ml-backtesting/build.rs reads FOXHUNT_CUDA_ARCH (defaults sm_86),
ml-alpha/build.rs reads CUDA_COMPUTE_CAP. Template only set the
latter, so lobsim cubins compiled for sm_86 on H100 (sm_90) →
CUDA_ERROR_NO_BINARY_FOR_GPU at runtime.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
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>
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>
- --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>
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>
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>
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>
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>
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>
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>
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>
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>
