Commit Graph

637 Commits

Author SHA1 Message Date
jgrusewski
af3815ab6a chore(infra): migrate Terraform state GitLab -> Scaleway Object Storage (Phase 2A)
All 4 modules (kapsule/public-gateway/dns/block-storage) migrated to s3 backend
(bucket foxhunt-tfstate, fr-par, use_lockfile=true). plan=No changes verified per
module + final re-plan; all 4 state objects present in bucket; lock smoke test passed
(refresh-only apply, no orphan lockfile). GitLab http state left intact as fallback
(removed in Phase 2C). Also fixed root.hcl path in spec/plan docs.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-21 15:25:20 +02:00
jgrusewski
b1a60ca134 chore(infra): remove dead Rust Argo templates, runner values, GPU overlays, cache PVC manifests
Removed (Rust compute/CI/GPU, now decommissioned):
- argo: alpha-{cv,perception,rl}, build-ci-image, ci-pipeline, compile-and-deploy,
  gpu-test-*, lob-backtest-sweep, nsys-test, sanitizer-test, smoke-test, train,
  train-multi-seed, refresh-deps-cache templates + README; cargo/sccache PVC manifests;
  Rust CI events (ci-pipeline-sensor, gitlab-push-eventsource, auto-compile-configmap)
- gitlab: runner-{h100,h100x2,rl,}-values.yaml (runners uninstalled)
- gpu-overlays/: ml-training + trading GPU service overlays
- training/: training-output-pvc, image-prepuller, job-template, populate-test-data, s3-creds example
- kustomization.yaml trimmed to platform RBAC + netpol

Preserved (.dbn data tooling + kept-PVC declarations + active deploy):
- training/: training-data-pvc, test-data-pvc, download-mbp10/trades, data-sync/upload jobs
- argo: databento-download-template, feature-cache-pvc, fxhnt-cockpit (cluster)

Cluster: deleted 14 dead wftmpls + gpu-test-nightly/refresh-deps-cache-nightly crons.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-21 14:45:06 +02:00
jgrusewski
f4f54c352b chore(infra): destroy GPU+precompute pools (L40S/H100/cpu-hm) — Rust training retired
Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-21 14:33:20 +02:00
jgrusewski
4afaa5e248 fix(infra): resolve double-declared NAT gateway (kapsule vs public-gateway)
The real gateway foxhunt-gw (42653780) was an unmanaged orphan: kapsule state never had a gateway,
public-gateway state referenced a deleted gateway (7a7ffaa5) -> BOTH modules' terragrunt apply would
have created a duplicate gateway (risking cluster egress). Fix:
- kapsule module: removed the legacy gateway/dhcp/gateway_network resources (pre-refactor duplicate,
  never in kapsule state; cluster only needs the private_network which stays). kapsule plan now clean.
- public-gateway module (canonical, IPAM mode): state rm the stale 7a7ffaa5 refs + imported the real
  gateway/gateway_network/IP (42653780 / 661c8543 / dc419a10); set bastion_enabled=true to match the
  live gw. public-gateway plan now 'No changes'. Live gateway untouched throughout.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-21 14:05:50 +02:00
jgrusewski
e21a9a5da4 fix(gitlab): enable terraformState object storage (was 403 on all TF-state API calls)
Root cause: global.appConfig.terraformState was missing entirely from the GitLab Helm values, so the
chart rendered terraform_state.enabled=false + object_store disabled -> every /terraform/state API call
403'd ('Object Storage is not enabled for Terraform::StateUploader'), blocking terragrunt. State files
were intact in MinIO (foxhunt-gitlab-artifacts) the whole time. Added terraformState{enabled,bucket,
connection} mirroring artifacts/lfs/packages; helm upgrade -> revision 25 -> TF-state API now 200.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-21 13:54:13 +02:00
jgrusewski
b2efc58940 fix(ci): downsize ci-compile-cpu pool POP2-HC-32C-64G -> POP2-4C-16G (root-cause: zone stock-out)
Root cause of the stuck cockpit deploy: ci-compile-cpu (32C/64G POP2-HC) hit a fr-par-2 zone stock-out
('Resource POP2-HC-32C-64G is out of stock') -> autoscaler ScaleUpTimedOut -> kaniko build Pending forever.
The big node was sized for the now-dormant Rust cargo compile + precompute_features; the Python fxhnt
cockpit build only needs ~2-6 vCPU. Downsized to POP2-4C-16G (in stock in fr-par-2, far cheaper, scale-to-zero).
Apply blocked in-session: cluster GitLab tokens lack 'api' scope for the TF state backend (403).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-21 12:26:01 +02:00
jgrusewski
fbb7b429e3 infra(cert): ACME wildcard *.fxhnt.ai via cert-manager + Scaleway DNS-01 (replaces expired manual LE cert)
cert-manager ClusterIssuers (LE staging+prod) + Certificate writing gitlab-tls-cert, auto-renewing.
Scaleway webhook helm-installed (scaleway/scaleway-certmanager-webhook, cert-manager ns); DNS creds
in cert-manager/scaleway-dns-credentials. Proxy tls-certs volume repointed live to gitlab-tls-cert.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-21 11:21:30 +02:00
jgrusewski
6878aac950 fix(ci): grant ci-deploy SA serviceaccounts/pvc/cronjobs + deployments-watch
The fxhnt-cockpit deploy step applies manifests containing ServiceAccounts (dashboard/dagster), a PVC
(forward track), and a CronJob — none of which the ci-deploy Role permitted, so kubectl apply failed
partway. Also added 'watch' on deployments for 'kubectl rollout status'. Surfaced once the cockpit deploy
finally ran (it previously died at the MinIO log sink first). Rule: this Role must gain a grant for every
new resource KIND a deployed manifest introduces.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
2026-06-15 22:36:25 +02:00
jgrusewski
bccd814716 deploy(proxy): route dashboard.fxhnt.ai to the fxhnt cockpit (via its tailnet node)
Replaces the web-dashboard upstream. Proxies peer-to-peer over the tailnet (the kernel-mode proxy can't
reach platform-pool ClusterIPs due to the 100.64/15 pod-CIDR ↔ Tailscale CGNAT overlap, but reaches tailnet
nodes fine). Live CM already patched; this keeps the repo in sync.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
2026-06-14 14:42:55 +02:00
jgrusewski
1cdbc81390 tune: daily weekday rebalancer eval (35 14 * * 1-5, REBALANCE_DAYS=1)
Switch from weekly to daily (weekday) evaluation for faster risk response — the leverage (vol-target
+ drawdown CB + corr de-risk) re-evaluates each day so a vol spike de-levers within a day vs a week.
Hysteresis (3% NLV) still gates actual trades, so turnover stays low (in-band days = no-ops). No
return impact; tighter risk only. Weekends excluded (US market closed).

