Commit Graph

3046 Commits

Author SHA1 Message Date
jgrusewski
9c6dc78238 Merge branch 'worktree-branching-dqn-plan' 2026-03-11 09:26:12 +01:00
jgrusewski
77029165c5 fix(k8s): remove data sync initContainer + fix --output flag
Training data is already on the PVC — the rclone sync step was
wasting 2-3 minutes per job. Also fixes --output-dir → --output
to match the actual CLI flag.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-11 09:25:54 +01:00
jgrusewski
6436c15d6d docs: CUDA backtest & GPU-residency implementation plan
15-task plan covering Phase 1 (seal GPU→CPU roundtrips in training loop),
Phase 2 (vectorized GPU backtest environment for hyperopt), and Phase 3
(general GPU backtester integration).

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-11 09:22:17 +01:00
jgrusewski
d6f0538ac0 docs: CUDA backtest & GPU-resident training design spec
Three-phase plan to eliminate all GPU→CPU roundtrips from training:
- Phase 1: Seal training loop (persistent GPU epoch state, async monitoring)
- Phase 2: Vectorized CUDA backtest kernel for hyperopt evaluation
- Phase 3: General-purpose GPU backtester replacing CPU SIMD path

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-11 09:11:27 +01:00
jgrusewski
ca0a6b9c60 Merge branch 'worktree-branching-dqn-plan' 2026-03-11 08:46:58 +01:00
jgrusewski
1447760be3 fix(ci): replace bash substring syntax with POSIX-compatible cut
${var:0:8} is a bashism that fails on /bin/sh (dash). Use cut instead.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-11 02:26:32 +01:00
jgrusewski
22f122d2d1 test: trivial api comment change to test incremental compile speed
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-11 02:23:14 +01:00
jgrusewski
6ddcb52825 perf(ci): fix full workspace rebuild — move version from compile-time to runtime
Root cause: `option_env!("FOXHUNT_BUILD_VERSION")` in common/build_info.rs
was a compile-time macro tracked by cargo fingerprints (Rust 1.80+). Every
pipeline run with a new tag invalidated `common` → cascading rebuild of all
38 dependent workspace crates, even when zero source files changed.

Fix: replace `option_env!()` with `std::env::var()` (runtime LazyLock). Cargo
no longer tracks the version env var, so `common` only recompiles when its
source actually changes.

Also: skip git checkout when HEAD already matches target SHA (zero mtime
changes), and drop `-x` from git clean to preserve gitignored files.

Expected: ~3.7min → <1min for unchanged-crate rebuilds on warm PVC.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-11 02:10:20 +01:00
jgrusewski
05eb574d0c fix(dqn): register NoisyLinear mu vars in VarMap + multi-thread runtime
Three fixes for GPU-accelerated Branching DQN training:

1. **GPU experience collector**: NoisyLinear creates standalone Vars via
   Var::from_tensor(), bypassing VarMap registration. The GPU collector
   looks up weights by name ("value_fc.weight") from VarMap and falls
   back to CPU (~5x slower) when missing. Fix: register mu vars in
   VarMap at construction, keep sigma vars standalone.

2. **Optimizer device mismatch**: Using only vars().all_vars() left
   NoisyLinear head params frozen. backward() produces gradients the
   optimizer doesn't know about → device mismatch in clip_grad_norm.
   Fix: all_trainable_vars() = VarMap (shared+mu) + sigma.

3. **Single-threaded CPU bottleneck**: Runtime::new() creates a
   current-thread scheduler → 1 OS thread → all async work serialized.
   Fix: multi-thread runtime (4 workers) created once in DQNTrainer::new(),
   shared across preload/training/backtest phases. Eliminates 3 fallback
   Runtime::new() callsites.

