jgrusewski 5b4cdec4ff feat(sp5): Task A6 — Pearl 6 cross-fold-persistent Kelly cap signals ...

Adds `pearl_6_kelly_kernel.cu` (single-block 6-thread kernel reading
portfolio_state directly) to populate ISV[280..286) with Bayesian-prior
Kelly fraction, conviction identity, trade variance, cumulative sample
count (max-semantics), win-rate and loss-rate EMAs. EWMA α=0.01 is an
Invariant 1 structural anchor for cross-fold inertia.

Key design departure from A1-A5: ISV[280..286) are intentionally EXEMPT
from the StateResetRegistry and from apply_pearls/Pearls A+D. portfolio_state
has WindowReset lifecycle (resets at EVERY window boundary, not just fold),
making cross-fold persistence essential. The max()-semantics for sample_count
(s==3) ensure the cumulative count never decreases across any boundary.
Wiener offsets [525..543) that naive formula would produce are intentionally
unused; in-kernel EWMA replaces external wiener bootstrap.

Verification: cargo check -p ml --offline clean (11 pre-existing warnings,
no new). sp5_producer_unit_tests --no-run clean. Two GPU tests (12, 13)
validate EWMA blend and cross-fold persistence.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

2026-05-01 23:22:06 +02:00

..

common

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edge_cases

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fixtures

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integration

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regression

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unit

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validation

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ab_testing_integration.rs

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action_loader_real_csv_test.rs

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action_masking_smoke_test.rs

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activation_tests.rs

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adx_features_test.rs

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barrier_optimization_test.rs

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bayesian_changepoint_test.rs

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bessel_correction_test.rs

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bug16_portfolio_features_test.rs

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bug18_cash_reserve_solvency_test.rs

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bug20_portfolio_normalization_test.rs

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bug21_bug22_bug23_compilation_fixes_test.rs

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bug24_bug25_compilation_fixes_test.rs

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bug28_unused_import_test.rs

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cash_accounting_fix_test.rs

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cash_reserve_requirement_test.rs

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checkpoint_test.rs

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configurable_capital_test.rs

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contract_multiplier_test.rs

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cusum_test.proptest-regressions

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debug_position_delta_test.rs

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diffusion_integration.rs

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dqn_accumulation_convergence_test.rs

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dqn_action_collapse_fix_test.rs

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dqn_action_dependent_reward_test.rs

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dqn_action_masking_integration_test.rs

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dqn_action_position_sign_convention_test.rs

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dqn_activity_penalty_fix_test.rs

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dqn_adapter_paths_test.rs

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dqn_advanced_metrics_integration_test.rs

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dqn_barrier_integration_debug_test.rs

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dqn_c51_shape_validation_test.rs

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dqn_diagnostic_logging_test.rs

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dqn_diversity_penalty_test.rs

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dqn_dueling_batched_wave62_test.rs

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dqn_early_stopping_termination_test.rs

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dqn_episode_boundaries_test.rs

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dqn_epsilon_decay_validation_test.rs

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dqn_feature_cache_test.rs

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dqn_feature_defaults_test.rs

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dqn_gradient_accumulation_test.rs

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dqn_gradient_collapse_root_cause_test.rs

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dqn_gradient_dtype_simple_test.rs

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dqn_hft_barriers_test.rs

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dqn_hyperopt_json_export_test.rs

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dqn_hyperopt_test.rs

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dqn_hyperparams_kelly_fields_test.rs

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dqn_inference_test.rs

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dqn_kelly_regime_integration_test.rs

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dqn_logit_clipping_bug12_test.rs

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dqn_long_training_test.rs

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dqn_pnl_calculation_tests.rs

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dqn_rainbow_config_test.rs

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dqn_rainbow_test.rs

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dqn_regime_conditional_integration_test.rs

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dqn_reward_calculation_test.rs

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dqn_tensor_shape_validation.rs

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dqn_trainer_integration_tests.rs

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dqn_trainer_p1_tests.rs

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dqn_training_pipeline_test.rs

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dqn_transaction_cost_bug2_test.rs

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dqn_transaction_costs_test.rs

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dqn_use_double_dqn_test.rs

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dropout_scheduler_tests.rs

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ensemble_4_models_integration.rs

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ensemble_hot_swap_test.rs

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ensemble_hyperopt_tests.rs

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ensemble_inference_integration_test.rs

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evaluation_net_pnl_bug3_test.rs

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feature_extraction_46_test.rs

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feature_normalization_test.rs

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fxcache_roundtrip_test.rs

feat(fxcache): OFI_DIM 20→32, persist 12 real-math microstructure signals,

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gpu_backtest_validation.rs

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gpu_per_integration_test.rs

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gradient_accumulation_tests.rs

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huber_loss_test.rs

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hyperopt_action_masking_test.rs

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hyperopt_early_stopping_infrastructure_test.rs

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hyperopt_kelly_params_test.rs

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hyperopt_paths_test.rs

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hyperopt_price_extraction_test.rs

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hyperopt_tft_early_stopping_test.rs

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imbalance_bars_test.rs

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inference_engine_test.rs

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integration_ppo_ensemble.rs

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kan_integration.rs

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kelly_criterion_integration_test.rs