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
2026-06-08 00:51:20 +02:00
jgrusewski
2a468e4b5e arm: multistrat-rebalancer EXECUTE=true (autonomous paper trading)
After full validation (in-cluster connect via 4004, paper account DU9600528, gates pass, clean logs
post NaN-fix), arm the CronJob to place paper orders. Triple-guarded against real money: paper
account + Gateway paper-mode + bot refuses non-DU without MULTISTRAT_ALLOW_LIVE_CONFIRMED.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
2026-06-08 00:31:18 +02:00
jgrusewski
f320c5f09f fix(infra): rebalancer connects to ib-gateway:4004 (socat bridge), not 4002
Pod-to-pod on 4002 reaches IB Gateway with the pod IP as source -> not in the trusted-IP allowlist
(default 127.0.0.1) -> TCP connects but API handshake times out. The gnzsnz image's socat on 4004
relays via localhost so IB Gateway trusts it. (Local port-forward worked on 4002 because it enters
the pod netns = localhost.) Egress netpol now allows 4002+4004; IB_PORT=4004.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
2026-06-08 00:20:28 +02:00
jgrusewski
dc2b7214f7 feat(infra): K8s CronJob for multi-strat rebalancer (production deployment)
Weekly in-cluster CronJob running multistrat_bot.py on IBKR paper via the existing ib-gateway
(connects to ib-gateway:4002 directly, no port-forward). Lean: code via ConfigMap (no image build),
python:3.12-slim + runtime pip. Includes PVC (state/HWM persistence across runs), egress
NetworkPolicy (ib-gateway:4002 + 443 for pip/Yahoo + DNS), and ib-gateway ingress patched to allow
the rebalancer. Schedule Mon 14:35 UTC (~1h after US open). MULTISTRAT_EXECUTE=false by default
(cluster dry-run); flip to true after validating logs. Drawdown CB + leverage cap + idempotency +
paper-guard enforced by the bot.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
2026-06-08 00:16:36 +02:00
jgrusewski
f593b1e617 feat(infra): plumb FOXHUNT_BAND_ENABLED through alpha-rl template
Mirror of the FOXHUNT_USE_MULTI_HEAD_POLICY pattern (c5036af03).
Adds --band-enabled flag to argo-alpha-rl.sh and band-enabled
workflow parameter wired into the container env block.

Required for Phase 4-C cluster verification of the full Tier 3
no-transaction-band stack (commits e41a7320865c328d3f).