Also: polyak_update_var_pairs with debug_assert_eq, two-phase target
network sync (VarMap Polyak + sigma var_pairs Polyak), copy_weights_from
handles NoisyLinear heads.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-11 02:05:54 +01:00
jgrusewski
9ed204be95 chore(ci): disable gpu-warmup in ci-pipeline and training-workflow
Keep gpu-warmup only in compile-and-train-template where it runs
parallel with the CPU compile step. The other templates don't need
it — CI pipeline doesn't always train, and training-workflow already
has the GPU node available from the triggering event.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-11 01:59:26 +01:00
jgrusewski
97b3b9f30a perf(ci): persistent checkout on PVC to preserve file mtimes
git clone gives all files the current timestamp, causing cargo to
recompile every workspace crate even when source is unchanged. Switch
to persistent checkout on the PVC: git fetch + git checkout --force
only updates files that actually changed between commits, preserving
mtimes on unchanged files so cargo correctly skips them.

- compile-services: /cargo-target/src persistent checkout
- compile-training: /cargo-target/src persistent checkout
- compile-and-train: /cargo-target/src persistent checkout + CARGO_HOME
- First run: full clone (fallback), subsequent: fetch + checkout

Expected: ~40 crate recompile → only changed crates (~1-2 min)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-11 01:23:51 +01:00
jgrusewski
a5ea8713b6 feat(dqn): Branching DQN + KernelWeightPack + metrics propagation
Branching DQN (Tavakoli et al., 2018):
- 3 independent advantage heads (exposure=5, order=3, urgency=3) in CUDA kernel
- `use_branching` as hyperopt-tunable parameter (index 11 in 29D space)
- Branch weight pointers packed into KernelWeightPack struct

KernelWeightPack refactor:
- 87→38 CUDA kernel params by packing 48 weight pointers into 384-byte #[repr(C)] struct
- UNPACK_WEIGHT_PTRS macro in CUDA header for clean kernel-side access
- Single .arg(&weight_pack) replaces 48 individual .arg() calls

Hyperopt metrics in JSON output:
- Added `metrics: Option<serde_json::Value>` to TrialResult<P>
- `extract_metrics()` trait method with default None (DQN overrides)
- JSON output now includes per-trial backtest metrics (Sharpe, Sortino,
  Calmar, Omega, drawdown, win_rate, trades) + top-level best_metrics

Prometheus backtest gauges (Rust-side, no CUDA):
- 8 new gauges: foxhunt_hyperopt_best_{sharpe,sortino,calmar,omega,
  max_drawdown_pct,win_rate,total_trades,total_return_pct}

Dynamic episode scaling:
- Removed hardcoded 256 episode cap on small GPUs
- VRAM budget calculation in optimal_n_episodes() handles scaling naturally
- Removed stale .min(256) in PPO trainer

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-11 00:46:53 +01:00
jgrusewski
9d97f957bc perf(ci): revert sccache, keep persistent CARGO_HOME (incremental wins)
With 37+ workspace crates, cargo's incremental fingerprinting already
skips unchanged crates — sccache adds per-rustc wrapping overhead for
no benefit. The real speedup is CARGO_HOME on PVC (eliminates crate
re-downloads every build).

Kept: CARGO_HOME=/cargo-target/cargo-home on PVC
Removed: RUSTC_WRAPPER=sccache, SCCACHE_DIR, CARGO_INCREMENTAL=0

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-11 00:43:29 +01:00
jgrusewski
6d07a2b5f1 perf(ci): enable sccache + persistent CARGO_HOME for compile jobs
Both compile-services and compile-training were doing full rebuilds
every run because:
1. No RUSTC_WRAPPER=sccache — sccache was installed but never used
2. No persistent CARGO_HOME — crates.io registry re-downloaded each time
3. Incremental compilation doesn't work across git clones (mtime-based)

Fix: enable sccache (content-hash based, clone-agnostic), persist
CARGO_HOME on the PVC, disable incremental (conflicts with sccache).

