Per spec §8.2 (3.2). Extends the Phase 3.1 composer kernel
`r_quality_discipline_split_kernel` with two new args (`float cost_t`,
`unsigned int trade_close_indicator`) and subtracts
`cost_t * (float)trade_close_indicator` from `r_quality` BEFORE the α
blend. Same `cost_t` scalar shape as the Phase 1.2 cost_net_sharpe
accumulator (commission + per-side spread + OFI-impact); the gate
`trade_close_indicator=1` on round-trip-close bars (rt_ind=1) and 0
otherwise so non-close bars receive a structural no-op identical to
the pre-Phase-3.2 behaviour. Model SEES the bill in the gradient
signal during training, not just in eval-time metrics.
Approach: kernel-signature-extension (NOT wrapper-kernel). The only
existing call site in the tree is the Phase 3.1 oracle test
(`training_loop.rs` has dispatch-arm reset wiring but does NOT yet
invoke the launcher per the Phase 3.1 commit's deferred-consumer
note), so the cascade is bounded to that single test — extending the
existing kernel is cleaner than a parallel wrapper that would have to
be retired the moment the Phase 3.1 deferred consumer migration
lands.
Anchor test 2.4 cost_sensitivity (Phase 2B contract) — green via this
commit + Phase 3.1 split structure (already landed in 2d226e6e7).
Per established Phase precedent: kernel/launcher signature change +
existing-test migration land atomically per
feedback_no_partial_refactor; production reward-composition wire-up
that feeds real `cost_t` from cost_net_sharpe is the same deferred
follow-up Phase 3.1 declared (no new debt added — both share one
follow-up commit).
cargo check -p ml --features cuda: clean (18 pre-existing warnings).
cargo test -p ml --test sp15_phase1_oracle_tests --features cuda
-- --ignored r_quality_subtracts_explicit_cost: 1 passed.
cargo test -p ml --test sp15_phase1_oracle_tests --features cuda
-- --ignored r_split_uses_sentinel_alpha_at_cold_start: 1 passed
(Phase 3.1 sentinel test post-migration).
cargo test -p ml --features cuda: 946 passed / 13 failed
(same 13 failures as parent 2d226e6e7; zero introduced).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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