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-06-04 09:05:25 +02:00
jgrusewski
c5036af030 feat(infra): plumb FOXHUNT_USE_MULTI_HEAD_POLICY through alpha-rl template
Adds use-multi-head-policy workflow parameter (default "0") wired
into the container env block as FOXHUNT_USE_MULTI_HEAD_POLICY.
Adds --use-multi-head-policy flag to argo-alpha-rl.sh that passes
through to the workflow.

Enables Phase 2A-E cluster verification with the multi-head policy
mixture (commits 0b3e40150c8c81ab7e). Without this flag, the
cluster runs the legacy single-head path identical to pre-Phase-2A
behavior.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-06-03 16:46:33 +02:00
jgrusewski
2bcfadf5f4 fix(infra): auto-detect CUDA_COMPUTE_CAP from nvidia-smi + show build stderr
Sets CUDA_COMPUTE_CAP dynamically from the GPU on the node. Clears
both ml-alpha and ml-core build caches. Captures build.rs stderr in
pod logs for debugging.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-26 14:03:12 +02:00
jgrusewski
c899fe9f1b fix(infra): remove hardcoded CUDA_COMPUTE_CAP=89 — let nvidia-smi auto-detect
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-26 13:57:20 +02:00
jgrusewski
1668eb4283 fix(infra): clear stale ml-alpha build cache for fatbin migration
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-26 13:44:08 +02:00
jgrusewski
5dd5a08963 feat(infra): optional nsys profiling in Argo template (-p nsys-profile=true)
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-26 01:00:42 +02:00
jgrusewski
ef23dfb3d9 refactor(rl): delete host-side PER + diag-every band-aid (greenfield prep)
Remove: ReplayBuffer, Transition, NStepEntry, push_to_replay,
sample_and_gather, n_step_buffer, replay.rs, --diag-every flag.
PER call sites stubbed with todo!() — replaced by GPU PER in next commits.

Also fixes pre-commit hook to allow todo!() macro (per CLAUDE.md:
"todo!() macro is OK for runtime stubs") while still blocking
TODO/FIXME comment markers.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-26 00:18:11 +02:00
jgrusewski
3541ba7352 perf(diag): add --diag-every flag + fix PnL accumulation bug
- --diag-every N (default 100): skip device readback on non-diag steps.
  Eliminates ~10 stream.sync per step → ~2× throughput at large batch.
- Fix PnL bug: was accumulating raw_rewards (shaped, all batches) instead
  of rewards/scale on done steps only.
- Wire diag-every=100 in Argo template (diag JSONL every 100 steps).

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-25 23:56:21 +02:00
jgrusewski
dc7f4c6659 perf(rl): scale default batch size to 128 + auto-size PER capacity
n-backtests default in Argo template: 16 → 128.
PER capacity: max(configured, 4 × b_size) so replay buffer is always
large enough for useful prioritized sampling at any batch size.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-25 23:02:29 +02:00
jgrusewski
fcb8222a60 feat(rl): tier 2 wave-scale — γ=0.995, PER 32k, min-hold 100
Prepared for next run after the γ=0.99 1M run completes:

- γ floor 0.99 → 0.995: horizon 100 → 200 steps (50 seconds).
  Real ES directional moves (2-5 points) happen at this scale.
- PER 16384 → 32768: 2048 unique steps of replay depth. Supports
  the 200-step γ horizon with margin.
- Min-hold 50 → 100 steps (25 seconds): commit to the full wave.
  Short-hold penalty threshold matches.

Safe to push because raw-reward re-normalization eliminates scale
drift in the deeper buffer, and the ±2% scale clamp keeps targets
stable across the 2048-step replay window.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-25 15:26:58 +02:00
jgrusewski
0251656be4 fix(rl): replay reward re-normalization eliminates scale drift
Stored raw_reward alongside scaled reward in Transition. At sample
time, consumer re-applies current reward_scale to raw_reward instead
of using the stale-scale stored reward. This eliminates off-policy
scale drift that caused q_pi_agree to collapse from 0.125 to 1e-22
over 40k steps with PER=32768.

PER capacity set to 16384 (1024 unique steps at b=16) — balances
replay depth against h_t representation staleness.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-25 11:44:32 +02:00
jgrusewski
9d7e1b0577 fix(argo): alpha-rl template per-capacity 4096 → 32768
Template parameter overrode the CLI default with the old value.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-25 11:27:26 +02:00
jgrusewski
0fdc06df83 feat(docker): add python3 to ci-builder for GPU-side diag debugging
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-25 10:17:37 +02:00
jgrusewski
50b78e2430 feat(argo): single-pod compile+train on GPU for alpha-rl
Replaces the 4-step DAG (check-cache → compile on CPU → warmup GPU →
train on GPU) with a single pod on the L40S that does everything:
git fetch → incremental cargo build (~3s warm) → train.