Expected: first run populates cache, subsequent runs ~2-3min vs ~8min.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-11 00:23:24 +01:00
jgrusewski
5d5d9723e9 fix(ci): add eventbus, services, RBAC permissions for argo self-apply
apply-argo-templates failed because ci-deploy role was missing
permissions for eventbus (argoproj.io), services (core), and
roles/rolebindings (rbac) needed to apply events/*.yaml files.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-11 00:01:28 +01:00
jgrusewski
9ad2f40596 fix(ci): convert all DAG tasks from dependencies to depends syntax
Argo forbids mixing `dependencies` and `depends` in the same DAG.
Converted all tasks to `depends` with explicit state conditions so
infra steps can wait for image rebuilds while still running when
rebuilds are skipped.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 23:46:40 +01:00
jgrusewski
13adb71ed3 fix(ci): apply-argo-templates waits for ci-builder-cpu image rebuild
Uses Argo `depends` conditions so apply-argo-templates and
terragrunt-apply wait for rebuild-ci-builder-cpu to finish (or skip)
before running, ensuring they always get the latest image.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 23:43:01 +01:00
jgrusewski
3be9b405e1 infra(ci): add kubectl to ci-builder-cpu, fix apply-argo-templates image
apply-argo-templates needs git (clone repo) + kubectl (apply manifests).
ci-builder-cpu has git but lacked kubectl — added it. foxhunt-runtime
has kubectl but no git and runs as non-root, so can't be used here.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 23:38:02 +01:00
jgrusewski
ebbbd06c11 infra(ci): self-apply Argo templates on infra/k8s/argo/ changes
Pipeline now auto-applies WorkflowTemplates, EventSources, Sensors,
and RBAC when infra/k8s/argo/ files change — no more manual kubectl.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 23:33:38 +01:00
jgrusewski
fb53b81a93 infra: automate terragrunt via Argo CI, clean up kapsule module, harden PAT rotation
- Add terragrunt-apply step to Argo CI pipeline (plan+apply on main push
  when infra/live/ or infra/modules/ change)
- Bake OpenTofu 1.9.0 + Terragrunt 0.77.12 into ci-builder-cpu image
  with SHA256 checksum verification
- Remove 3 ghost node pools (foxhunt, gitlab, h100-sxm8) from kapsule
  module to match Scaleway reality
- Make terragrunt.hcl single source of truth (remove variable defaults)
- Fix GitLab TF state lock methods (POST/DELETE for HTTP backend)
- Harden PAT rotation: more retries, verification step, recovery docs
- Add weekly PAT expiry check CronJob (warns 14 days before expiry)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 23:25:33 +01:00
jgrusewski
53eb82c193 fix(ci): use partial clone for robust SHA resolution + upgrade compile node to POP2-HC
- Replace fragile `git fetch --depth=1 origin "$SHA"` (fails with short SHAs)
  with `git clone --no-checkout --filter=blob:none` + `git checkout "$SHA"`
  across all 3 Argo templates (5 clone blocks total)
- Upgrade CI compile pool from POP2-32C-128G to POP2-HC-32C-64G
  (higher clock EPYC cores, 28% cheaper at €0.851/hr vs €1.18/hr)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 22:16:08 +01:00
jgrusewski
9278561ec5 perf(ci): replace sccache with persistent target dir for incremental compilation
sccache forces CARGO_INCREMENTAL=0, causing all 37 workspace crates to
recompile from scratch every CI run (~20 min). Only upstream deps were
cached (635 hits); 109 workspace rlib crates were non-cacheable.

Changes:
- Add cargo-target-cpu and cargo-target-cuda PVCs (30Gi each)
- Mount persistent target dir at /cargo-target via CARGO_TARGET_DIR
- Drop RUSTC_WRAPPER=sccache and SCCACHE_DIR from both compile steps
- Drop hardcoded CARGO_BUILD_JOBS=14 (let cargo auto-detect from nproc)
- Add 25GB cleanup guard to prevent unbounded PVC growth
- Update binary copy paths to use $CARGO_TARGET_DIR/release/

First build (cold PVC) is same speed. Subsequent builds with typical
3-5 file changes should drop from ~20 min to ~2-3 min via incremental.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 21:22:17 +01:00
jgrusewski
3137064df2 fix(ci): gate remaining cuda-only variables to eliminate all non-cuda warnings
- Gate IndexOp import (only used by GPU batch Q-value indexing)
- Gate grad_norm_tensor binding (only consumed by GPU accumulation path)
- Gate grad_norm_scalar_tensor squeeze (only stored in cuda GradientResult)

Services build with 0 errors, 0 warnings.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 20:57:59 +01:00
jgrusewski
edee8c74fa fix(ci): gate cuda-only fields and methods behind #[cfg(feature = "cuda")]
compile-services failed (exit 101) because three cuda-only fields
(features_raw_cuda, targets_raw_cuda) and select_actions_batch_gpu()
were referenced outside #[cfg(feature = "cuda")] blocks. Services
build without the cuda feature.

