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jgrusewski 025554afcd diag(ml-backtesting): kernel-side NaN instrumentation for residual sentinel root-cause

Cluster smoke 88dbp (post-Fix-S1.19 parameterized price range) still
produces 97 zero + 85 i32::MAX sentinel entry_px values despite source
data being fully filtered. Sentinels originate in kernel arithmetic
paths post-sanitization, not from book input.

Adds 6 per-backtest u32 counters incremented at NaN-producing sites:
- nan_avg_px: avg_px = total_cost/filled_lots -> NaN/Inf
- nan_realised: (avg_px - vwap_entry) * dir * unwind -> NaN/Inf
- nan_realized_pnl: pos.realized_pnl becomes non-finite after += or -=
- zero_vwap_at_open: pnl_track open branch saw vwap_entry == 0
- saturated_vwap_at_open: pnl_track open saw |vwap_entry| > 21M or NaN/Inf
- defensive_exit_clamp: pnl_track close defensive clamp fired

Each counter printed at end of smoke via nan_counters: log line.

apply_fill_to_pos (resting_orders.cu) gains 3 counter args; NaN-producing
paths return early WITHOUT propagating into pos state. pnl_track_step
gains 3 counter args. All call sites threaded through sim/mod.rs launches.

NanCounters struct + read_nan_counters() accessor added to LobSimCuda.
Unit test nan_counters_initialize_to_zero confirms zero-init and accessor
compile. 18/18 stop_controller, 5/5 decision_floor_coldstart pass.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

2026-05-20 13:00:51 +02:00

fixtures

feat(ml-backtesting): bytecode VM dispatcher for Strategy compositions (C13)

2026-05-18 09:26:22 +02:00

checkpoint_smoke.rs

chore(ml-alpha): drop 'v2' naming — greenfield, no backward compat

2026-05-19 08:58:28 +02:00

decision_floor_coldstart.rs

fix(ml-backtesting): parameterized price-range sanitization replaces hardcoded 1e8

2026-05-20 12:31:43 +02:00

lob_sim_fixtures.rs

fix(ml-backtesting): parameterized price-range sanitization replaces hardcoded 1e8