jgrusewski d18b386be3 fix: promote entire backtest pipeline from bf16 to f32 ...

CRITICAL CORRECTNESS FIX: bf16 has $32 resolution at $5K equity.
Transaction costs ($12.50), tick PnL ($12.50), and cumulative returns
were ALL below bf16 resolution — rounded to zero. Sharpe was quantized
to ~0.004 resolution. All previous hyperopt evaluations used garbage
metrics.

Changed to f32:
- backtest_env_kernel.cu: prices, portfolio_state, step_rewards,
  step_returns — both backtest_env_step and backtest_env_step_batch
- backtest_metrics_kernel.cu: all accumulators, shared memory,
  metrics_out, annualization_factor
- backtest_gather_kernel.cu: portfolio parameter (f32 → bf16 for
  model input at output stage only)
- gpu_backtest_evaluator.rs: all buffer types, upload paths,
  metrics download, shared memory byte calculations

Kept bf16: features_buf, states_buf (neural network input for
tensor cores), cuBLAS forward pass buffers.

Verified: Sharpe now has 6-digit precision (19.4745) vs bf16's
~0.004 resolution. All 345 tests + 3 smoke tests pass.

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

2026-04-07 13:58:11 +02:00

..

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

docs: add zero-CPU DQN training hot path implementation plan

2026-03-10 15:49:40 +01:00

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

feat(dqn): enable Branching DQN with 45 factored actions (5×3×3)

2026-03-11 22:00:13 +01:00

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

fix(plan): reviewer round 3 — tggn/tgnn module mapping, exit code, canonical imports

2026-03-13 11:51:58 +01:00

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

docs: add Kanidm SSO + NetBird mesh design spec and implementation plan

2026-03-14 19:41:40 +01:00

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

refactor(ml): delete mixed_precision module — BF16 unconditional on CUDA

2026-03-16 16:11:48 +01:00

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

refactor(cuda): eliminate all CPU fallbacks — CUDA mandatory across ML stack

2026-03-16 21:01:28 +01:00

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

refactor(cuda): eliminate candle from ml-core, ml-ppo, and 4 thin crates

2026-03-17 22:27:56 +01:00

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

feat(cuda): complete Candle elimination + cudarc 0.19.3 upgrade

2026-03-17 15:13:04 +01:00

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

fix(ml-supervised): resolve all 104 compile errors — clean build

2026-03-18 07:26:56 +01:00

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-bf16-native-completion.md

docs: BF16 native completion plan — zero casts, zero nvrtc, zero GpuTensor

2026-03-27 23:39:43 +01:00

2026-03-27-bug-fixes.md

feat: gradient stability + 9-agent audit bug fixes

2026-03-27 19:52:44 +01:00

2026-03-27-full-bf16-rewrite.md

docs: full BF16 rewrite spec + plan — zero F32 on GPU

2026-03-27 20:42:37 +01:00

2026-03-27-gpu-hot-path-performance.md

feat: gradient stability + 9-agent audit bug fixes

2026-03-27 19:52:44 +01:00

2026-03-27-gradient-stability.md

feat: gradient stability + 9-agent audit bug fixes

2026-03-27 19:52:44 +01:00

2026-03-27-hive-findings-fixes.md

fix: hive findings — capital floor, dueling centering, metrics, CVaR objective

2026-03-27 07:56:50 +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

2026-03-27-training-kernel-unification.md

refactor: training kernel fully unified with trade_physics.cuh

2026-03-27 08:16:51 +01:00

2026-03-29-drawdown-aware-training.md

feat(training): continuous drawdown penalty — smooth ramp from dd_threshold to floor

2026-03-29 20:23:51 +02:00

2026-03-29-generalization-gap.md

docs: generalization gap action plan (domain randomization + CQL + multi-fold)

