Commit Graph

358 Commits

Author SHA1 Message Date
jgrusewski
befa7e2f55 perf(gpu): shared memory weight caching, GPU reductions, fix staging flush dim
CUDA kernel: cooperative_load_tile() + matvec_leaky_relu_shmem() cache weight
matrices in shared memory (SRAM), reducing HBM traffic 32x (1.76TB→55GB).
Block size increased to 256 threads for better SHMEM utilization.

Trainer hot-path: replace to_vec2 full-tensor CPU readbacks with GPU-native
flatten_all/min/max/mean_all (4 scalar readbacks). Merge two Q-diagnostic
forward passes into one. Deferred max_priority flush (1 GPU→CPU sync/epoch
instead of ~8/batch).

Fix StagedGpuBuffer::flush() dimension mismatch: used raw experience
state.len() (45) instead of gpu.state_dim() (48 aligned), causing
slice_scatter crash [500,48] vs [n,45] when CPU experiences flush into
GPU-aligned replay buffer.

Fix hardcoded state_dim=48 in optimal_n_episodes() — now uses dynamic
state_dim from network config (correct for OFI-enabled 56-dim states).

Dynamic episode auto-scaling guard: only auto-scale when gpu_n_episodes≥128
(production), respecting explicit test overrides (gpu_n_episodes=2).

Tests: 874 ml + 392 ml-dqn = 1266 pass, 0 fail.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-09 22:24:33 +01:00
jgrusewski
3865354d8f perf(gpu): dynamic episode scaling + BF16 cross-entropy stabilization
GPU experience collector:
- Add GpuHardwareInfo with SM count detection from device name lookup
  (H100=132, A100=108, L40S=142, RTX 4090=128, etc.)
- optimal_n_episodes() scales to GPU: sm_count × 2 warps × 32 threads,
  capped by 15% free VRAM budget, 256-aligned for block scheduling
- Remove hardcoded .min(256) cap in trainer — auto-scales from 128 to 8192
- MAX_EPISODES_LIMIT raised from 256 to 4096

Numerical stability:
- BF16 cross-entropy epsilon: 1e-8 → 1e-4 (below BF16 precision floor
  1e-8 rounds to zero, making log-stabilization a no-op → -inf → NaN)
- Add log_probs.clamp(-20, 0) guard against -inf × 0 = NaN in loss

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-09 21:16:47 +01:00
jgrusewski
fb18e0f1dc fix(dqn): prevent BF16 softmax overflow, increase batch size for H100
BF16's 7-bit mantissa overflows on exp(50+) in softmax → Inf → NaN.
Cast distributional logits to F32 before softmax in both dueling and
rainbow network heads, then cast back to original dtype.

Increase default batch_size 128→1024 (standard), 128→256 (conservative),
512→2048 (aggressive) to saturate H100 tensor cores. AutoBatchSizer
already caps to VRAM ceiling for smaller GPUs.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-09 21:05:42 +01:00
jgrusewski
e89fbc2b4d fix(metrics): wire training pod scraping to Grafana dashboard
Three root causes for "no metrics" on the training dashboard:

1. Dashboard template variables ($model, $fold) sourced from
   foxhunt_training_current_epoch which isn't emitted until the first
   epoch completes. Switch to foxhunt_training_step which fires from
   step 500 onward.

2. train.sh pod template missing Prometheus annotations
   (prometheus.io/scrape, port, path). Also add the
   app.kubernetes.io/component label to the eval manifest so
   evaluation pods are discoverable too.

3. DQN and PPO trainers only called set_epoch() at the END of each
   epoch. Move the call to the TOP of the epoch loop so the gauge
   exists from the first training iteration.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-09 21:02:29 +01:00
jgrusewski
7751f7615a fix(ci): unblock CPU service builds and fix H100 BF16 regime classification
Three fixes validated by 20/20 hyperopt trials on H100 (zero OOM):

1. Workspace default-features: ml-core, ml-dqn, ml-ppo, ml-supervised
   workspace deps now have default-features=false. Prevents cudarc
   (which requires nvcc) from leaking into CPU service builds via
   Cargo feature unification. CI compile-services was failing with
   "Failed to execute nvcc: No such file or directory" (exit 101).

2. BF16 comparison fix: Candle's gt()/le() don't support BF16 operands.
   Cast ADX/CUSUM features to F32 before threshold comparison in
   regime classification. Previous approach (cast threshold to BF16)
   failed due to Candle broadcast_as reverting dtype.

3. CI pipeline: expand ML change detection to all 14 sub-crates,
   add component:compile labels for sccache network policy matching,
   bump training runtime to CUDA 12.6 + Ubuntu 24.04 (glibc 2.39).

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-09 18:11:04 +01:00
jgrusewski
fe223b3843 fix(dqn): eliminate OOM in hyperopt by gating GPU features on small GPUs
Three root causes fixed:
1. GPU PER + experience collector (cudarc) created dual CUDA allocator
   fragmentation on GPUs ≤8 GB, making training impossible even at
   batch_size=1. Added `use_gpu_replay_buffer` config flag; both GPU PER
   and experience collector now disabled when VRAM ≤8192 MB.

