Files
foxhunt/scripts/gpu-hotpath-guard.sh
jgrusewski 4709ca8bc2 feat(dqn): enable Branching DQN with 45 factored actions (5×3×3)
Restore 45-action factored space via Branching DQN (Tavakoli 2018),
outputting 11 Q-values (5+3+3) instead of 45. This was reduced to 5
exposure-only actions during debugging and was never intended as permanent.

- Enable use_branching: true by default in DQNConfig and DQNHyperparameters
- Add branching paths to select_action_with_confidence and select_action_inference
- Update agent.rs select_action_factored for branching-aware selection
- Expand CountBonus to per-branch tracking with bonuses_branched()
- Add order_type + urgency distribution tracking in monitoring
- Add DQN_ORDER_ACTIONS=3, DQN_URGENCY_ACTIONS=3, DQN_TOTAL_ACTIONS=45 to CUDA header
- Fix 7 pre-existing clippy doc_markdown errors in regime_conditional.rs
- Fix pre-existing cognitive_complexity in replay_buffer_type.rs (extract helpers)
- Fix flaky GPU test OOM under parallel execution (CPU fallback + test VRAM safety)
- Delete unused flash_attention submodules (block_sparse, causal_masking, etc.)
- Add GPU hot-path guard scripts and ensemble/hyperopt adapter improvements