2026-03-29 23:24:10 +02:00

2026-03-29-novel-generalization.md

docs: 8 novel generalization techniques plan (domain rand + CQL + adversarial + curiosity Q-penalty + counterfactual + regime-adversarial + feature filtering)

2026-03-29 23:32:12 +02:00

2026-03-30-dqn-gems-implementation.md

feat: wire OFI features through TOML profile + CUDA kernel guard tests

2026-03-31 01:35:04 +02:00

2026-03-30-gems-and-pearls-generalization.md

feat(generalization): complete all 34 tasks — 7 final CUDA kernels

2026-03-30 12:38:33 +02:00

2026-03-31-databento-download-workflow.md

refactor: remove entire CPU training path — 5,307 lines of dead code

2026-04-02 09:06:23 +02:00

2026-03-31-feature-precompute-pipeline.md

docs: feature precompute pipeline implementation plan

2026-03-31 23:35:47 +02:00

2026-03-31-imbalance-bars-and-cleanup.md

cleanup: remove ALL 32 enable_* feature flags — all features unconditional

2026-03-31 10:56:20 +02:00

2026-04-01-h100-gpu-optimization.md

docs: H100 GPU optimization implementation plan — 10 tasks

2026-04-01 21:41:21 +02:00

2026-04-02-autobatchsizer-vram-budget.md

fix: restore batch_size to GPU profiles — profile defaults, not auto-scaling

2026-04-02 21:26:24 +02:00

2026-04-02-mega-graph-sub10s-epochs.md

refactor: remove entire CPU training path — 5,307 lines of dead code

2026-04-02 09:06:23 +02:00

2026-04-02-mega-graph-training-loop-refactor.md

perf: graph_aux CUDA graph capture + fix 3 kernel ABI mismatches

2026-04-02 13:49:26 +02:00

2026-04-02-zero-copy-fxcache-pipeline.md

fix: restore cached_n_episodes field lost in merge + batch_size=128 for RTX 3050

2026-04-02 23:29:04 +02:00

2026-04-02-zero-copy-walk-forward.md

fix: restore cached_n_episodes field lost in merge + batch_size=128 for RTX 3050

2026-04-02 23:29:04 +02:00

2026-04-03-argo-fxcache-infrastructure-fix.md

feat: add symbol field to DQNHyperparameters + training profile

2026-04-04 08:56:44 +02:00

2026-04-03-feature-extraction-pipeline-fix.md

feat: add symbol field to DQNHyperparameters + training profile

2026-04-04 08:56:44 +02:00

2026-04-03-hyperopt-fxcache-migration.md

fix: vol_normalizer from raw targets + relax fxcache smoketest NaN check

2026-04-03 08:46:30 +02:00

2026-04-04-c51-loss-accumulator-fix.md

docs: spec + plan for C51 loss accumulator fix (separate MSE/C51 buffers)

2026-04-04 11:49:13 +02:00

2026-04-04-cuda-kernel-safety.md

docs: implementation plan for CUDA kernel safety fix

2026-04-04 11:12:47 +02:00

2026-04-04-feature-extraction-pipeline-fix.md

docs: implementation plan for feature extraction pipeline fix

2026-04-04 09:36:10 +02:00

2026-04-04-gpu-test-fixes.md

docs: implementation plan for GPU test fixes + OFI pipeline fix

2026-04-04 01:02:00 +02:00

2026-04-05-gpu-regime-and-training-hang-fix.md

docs: implementation plan for GPU regime + H100 hang fix

2026-04-05 21:45:51 +02:00

2026-04-06-h100-maximum-performance.md

docs: H100 maximum performance spec and implementation plan

2026-04-06 11:15:24 +02:00

2026-04-06-per-prefix-sum.md

fix: promote entire backtest pipeline from bf16 to f32

2026-04-07 13:58:11 +02:00

2026-04-06-per-tree-fix-and-zero-sync-readback.md

docs: H100 maximum performance spec and implementation plan

2026-04-06 11:15:24 +02:00