Eliminates: separate compile node, node autoscale wait, binary
transfer, fxcache step. The ci-builder image has CUDA 13.0 devel +
Rust — compilation and training use the same CUDA libs.

The cargo-target-cuda PVC provides incremental build cache across
runs. LD_LIBRARY_PATH strips the stubs dir so real CUDA libs load.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-25 09:59:16 +02:00
jgrusewski
9a364e2fd8 fix(argo): alpha-rl reads predecoded from feature-cache PVC
The MBP-10 predecoded sidecars live on feature-cache-pvc at
/feature-cache/predecoded/, not on training-data-pvc. Points
--predecoded-dir to the correct PVC mount.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-25 09:34:18 +02:00
jgrusewski
29508269a7 fix(argo): alpha-rl only builds alpha_rl_train, no precompute_features
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-25 09:29:26 +02:00
jgrusewski
5f35da102f feat(argo): add alpha-rl model type for ml-alpha training path
The ml-alpha branch uses alpha_rl_train (from ml-alpha crate) with
different CLI args than train_baseline_rl (from ml crate). Adds
model=alpha-rl case that:
- Builds ml-alpha --example alpha_rl_train
- Runs with --mbp10-data-dir, --predecoded-dir, --n-steps 50000,
  --n-backtests 16 (matching the local smoke config)

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-25 09:10:37 +02:00
jgrusewski
cc022312bb perf(argo): bump RAYON_NUM_THREADS to 16 (12GB at 8, headroom for 16)
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-25 00:44:17 +02:00
jgrusewski
16021a0d4f fix(argo): cap RAYON_NUM_THREADS=8 in fxcache to prevent OOM
28 parallel alpha-feature chunks × ~3GB each = 84GB peak at merge.
Capping at 8 threads keeps peak at ~24GB (well within 96Gi limit)
while still saturating I/O. This is a one-time cost — after the
cache is populated on the PVC, subsequent runs skip entirely.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-25 00:04:28 +02:00
jgrusewski
a5a34186bf perf(argo): enable incremental builds, drop sccache
With cargo-target-cuda PVC persisting across pods, CARGO_INCREMENTAL=1
gives true incremental builds: only recompile changed crates. A
single-crate ml-alpha change rebuilds in ~45s vs 9min full workspace.

sccache removed — it conflicts with incremental compilation and is
redundant when the target dir persists. The binary-by-SHA cache on
the training-data PVC (already implemented) provides the "skip
compile entirely on re-run" fast path.

Expected workflow time reduction:
  Before: compile 9m + fxcache 18m + train ~30m = ~57m
  After:  compile <1m (incremental) + fxcache <1m (PVC cache) + train ~30m = ~32m

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-24 23:27:37 +02:00
jgrusewski
60b7416df4 fix(argo): bump fxcache memory to 96Gi (OOM at 56Gi with 28 chunks)
Alpha feature pipeline runs 28 parallel chunks across 17.8M imbalance
bars, peaking at ~70GB RSS. Previous 56Gi limit caused OOMKill.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-24 23:22:08 +02:00
jgrusewski
1cceaf850f fix(argo): mount training-data read-write in fxcache step
The imbalance bar cache now writes to <mbp10_dir>/.cache/ on the PVC.
The ensure-fxcache step needs write access to persist the cache
across runs (was readOnly: true, causing silent cache-write failures).

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-24 23:15:19 +02:00
jgrusewski
9c6c280bd8 fix(rl): anti-collapse probability floor + argo b_size=16 default
Two fixes for alpha-rl-9k9x6 (commit 3737feb66) findings:

(1) rl_pi_action_kernel.cu — per-action probability floor P_MIN=0.02
    with renorm after softmax. Structural guarantee H(π_sample)
    bounded below regardless of logits. 9k9x6 evidence:
      - π collapsed to action 1 (100% sample rate) by step 2500
      - action_entropy EMA → 0.001 by step 10000 (uniform=2.197)
      - entropy_coef controller pegged at COEF_MAX without effect
        because PPO update couldn't escape δ-function fixed point
      - 0 trades closed in 50000 steps; position monotonically
        accumulated to -45871 lots
    With P_MIN=0.02, worst-case H(π_sample) ≈ 0.77 nats — well
    above the observed collapse and well below uniform.
    Per `pearl_blend_formulas_must_have_permanent_floor`.

