Closes Fix 29 audit row #13 — the last ⚠ Stale row from the Bug-1
contract drift triage. Pre-fix, `backtest_plan_state_isv` extracted
raw_close as `features[bar*feat_dim + 0]`. Post Bug-1 (commit
`5a5dd0fed`) `features[..+0]` is z-normed log-return, NOT raw_close.
The resulting `equity = cash + position*raw_close` and
`unrealized = position*(raw_close - entry_price)` formulas mixed
z-normed-log-return as a dollar price, corrupting val plan_isv
slots [PNL_VS_TARGET] (slot 1) and [PNL_VS_STOP] (slot 2). Other
plan_isv slots (progress, conviction, drift, regime, remaining)
don't depend on raw_close and were correct pre-fix.
Resolution: route raw_close from the upload-once `prices` buffer
(layout `[n*max_len*4]` raw OHLC). Close is at column index 3 — the
same index `backtest_env_kernel.cu` already reads from for portfolio
mark-to-market (line 64 of that kernel; OHLC layout is canonical
across the val backtest path). Reading from `prices` aligns the val
plan_isv path with env_step's source-of-truth, eliminating the
mixed-units pathology end-to-end.
Sites fixed:
- crates/ml/src/cuda_pipeline/backtest_plan_kernel.cu:74-100
Kernel signature: `const float* features` and `int feat_dim`
parameters dropped, replaced by `const float* prices` (the
[n*max_len*4] raw OHLC buffer). Raw_close read becomes
`prices[(w*max_len + current_step)*4 + 3]`. Multi-line comment
block documents the Bug-1 origin and the env_step parity
reference. The `bool have_close` / `prices != nullptr` guard
semantics preserved — callers without OHLC data fall back to
`unrealized = 0` exactly as pre-fix.
- crates/ml/src/cuda_pipeline/gpu_backtest_evaluator.rs:~1956
Single launcher (`evaluate_dqn_graphed` chunk loop, the only
invocation site of `plan_state_isv_kernel`) updated to pass
`&self.prices_buf.dev_ptr` instead of `&self.features_buf.dev_ptr`
and to drop the now-unused `feat_dim_i32` local + `.arg()` call.
Inline comment explains the Bug-1 origin.
- docs/dqn-wire-up-audit.md
Stale-B row appended to Fix 30's table. The standalone Stale-B
DEFERRED paragraph at the bottom replaced by the commit summary
+ the Fix 30 closure note (all 4 ⚠ Stale and 1 ❓ Ambiguous rows
from Fix 29's deferred follow-ups now resolved).
Migration scope per `feedback_no_partial_refactor`: kernel signature
changed → every consumer migrates in the same commit. Single launcher;
verified via `grep -rn backtest_plan_state_isv` (only the kernel
definition + the gpu_backtest_evaluator launcher + load site appear).
Verification:
- SQLX_OFFLINE=true cargo check -p ml --offline (43.68s) clean.
- SQLX_OFFLINE=true cargo build -p ml --release --offline
--features cuda (1m 30s) clean; cubin recompiled via nvcc.
- Pre-commit DtoD-via-pinned guard passes (the prereq commit
`4d966e62f` migrated `gpu_backtest_evaluator.rs`'s buffers to
MappedF32Buffer, eliminating the 5 `_via_pinned` callers that
had blocked any prior staging of this file).
Refs Fix 29 row #13. `feedback_no_partial_refactor` (single launcher
migrated alongside kernel signature change in one commit),
`feedback_no_functionality_removal` (PNL_VS_TARGET / PNL_VS_STOP
slots preserved — only their data source corrected; the audit's
"drop the slots" alternative explicitly rejected),
`feedback_no_hiding` (no fallback to z-normed reads remaining;
kernel either gets real raw_close or falls through to
`have_close=false` with `unrealized=0`, identical to pre-fix
smoke-test semantics where prices==NULL),
`feedback_no_cpu_compute_strict` n/a (zero new host-side compute),
`feedback_no_htod_htoh_only_mapped_pinned` already satisfied
(`prices_buf` is `MappedF32Buffer` post the prereq migration),
`feedback_trust_code_not_docs` (the kernel comment said
"raw_close from features buffer" for months — accurate-when-written
pre-Bug-1, stale-after-Bug-1; verify-against-code disambiguates).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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