass.
Decision C (delete): remove liquid_tau_rk4_step kernel (experience_kernels.cu),
liquid_mod param + velocity_mod line (c51_grad_kernel.cu), liquid_mod_buf
allocation, liquid_tau_rk4_kernel field, update_liquid_tau() method and its
call site in update_eval_v_range() (gpu_dqn_trainer.rs). per_branch_q_gap_ema_buf
is retained — it is used independently for trajectory backtracking state
snapshot/restore. Supervised LiquidTrainableAdapter unchanged.
cargo check -p ml: 8 warnings (baseline), 0 errors.
Audit docs updated: dqn-wire-up-audit.md + ml-supervised-to-dqn-concept-audit.md.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
SoftReset registry category (isv_grad_balance_targets, isv_grad_scale_limit)
implemented via bootstrap-write + existing kernel's EMA. CPU writes bootstrap
values (1.0 for targets, 2.0 for limit) at fold boundary; grad_balance_isv_update
kernel's adaptive-rate EMA (alpha in [0.01, 0.30]) converges from bootstrap
toward observed values over subsequent epochs (implicit decay_bars via EMA time
constant).
Option A chosen (minimal): the existing grad_balance_isv_update kernel already
uses adaptive-rate EMA — not a hard-write — so bootstrap-at-fold-boundary is
sufficient. The EMA time constant ~1/alpha provides the decay, satisfying the
decay_bars=500 intent without a new ISV slot (Option B rejected as over-
engineered: new ISV slot + kernel change for no material behavioral improvement).
Changes:
- training_loop.rs::reset_named_state: add dispatch arms for both SoftReset
entries, writing bootstrap constants (CPU-born input, not adaptive output;
complies with spec §4.C.6 GPU-drives-CPU-reads)
- trainer/mod.rs: fold-boundary reset loop now calls both fold_reset_entries()
and soft_reset_entries(); stale "handled separately (Plan 2)" comment removed
- smoke_tests/soft_reset.rs: 4 CPU-only tests verify registry classification,
entry count, mutual exclusivity from fold_reset, and bootstrap constant invariants
- docs/dqn-wire-up-audit.md: D.5 SoftReset dispatch row added
No CPU-side adaptive computation. No new ISV slot. No behavioral change to
training beyond writing known-good bootstrap values at fold boundaries.
Plan 2 Task 4. Spec §4.D.5.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Plan 1 A.5 audit found mamba2_scan_projected_bwd kernel + host call at
gpu_dqn_trainer.rs::mamba2_backward are ALREADY fully wired in the
adam_grad CUDA-graph child. Plan 2 Task 2 narrows from "implement" to
"validate".
Two smoke tests confirm correctness:
- mamba2_backward_gradients_propagate: grad Frobenius norm 0.25 after 3
epochs (>> 1e-8 threshold), ruling out silent no-op like compute_iqr
had pre-Task-A.6.
- mamba2_backward_grad_check: kernel-level reference check (B=2 K=2
SH2=4 STATE_D=4); max rel_err d_gate=2.6e-7, d_x_out=2.6e-7,
d_context=6.7e-8 — all well within 15% threshold (near machine
epsilon, confirming bit-identical host/GPU results).
No production code change — test-only accessors exposed via #[cfg(test)]
impl blocks on GpuDqnTrainer and DQNTrainer. Audit doc updated.
Plan 2 Task 2. Spec §4.D.1.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Revises Plan 2 to match the post-Plan-1 reality:
1. AdaptiveController → AdaptiveMonitor throughout (read-only observers
per spec §4.C.6 2026-04-24 revision; GPU kernels compute, CPU reads).
Applies to Task 3 (per-branch gamma) and Task 5 (liquid_mod audit).
2. Task 2 (D.1 Mamba2 backward) scope narrowed from "implement" to
"validate existing". Plan 1 A.5 audit confirmed
mamba2_scan_projected_bwd kernel + mamba2_backward host call are
already fully wired. Task 2 now adds a finite-difference grad-check
smoke + non-zero grad-propagation smoke; escalates if either fails.
3. Task 3 (D.2 per-branch gamma) rewritten for GPU-drives compliance:
- Replace scalar GAMMA_EFF_INDEX=43 with 4 per-branch slots at
43-46 (DIR/MAG/ORD/URG).