2. Search space bounds were WIDENED instead of capped — max_batch_size
   returning 4096 replaced the original 512 upper bound, and
   max_hidden_dim_base_full returning 3072 replaced the original 1024.
   Fixed with min() to only narrow, never widen.

3. VRAM estimator assumed GPU features always active, overcharging when
   they're disabled on small GPUs. Now conditional: when
   replay_buffer_capacity=0 (proxy for GPU PER disabled), collector/cudarc
   costs are zero and fragmentation multiplier drops from 3× to 1.5×.

Additional small-GPU guard: GPUs ≤8 GB get clamped search space
(batch≤128, hidden≤512, atoms≤51, buffer≤50K) to fit 3 regime heads
+ C51 + noisy nets + dueling in limited VRAM.

Validated: 7/7 trials complete on RTX 3050 Ti 4 GB, zero OOM, best trial
Sharpe 9.8 with 50.6% win rate. Previous runs had 100% OOM failure rate.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-09 16:35:38 +01:00
jgrusewski
3a37454ea5 Merge branch 'feature/dqn-branching' 2026-03-09 13:17:50 +01:00
jgrusewski
89c3fb89d9 feat(dqn): Branching DQN with full GPU Rainbow parity (7 fixes)
Bring Branching Dueling Q-Network (Tavakoli 2018) to full Rainbow parity
with the existing GPU hotpath. 3 independent advantage heads (exposure=5,
order=3, urgency=3) decompose the 45-action space into learnable branches.

H1 - CUDA fallback: gate GpuExperienceCollector when use_branching=true
     (fused kernel hardcodes NUM_ACTIONS=5, incompatible with 45 factored)
H2 - Per-branch C51 distributional: each branch outputs [batch, n_d, atoms]
     log-softmax, loss = avg of D cross-entropies vs projected Bellman target
M1 - NoisyNet: MaybeNoisyLinear enum in branch heads, reset_noise/disable_noise
     wired through select_action, compute_loss, and set_eval_mode
M2 - Regime-conditional IS weights: Trending=1.2, Ranging=0.8, Volatile=0.6
     applied to branching loss via ADX/CUSUM features at state[40:41]
M3 - State dim alignment: align_dim_for_tensor_cores() in from_dqn_params()
     for H100 HMMA dispatch (8-byte alignment)
L1 - Fill simulator: splitmix64 replaces golden ratio hash (chi-squared tested)
L2 - Hyperopt 29D: branch_hidden_dim [64,256] added to PSO search space

Config plumbing: branch_hidden_dim, v_min/v_max/num_atoms, use_distributional,
use_noisy, noisy_sigma_init all flow from DQNConfig → BranchingConfig.

10 files, +3207/-125 lines, 33 branching tests + 387 ml-dqn + 284 ml-core pass.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-09 13:17:06 +01:00
jgrusewski
7f3066e695 feat(ml): enable BF16 mixed precision by default on CUDA
training_dtype() now returns BF16 on all CUDA devices, enabling full
tensor-core utilization. F32 is used only at boundaries (scalar
extraction, loss computation, softmax). VRAM estimator updated to
account for BF16 byte sizes, C51/QR atoms, dueling streams, NoisyNet
param doubling, and GPU PER buffer pre-allocation.

Changes:
- mixed_precision.rs: training_dtype() returns BF16 on CUDA
- curiosity.rs: F32 cast before scalar extraction
- network.rs: F32 output at NetworkLayers forward boundary
- traits.rs: estimate_trial_vram_mb_full() with BF16-aware sizing
- dqn.rs adapter: uses full estimator with worst-case architecture

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-09 12:48:55 +01:00
jgrusewski
c0c44a5f17 feat(dqn): GPU-native regime classification with 42-dim feature vector
Expand FeatureVector from 40 to 42 dimensions by including ADX(14) at
index 40 and CUSUM direction at index 41 from the existing CPU feature
extraction pipeline. This eliminates proxy-based regime classification
and enables GPU-native regime detection via tensor narrow/comparison ops.

Key changes:
- extraction.rs: wire RegimeADXFeatures + RegimeCUSUMFeatures into
  extract_current_features_v2(), output 42 features per bar
- regime_conditional.rs: classify_regime_masks_gpu() creates per-regime
  mask tensors entirely on GPU (ADX > 0.25 = trending, |CUSUM| > 0.7 =
  volatile, else ranging). Zero CPU roundtrip in training hot path.
- trainer.rs/config.rs: state_dim 43→45 (no OFI), 51→53 (with OFI),
  aligned dims unchanged (48/56). GPU batch insertion for all 3 heads.
- CUDA header: MARKET_DIM 40→42
- walk_forward.rs: FEATURE_DIM 40→42
- 42 files updated, all [f64;40]→[f64;42] propagated across workspace

