P1: New rl_trade_context_update.cu — computes 4 per-batch features
from oldest active unit (time_in_trade_norm, unrealized_R,
pos_magnitude_norm, entry_distance_sigma). Output in
trade_context_d[B×4], updated after unit_state_update each step.
P0: New rl_multires_features_update.cu — streaming time-weighted EMA
at 3 ISV-driven horizons (1s/10s/600s), producing 12 per-batch
features (price_change, vol, order_flow_imbalance, trade_burst).
O(1) state per feature vs circular buffer — same time-constant
semantics.
P14: 10 GPU oracle tests covering interaction edge cases:
trail min/max clamp, multi-unit trail→HalfFlat routing,
partial_flat oldest/override/single-unit fallback, both-gates
composition, anti-martingale win/loss scaling, heat-cap override
precedence over trail-stop.
ISV slots: 521-523 (multires horizons). RL_SLOTS_END → 524.
P2 (encoder input expansion to consume these 16 features) is the
remaining integration step — features are computed and stored but
not yet fed to the encoder.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
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