jgrusewski
432fcdc7ee
fix: 8 critical bugs — tx cost 10000x, action decode, state mismatch, monitoring
CATASTROPHIC fixes:
1. TX cost missing *0.0001f bps conversion — trades cost $17K instead of $1
2. Backtest action decode: raw factored int→800% exposure (should decode exposure_idx)
3. State mismatch: training 66 features, backtest 45 — Q-values at eval were garbage
4. Position scaling disabled: CVaR/conviction/Kelly destroyed credit assignment
Monitoring fixes:
5. Q-value labels: 5-element array→9-element for 9-action exposure space
6. Monitoring kernel: add common_device_functions.cuh for DQN_ORDER_ACTIONS defines
7. Backtest metrics: factored action decode for buy/sell/hold classification
8. Backtest gather: add common_device_functions.cuh for MARKET_DIM/PORTFOLIO_DIM
Result: agent now trades 71K times (was 1) with all 9 exposure levels explored.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>