- Gate VRAM release block (features_raw_cuda/targets_raw_cuda cleanup)
- Gate select_actions_batch_gpu() method definition
- Gate GPU tensor batch construction + action selection dispatch
- Remove dead non-cuda gpu_sim_results stub

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 20:55:18 +01:00
jgrusewski
d4624d3534 perf(dqn): eliminate GPU→CPU roundtrips from training hot path
Three optimizations targeting GPU allocation churn and lock contention:

1. In-place polyak update: Var::set() reuses existing GPU buffer instead
   of Var::from_tensor() which allocates a new one per call. Eliminates
   ~10,000 cudaMalloc/cudaFree per epoch (20 params × 500 steps).

2. Fused affine ops: Replace 13 Tensor::full()/Tensor::ones() constant
   tensor allocations per step with tensor.affine(mul, add) — a single
   fused kernel. Patterns: 1-x → x.affine(-1,1), γ*x → x.affine(γ,0),
   0.5*x² → (x*x).affine(0.5,0). Applied across all 4 loss paths
   (branching Bellman/Huber, standard Bellman/Huber, IQN). Eliminates
   ~6,500 GPU allocs/epoch.

3. Batch pre-sampling (K=8): Sample 8 batches under one READ lock, train
   all 8 under one WRITE lock. Reduces async lock acquisitions from
   2×N to 2×ceil(N/8). Priority staleness across 8 steps is negligible.

Combined estimated impact: 20-35% H100 throughput improvement.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 19:58:43 +01:00
jgrusewski
1d93b6e44d perf(dqn): replace O(n²) cumsum with custom CUDA prefix-sum kernel
Candle's Tensor::cumsum(0) internally allocates an [n,n] upper-triangular
matrix (9.3 GB for n=50K) causing OOM on GPUs ≤48 GB. Replace with a
block-parallel Hillis-Steele scan kernel that is O(n) in time and memory.

Additional fixes in this commit:
- Break autograd chain leak in loss/grad accumulation via .detach()
  (was leaking ~32 MB/step across entire training run)
- Release features_raw_cuda/targets_raw_cuda after GPU experience
  collection (~164 MB VRAM reclaimed)
- Use softmax eval (temp=0.3) in walk-forward backtest to prevent
  action collapse causing trades=0 on early-stage models

Validated: 1286 tests pass (408 ml-dqn + 878 ml), 0 failures.
VRAM stable at 754 MB across 45K+ training steps on RTX 3050 Ti.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 19:09:51 +01:00
jgrusewski
3a4b9a095b fix(gpu): hard-cap episodes to 256 on small GPUs (<=8 GB)
Prevents experience collector output tensors from starving backward
graph and GPU PER on VRAM-constrained GPUs like RTX 3050 Ti 4GB.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 17:28:01 +01:00
jgrusewski
b4602aa499 fix(gpu): refine VRAM headroom for runtime-measured free memory
free_memory_mb is sampled after model/optimizer load, so subtract only
backward-graph + fragmentation + data upload headroom (400 MB), not the
full model/PER/data stack. Increase collector share to 50%.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 17:27:25 +01:00
jgrusewski
d3ced2da44 fix(gpu): prevent OOM from overflow in replay buffer, dynamic shmem tiles
- Staging/GPU replay buffer: truncate batch when it exceeds ring buffer
  capacity (CPU fallback can flush 100K+ experiences at once)
- GpuExperienceCollector: compute shmem tile rows dynamically to stay
  under 48 KB default limit instead of hardcoded 64-row constant
- Auto batch size: subtract concurrent VRAM consumers (~530 MB model +
  optimizer + PER + data) before budgeting experience collector at 40%
- Hyperopt DQN adapter: GPU PER always on, include replay buffer in
  VRAM estimate for small GPUs (was excluded assuming CPU-only PER)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 17:26:43 +01:00
jgrusewski
e2fa781cb2 fix(ml-dqn): make is_gpu_prioritized() available without cuda feature
Move the cfg gate inside the method body instead of gating the entire
function. Without cuda, the GpuPrioritized variant doesn't exist so
matches! returns false — no need for separate cfg blocks at call sites.