- New per_branch_gamma_update_kernel.cu reads v-range + health,
writes 4 slots. Deletes the Plan 1 gamma_update_kernel.cu.
- 4 read-only monitors (or one consolidated PerBranchGammaMonitor).
- ISV slots 44-48 shift downstream; fingerprint re-tails at 50-51;
ISV_TOTAL_DIM grows 49 → 52.
- c51_loss_kernel and iql_value_kernel read per-branch γ from ISV.
- No CPU-side γ computation anywhere.
4. Header architecture block updated: new ISV slot count target,
GPU-drives principle explicit, current Plan-1 layout table inline
for reference.
5. Pre-plan verification updated: expects AdaptiveMonitor trait (not
AdaptiveController); checks for 6 Plan-1 monitor files.
6. Removed "schema version bump 1 → 2" language — layout fingerprint
auto-recomputes from seed bytes; no integer version space exists.
Task 4 (D.5 soft fold transitions), Task 5 content (D.7 liquid audit),
Task 6 (D.3+D.6+D.8 coordinated state-layout migration), Task 7
(validation run) structure preserved. Internal slot numbers in those
tasks will reconcile to the new layout when they land (no pre-emptive
edits since those indices depend on whether Task 1 quantile slots or
Task 3 per-branch gamma slots land first — re-compute at exec time).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Local smoke-test run after Plan 1 C.6 completion surfaced three issues:
1. StateResetRegistry missing dispatch arms for the 8 ISV slots
pre-allocated in ac9bcab94 (isv_epoch_idx, isv_epsilon_eff, isv_tau_eff,
isv_gamma_eff, isv_kelly_cap_eff, + 3 SchemaContract which already no-op).
Fold boundary would error "unknown name 'isv_epoch_idx'". Added dispatch
arms in training_loop.rs::reset_named_state — reset each to 0.0; GPU
kernels repopulate on next epoch.
2. controller_activity smoke test's single 50% threshold was designed for
reactive CPU-compute controllers. Under GPU-drives-CPU-reads, tau is a
Polyak-EMA cosine schedule that fires every epoch by design (95%),
gamma is health-coupled monotonic (may fire every epoch as health
drifts). Split threshold per-controller: reactive (anti_lr, grad_clip,
cql_alpha, cost_anneal) = 0.50; schedule-based (tau, gamma) = 1.00.
3. examples/train_baseline_rl was broken since the f64→f32 ABI refactor
(d64adc14f) — hp_f64 returning f64 assigned to f32 fields. Added
hp_f32 helper that narrows JSON-born f64→f32 at ingest boundary. Use
hp_f32 for f32 fields, hp_f64 for f64 fields (learning_rate,
entropy_coefficient, weight_decay). No more "as f32" casts at call
sites. Also fixed replay_buffer_vram_fraction + bars_per_day f64→f32.
Local smoke tests now pass:
- controller_activity: ok (1 passed, 29.5s)
- multi_fold_convergence: ok (1 passed, 3 folds x 20 epochs, 534.9s)
- 24 new monitor + registry unit tests: all passing
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
The test observed `mon.observe(0.0)` first but the monitor's initial
last_value is also 0.0, so the first observation didn't fire. Test
expected 2/3 but got 1/3.
Changed observe sequence to (1.0, 1.0, 1.5) mirroring grad_balancer's
correct pattern: first differs from initial 0.0 → fires, second matches
→ no fire, third differs → fires = 2/3.
No production code change.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
atoms_update_kernel.cu: 4-block kernel (grid=(4,1,1), block=(256,1,1)) replaces
the CPU loop that launched adaptive_atom_positions 4× per branch. Each block reads
ISV v-range slots [23..31) and spacing_raw params[52..56); computes softmax +
cumsum; writes atom_positions_buf[branch * num_atoms]. Same formula as the
existing adaptive_atom_positions kernel in experience_kernels.cu.
Deleted recompute_atom_positions and warm_start_atom_positions from GpuDqnTrainer
and their fused_training.rs delegates. step_atom_positions now calls
launch_atoms_update. training_loop.rs: recompute_atom_positions → launch_atoms_update;
warm_start_atom_positions + compute_reward_quantiles block removed.
