jgrusewski 235503efe1 fix: shared trade physics, IQN arg swap, trailing stop, win_rate ...

- Upgrade compute_tx_cost: add spread_scale_override + Almgren-Chriss
  impact_scale = 1+sqrt(delta/max_pos) for both train and eval paths
- Wire training kernel to shared functions: replace 6 inline duplicates
  (decode, position map, order_type, tx_cost, capital floor) with
  trade_physics.cuh calls
- Fix IQN sample_taus_kernel: args 2-3 were swapped (seed/total)
- Add trailing stop to shared header + backtest kernel
- Fix win_rate test data: 6 instances used percentages (55.0) not
  ratios (0.55)
- Static analysis: 65 kernel launches audited (1 mismatch fixed),
  90+ buffers verified safe

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

2026-03-27 00:47:34 +01:00

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2026-03-10-zero-cpu-hotpath.md

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2026-03-11-dqn-factored-actions.md

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2026-03-13-gpu-test-workflow.md

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2026-03-14-kanidm-netbird-sso.md

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2026-03-15-fused-cuda-training.md

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2026-03-16-gpu-iql-her-porting.md

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2026-03-17-candle-hard-refactor.md

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2026-03-17-cuda-candle-elimination.md

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2026-03-18-full-gpu-forward-passes.md

audit: annotate all remaining to_vec/memcpy_dtoh — categorized 158 sites

2026-03-18 19:36:41 +01:00

2026-03-18-gpu-dedup-consolidation.md

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2026-03-18-gpu-resident-pipeline.md

feat: WORKSPACE COMPILES — zero candle, zero errors, GPU-native

2026-03-18 13:31:35 +01:00

2026-03-21-h100-epoch-optimization-phase1.md

docs: Phase 1 implementation plan — eliminate PER CPU roundtrips

2026-03-21 10:26:11 +01:00

2026-03-21-h100-epoch-optimization-phase2.md

docs: Phase 2 plan — cuBLAS batched GEMM + kernel fusion (10.7ms → <1ms/step)

2026-03-21 11:23:09 +01:00

2026-03-21-h100-epoch-optimization-phase3.md

perf: cuBLAS SGEMM pipeline + dead code elimination — 37s → 86ms/epoch (430x)

2026-03-21 15:33:00 +01:00

2026-03-21-h100-epoch-optimization-phase4.md

perf: keep GPU training data resident across epochs — init 73ms → 0ms

2026-03-21 16:29:32 +01:00

2026-03-21-training-profiles.md

docs: training profile configuration system — spec + plan

2026-03-21 23:22:58 +01:00

2026-03-22-gpu-composite-reward.md

plan: GPU composite reward implementation — 7 tasks

2026-03-22 20:35:57 +01:00

2026-03-22-gpu-segment-tree.md

docs: GPU segment tree spec + plan for O(log n) PER sampling

2026-03-22 00:39:34 +01:00

2026-03-23-9-exposure-dual-distributional.md

plan: 9-exposure action space + dual C51/IQN distributional architecture

2026-03-23 09:03:19 +01:00

2026-03-23-stable-distributional-loss.md

plan: three-layer stable distributional loss architecture

2026-03-23 20:42:08 +01:00

2026-03-24-c51-loss-convergence.md

feat: comprehensive DQN training pipeline overhaul — 16 bug fixes, MSE warmup, financial metrics

2026-03-24 21:48:38 +01:00

2026-03-24-financial-metrics-pipeline.md

fix: segment-based trade lifecycle + reversal P&L computation

2026-03-24 23:57:04 +01:00

2026-03-24-master-trading-agent.md

docs: master plan — maximize all 25 DQN features for profitable ES trading

2026-03-24 22:00:45 +01:00

2026-03-24-remaining-gpu-features.md

fix: segment-based trade lifecycle + reversal P&L computation

2026-03-24 23:57:04 +01:00

2026-03-25-boundary-trade-counting.md

fix: backtest evaluator — correct annualization, window sizing, objective calibration

2026-03-25 19:43:26 +01:00

2026-03-25-config-unification.md

docs: config unification plan — single source of truth, 8 tasks

2026-03-25 09:01:12 +01:00

2026-03-25-eliminate-nvrtc.md

docs: plan to eliminate NVRTC — precompile all 25 CUDA kernels at build time

2026-03-25 23:58:30 +01:00

2026-03-25-reward-v6-fixes.md

docs: reward v6 fixes plan

2026-03-25 01:49:53 +01:00

2026-03-25-trade-lifecycle-fix.md

docs: trade lifecycle fix plan — address review feedback

2026-03-25 23:02:39 +01:00

2026-03-26-eval-cleanup.md

docs: eval cleanup spec + plan — remove dead 5-action path, fix train/eval mismatch

2026-03-26 00:43:58 +01:00

2026-03-26-final-fixes-before-h100.md

docs: final fixes plan — 6 issues blocking H100 deployment

2026-03-26 01:06:28 +01:00

2026-03-27-trade-physics-refactor.md

fix: shared trade physics, IQN arg swap, trailing stop, win_rate

2026-03-27 00:47:34 +01:00