Tests: ml-dqn 416/0, ml 905/0, clippy 0 errors on both crates

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-11 22:00:13 +01:00

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#!/bin/bash
# GPU Hot-Path Guard — detects CPU roundtrip leaks and GPU perf killers.
#
# Production HFT system on H100 GPUs. Every microsecond matters.
# This guard catches ALL patterns that cause GPU pipeline stalls,
# unnecessary CPU↔GPU memory transfers, or heap allocations in hot paths.
#
# Usage:
# scripts/gpu-hotpath-guard.sh <file> # check single file
# scripts/gpu-hotpath-guard.sh --staged # check all staged .rs files
# scripts/gpu-hotpath-guard.sh --diff # check unstaged changes only
# scripts/gpu-hotpath-guard.sh --all # check all hot-path .rs files
#
# Exit codes:
# 0 = clean (no leaks, or file not in hot path)
# 1 = GPU perf violation detected in hot-path file
#
# Suppress reviewed boundary points with: // gpu-ok: <reason>
# NOTE: New code should NEVER use // gpu-ok: — eliminate the transfer instead.
set -euo pipefail
# ── Hot-path file patterns ──────────────────────────────────────────────
# Only files matching these patterns are checked. Everything else is ignored.
HOT_PATHS=(
# DQN training hot loop (entire trainer directory)
"trainers/dqn/"
"cuda_pipeline/"
"gpu_action_selector"
"gpu_portfolio"
"gpu_replay_buffer"
"gpu_experience_collector"
"gpu_backtest_evaluator"
"gpu_training_guard"
"gpu_weights"
"mixed_precision.rs"
# DQN crate — all modules (inference, networks, replay, regularization)
"ml-dqn/src/"
# PPO training + inference
"trainers/ppo"
"ml-ppo/src/"
# Supervised model forward passes
"ml-supervised/src/"
# Hyperopt backtest inner loops
"hyperopt/adapters/"
"hyperopt/walk_forward.rs"
# Evaluation binaries (GPU inference paths)
"examples/evaluate_baseline.rs"
"examples/train_baseline"
# Ensemble inference
"ensemble/"
# Feature extraction (GPU-resident)
"ml-features/src/"
# Flash attention (GPU-only computation)
"flash_attention/"
)
# ── GPU perf violation patterns ────────────────────────────────────────
# Each pattern is a grep -E regex. Lines with "// gpu-ok:" are excluded.
# Doc comments (/// or //!) and Storage match arms (error guards) are excluded.
LEAK_PATTERNS=(
# ─── GPU→CPU data transfers (tensor → CPU memory) ───
# Each of these forces a CUDA stream synchronize + PCIe DMA transfer.
# On H100: ~5-15μs per transfer, blocks entire GPU pipeline.
'\.to_vec1'
'\.to_vec2'
'\.to_vec3'
'\.to_scalar'
'\.to_device\(&Device::Cpu\)'
'\.to_device\(&candle_core::Device::Cpu\)'
'\.get\([0-9]+\)\?\.to_vec'
# ─── CPU→GPU data transfers (CPU heap alloc + memcpy to VRAM) ───
# Tensor::from_vec: allocates Vec on CPU heap, copies to GPU.
# On H100: CPU alloc ~0.5-2μs + PCIe DMA ~5-15μs = 5-17μs per call.
# Must be eliminated from inner loops. Acceptable at data-load boundaries.
'Tensor::from_vec'
'Tensor::from_slice'
# ─── CPU device usage (creating anything on CPU in GPU code) ───
'&Device::Cpu'
# ─── Dead GPU transfers (underscore-hidden variables suppress clippy) ───
# let _foo = Tensor::from_vec/from_slice — allocated on GPU, never used.
# let _foo = tensor.to_vec1/to_scalar — forced GPU→CPU sync, result discarded.
'let _\w+\s*=.*Tensor::from_vec'
'let _\w+\s*=.*Tensor::from_slice'
'let _\w+\s*=.*\.to_vec[123]'
'let _\w+\s*=.*\.to_scalar'
# NOTE: memcpy_dtoh/htod and .synchronize() are not checked here —
# they are CUDA implementation primitives in cuda_pipeline/.
# Audit those separately with: scripts/cuda-perf-audit.sh
)
# ── Excluded paths (test-only infra that deliberately uses CPU) ────────
EXCLUDE_PATHS=(
"smoke_tests/"
"_test.rs"
"_tests.rs"
"performance_tests.rs"
"performance_validation.rs"
"demo_dqn.rs"
)
is_hot_path() {
local file="$1"
# Check exclusions first
for excl in "${EXCLUDE_PATHS[@]}"; do
if [[ "$file" == *"$excl"* ]]; then
return 1
fi
done
for pattern in "${HOT_PATHS[@]}"; do
if [[ "$file" == *"$pattern"* ]]; then
return 0
fi
done
return 1
}
check_file() {
local file="$1"
local found=0
if ! is_hot_path "$file"; then
return 0
fi
# Find the line number where #[cfg(test)] starts — everything after is test code
local test_start
test_start=$(grep -n '#\[cfg(test)\]' "$file" 2>/dev/null | head -1 | cut -d: -f1 || echo "999999")
for pattern in "${LEAK_PATTERNS[@]}"; do
# Find matches, exclude: suppressed lines, doc comments, Storage match arms, regular comments
local hits
hits=$(grep -nE "$pattern" "$file" 2>/dev/null \
| grep -v '// gpu-ok:' \
| grep -v '[0-9]*:\s*///' \
| grep -v '[0-9]*:\s*//!' \
| grep -v '[0-9]*:\s*//' \
| grep -v 'Storage::Cpu' \
| grep -v 'Storage::Metal' \
|| true)
# Filter out lines in test code (line number >= test_start)
if [ -n "$hits" ]; then
local filtered=""
while IFS= read -r line; do
local lineno
lineno=$(echo "$line" | cut -d: -f1)
if [ "$lineno" -lt "$test_start" ] 2>/dev/null; then
filtered="${filtered}${line}"$'\n'
fi
done <<< "$hits"
filtered="${filtered%$'\n'}" # trim trailing newline
if [ -n "$filtered" ]; then
if [ "$found" -eq 0 ]; then
echo "GPU HOT-PATH LEAK: $file"
found=1
fi
echo "$filtered" | while IFS= read -r line; do
echo " $line"
done
fi
fi
done
return $found
}
# ── Entrypoint ──────────────────────────────────────────────────────────
FILES=()
MODE="file"
if [ "${1:-}" = "--staged" ]; then
MODE="staged"
while IFS= read -r f; do
FILES+=("$f")
done < <(git diff --cached --name-only --diff-filter=ACM | grep '\.rs$' || true)
elif [ "${1:-}" = "--diff" ]; then
MODE="diff"
while IFS= read -r f; do
FILES+=("$f")
done < <(git diff --name-only | grep '\.rs$' || true)
elif [ "${1:-}" = "--all" ]; then
MODE="all"
while IFS= read -r f; do
FILES+=("$f")
done < <(find crates -name '*.rs' -type f 2>/dev/null)
elif [ -n "${1:-}" ]; then
FILES=("$1")
else
echo "Usage: $0 <file|--staged|--diff|--all>"
exit 0
fi
LEAKED=0
LEAK_COUNT=0
for file in "${FILES[@]}"; do
if [ -f "$file" ]; then
if ! check_file "$file"; then
LEAKED=1
LEAK_COUNT=$((LEAK_COUNT + 1))
fi
fi
done
if [ "$LEAKED" -eq 1 ]; then
echo ""
echo "$LEAK_COUNT file(s) with GPU perf violations in hot paths."
echo " MUST be eliminated — do not suppress with // gpu-ok:"
echo " Move transfers out of hot paths or keep data GPU-resident."
exit 1
fi
exit 0