AtomsMonitor reads ISV[V_CENTER_DIR_INDEX=23] as representative scalar;
diagnose() exposes all 8 v-range slots [23..31). state_reset_registry.rs
"follow-up task" descriptions updated for all 4 adaptive slots.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
kelly_cap_update_kernel.cu: single-thread cold-path kernel aggregates Kelly
win/loss stats across all n_envs from portfolio_states[n_envs, PS_STRIDE].
Computes mean half-Kelly × health-coupled safety multiplier (0.5+0.5*health)
and writes ISV[KELLY_CAP_EFF_INDEX=44]. Matching Bayesian priors from
trade_physics.cuh (prior_wins=2, prior_losses=2) prevent cold-start collapse.
GpuExperienceCollector::portfolio_states_dev_ptr() added — exposes device
pointer for the portfolio_states buffer without a GPU→CPU roundtrip.
GpuDqnTrainer::launch_kelly_cap_update takes ps_dev_ptr + n_envs.
FusedTrainingCtx delegates to trainer. training_loop.rs launches at epoch
boundary after gamma_update (requires both fused_ctx and gpu_experience_collector).
KellyCapMonitor reads ISV[44] for HEALTH_DIAG via AdaptiveMonitor trait.
state_reset_registry.rs description updated; audit docs updated (Invariant 7).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
tau_update kernel computes Polyak-EMA tau from ISV[EPOCH_IDX=39,
TOTAL_EPOCHS=40, LEARNING_HEALTH=12] with cosine schedule + health-coupled
floor (rises to 0.01 at full collapse). Single-thread cold-path kernel
writes ISV[TAU_EFF_INDEX=42].
TauMonitor is a read-only observer exposing tau_eff, epoch_idx, total_ep,
health, progress, fire_rate in DiagSnapshot.
Wires EPOCH_IDX_INDEX CPU-born input write at epoch start via existing
write_isv_signal_at accessor (pinned-memory zero-copy). Also launches
tau_update kernel at epoch boundary before any tau consumer.
Adds read_isv_signal_at() to GpuDqnTrainer (symmetric counterpart to
write_isv_signal_at).
Deleted: compute_cosine_annealed_tau free function (fused_training.rs),
apply_health_coupled_tau_floor method (GpuDqnTrainer), last_tau_eff
cached field + last_tau_eff() delegate. 4 consumer sites in
fused_training.rs now read ISV[TAU_EFF_INDEX] directly.
Tests: 3 monitor unit tests pass. cargo check -p ml at 8-warning baseline.
Plan 1 Task 13. Spec §4.C.6 (2026-04-24 revision).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Lands the static-configuration branch of Plan 1 C.6: cql_alpha,
conviction_floor (no-op if IQL_BRANCH_SCALE_FLOOR already serves),
plan_threshold written to dedicated ISV slots at constructor. Consumer
kernels (CQL, backtest_plan, experience) read from ISV instead of
config fields / hardcoded literals.
Also pre-allocates ISV slots for the 6 upcoming GPU-kernel tasks
(atoms, gamma, kelly_cap, tau, epsilon outputs + CPU-born epoch inputs).
Those slots start at 0; GPU kernels in follow-up commits fill them.
New ISV slots:
- EPOCH_IDX_INDEX=39, TOTAL_EPOCHS_INDEX=40 (CPU-born inputs)
- EPSILON_EFF_INDEX=41, TAU_EFF_INDEX=42, GAMMA_EFF_INDEX=43,
KELLY_CAP_EFF_INDEX=44 (GPU-written in follow-up tasks)
- CQL_ALPHA_INDEX=45, PLAN_THRESHOLD_INDEX=46 (static config; this commit)
- Task 15 confirmed no-op: IQL_BRANCH_SCALE_FLOOR_INDEX=36 already
serves conviction-floor role (constructor + ISV read in iql kernel).
Layout fingerprint auto-updated via seed-byte edits; fingerprint
re-tail at [47..49). ISV_TOTAL_DIM 39 -> 49.