Test results: ml=874/0, ml-dqn=354/0, ml-features=282/0, ml-core=274/0
Real data GPU smoke tests: 7/7 passed (OHLCV + OFI + trade enrichment)
Hyperopt baseline RL: 2 trials completed on local RTX 3050 Ti

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-09 12:16:05 +01:00
jgrusewski
d12273e164 fix(dqn): GPU PER monitoring funcs used empty CPU experiences, causing cuBLAS crash
Four monitoring functions (estimate_avg_q_value_with_early_stopping,
collect_qvalue_statistics, compute_q_gap_for_epoch, compute_per_action_q_values)
iterated over batch_sample.experiences to build CPU tensors for forward passes.
When GPU PER (GpuPrioritized) is active, experiences is always vec![] — all data
lives on GPU tensors in gpu_batch. This created zero-element tensors with non-zero
shapes, triggering CUBLAS_STATUS_INVALID_VALUE on the next forward pass.

Fix: all four functions now check for gpu_batch.states and use it directly,
falling back to CPU experiences only for non-GPU buffers. Also removes debug
eprintln probes, wires new_on_device for DQN/RegimeConditionalDQN construction,
and adds GPU-aware smoke tests (33 pass, 874 total, 0 failures).

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-09 10:47:46 +01:00
jgrusewski
801781a472 perf(ml): eliminate CPU tensor ops from GPU training hot path
Replace expensive CPU↔GPU data transfers with GPU-native operations:

- check_gradients_finite: sum_all() scalar readback (4B per tensor)
  replaces flatten_all()+to_vec1() that copied entire gradients to CPU
  (up to 200MB per step across 9 call sites in DQN+PPO)
- Huber loss: affine() replaces 3× Tensor::from_vec(vec![const; N])
  CPU Vec allocations in the inner loss computation loop
- update_priorities_gpu: per-index slice_scatter (~1KB DMA) replaces
  full-buffer to_vec1()+from_vec() roundtrip (1.2MB DMA per step)
- PER sampling: single from_vec + GPU to_dtype replaces duplicate
  from_vec calls and CPU type conversion roundtrips
- RegimeConditional: log warning on silent GPU batch drops

822 tests pass (350 ml-dqn, 274 ml-core, 198 ml-ppo), 0 clippy.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 23:12:54 +01:00
jgrusewski
b616d024ad fix(dqn): IQN GPU PER weights, staged GPU buffer, CUDA default in all ML crates
Three fixes for GPU PER hot path:

1. IQN quantile loss used empty CPU weights Vec instead of GPU-resident
   weights_tensor_cached — caused CUDA_ERROR_ILLEGAL_ADDRESS from
   uninitialized GPU memory. Now uses cached GPU tensor matching C51
   and standard DQN paths.

2. GpuPrioritized add()/add_batch() replaced with StagedGpuBuffer:
   add() stages on CPU (Vec::push, zero GPU ops), sample() batch-flushes
   staging→GPU in one DMA before sampling. Production path (insert_batch_tensors)
   bypasses staging entirely — GPU→GPU with zero CPU.

3. All 9 ML sub-crates default to cuda feature so `cargo test -p ml-dqn`
   exercises GPU code paths on CUDA workstations. CI service crates use
   default-features=false, unaffected.

Test results: 350 passed (was 343+7 failed), 0 failed, 1 ignored.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 22:31:49 +01:00
jgrusewski
e35ead5f3e fix(dqn): wire GPU PER into hot path, fix IS-weight ordering and IQN CVaR sort
- Wire GpuReplayBuffer into DQN constructor with OOM fallback to CPU PER
- Fix P0: GPU PER priorities never updated in single-batch train_step()
  (result.indices was empty CPU Vec; GPU tensors td_errors_gpu/indices_gpu
  were silently dropped)
- Fix IS-weight ordering: apply weights AFTER Huber loss, not before
  (weighting before nonlinear Huber shifts quadratic/linear regime boundary)
- Fix IQN CVaR: add .contiguous() before sort_last_dim (341/341 tests pass)
- Defer loss scalar readback to after backward pass (piggyback on grad flush)
- Add next_states to ExperienceBatch with episode-aware shift computation
- Add insert_batch_tensors() for direct GPU tensor insertion into replay buffer
- Make Q-value estimation periodic (every 50 steps) to reduce forward passes
- Fix CPU fallback path types (u8 action, i32 fixed-point reward, timestamp)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 21:50:26 +01:00
jgrusewski
7e5af20373 fix(ci): make CUDA non-default in 5 remaining ml sub-crates
ml-supervised, ml-ensemble, ml-labeling, ml-explainability, ml-hyperopt
all had default = ["cuda"] which pulled cudarc into the CPU services
build, causing compile-services to fail with "nvcc not found".

Changed all to default = [] and wired ml/Cargo.toml cuda feature to
propagate to all 8 sub-crates (was only 3: ml-core, ml-dqn, ml-ppo).

