compute-sanitizer pinpointed mag_concat_qdir at experience_kernels.cu:3590
writing 260 floats/state (SH2 + b0_size where b0=4) into a buffer
allocated for 259 floats/state (SH2 + 3, legacy 3-direction layout).
Off-by-one corrupted the next row's first column on every write and
overran past the buffer end on the final row, surfacing as
CUDA_ERROR_ILLEGAL_ADDRESS in downstream kernels (denoise_bias_grad_p1,
cublasLt h_v matmul) on L40S production batch sizes.
The `+3` constant was overloaded:
- direction-conditioned (mag_concat, w_b1fc, w_gate_1) — incorrectly
hardcoded SH2+3 instead of SH2+branch_0_size when the kernel migrated
to 4-direction (S/H/L/F).
- OFI-conditioned (ord_concat, urg_concat, w_b2fc, w_b3fc, w_gate_2,
w_gate_3) — correctly SH2+3 for 3 OFI features per branch
(concat_ofi_features).
Migrated all direction-conditioned consumers in lockstep
(feedback_no_partial_refactor):
- gpu_dqn_trainer.rs: w_b1fc, w_gate_1 use shared_h2+branch_0_size
- gpu_dqn_trainer.rs: split mag_concat_dim (SH2+b0) from
ofi_concat_dim (SH2+3) for buffer alloc
- gpu_dqn_trainer.rs: accumulate_d_h_s2_from_concat takes src_stride
param so mag callers pass SH2+b0, ord/urg callers pass SH2+3
- batched_forward.rs: split mag_concat_dim (SH2+b0) from ofi_concat_dim
(SH2+3); strided_scatter dst_stride and fc_k now diverge between mag
(d==1) and ord/urg (d==2,3); add separate (SH2+3) GEMM cache shape
- batched_backward.rs: d==1 (magnitude) dX/dW dims use SH2+b0;
d==2/3 (order/urgency) keep SH2+3; add separate (SH2+3) GEMM cache
shape for OFI branches
- gradient_budget.rs: smoke test now allocates b1 with SH2+b0
and b2/b3 with SH2+3 (was buggy SH2+3 for all three)
- value_decoder.rs: doc updated
- docs/dqn-named-dims.md: new "Branch FC input strides" section
documenting the direction- vs OFI-conditioning invariant
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>
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>
Add BRANCH_DIR/BRANCH_MAG/BRANCH_ORD/BRANCH_URG/NUM_BRANCHES to
state_layout.cuh. Migrate the 4 clear literal branch-index accesses
in branch_grad_balance_kernel.cu (branch_norms_dev[0..3] in
grad_balance_isv_update).
Other branch-keyed arrays (branch_starts, branch_lens, branch_norms,
branch_scales) use the runtime `branch = blockIdx.y` variable or loop
counter — no raw literal index, so no migration needed. Rust call sites
use struct fields (branch_0_size etc.) or loop vars — not literals.
No behavioural change; pure refactor.
Plan 1 Task 4D. Spec §3 Invariant 8.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Add PLAN_PARAM_* constants to state_layout.cuh and replace raw
plan_params/pp slot accesses in experience_kernels.cu and
backtest_plan_kernel.cu.
Sites migrated: pp[0..5] in both files (12 sites), plan_params_ptr
indexed accesses at slots 0, 1, 4 in experience_kernels.cu (4 sites),
plan_params[w*6+4] in backtest_plan_kernel.cu (1 site). Loop variable
pp[p] in noisy-plan path left as-is (p is a runtime loop counter, not
a literal slot index).
No behavioural change; pure refactor.
Plan 1 Task 4C. Spec §3 Invariant 8.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Add PLAN_ISV_* constants to state_layout.cuh and replace raw
plan_isv[N] and pisv[N] accesses in experience_kernels.cu and
backtest_plan_kernel.cu. backtest_plan_kernel.cu gains an
#include "state_layout.cuh" so the constants are visible.
6 code sites migrated (plan_isv[0..5] in experience_kernels.cu),
plus 6 pisv[N] local-array accesses in backtest_plan_kernel.cu
(same semantic slots).
No behavioural change; pure refactor.
Plan 1 Task 4B. Spec §3 Invariant 8.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Replace raw ps[N] access across all CUDA kernels with PS_* named
constants defined in state_layout.cuh. 32 constants total covering
the full 38-slot portfolio state: position/cash/value, DSR stats,
Kelly stats, plan fields, and OFI scratch range.
Notable deviations from pre-written plan mapping: the plan's
PS_VALUE/PS_POSITION/PS_CASH values (0,1,2) had the wrong semantics.
Code wins (feedback_trust_code_not_docs): ps[0]=position, ps[1]=cash,
ps[2]=portfolio_value. All 148 raw ps[digit] accesses in
experience_kernels.cu and trade_stats_kernel.cu migrated. In-comment
range references (e.g. "ps[30..37]") left as documentation.
trade_stats_kernel.cu: migrated base+14 offset to PS_KELLY_WIN_COUNT.
docs/dqn-named-dims.md: PS_* table corrected to match actual code layout.
No behavioural change; pure refactor.
Plan 1 Task 4A. Spec §3 Invariant 8.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Plan 1 Task 1. Creates the five audit docs plus config/metric-bands.toml
that track Invariants 2, 7, 8 per the DQN v2 spec, and extends the
pre-commit hook with two checks:
- component-adding commits must touch an audit doc (Invariant 7)
- added code may not contain TODO/FIXME/XXX/HACK/TBD/unimplemented!/
todo! markers (Invariant 9)
Tests: manually verified by staging a TODO-marked file; commit
rejected with the correct error message.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