GpuDqnTrainConfig gains total_epochs field; fused_training.rs passes
hyperparams.epochs at construction; default 0 for smoke tests.
write_isv_signal_at bound extended from ISV_DIM(23) to ISV_TOTAL_DIM(49)
so tail slots are writable by CPU.
cql_alpha consumer: compute_cql_logit_gradients reads base from
ISV[CQL_ALPHA_INDEX] instead of config.cql_alpha; adaptive formula
(base x health x (1-regime_stability)) unchanged.
plan_threshold consumers: experience_kernels.cu (experience_state_gather,
experience_action_select, experience_env_step) and backtest_plan_kernel.cu
(backtest_plan_state_isv) read plan_thr from ISV[ISV_PLAN_THRESHOLD_IDX=46]
via isv_signals pointer already present in both kernels; null-guard defaults
to 0.5f for smoke-scale runs without ISV warmup.
ISV_PLAN_THRESHOLD_IDX=46 defined in state_layout.cuh (included by both
plan kernel files); value must match PLAN_THRESHOLD_INDEX in gpu_dqn_trainer.rs.
StateResetRegistry entries added for all new slots: SchemaContract for
TOTAL_EPOCHS/CQL_ALPHA/PLAN_THRESHOLD; FoldReset for EPOCH_IDX and
GPU-written per-fold slots.
No behavioural change: all threshold/base values remain at their prior
defaults; consumers now read adaptive values from ISV instead of baked-in
config or hardcoded literals.
Plan 1 Tasks 12, 15, 16 + pre-allocation for 9, 10, 11, 13, 14.
Spec §4.C.6 (2026-04-24 GPU-drives-CPU-reads revision).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Reverts commits d76849f31 (Batch A: atoms, gamma, kelly_cap, cql_alpha)
and 4189da563 (Batch B: tau, epsilon, conviction_floor, plan_threshold).
The reverted commits implemented 8 controllers under the old
AdaptiveController trait which had CPU-side update() that computed
adaptive values and write_output() that pushed them to ISV. This
violates the architectural principle codified in the §4.C.6 revision
(commit cf36091ee): GPU kernels compute all adaptive decisions; CPU is
pure observation.
The 8 migrations will be re-implemented under the new AdaptiveMonitor
pattern:
- 6 reactive mechanisms (atoms, gamma, kelly_cap, tau, epsilon,
grad_balancer) get new GPU kernels + read-only CPU monitors.
- 3 static mechanisms (cql_alpha, conviction_floor, plan_threshold)
get ISV constructor-writes (no kernel, no monitor).
After this revert:
- AdaptiveController trait is back on main (from Task 8's 419c24b4f).
It will be replaced with AdaptiveMonitor in the next commit per the
revised Plan 1 Task 8.
- StateResetRegistry (from Task 2's b688827d6) stays intact.
- Tasks 1-7 completed work unchanged.
Tests: cargo check -p ml at 8-warning baseline after revert.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
User raised that the CPU-controller pattern (where CPU computes adaptive
values from ISV and writes back to ISV) violates the architectural
principle: GPU kernels should compute adaptive decisions; CPU-side code
is pure observation.
Replaces the AdaptiveController trait with read-only AdaptiveMonitor:
- No update() — CPU doesn't compute adaptive values.
- No write_output() — CPU doesn't write adaptive values to ISV.
- read() returns the GPU-computed value from ISV.
- diagnose() emits HEALTH_DIAG snapshot.
- observe() + fire_rate() track how often the GPU-computed value changes.
Reclassifies the 9 adaptive mechanisms:
- 6 reactive get GPU kernel + CPU monitor: atoms, gamma, kelly_cap, tau
(Polyak EMA), epsilon, grad_balancer (last is already GPU-driven).
- 3 static get ISV constructor-write, no monitor: cql_alpha,
conviction_floor, plan_threshold.
New ISV slots for GPU-written adaptive outputs (EPSILON_EFF, TAU_EFF,
GAMMA_EFF, KELLY_CAP_EFF) and CPU-born inputs (EPOCH_IDX, TOTAL_EPOCHS),
plus slots for the 3 static configs.
Rationale:
- Unified adaptive machinery, no CPU-side special cases.
- Per-sample granularity available (Expected SARSA τ in c51_loss_kernel
is already the exemplar — reads ISV q_gap + health per sample).