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 19:35:55 +01:00
jgrusewski
eec5494344 fix(dqn): tighten v_range, replace val_loss proxy, add per-action Q diagnostics
- v_range search bounds [5,30] → [2,10] to match EMA-normalized reward
  range [-0.45,+0.32] (max discounted return ≈1.2)
- Replace val_loss proxy (max_Q - reward)^2 with Sharpe-based validation
  metric: returns -Sharpe so lower = better, economically meaningful
- Add compute_per_action_q_values(): samples 200 states from replay
  buffer, logs per-action Q averages (S100/S50/Flat/L50/L100) at each
  epoch — exposes whether agent differentiates exposure actions
- Remove dead max_q_values computation (leftover from old proxy)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 19:29:17 +01:00
jgrusewski
3d68e9feaf fix(ci): make CUDA non-default to unblock CPU service builds
- Remove cuda from default features in ml-core, ml-dqn, ml-ppo, ml
- Propagate cuda feature from ml → ml-core/ml-dqn/ml-ppo
- CI compile-training already uses --features ml/cuda explicitly
- Fix MaxDD log format: {:.1}% → {:.3}% (was rounding 0.033% to 0.0%)
- Suppress unused_labels/unused_variables warnings for cfg(cuda) code
- Add CALLBACK_ENDPOINT env to ml-training-service deployment
- Fix Grafana active_workers query to use sum() with fallback

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 19:12:03 +01:00
jgrusewski
9c249e2a27 fix(dqn): symmetric distributional support + near-zero output init to unfreeze Q-values
Root cause: C51 distributional DQN Q-values frozen at ~7.0 for all 30 epochs.
Asymmetric hyperopt support (v_min=-6.7, v_max=17.6) caused init Q ≈ midpoint
= 5.48, creating a self-reinforcing equilibrium that gradient signal couldn't
escape. Additionally, log_q_values() queried the wrong (untrained) network.

Three fixes:
1. Enforce symmetric support in hyperopt: v_min=-v_range, v_max=+v_range
   (midpoint always 0, Q starts unbiased)
2. Near-zero init for distributional output layers (value_out, advantage_out):
   0.01× Xavier scale → softmax ≈ uniform → Q ≈ midpoint regardless of support
3. Fix log_q_values() to use self.forward() (unified dispatch through
   dist_dueling → dueling → standard) instead of self.q_network.forward()

Tests: 350 ml-dqn + 841 ml + 3 ml-core = 1194 passed, 0 failed

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 18:11:22 +01:00
jgrusewski
e89fce5eb2 fix(cuda): per-thread EMA reward normalization in GPU experience kernel
GPU kernel produced raw percentage PnL rewards (~3.5e-4) which were
~10,000x smaller than Q-values (~7.0), making rewards invisible in the
Bellman backup. Q-values froze at initialization.

Port the CPU RewardNormalizer algorithm (EMA mean/variance, z-score
normalization, [-3,3] clamp) directly into the CUDA kernel hot path
as per-thread register state. Each thread maintains its own running
mean/variance with configurable decay rate (reward_norm_alpha, default
0.01 = ~100-step window). EMA resets on episode boundaries.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 16:49:11 +01:00
jgrusewski
1f1ba40eaa fix: resolve rebase artifacts — import paths and MLError variant
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:21:46 +01:00
jgrusewski
58f4f26113 refactor(ml): extract regime-detection, explainability, paper-trading
- ml-regime-detection (1.2K lines): feature_classifier, hmm modules.
  Depends on ml-core + ml-dqn (RegimeType). 23 tests passing.

- ml-explainability (329 lines): integrated_gradients module.
  Depends on ml-core + candle-core. 4 tests passing.

- ml-paper-trading (389 lines): broker, pnl_tracker modules.
  Depends on ml-ensemble (TradeAction, TradeSignal). 8 tests passing.

Total: 21 sub-crates extracted from ml monolith.
ml reduced from ~260K to ~90K lines (65% extracted).
All tests: 841 ml + 35 in new sub-crates = 876 passing.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:17:22 +01:00
jgrusewski
4676fe79e2 refactor(ml): extract observability, stress-testing, security into sub-crates
- ml-observability (1.2K lines): alerts, dashboards, metrics modules.
  Depends on ml-core + common (ModelType). 4 tests passing.

- ml-stress-testing (1.3K lines): load_generator, market_simulator,
  performance_analyzer modules. Depends on ml-core + common + config.
  5 tests passing.

- ml-security (1.4K lines): anomaly_detector, prediction_validator
  modules. Depends on ml-core + ml-ensemble (EnsembleDecision,
  ModelVote, TradingAction). 17 tests passing.

Total: 18 sub-crates extracted from ml monolith.
Workspace: 0 errors, ml tests 876 + 26 in new sub-crates.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:17:22 +01:00
jgrusewski
b7597a7543 refactor(ml): extract universe, backtesting, asset-selection into sub-crates
- ml-universe (1.7K lines): correlation, liquidity, momentum, volatility
  modules. Only depends on ml-core (MLError, PRECISION_FACTOR).
  6 tests passing.