Fixes compile-services CI failure (services build without --features cuda).

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 17:11:22 +01:00
jgrusewski
759ac15383 fix(ml): remove dead parquet path, enable GPU features by default
- DQN hyperopt adapter: remove static VRAM gate for GPU experience
  collector and GPU PER — dynamic scaling handles constraints at
  runtime with graceful CPU fallback on init failure
- Remove is_parquet_file branching from hyperopt eval path (all data
  loads via DBN pipeline now)
- Update training example CLI args for consistency

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 16:54:45 +01:00
jgrusewski
3a2923b800 feat(ci): per-binary selective compilation in Argo pipeline
Replace monolithic compile-all with granular per-binary change detection.
detect-changes now outputs space-separated package/example lists based on
a dependency map from source directories to binary targets:

  - Shared crates (common, config, Cargo.toml) → all binaries
  - Service-specific dirs → only that service binary
  - Domain crates (trading_engine, risk) → dependent service subset
  - ML crates → ml-training-service + trading-service + all training
  - ML subdirs (trainers/, hyperopt/, evaluation/) → specific training binaries

compile-services and compile-training accept package lists and build only
affected binaries, saving ~20-30s link time per skipped binary.

deploy-services restarts only affected deployments (trading-service
excluded from auto-deploy for safety).

Fix: 'latest' package update now replaces individual files instead of
deleting the entire package, preventing corruption during partial builds.

compile-and-train-template: derive needed training binaries from model
parameter (3 instead of 7), drop unused training_uploader build.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 16:32:07 +01:00
jgrusewski
403725e4ce perf(cuda): replace memcpy_dtoh with mapped pinned memory in training guard
Eliminate all per-step GPU→CPU synchronization barriers from the
training guard. Replace device+host buffer pairs and memcpy_dtoh
with cuMemHostAlloc(DEVICEMAP) mapped pinned memory.

Key changes:
- MappedBuffer struct: cuMemHostAlloc + cuMemHostGetDevicePointer_v2
  allocates memory visible to both CPU and GPU simultaneously
- Double-buffering: kernel writes to buffer[N%2], CPU reads buffer
  [(N-1)%2] — one-step delayed halt detection, zero sync
- __threadfence_system() in CUDA kernels ensures writes visible to
  CPU across PCIe without explicit memcpy
- read_volatile on host pointer prevents CPU-side caching

Eliminated:
- check_and_accumulate: 28-byte memcpy_dtoh (every training step)
- qvalue_stats: 16-byte memcpy_dtoh (every 50 steps)
- qvalue_divergence: 20-byte memcpy_dtoh (every 50 steps)

Kept: read_accumulators memcpy_dtoh (12 bytes, epoch boundary only —
accumulator buffer stays in device memory for kernel read-modify-write).

1286 tests pass (878 ml + 408 ml-dqn), 0 failures.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 15:51:59 +01:00
jgrusewski
607541aaef perf(dqn): eliminate remaining GPU→CPU readbacks from CUDA guard hot path
Two remaining GPU→CPU synchronization barriers in the CUDA-active
training loop:

1. detect_dead_neurons() → to_vec0() called every training step from
   log_diagnostics() in the guard path. Added check_gradient_collapse()
   method that performs the same collapse detection logic but skips the
   expensive per-parameter weight scan. Dead neuron detection now only
   runs at epoch boundary via log_diagnostics().

2. forward() Q-value clipping monitoring → to_vec2() called every 1000
   steps during compute_loss_internal() and Q-value estimation forward
   passes. Added training_forward_active flag that gates the monitoring
   block; set to true during all training-path forward() calls
   (compute_loss_internal + Q-value estimation), false during
   inference/evaluation.