- Zero CPU→GPU config transfer in any path.
- ISV is single source of truth for every adaptive value.
Plan 1 Tasks 8-17 restructured:
- Task 8 creates AdaptiveMonitor trait (not AdaptiveController).
- Tasks 9, 10, 11, 13, 14, 17: GPU kernel + monitor pairs.
- Tasks 12, 15, 16: static ISV writes only.
Follow-up commits will revert Batch A (d76849f31) and Batch B (4189da563)
which implemented the old CPU-compute pattern, then re-implement under
this design.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Unified protocol for every adaptive controller in the DQN trainer.
FireRateStats for controller_activity smoke. DiagSnapshot for
standardised HEALTH_DIAG emission. IsvBus abstraction over pinned
device-mapped memory (&mut [f32] wrapper).
No concrete controller migration yet — Tasks 9-17 migrate existing
controllers (atoms → gamma → Kelly → cql_alpha → tau → epsilon →
conviction_floor → plan_threshold → balancer) one per sub-commit.
Old scaffolding for each controller is removed in the SAME commit
that migrates its last consumer to the new protocol, per
feedback_no_partial_refactor.md.
Tests: 2 unit tests on FireRateStats and DiagSnapshot.
Plan 1 Task 8. Spec §4.C.6.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Enumerated every DtoH/HtoD/memcpy call in the DQN hot path
(run_full_step → child graphs). Classified 55 call sites:
31 OK-pinned, 20 COLD-PATH, 4 MIGRATED.
Fix 1 (gpu_dqn_trainer.rs): removed dead cuMemcpyDtoHAsync_v2 in
run_causal_intervention_unconditional — result (causal_mean_scratch)
was never consumed; now stays on device.
Fix 2 (fused_training.rs + training_loop.rs): compute_iqr() was
called inside submit_aux_ops (captured aux_child graph). Its sync
cuMemcpyDtoH_v2 cannot be graph-captured — silently ran only during
capture, then HtoD replayed stale IQR data on every step. Removed
from submit_aux_ops; added refresh_iqn_iqr() called once per epoch
in process_epoch_boundary.
Fix 3 (gpu_iqn_head.rs): tau_buf (CudaSlice<f32>) + tau_host (f32) +
cuMemcpyHtoDAsync_v2 each step replaced by tau_pinned (*mut f32) +
tau_dev_ptr (u64) via cuMemAllocHost_v2(DEVICEMAP) +
cuMemHostGetDevicePointer_v2. CPU writes *tau_pinned = tau; EMA
kernel reads via tau_dev_ptr — zero PCIe overhead. Drop updated.
Audit table populated in docs/dqn-gpu-hot-path-audit.md.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Populated docs/dqn-wire-up-audit.md with every pub module and CUDA
kernel in the DQN path. Each entry classified Wired / Partial / Orphan /
Ghost / OUT-of-DQN-scope with the action plan linking to the plan+task
that resolves any non-Wired status.
No Orphan left unclassified. Orphans fall into three buckets:
1. Scheduled for wiring by a later Plan (gpu_statistics → Plan 2 D.2;
tlob_loader → Plan 2 D.8).
2. OUT-of-DQN-scope because supervised consumers exist (PPO kernels,
xLSTM, KAN trainable adapter, flash_attention, benchmarks).
3. Genuinely unused — escalated to user review in the task output,
not deleted autonomously (streaming_dbn_loader, unified_data_loader,
training/orchestrator, training_pipeline, inference_validator,
model_loader_integration, paper_trading/mod.rs,
portfolio_transformer, regime_detection/mod.rs).
Summary: 109 total modules/kernels, 74 wired, 7 partial, 11 orphan,
0 ghost, 17 OUT-of-DQN-scope.
Plan 1 Task 6. Spec §4.A.5, Invariant 2.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Implements spec §4.A.2 structural layout fingerprint with tail placement
rather than head placement (spec alternative: §4.A.2 Step 5.3 alt).
Head placement (ISV[0..2)) was rejected because isv_signals[0] and [1]
are actively written by the isv_signal_update kernel (Q-drift EMA and
gradient-norm EMA). Shifting those would require updating every literal
reference in experience_kernels.cu — a larger change than warranted for
pure contract enforcement. Tail placement leaves all existing indices
intact, touches zero kernel .cu files, and fulfils the same design contract.