- ml-backtesting (1.1K lines): action_loader, barrier_backtest, report
  modules. Only depends on ml-core (MLError). Discovered and included
  previously undeclared report.rs module. 10 tests passing.

- ml-asset-selection (1.2K lines): scorer, selector modules with
  AssetClass, AssetUniverse, PredictabilityScorer, ActiveSetSelector.
  Only depends on ml-core (MLError). 33 tests passing.

All three replaced with thin facade re-exports in ml — existing
`use ml::universe::*` / `use ml::backtesting::*` /
`use ml::asset_selection::*` paths continue to work.

Total: 15 sub-crates extracted from ml monolith.
Workspace: 0 errors, ml tests 902 passed + 49 in sub-crates.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:17:22 +01:00
jgrusewski
aa19b42255 refactor(ml): move UnifiedTrainable to ml-core + delete 6K dead deployment code
- Move UnifiedTrainable trait, TrainingMetrics, CheckpointMetadata, and
  checkpoint helpers from ml to ml-core (zero new dependencies — ml-core
  already had candle-core + serde_json)
- Wrap Mamba2SSM in Mamba2TrainableAdapter to satisfy orphan rule (trait
  in ml-core, type in ml-supervised — all other 9 models already used
  wrapper pattern)
- Make Mamba2SSM::validate() pub for cross-crate adapter access
- Delete 5 permanently disabled deployment modules (cfg(any()) — never
  compiled): registry, hot_swap, validation, monitoring, endpoints
  (-5,842 lines)
- Delete 2 undeclared dead files in training/: dqn_trainer.rs,
  transformer_trainer.rs (-138 lines)
- Fix pre-existing compute_loss test shape mismatch in mamba adapter

UnifiedTrainable in ml-core unblocks future trainers/ extraction (17.8K
lines) since model-specific trainers can now depend on ml-core for the
trait without pulling in the full ml monolith.

14 files changed, +128 -6,497 (net -6,369 lines)
Tests: 274 ml-core + 948 ml = 1,222 passed, 0 failed

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:17:22 +01:00
jgrusewski
d313486dc2 refactor(ml): split monolith into 9 sub-crates + delete dead code
Extract 9 new sub-crates from the ml monolith to enable parallel
compilation across the workspace:

New crates (this commit):
- ml-features (282 tests): feature engineering, 21 modules
- ml-labeling (45 tests): triple barrier, meta-labeling, fractional diff
- ml-ensemble (116 tests): ensemble coordination, voting, confidence
- ml-hyperopt (47 tests): core PSO/TPE optimizer, parameter space
- ml-checkpoint (41 tests): checkpoint persistence, compression, signing
- ml-regime (68 tests): CUSUM, Bayesian changepoint, regime classification
- ml-data-validation (67 tests): FDR correction, CPCV, data quality
- ml-risk (33 tests): neural VaR, Kelly criterion, circuit breakers
- ml-validation (43 tests): statistical validation, walk-forward, DSR

Extended existing crates:
- ml-dqn: added evaluation/ (backtesting engine, metrics, reports)
  and checkpoint implementation
- ml-supervised: added checkpoint implementations
- ml-core: added shared types needed by new sub-crates

Pattern: each module in ml/ becomes a thin facade (pub use subcrate::*)
with bridge modules staying in ml for cross-model adapter code.

Dead code deleted (~7K lines):
- 13 undeclared files in microstructure/ (never compiled)
- 7 undeclared files + tests/ in risk/ (never compiled)
- parquet_io, cache_service, cache_storage, minio_integration (unused)
- extraction_wave_d_impl.rs (bare fn outside impl block)

All 2,746 sub-crate tests + 951 ml tests pass.
Full workspace builds clean.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:17:22 +01:00
jgrusewski
3db7f4828b refactor(ml): extract 8 supervised models into ml-supervised crate (task 8)
Move TFT, Mamba-2, Liquid, TGGN, TLOB, KAN, xLSTM, and Diffusion model
implementations to ml-supervised. Bridge files (UnifiedTrainable adapters,
Checkpointable impls) stay in ml. Delete AsyncDataLoader (replaced by
StreamingDbnLoader + simple .chunks() batching). Remove empty ml-infra
scaffold — the remaining ml modules are too tightly coupled for clean
extraction, so ml stays as the orchestration facade.

- ml-supervised: 234 tests, 0 failures
- ml: 1687 tests, 0 failures
- Workspace: 0 compilation errors

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:16:08 +01:00
jgrusewski
58d0f535df refactor(ml): extract PPO module into ml-ppo crate (task 7)
Move 24 PPO source files + flow_policy/ from ml into standalone
ml-ppo crate. The ml crate's ppo module is now a thin re-export layer
(`pub use ml_ppo::*`) plus two bridge files (trainable_adapter.rs,
stress_testing.rs) that depend on ml-internal types.