All 1577 tests pass (878 ml + 408 ml-dqn + 291 ml-core), 0 failures.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 15:51:59 +01:00
jgrusewski
3dde6d285c feat(cuda): GPU-resident action routing in select_actions_batch_gpu
Wire route_exposure_to_factored() into both select_actions_batch_gpu
and select_actions_batch GPU paths, eliminating per-item CPU routing.
Previously, exposure indices (0-4) were downloaded from GPU and routed
to factored indices (0-44) one-by-one on CPU via route_action(). Now
the exposure→factored mapping runs entirely on GPU via the routing
kernel, with a single batch readback of the final factored indices.

Branching DQN path unchanged (already produces factored indices 0-44).

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 15:49:40 +01:00
jgrusewski
ce534c26a5 perf(dqn): wire GPU Q-value monitoring — eliminate to_scalar/to_vec2 readbacks
Replace CPU-bound Q-value monitoring with GPU-resident qvalue_stats and
qvalue_divergence kernels from GpuTrainingGuard. The two readback sites
(estimate_avg_q_value_with_early_stopping's mean_all().to_scalar() and
log_q_values' to_vec2()) are now bypassed when the GPU training guard is
active. CPU fallback path preserved for non-CUDA builds and guard-absent
scenarios.

Changes:
- Add DQN::log_q_values_from_stats() accepting pre-computed GPU stats
- Add DQNAgentType::log_q_values_from_stats() delegate
- Replace Q-estimation in train_step_single_batch with GPU kernel path
- Replace Q-estimation in train_step_with_accumulation with GPU kernel path
- Import IndexOp trait for Tensor::i() in trainer.rs

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 15:49:40 +01:00
jgrusewski
ed91f12dd2 feat(cuda): add batch_route_exposure_to_factored kernel for GPU-resident action routing
Adds a standalone CUDA kernel that converts DQN exposure indices (0-4)
to factored action indices (0-44) entirely on GPU, reusing the existing
route_order() device function from common_device_functions.cuh. Wired
into GpuActionSelector as route_exposure_to_factored() method, following
the same DtoD copy pattern as the existing select_actions methods. This
eliminates a GPU->CPU->GPU roundtrip when post-hoc routing is needed
after epsilon_greedy_select.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 15:49:40 +01:00
jgrusewski
56a7a2406b feat(cuda): bypass check_gradients_finite when GPU training guard active
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 15:49:40 +01:00
jgrusewski
6bbd2eb5ce feat(cuda): wire GpuTrainingGuard into train_step_with_accumulation (zero-sync accumulators)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 15:49:40 +01:00
jgrusewski
38f0bdec00 perf(dqn): wire GpuTrainingGuard into train_step_single_batch (zero-sync loss/grad)
Replace the GPU->CPU sync barrier (to_vec1 readback) in the DQN training
hot path with the GpuTrainingGuard CUDA kernel that performs NaN detection,
loss clipping, and gradient collapse checks entirely on-device. The guard
is lazy-initialized on first training step and falls back to the original
CPU readback path if CUDA kernel compilation fails.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 15:49:40 +01:00
jgrusewski
0aaa53bd18 test(cuda): add training guard CPU parity tests
Seven pure-Rust reference tests covering all four training_guard_kernel.cu
kernels: PTX NVRTC smoke-test (skips on CPU-only), NaN/Inf detection,
loss clip, gradient collapse, accumulator averaging, GuardResult boolean
threshold construction, and qvalue_stats_reduce per-sample max-Q reduction.
Zero clippy warnings in the new file.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-10 15:49:40 +01:00
jgrusewski
966300aa49 feat(cuda): add GpuTrainingGuard wrapper with pinned memory + accumulators
Wraps 4 CUDA kernels (training_guard_check, training_guard_accumulate,
qvalue_stats_reduce, qvalue_divergence_check) with a Rust struct that
uses OnceLock PTX caching, pre-allocated device buffers, and host-side
Vec mirrors for zero-allocation readbacks per training step.
Accumulator (3-float acc_buf) stays on-device for epoch-boundary
averaging without CPU roundtrips.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-10 15:49:40 +01:00
jgrusewski
fb1fac3e93 feat(cuda): add training guard + Q-value monitor CUDA kernels
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 15:49:40 +01:00
jgrusewski
7b412d328b docs: add zero-CPU DQN training hot path implementation plan
11-task plan across 4 chunks: Training Guard kernel + wrapper (Tasks 1-3),
wire into trainer (Tasks 4-6), Q-value monitor + action routing (Tasks 7-9),
experience collector audit + final verification (Tasks 10-11).