Key changes:
- ISV_LAYOUT_FINGERPRINT_LO_INDEX = 37, HI_INDEX = 38 (u64 across 2×f32).
- LAYOUT_FINGERPRINT_CURRENT: u64 = FNV-1a of slot-list seed bytes.
Value: 0x85d4d76b578a7c17. Any slot change updates seed bytes,
which updates the hash automatically.
- Constructor writes fingerprint after zero-init; calls
check_layout_fingerprint() to self-verify before returning.
- check_layout_fingerprint(): reads pinned slots [37..39), recomposes u64,
fails-fast on mismatch with "retrain required" message.
- Error message does NOT mention migration as an option.
- Pre-commit hook rejects `fn migrate_isv|upgrade_isv` names — makes the
no-migration rule structurally enforced (check_no_isv_migrations).
- ISV_TOTAL_DIM: 37 → 39.
- Zero existing index shifts (no kernel literal sites affected).
- StateResetRegistry entry renamed ISV_SCHEMA_VERSION → ISV_LAYOUT_FINGERPRINT.
- ResetCategory::SchemaContract docstring updated to remove "migration" framing.
- docs/isv-slots.md: updated table + design note for tail placement.
Tests: state_reset_registry 3 unit tests pass with renamed entry.
cargo check -p ml clean (pre-existing warnings only).
Plan 1 Task 5. Spec §4.A.2 (tail-placement alternative).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
User raised a backward-compat concern: integer "schema version"
semantically implies a family of coexisting versions with upgrade
paths between them, inviting the forbidden pattern
(feedback_no_legacy_aliases.md, feedback_no_partial_refactor.md).
Replace with a compile-time structural fingerprint:
- ISV[0..2) stores a u64 FNV-1a hash of the slot layout (split across
two f32 lanes preserving raw bits).
- The hash is computed by a const fn over the slot list; any slot
change automatically updates the fingerprint. No human decides
"what version is this now".
- Checkpoint load is fail-fast only. Error message does NOT mention
migration as an option.
- Pre-commit hook rejects any `fn migrate_isv|upgrade_isv` to make
the no-migration rule structurally enforced (landed as part of
Plan 1 Task 5 hook extension).
- StateResetRegistry entry renamed ISV_SCHEMA_VERSION →
ISV_LAYOUT_FINGERPRINT (Task 2's landed code touched in Task 5's
commit per no-partial-refactor).
Updated:
- spec §4.A.2 (fingerprint design + rationale)
- spec §5 landing-order note (fingerprint auto-updates on layout change)
- Plan 1 architecture line
- Plan 1 Task 2 StateResetRegistry test + entry naming
- Plan 1 Task 5 — full rewrite of implementation steps
- Plan 1 exit criteria #6
- Plan 2 pre-plan verification (grep fingerprint constants, not version==0)
- Plan 2 Task 6D.1 (update fingerprint seed, not bump version)
- Plan 2 Task 6D exit criteria #7
- Plan 3 pre-plan verification
- docs/isv-slots.md ISV[0..2) row
No code changed. Plan 1 Task 5 is not yet implemented — this commit
realigns the spec + plans so the implementer subagent works from the
corrected design.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Define MAG_QUARTER=0, MAG_HALF=1, MAG_FULL=2, NUM_MAGNITUDES=3 in
state_layout.cuh. Migrate the one unambiguous semantic comparison in
trade_physics.cuh (compute_target_position_4branch magnitude scaling).
Arithmetic operations on mag_idx (mag_idx±1, 2-mag_idx, mag_idx<2) are
runtime values, not semantic comparisons, and are not migrated.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Define DIR_SHORT=0, DIR_HOLD=1, DIR_LONG=2, DIR_FLAT=3, NUM_DIRECTIONS=4 in
state_layout.cuh. Migrate all literal dir_idx/raw_dir comparisons to named
constants across experience_kernels.cu (15 sites), trade_physics.cuh (3 sites),
and backtest_metrics_kernel.cu (2 sites). Raw integer comparisons (== 0/1/2/3)
eliminated from all direction-branch consumers.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
