Implements backtest_gather_kernel.cu (gather_states) which reads directly
from the pre-uploaded features buffer and live portfolio state on GPU,
eliminating the large GPU→CPU download of the full features buffer that
the old gather_states() path performed each step (n_windows×max_len×feat_dim
floats, e.g. 134 MB for 8 windows × 100k steps × 42 features).
The new path: kernel writes [n_windows, state_dim] into states_buf, then
only that tiny buffer (~1.5 KB for 8×48) is downloaded to create the
Candle tensor — a ~100,000x reduction in per-step data transfer.
Wiring changes in GpuBacktestEvaluator:
- Added GATHER_PTX OnceLock + compile_gather_ptx()
- Added gather_kernel (CudaFunction) and states_buf (CudaSlice<f32>) fields
- Added portfolio_dim field (always 3, validated in gather_states())
- Allocates states_buf = n_windows * (feature_dim + 3) in new()
- gather_states() now launches kernel then downloads small output buffer
- metrics download updated to 10 floats/window (Task 13 extended metrics)
- Added 3 new tests: gather PTX compilation, portfolio_dim validation,
state_dim calculation; all 10 gpu_backtest tests pass
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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