(2) argo template + script — N_BACKTESTS default 1 → 16. The CLI
    default lift in commit 3737feb66 was overridden by both the
    argo script and the wftmpl `value: "1"`. 9k9x6 actually ran
    b_size=1 despite being framed as the b_size=16 test.
    Per `pearl_b_size_1_signal_starvation_blocks_q_learning`.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-24 11:26:37 +02:00
jgrusewski
a3dc61a05a fix(rl): per-fold OUT_DIR so multi-fold G8 submissions don't collide
Concurrent submissions at the same SHA (one workflow per fold_idx
for the walk-forward G8 gate) would overwrite each other's
eval_summary.json. Adds a /foldN suffix to the output path so the
aggregator can collect 3+ distinct eval_summary.json files from
/feature-cache/alpha-rl-runs/<sha>/fold0,fold1,fold2/.

Single-fold smokes (n_folds=1) still write to /<sha>/fold0/
directly — backwards-compatible for the prior smoke pattern, just
one level deeper than before.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-23 17:15:23 +02:00
jgrusewski
87a22d12c9 feat(rl): walk-forward G8 eval phase + fold split (MVP, manual fan-out)
Adds the minimum-viable implementation of the R9 multi-fold G8 gate
per `pearl_single_window_oos_is_not_oos` ("a single window is NOT
out-of-sample"). The trainer can now:

  1. Slice the MBP-10 file list into K equal-sized blocks
     (`--n-folds K --fold-idx k`).
  2. Train on blocks [0..=k] (passed to MultiHorizonLoader).
  3. Run a separate eval phase of `--n-eval-steps` on block [k+1]
     using a second loader instance.
  4. Drain LobSim trade records gated by a pre-eval head checkpoint
     so train-phase trades don't contaminate the eval summary.
  5. Compute profit_factor + sharpe + drawdown via existing
     `ml_backtesting::artifacts::compute_summary`.
  6. Write `eval_summary.json` alongside `alpha_rl_train_summary.json`.

## Manual fan-out (this MVP)

The dispatcher (`scripts/argo-alpha-rl.sh`) gains three new flags
that thread through the Argo template into the CLI: `--fold-idx`,
`--n-folds`, `--n-eval-steps`. To run a 3-fold G8:

  ./scripts/argo-alpha-rl.sh --n-folds 3 --fold-idx 0 --n-eval-steps 200
  ./scripts/argo-alpha-rl.sh --n-folds 3 --fold-idx 1 --n-eval-steps 200

(With n_folds=3 the valid fold indices are 0 and 1 — the third block
is the eval window for fold 1. n_folds=K accepts fold_idx ∈ [0, K-2].)

Each submission produces one `eval_summary.json` at the resolved
output dir; the per-fold profit_factor is the value to aggregate.
Manual aggregation for now — automated DAG matrix fan-out + an
in-cluster aggregator pod is a follow-up commit. The aggregator
will mean ± SD the per-fold PFs and gate on `PF > 1.0`.

## What's NOT pure eval

The eval loop calls `step_with_lobsim` (same as train) — Adam steps,
PER updates, controller adaptations all still fire during eval. At
b_size=1 the per-step learning effect is small relative to the
train-phase-accumulated policy, so the eval PF approximates the
OOS performance of the train-end policy. A clean pure-eval mode
(forward + LobSim step only, no backward/Adam/PER) is a follow-up
architectural change; documented inline at the eval phase block.

## Default behaviour unchanged

`--n-folds=1` (default) skips the eval split entirely and uses all
files for training — identical to the prior single-window smoke.
The R9 prior smokes ran in this mode. Default `--fold-idx=0` and
`--n-eval-steps=0` keep prior smoke runs binary-compatible.

## Template + dispatcher changes

  * `alpha-rl-template.yaml`: adds 3 new workflow parameters
    (`fold-idx`, `n-folds`, `n-eval-steps`) and threads them into
    the train container's `alpha_rl_train` invocation.
  * `argo-alpha-rl.sh`: adds matching CLI flags with explicit
    documentation of the multi-fold dispatching pattern.

## Verified gates

Local sm_86 build + dispatcher syntax clean. Tests unchanged
(the walk-forward path is exercised by cluster smokes, not unit
tests — the loader-slicing logic is straightforward index math).

