Adds the convergence guardrail: every per-epoch HEALTH_DIAG metric is
checked against the bands in config/metric-bands.toml; N consecutive
warn-band epochs emit a tracing::warn; 2N consecutive error-band epochs
return Err(CommonError::RegressionDetected{...}) cleanly from the
training loop, which propagates to the train_baseline_rl subprocess
exit code (no libc::raise — clean Rust error path).
Wire-points:
- New module: crates/ml/src/trainers/dqn/trainer/monitoring.rs
- MetricBands {warn_low, warn_high, error_low, error_high}
- BandSettings {consecutive_epochs_for_warn, consecutive_epochs_for_error}
- MetricBandsRegistry: load_from_toml + update_and_check
- TerminationReason {RegressionWarn, RegressionError}
- NaN treated as out-of-band (consecutive++; never resets streak)
- Unknown metrics return None (silent OK per Invariant 7 audit)
- crates/common/src/error.rs: new CommonError::RegressionDetected variant
carrying {metric, value, band, consecutive}
- crates/ml/src/trainers/dqn/trainer/constructor.rs: load
config/metric-bands.toml at trainer init; warn-only on missing file
(backward compat for environments without the config)
- crates/ml/src/trainers/dqn/trainer/training_loop.rs: harvest per-epoch
metrics (parallel emit alongside HEALTH_DIAG), feed each through
registry.update_and_check; on Some(TerminationReason::RegressionError)
emit final HEALTH_DIAG[N]: TERMINATED_BY_REGRESSION line and return Err
- services/trading_service/src/error.rs: minimal handler for the new
CommonError variant (existing pattern)
Validation:
- 8 unit tests in monitoring::tests pass (band logic, NaN, warn-only
behaviour, error-streak threshold, unknown-metric, invalid TOML)
- regression_detection GPU smoke (3.19s): trainer with intentionally
narrow train_loss error band [0, 1e-9] self-terminates at epoch 5
after 6 consecutive error-band epochs; final HEALTH_DIAG line emits
TERMINATED_BY_REGRESSION with metric/value/consecutive/band fields
- multi_fold_convergence smoke (650s, --release): all 3 folds train
to completion, all 3 checkpoints saved, no false-positive
termination on the populated metric bands. Per-fold best train
Sharpe: F0=-9.7831 (bit-baseline), F1=25.8272, F2=39.2687. F1/F2
on the lower end of observed noise distribution
({74.56, 61.10, 71.53, 25.83} for F1; {88.20, 61.57, 65.96, 39.27}
for F2) but training healthy throughout: aux clauses fire every
epoch, sharpe_ema recovers from F0 collapse (-9.78 → +14.8 by start
of F2), no regression detection trips.
config/metric-bands.toml populated for the metrics emitted by
HEALTH_DIAG today (avg_q_value, train_loss, val_sharpe, train_sharpe,
aux_next_bar_mse, aux_regime_ce, isv_* slot EMAs, sharpe_ema, etc.).
Bands derived from current cleanroom smoke + permissive defaults
where only one sample exists; populate-metric-bands-from-runs.py will
tighten them after Plan 5 Task 5's multi-seed pass produces real
distributions.
Constraints honoured: GPU-only in hot path (band check is CPU-side
post-HEALTH_DIAG, off the captured graph); no atomicAdd; no stubs;
no // ok: band-aids; no tuned constants beyond the toml-loaded bands;
no .unwrap() introduced; cargo check clean at 11 warnings (workspace
baseline preserved, plus ml-dqn pre-existing 1 warning).
Audit doc: new row added documenting monitoring.rs module, the
CommonError variant, the training_loop wire-point, and the design
choice that band-checks run AFTER HEALTH_DIAG emit (not before) so
the diag log already reflects the metric values that triggered any
termination.
Plan 5 T1 (multi-seed harness) landed at c6634254e+47c8b783c; T2
(this) gives the regression hard-stop that the multi-seed final
pass (T5) consumes to bail out early on bad seeds.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Three duplicate ErrorSeverity enums (data/error.rs, data/validation.rs,
database/error.rs) with variants Low/Medium/High/Critical now use the
canonical definition in common::error::ErrorSeverity.
Extended common's ErrorSeverity with Low, Medium, High variants (alongside
existing Debug, Info, Warn, Error, Critical) and added PartialOrd/Ord derives
so both severity models coexist in a single type.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Move 17 library crates into crates/, CLI binary into bin/fxt,
consolidate 10 test crates into testing/, split config crate
from deployment config files.
Root directory reduced from 38+ to ~17 directories.
All Cargo.toml paths and build.rs proto refs updated.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