Key changes:
- ml-ppo: 25 modules (incl flow_policy subdir), 198 tests, standalone
- ml: depends on ml-ppo, re-exports via ppo/mod.rs
- Import rewrites: crate::common::action → ml_core::action_space,
  crate::dqn::{mixed_precision,xavier_init} → ml_core::*,
  crate::gradient_accumulation → ml_core::gradient_accumulation
- ml tests: 1929 pass (down from 2127 — 198 moved to ml-ppo)
- Workspace: 0 errors

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:16:08 +01:00
jgrusewski
88f0b3ec23 refactor(ml): extract DQN module into ml-dqn crate (task 6)
Move 53 DQN source files + gpu_replay_buffer from ml into standalone
ml-dqn crate. The ml crate's dqn module is now a thin re-export layer
(`pub use ml_dqn::*`) plus two bridge files (trainable_adapter.rs,
stress_testing.rs) that depend on ml-internal types.

Key changes:
- ml-dqn: 45 modules, 334 tests, compiles standalone
- ml: depends on ml-dqn, re-exports via dqn/mod.rs
- DQN.config: pub(crate) → pub for cross-crate access
- DQNAgent checkpoint methods moved into ml-dqn
- gpu_replay_buffer moved from cuda_pipeline/ to ml-dqn
- 8 dead-code files removed (never declared in mod.rs)

Net: -30,648 lines from ml crate. Workspace: 0 errors.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:16:08 +01:00
jgrusewski
d2f3b6c799 refactor(ml): move metrics/ + performance.rs to ml-core (5g)
Move Sharpe ratio metrics and SIMD performance module to ml-core.
These only depend on MLError which is already in ml-core.

Add approx = "0.5" to ml-core dev-dependencies for Sharpe tests.
Skip observability/ (needs prometheus dep — stays in ml).

Test counts: 271 ml-core + 2487 ml = 2758 total, 0 failures

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:13:41 +01:00
jgrusewski
4843b4a2a6 refactor(ml): move shared infrastructure to ml-core + eliminate FactoredActionExt (5e)
Move 6 shared modules (~2.3K lines) from ml to ml-core:
- trading_action.rs (TradingAction enum)
- action_space.rs (action masking, re-exports)
- xavier_init.rs (Xavier/Glorot weight initialization)
- mixed_precision.rs (AMP utilities, FP16/BF16)
- order_router.rs (deterministic order routing)
- portfolio_tracker.rs (portfolio state tracking)

With TradingAction now in ml-core alongside FactoredAction, the
FactoredActionExt extension trait is eliminated entirely —
from_trading_action()/to_trading_action() become inherent methods
on FactoredAction. This removes the need for `use FactoredActionExt`
imports in reward.rs, gae.rs, and trajectories.rs.

Test counts: 250 ml-core + 2508 ml = 2758 total, 0 failures

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:13:41 +01:00
jgrusewski
f951fddc86 refactor(ml): move memory_optimization/ + batch_size_resolver to ml-core (5d)
- Move memory_optimization/ (4.6K lines, 7 files) from ml to ml-core
- Move batch_size_resolver.rs to ml-core (now both deps in same crate)
- Add tempfile to ml-core dev-dependencies (qat tests)
- Re-export both modules from ml facade
- Keep checkpoint/ in ml (model_implementations.rs has model-specific deps)

185 ml-core tests + 2573 ml tests = 2758 total, 0 failures

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:13:41 +01:00
jgrusewski
70546ad1c4 refactor(ml): move safety/ to ml-core + rename Real-prefixed types (5c)
- Move safety/ module (6.5K lines) from ml to ml-core (self-contained)
- Keep security/ in ml (depends on ensemble::EnsembleDecision)
- Move From<ProductionTrainingError> for MLSafetyError to ml (cross-crate)
- Rename Real-prefixed inference types to proper names:
  RealInferenceError → InferenceError
  RealInferenceConfig → InferenceConfig
  RealPredictionResult → InferencePrediction
  RealNeuralNetwork → NeuralNetwork
  RealMLInferenceEngine → MLInferenceEngine
- Re-export safety from ml facade for backward compatibility

129 ml-core tests + 2629 ml tests = 2758 total, 0 failures

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:13:41 +01:00
jgrusewski
9fc9522821 refactor(ml): remove all legacy naming and deprecated wrappers
- Rename FactoredActionLegacy → FactoredActionExt trait
- Rename from_legacy() → from_trading_action(), to_legacy_action() → to_trading_action()
- Delete 5 deprecated free functions from ml-core (create_hft_*, create_ultra_low_latency_*)
- Update ml_tests.rs to call associated methods directly
- Remove #[allow(deprecated)] now unnecessary

8 files, -9 net lines, 2758 tests pass (81 ml-core + 2677 ml)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:13:41 +01:00
jgrusewski
33cc076eb3 refactor(ml): move compute primitives to ml-core (5b)
Move optimizers, gradient_accumulation, gradient_utils, cuda_compat,
tensor_ops, and gpu (device config, capabilities, memory profiling) to
ml-core. These are shared compute primitives used by all models.

Also commit module files for core types (common, config, error, model,
traits, types) that were moved from ml to ml-core in task 5a but left
staged without being committed.