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-23 17:14:11 +02:00
jgrusewski
1168f3ea83 feat(rl): R8 — alpha_rl_train CLI + Argo template + dispatcher
Closes the rebuild plan's R8 scope: production runner shape for the
integrated RL trainer. Three artifacts wired end-to-end:

  1. `crates/ml-alpha/examples/alpha_rl_train.rs` — clap CLI driving
     `IntegratedTrainer::step_with_lobsim` against MBP-10 windows
     loaded via `MultiHorizonLoader::next_sequence_pair` (R2) for
     true `(s_t, s_{t+1})` adjacency. Per `feedback_mbp10_mandatory`,
     `--mbp10-data-dir` is required — no synthetic-data fallback in
     the production path.
  2. `infra/k8s/argo/alpha-rl-template.yaml` — WorkflowTemplate
     mirroring alpha-perception's DAG (check-cache → ensure-binary →
     train; warmup-gpu parallel). Binary cache slot is
     `/data/bin/<sha>/alpha_rl_train` (distinct from `alpha_train`
     so the two binaries coexist at the same SHA).
  3. `scripts/argo-alpha-rl.sh` — dispatcher with three rebuild-plan
     guards baked in.

## Dispatcher guards (per the rebuild plan's feedback list)

`feedback_default_to_l40s_pool` (2026-05-09): default `--gpu-pool`
is `ci-training-l40s` (sm_89). H100 (sm_90) is opt-in for production
scale-up only. Cubins must match the device, so the dispatcher
derives `cuda-compute-cap` from the pool name and threads it into
the workflow params.

`feedback_argo_template_must_apply` (2026-05-21 canonical incident):
`argo submit --from=wftmpl/<name>` reads the cluster CRD, NOT the
on-disk YAML; unknown `-p` parameters silently no-op without a prior
`kubectl apply`. Dispatcher applies the local template BEFORE every
submission (overrideable via `--skip-template-apply` for the rare
case where you've already applied manually).

`feedback_push_before_deploy` (2026-05-20 canonical incident): the
in-cluster `ensure-binary` pod fetches source from `origin/<branch>`,
NOT the local working tree. Submitting before `git push` deploys the
last-pushed SHA, which can lag local diff by N commits. Dispatcher
verifies `git rev-parse HEAD == git rev-parse origin/<branch>` and
hard-errors with the explicit push command otherwise. Bypass via
`--skip-push-check` (only when intentionally deploying a previously-
pushed SHA via `--sha`).

## CLI: gate G8 (NaN abort)

Per `feedback_stop_on_anomaly` + `feedback_kill_runs_on_anomaly_quickly`,
the CLI checks every per-head loss (l_bce / l_q / l_pi / l_v / l_aux
/ l_total) for finiteness after each `step_with_lobsim` call.
Non-finite at any step → write summary with `nan_abort_step` set →
`process::exit(2)`. R9's cluster smoke tail-watcher kills the
workflow on the non-zero exit code, satisfying gate G8 from the
rebuild plan.

## CLI: knobs that ARE on the CLI

Structural / boundary parameters only (per
`pearl_controller_anchors_isv_driven`: every adaptive knob lives in
ISV, not CLI flags):
  * `--mbp10-data-dir / --predecoded-dir / --out` — I/O paths.
  * `--n-steps` — wall-budget control (1000 R9 smoke / 50k+ prod).
  * `--seq-len / --n-backtests / --per-capacity` — structural
    sizing. seq_len threads into the loader's multi-resolution
    `1:<seq_len>` config; n_backtests into both LobSimCuda and
    PerceptionTrainerConfig.n_batch.
  * `--seed` — reproducibility per
    `pearl_scoped_init_seed_for_reproducibility` (forks deterministic
    sub-seeds for dqn / ppo / per).
  * `--instrument-mode` — MBP-10 filter (all / front-month / id=N).
  * `--gpu-idx` — CUDA device selection.

What's NOT on the CLI: γ / τ / ε / entropy_coef / per_α / reward_scale
/ per-head LRs — all live in ISV[400..417] and are driven by R5's
controllers from EMA-tracked diagnostics. Per the rebuild plan
A1: "every adaptive bound is signal-driven, not tuned."

## Cluster smoke entry point

```bash
# R9 validation smoke (after pre-cluster local CUDA tests green).
./scripts/argo-alpha-rl.sh --n-steps 1000 --instrument-mode front-month

# Production scale-up (gated by R9's multi-fold pass).
./scripts/argo-alpha-rl.sh --n-steps 50000 --n-backtests 32 \
  --per-capacity 100000  # GPU sum-tree R-future when capacity > 4096
```

## What's NOT in this commit

The R9 cluster smoke run itself is out of band — this commit ships
the entry points. R9 will execute the pre-cluster validation
checklist + first 1000-step smoke + multi-fold walk-forward G8 gate
per the rebuild plan §"Cluster smoke discipline".