Eliminates all 10 GPU→CPU sync barriers from the DQN training hot path.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 15:49:40 +01:00
jgrusewski
41440e9ae7 docs: add zero-CPU DQN training hot path design spec
Defines architecture for eliminating all 10 GPU→CPU sync barriers from
the training loop via 4 new GPU components: Training Guard (pinned
memory predicates), Q-Value Monitor (on-device accumulator), GPU-resident
action selection, and async experience collector readback.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 15:49:40 +01:00
jgrusewski
0c385c38e2 Merge branch 'worktree-gpu-hotpath-audit' into main
GPU hotpath optimization: zero GPU→CPU roundtrips during training.
Adds DSR/n-step config, branching DQN GPU action selection,
warp experience kernel, GPU statistics, and epsilon-greedy kernel.

Merge conflicts resolved in 3 files:
- dqn.rs: kept clippy fixes + branch structure
- gpu_experience_collector.rs: removed duplicate methods, kept hotpath version
- trainer.rs: fixed brace mismatch from conflict resolution

Applied clippy fixes to new hotpath files (wildcard_enum_match_arm,
missing_debug_implementations).

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 14:00:45 +01:00
jgrusewski
48b05fff89 fix(clippy): zero warnings across entire workspace
Merge clippy cleanup branch (5 commits, 198 files):
- cargo clippy --fix auto-fixes (150 files)
- Doc backticks, const fn, Display traits (89 files)
- write!() over format_push_string, iterator patterns (48 files)
- ML-crate pedantic allows following existing pattern
- Result: cargo clippy --workspace -- -D warnings = 0

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 13:28:33 +01:00
jgrusewski
d06c99b0e1 fix(clippy): achieve zero warnings across entire workspace
- Fix format_push_string: write!() instead of push_str(&format!()) (25 sites)
- Fix str_to_string: .to_owned() instead of .to_string() on &str (6 sites)
- Fix unseparated_literal_suffix: add _ separator (6 sites)
- Fix multiple_inherent_impl: merge split impl blocks in TGGN, TFT, OFI (3)
- Fix else_if_without_else: add exhaustive else clauses (3 sites)
- Fix if_then_some_else_none: use .then().transpose() (1 site)
- Fix unwrap_in_result: replace expect() with match + ? (2 sites)
- Fix wildcard_enum_match_arm: enumerate Storage variants explicitly (2)
- Fix decimal_literal_representation: use hex for power-of-2 constants (5)
- Fix rc_buffer: Arc<Vec<T>> → Arc<[T]> for OFI features
- Fix needless_range_loop: convert to iterator patterns (17 sites)
- Fix used_underscore_binding: remove prefix on used vars (6 sites)
- Fix doc list item indentation (7 sites)
- Allow too_many_arguments on ML training functions (4)
- Allow multiple_unsafe_ops_per_block on CUDA FFI functions (3)
- Allow upper_case_acronyms on SLSTM/MLSTM model names (2)
- Add ML-crate pedantic allows: shadow, similar_names, type_complexity,
  indexing_slicing, partial_pub_fields, non_ascii_literal, same_name_method
  (following existing ml-labeling/ml-universe pattern)

Result: cargo clippy --workspace -- -D warnings passes with zero warnings.
All 2758+ lib tests pass (2 pre-existing backtesting failures unchanged).

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-10 13:18:57 +01:00
jgrusewski
d6a583e4b3 feat(cuda): wire DSR/n-step config from trainer through to GPU kernel launch
Add use_dsr, dsr_eta, and n_steps fields to ExperienceCollectorConfig
with safe defaults (DSR off, eta=0.01, n_steps=1). Pass them as kernel
args after fill_simulation_enabled, matching the parameter order added
in Tasks 4 and 5. Wire from DqnHyperparams in the trainer hot path.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-10 13:11:27 +01:00
jgrusewski
2df6a17ee7 feat(cuda): wire branching DQN GPU action selection into trainer
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-10 13:06:19 +01:00