Files
foxhunt/docs
jgrusewski 3667cd1b04 feat(sp15-p1.1): unified sharpe kernel — single formula for train and val
Replaces sharpe_ema (per-batch EMA, train) vs sharpe_annualised (val ×
sqrt(525600)) split. Single GPU kernel computes mean/std/sharpe via
2-pass block-tree-reduce; annualisation at the call site.

Per feedback_no_partial_refactor: consumer migration in metrics.rs /
training_loop.rs deferred to a follow-up commit; kernel + launcher land
in isolation first. Verified via 2 GPU oracle tests
(unified_sharpe_kernel_zero_mean, unified_sharpe_kernel_positive_drift)
passing on local RTX 3050 Ti (sm_86) in 1.78s.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-06 11:41:00 +02:00
..