jgrusewski 89a5d0b203 refactor(per-horizon): N_HORIZONS 5→3 — horizon_lambda + bce_loss + smoothness kernels ...

Three CUDA kernels + atomically-coupled Rust consumer:
- horizon_lambda.cu: N_HORIZONS_LAMBDA 5→3
- bce_loss_multi_horizon.cu: BCS_N_HORIZONS 5→3
- smoothness_lambda_controller.cu: SLC_N_HORIZONS 5→3 AND TARGET_K_RATIO
  rebased from old-horizon {30,100,300,1000,6000} sqrt formula to new
  {10,100,1000} → {1.0, 0.3162, 0.1}. Payload size 10 → 6 (2×N_HORIZONS).
- gpu_log.rs: payload_json decoders for RT_INPUT, RT_STATE, RT_OUTPUT
  records updated to 3-horizon field names (h30..h6000 → h10/h100/h1000)
  per feedback_no_partial_refactor.

Bucket-coupled kernels (bucket_transition, cfc_step_per_branch,
heads_block_diagonal_fwd, multi_horizon_heads) STILL HAVE N_HORIZONS=5
and bucket geometry constants. Next commit migrates those — they share
memory layout with Rust-side bucket_routing.rs which is already at
N_HORIZONS=3 / MAX_BUCKET_DIM=96, so kernel-side mismatch would be
silent data corruption at runtime.

decision_policy.cu N_HORIZONS comes from lob_state.cuh — Task 6 scope.

cargo build -p ml-alpha and -p ml-backtesting: cubins rebuild PASS.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

2026-05-22 01:14:09 +02:00

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