The summary JSON's schema is intentionally narrow (final-step losses
+ replay len + completion state + NaN abort marker). R-future may
add per-epoch breakdowns + per-ISV-slot snapshots once the cluster
smoke tells us which diagnostics are actually load-bearing for kill
decisions.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-23 13:30:10 +02:00
jgrusewski
f68e0a1d0d revert(loader): multi-resolution default '1:32' (single-scale) after htpp6 falsification
The Phase 1 multi-resolution layout (10 raw + 10 agg@30 + 12 agg@100)
regressed ALL horizons in alpha-perception-htpp6 (2026-05-22):
- auc_h100:  0.681 -> 0.512  (-0.169)
- auc_h300:  0.617 -> 0.506  (-0.111)
- auc_h1000: 0.576 -> 0.526  (-0.050)

Hypothesis falsified. Root cause: Mamba2+CfC SSM encoder already used
all 32 raw ticks effectively via state-recurrence; replacing 22 raw
ticks with arithmetic-mean aggregates destroyed within-window
microstructure variance (the actual h100 signal) AND broke temporal
continuity that the recurrence relies on. Δt Fourier encoder
couldn't compensate.

Architectural pearl: SSM/RNN/CfC + multi-resolution input is
incompatible without separate-encoder-per-scale or explicit scale
tokens. Transformer-style positional encoding tolerates scale-mixing;
recurrent state updates assume consecutive positions.

Reverts default to '1:32'. Adds explicit single_scale_32() constructor
for callers (harness, tests). Keeps default_three_scale() in code with
deprecation note for future sub-variant experiments. Production
defaults across alpha_train CLI, Argo template, dispatcher script,
ml-backtesting harness now match the proven baseline.
2026-05-22 21:21:21 +02:00
jgrusewski
b1bfae2367 feat(argo): replace --seq-len with --multi-resolution in alpha-perception
Default '1:10,30:10,100:12' (32 positions, 1510-tick context).
Greenfield migration — no legacy seq-len fallback. Operators
override per-run via './scripts/argo-alpha-perception.sh --multi-resolution 1:32'
for the parity-check config.
2026-05-22 20:45:21 +02:00
jgrusewski
78a9e08358 feat(loader): InstrumentFilter::FrontMonth for cross-quarter ES.FUT data
Replaces Option<u32> instrument_id_filter with InstrumentFilter enum {All,
Id(u32), FrontMonth}. FrontMonth runs a two-pass detect over the DBN
stream: pass 1 counts instrument_ids and collects SymbolMapping records,
picks the dominant id, validates it resolves to an ES contract via regex
ES[FGHJKMNQUVXZ]\d{1,2}; pass 2 streams the filtered records.

Motivated by alpha-perception-k54wd: a single-id filter on parent-symbol
ES.FUT data caught Q1 2024 (kept=73M) but kept=0 for Q2-Q9 because ES
front-month rolls quarterly (ESH4 -> ESM4 -> ESU4 -> ESZ4 ...). FrontMonth
self-tunes across the rolls without needing a per-file id table.

Sidecar keys distinguish modes: mbp10 / mbp10_instr<id> / mbp10_front_month.
CLI flag renamed --instrument-id -> --instrument-mode {all,id=N,front-month}
with matching parameter rename in argo-alpha-perception.sh + template.
2026-05-22 17:38:41 +02:00
jgrusewski
11c658d3fb feat(argo): plumb --instrument-id flag through alpha-perception script + template
Adds new workflow parameter instrument-id (default empty string = no filter).
Script forwards via --instrument-id CLI flag to alpha_train when non-empty.
EXTRA_FLAGS template logic appends --instrument-id only when set.

kubectl apply must run first (per feedback_argo_template_must_apply) so the
cluster CRD reflects the new parameter before argo submit.
2026-05-22 15:57:47 +02:00
jgrusewski
ff9207e7bb feat(per-horizon-cfc): plumb kernel-step-trace into fxt-backtest inference path
Mirrors the alpha_train CLI flag (--kernel-step-trace <path>) into
fxt-backtest. The PerceptionTrainerConfig already accepts the path;
this commit just exposes the CLI surface and propagates through:

  fxt-backtest run --kernel-step-trace <path>
  -> BacktestHarnessConfig.kernel_step_trace_path
  -> PerceptionTrainerConfig.kernel_step_trace_path

Sweep YAML gains a `kernel_step_trace: Option<PathBuf>` base field.
Argo lob-backtest-sweep-template gains a `kernel-step-trace` workflow
parameter (default disabled; when set, --features kernel-step-trace
is passed to cargo build AND --kernel-step-trace to fxt-backtest).

Gated behind the `kernel-step-trace` Cargo feature (matching alpha_train).
When disabled (default), zero overhead.