Notable changes:
- resolve_batch_size() stays in ml (new batch_size_resolver module)
  because it depends on memory_optimization::auto_batch_size which
  has not yet moved to ml-core
- FactoredAction legacy bridge converted from inherent impl to
  extension trait (FactoredActionLegacy) since FactoredAction is now
  defined in ml-core, not ml
- candle-optimisers added to ml-core dependencies (needed by Adam)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:13:41 +01:00
jgrusewski
7d1b0f232f refactor(ml): move core types to ml-core + dedup MLError (5a)
Move all inline type definitions from ml/src/lib.rs to ml-core:
MLError, MLResult, Trade, MarketRegime, HealthStatus, Features,
MLModel trait, ModelRegistry, ParallelExecutor, LatencyOptimizer,
TrainingMetrics, ValidationMetrics, InferenceResult, ModelMetadata.

Dedup: consolidate ConfigError{reason}/ConfigurationError(msg) into
single ConfigError(String) tuple variant (was 2 variants, 174 refs).

Cleanup: convert create_hft_* free functions to associated methods
(HFTPerformanceProfile::ultra_low_latency(), ParallelExecutor::hft()).

ml facade re-exports via `pub use ml_core::*`.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:13:41 +01:00
jgrusewski
5c18f17a01 refactor(ml): extract shared items from dqn/ to top-level modules
Move mixed_precision, xavier_init, portfolio_tracker, action_space,
order_router from dqn/ to ml/src/ root. Extract TradingAction enum
from dqn/agent.rs to standalone trading_action module. Re-export
from dqn/mod.rs for backward compatibility.

These modules are shared infrastructure used by PPO, trainers,
hyperopt, and ensemble — not DQN-specific.

Test results: 2757 passed, 0 failed, 25 ignored (unchanged).

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:13:07 +01:00
jgrusewski
809295dc5f fix(ml): correct GPU experience path — aligned state_dim, reward tracking, Prometheus label
Three bugs in the GPU experience collection hot path:

1. gpu_batch_to_experiences() had hardcoded state_dim=43 but the CUDA kernel
   outputs states at the ALIGNED dimension (56 with OFI, 48 without). After
   sample 0, every replay buffer entry had corrupted state vectors — the
   network was learning from garbage data.

2. GPU path never called monitor.track_reward(), so mean_reward was always
   reported as 0.0 in epoch logs despite the agent generating real rewards.

3. Action tracking was double-counted (direct array write + track_action_by_exposure),
   inflating diversity metrics by 2x. Consolidated into single bounded call.

Also adds missing app.kubernetes.io/component label to job-template.yaml
so Prometheus training-pods scrape job discovers training pods.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:11:01 +01:00
jgrusewski
7295d2c79f feat(ml): add sharpe_weight to hyperopt search space (C4) — 27D → 28D
PSO can now tune sharpe_weight in [0.0, 0.5] instead of hardcoded 0.3.
This lets hyperopt discover the optimal Sharpe ratio blending weight
in the composite reward signal per-symbol.

Also updates docstring to reflect current C1-C4 search space state.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 14:29:09 +01:00
jgrusewski
48dfe12171 fix(ml): inject STATE_DIM/MARKET_DIM/NUM_ATOMS_MAX into CUDA kernel via NVRTC
The GPU experience kernel had hardcoded STATE_DIM=54, MARKET_DIM=51,
NUM_ATOMS_MAX=51 but the host-side feature buffer uploads 40 features
per bar and networks use state_dim=56 with up to 100 atoms. Past ~702K
bars the stride mismatch caused out-of-bounds GPU reads → ILLEGAL_ADDRESS.

All dimension constants now use #ifndef guards so the NVRTC JIT compiler
receives the actual values via #define injection — zero runtime overhead.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 14:18:23 +01:00
jgrusewski
f921bbe5d0 fix(ml): inject dynamic network dims into CUDA kernel via NVRTC
Hyperopt varies hidden_dim_base (256–1024) but the CUDA experience
kernel hardcoded SHARED_H1=256, SHARED_H2=256. When hyperopt picked
larger dims, the kernel did matvec with wrong strides → illegal memory
access → training crash on first epoch.

Fix: wrap CUDA #defines in #ifndef guards and inject actual dims from
the dueling network config at NVRTC compile time. The kernel is now
specialized per-trial with the exact weight matrix dimensions — zero
runtime overhead, no dimension mismatch possible.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 13:33:59 +01:00
jgrusewski
f916b17e6b fix(ml): align dueling shared layers with CUDA kernel — eliminate CPU fallback
from_dqn_params() was stripping the last hidden_dim, creating only 1
shared layer (shared_0) when hidden_dims=[256,256]. The CUDA experience
kernel hardcodes 2 shared layers and gpu_weights.rs expects shared_1.*
weight keys. This caused "Missing weight: shared_1.weight" every epoch,
forcing CPU fallback for all experience collection on H100.