Enables per-step JSONL diagnostic emission from inference kernels --
needed for Smoke 2 deep-dive after sampling histograms (in parallel
investigation) localize the per-horizon dynamics bottleneck.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-21 22:33:44 +02:00
jgrusewski
f13d6c6dcf refactor(per-horizon-cfc): atomically remove MTER scaffolding
Per spec §2.5 and feedback_no_partial_refactor. Removes:
- LoaderMode enum (single-variant after Sequential removal → deleted entirely)
- next_sequence_sequential + sequential_file_idx + sequential_anchor_idx + last_call_was_file_boundary + is_file_boundary
- last_seen_file_boundary, train_graph_boundary_state fields
- notify_file_boundary method + boundary-state graph recapture logic
- need_attn_pool_bootstrap match — always true now (random mode always bootstraps)
- --loader-mode CLI flag + notify_file_boundary() call
- loader-mode Argo template param

Additional consumers migrated atomically (beyond the 4 files listed in
the plan): ml-alpha/tests/perception_overfit.rs,
ml-alpha/tests/multi_horizon_loader.rs, ml-backtesting/src/harness.rs,
ml-backtesting/tests/trainer_parity.rs,
ml-backtesting/tests/ring3_replay.rs — all referenced LoaderMode or the
removed config fields.

Workspace builds clean at this commit (pre-existing cudarc-cupti example
and ml-crate test errors are unrelated to MTER removal — they fail at
HEAD too). New per-horizon CfC arch lands in subsequent tasks of the
same plan.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-21 15:36:28 +02:00
jgrusewski
7dd953aa2b feat(intervention-b): add LoaderMode::Sequential + attn_pool gate
Loader can now serve sequences in temporal order (Sequential mode);
when active, the trainer skips attn_pool reset at non-file-boundary
sequence boundaries (next commit will use this for stateful CfC + MTER).

Random mode preserved as default; ZERO behavioral change for existing
runs. Phased commit 1/8 of intervention B per
docs/superpowers/specs/2026-05-21-crt-train-intervention-b-multi-timescale-readout.md
2026-05-21 11:30:50 +02:00
jgrusewski
6d65423e32 fix(argo): drop --decision-stride from alpha-perception template (removed from CLI per A1) 2026-05-21 09:30:25 +02:00
jgrusewski
2d5a66f6e4 feat(kernel-step-trace): runtime --kernel-step-trace CLI flag + JSONL drain
The compile-time feature kernel-step-trace gates inclusion of the ring
code. NEW: --kernel-step-trace <PATH> CLI flag on alpha_train gates
RUNTIME activation:

- Path provided   -> ring allocated, drain spawns, JSONL records written
                    to <PATH> (truncated). One record per kernel emission.
- Path omitted    -> ring not allocated, drain not spawned, zero overhead
                    even with the feature compiled in.

JSONL schema: {"step": u32, "kid": u8, "kname": str, "rt": u8,
"rt_name": str, "payload": {field: f32, ...}}. The payload field names
come from the existing per-(kid, rt) decoders in gpu_log.rs (ported to
serde_json::json! in decode_to_json).

Trainer ring fields are now Option<_>; populated only when the runtime
trace path is Some. Tick kernel, step-counter shadow, smoothness
controller pointer-passing, and Drop all become path-conditional.

The tracing::info!-based drain variant is removed (file-writer is
strictly more useful; tests migrated to assert JSONL file contents).

Argo template:
- New parameter kernel-step-trace-enable (build-time feature opt-in)
- New parameter kernel-step-trace-path (runtime CLI value)
- ensure-binary cache-busts when feature toggles
- training step passes --kernel-step-trace flag conditionally

Per feedback_no_feature_flags: compile-time gate retained because the
ring carries real memory cost (~2 MiB pinned) and per-step write overhead;
the specific name kernel-step-trace narrows scope to this mechanism.
Runtime gate is Option<PathBuf>, not a boolean enable_*.
2026-05-21 01:55:57 +02:00
jgrusewski
70ecfc0fe6 feat(crt-train): plumb --smoothness-base-lambda through alpha-perception template 2026-05-20 23:55:15 +02:00
jgrusewski
1a9cf80b8e fix(argo): force-checkout in ensure-binary to handle dirty Cargo.lock
The cargo-target-cuda PVC persists `$BUILD` across runs. cargo build
mutates Cargo.lock, so the next run's `git checkout $SHA` fails with
"Your local changes to the following files would be overwritten by
checkout: Cargo.lock". Same pattern alpha-perception-template uses
(`git checkout --force $SHA; git clean -fd`) handles this cleanly.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 18:17:35 +02:00