Fix: use all hidden_dims as shared layers. Default [256,256] now creates
shared_0 + shared_1, matching the CUDA kernel architecture exactly.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 12:58:52 +01:00
jgrusewski
c2606790e2 fix(ml): use explicit trades_data_dir when set in DQN adapter
The DQN hyperopt adapter has an explicit trades_data_dir field from CLI
args, but load_ofi_features() was only using the derived sibling path.
Now uses the explicit field when available, falling back to derivation.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 12:09:11 +01:00
jgrusewski
ddb4300c29 fix(ml): feed trade data into OFI pipeline — VPIN/Kyle's Lambda were always zero
The OFI calculator's compute_ofi_from_file() never called feed_trade(),
leaving 3/8 features (VPIN, Kyle's Lambda, trade_imbalance) at zero in
production. Added compute_ofi_with_trades() that interleaves trades by
timestamp into the MBP-10 streaming callback. Updated DQN and PPO
hyperopt adapters to derive trades_dir as sibling of dbn_data_dir.

Smoke test validates: without trades VPIN=0/5000, with trades VPIN=5000/5000.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 12:06:22 +01:00
jgrusewski
f2a028752c test(ml): add 8 GPU kernel parity tests — validate CUDA forward pass
Tests require a CUDA GPU and are #[ignore]d by default. Run with:
  cargo test -p ml --test gpu_kernel_parity_test -- --ignored

Covers:
- Standard dueling forward: finite Q-values, valid action range [0,4]
- C51 distributional forward: Q-values bounded by atom support [-25,25]
- Candle vs kernel Q-value parity: argmax action consistency
- NoisyNet exploration: noise injection produces action diversity
- Weight extraction roundtrip: VarMap → CudaSlice → sync
- Distributional weight shapes: value_out [51,128], advantage_out [255,128]
- RMSNorm gamma extraction: initialized to 1.0
- Repeated kernel launches: 5 consecutive runs all produce finite output

All 8 tests pass on RTX 3050 Ti (4.49s total).

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 11:32:30 +01:00
jgrusewski
d37d5a57df feat(ml): port NoisyNets (D5) and C51 distributional (D6) to GPU kernel
Port factorized Gaussian noise exploration and 51-atom categorical value
distribution to the CUDA experience collection kernel, fixing a correctness
bug where GPU Q-values were wrong when use_distributional=true (production
default) due to misinterpreted distributional weight shapes.

- D5: NoisyNet factorized noise (Box-Muller + f(x)=sign(x)*sqrt(|x|)) on
  all 6 dueling layers, online network only — target stays deterministic
- D6: C51 distributional dueling forward with per-action atom softmax,
  RMSNorm after shared/value/advantage layers, correct [51,128]/[255,128]
  weight interpretation
- RmsNormWeightSet extraction and post-epoch sync (GPU-to-GPU)
- Fix get_effective_epsilon() to report actual 2% noisy floor instead of 0.0
- Proportional diversity entropy penalty (continuous gradient vs cliff)
- 2758 tests passing, 0 failures

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 11:09:26 +01:00
jgrusewski
8926c6e1cf perf(ml): eliminate CPU from DQN training hot path — GPU-resident ops only
GPU experience collector was falling back to CPU because it required a
curiosity VarMap, but curiosity_weight=0.0 means the module is never
created. Fix: make curiosity optional (CuriosityWeightSet::zeros() for
GPU buffers, curiosity_scale=0.0 in kernel config). Also require
explicit binary-tag SHA in Argo training workflow (no "latest" fallback).

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 09:15:52 +01:00
jgrusewski
6ab9e184f5 fix(ml): align hyperopt backtest state_dim for tensor cores
The walk-forward backtest in the DQN hyperopt adapter constructed batch
tensors with raw state_dim (51/43) but the model expects aligned
state_dim (56/48). This caused shape mismatch errors during backtest
evaluation: matmul [1024, 51] vs [56, 1024].

Fix: use align_dim_for_tensor_cores() and zero-pad each state vector
before tensor construction, matching the same pattern used in
compute_loss_internal.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 04:00:56 +01:00
jgrusewski
c1287efbcf fix(ml): pad remaining state tensor paths for tensor core alignment
Additional padding in get_q_values and convert_to_state — these are
currently unused in the training pipeline but would crash if called.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 03:24:49 +01:00
jgrusewski
2a9e185db9 fix(ml): pad state tensors in ALL code paths for tensor core alignment
Validation, action selection, and Q-value monitoring paths were using
raw state dimensions (51) while the model expected aligned dims (56).
Training epoch 1 passed because the GPU pipeline pads correctly, but
validation crashed: shape mismatch [1000,51] vs [56,1024].

Fixed: validation batch, select_actions_batch CPU fallback,
estimate_avg_q_value, compute_q_gap — all now zero-pad to aligned dim.
Also fixed model size estimation log to show aligned dims.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 03:20:43 +01:00
jgrusewski
7382ffd1e2 feat(infra): QuestDB metrics sink + monitoring network policies
Add QuestDB ILP sink for training metrics, update Prometheus scrape
configs, and fix network policies for monitoring stack connectivity.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 02:42:53 +01:00