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liquid_cfc_training_test.rs

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liquid_networks_test.rs

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liquid_nn_training_tests.rs

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log_size_test.rs

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lr_scheduler_tests.rs

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mamba2_accuracy_fix_test.rs

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mamba2_early_stopping_test.rs

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mamba2_gradient_extraction_test.rs

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mamba2_hyperopt_edge_cases.rs

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mamba2_hyperopt_p0_p1_fixes.rs

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mamba2_weight_update_test.rs

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mbp10_parsing_test.rs

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microstructure_features_test.rs

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model_registry_checkpoint_test.rs

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model_validation_comprehensive.rs

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moe_kernels_test.rs

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multi_cusum_test.rs

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ofi_features_test.rs

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ood_input_handling_tests.rs

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pages_test_test.rs

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paper_trading_integration_test.rs

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partial_reversal_support_test.rs

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partial_reversal_validation.rs

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pnl_realism_tests.rs

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portfolio_integration_tests.rs

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portfolio_tracker_reset_test.rs

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portfolio_value_normalization_test.rs

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ppo_45_action_network_tests.rs

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ppo_action_masking_tests.rs

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ppo_checkpoint_roundtrip_test.rs

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ppo_circuit_breaker_tests.rs

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ppo_continuous_bounds_test.rs

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ppo_continuous_transaction_costs_tests.rs

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ppo_dual_phase_backtest_tests.rs

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ppo_entropy_regularization_tests.rs

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ppo_factored_action_tests.rs

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ppo_hidden_state_tests.rs

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ppo_huber_loss_validation.rs

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ppo_hyperopt_validation_test.rs

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ppo_long_training_test.rs

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ppo_lstm_architecture_tests.rs

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ppo_lstm_training_loop_tests.rs

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ppo_portfolio_tracker_tests.rs

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ppo_position_limits_tests.rs

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ppo_recurrent_integration_tests.rs

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ppo_recurrent_performance_tests.rs

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ppo_reward_normalizer_tests.rs

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ppo_sequence_batching_multi_episode_tests.rs

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ppo_step_counter_fix_test.rs

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ppo_stress_testing_tests.rs

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ppo_transaction_costs_tests.rs

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ppo_validation_real_data_test.rs

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preprocessing_bessel_integration.rs

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preprocessing_test.rs

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preprocessing_validation_tests.rs

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price_validity_tests.rs

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production_trainer_adaptive_features_integration_test.rs

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production_training_smoke_test.rs

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pso_budget_calculation_test.rs

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q_value_constraint_test.rs

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rainbow_loss_shape_test.rs

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real_data_helpers.rs

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real_data_pipeline_test.rs

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recovery_tests.rs

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regime_transition_features_test.rs

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risk_action_masking_test.rs

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risk_position_limit_integration_test.rs

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run_bars_test.rs

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safety_comprehensive_test.rs

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sample_weights_test.rs

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scatter_add_gradient_test.rs

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smoke_test_real_data.rs

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softmax_exploration_test.rs

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sp4_producer_unit_tests.rs

fix(sp4): #260 — eliminate SP1-era 1e6 × isv multipliers via ISV-driven producers

2026-05-01 12:41:29 +02:00

sp5_producer_unit_tests.rs

feat(sp5): Task A6 — Pearl 6 cross-fold-persistent Kelly cap signals

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streaming_pipeline_edge_cases.rs

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supervised_gpu_smoke_test.rs

fix: supervised GPU smoke test dimension mismatches

2026-03-21 09:14:53 +01:00

target_update_tests.rs

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2026-04-10 18:52:21 +02:00

test_dbn_sequence_256_features.rs

fix: migrate remaining 8 test files to GPU types — all test errors fixed

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test_dqn_cuda_device.rs

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test_extract_256_dim_features.rs

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test_grn_weight_initialization.rs

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test_scatter_source_gradients.rs

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test_sell_bug.rs

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test_streaming_loader.rs

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test_var_gradient_flow.rs

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tft_adapter_paths_test.rs

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tft_causal_masking_validation.rs

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tft_hyperopt_real_metrics_test.rs

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tft_inference_latency_benchmark.rs

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tft_lru_cache_test.rs

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tft_quantile_loss_validation.rs

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tft_real_dbn_data_test.rs

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tft_test.rs

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

training_chaos_tests.rs

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training_edge_cases.rs

fix: update all test/example files for VarStore removal + 7-level exposure

2026-04-11 15:21:21 +02:00

transaction_cost_application_test.rs

refactor: collapse 9-level to 7-level ExposureLevel — eliminate degenerate Flat variants

2026-04-11 11:54:09 +02:00

transition_matrix_test.rs

…

triple_barrier_test.rs

fix(tests): CI GPU test stability, walltime reduction, BF16 tolerance

2026-03-15 12:00:13 +01:00

volatility_epsilon_test.rs

fix(tests): CI GPU test stability, walltime reduction, BF16 tolerance

2026-03-15 12:00:13 +01:00

wave16_checkpoint_regression_test.rs

fix(tests): CI GPU test stability, walltime reduction, BF16 tolerance

2026-03-15 12:00:13 +01:00

wave16q_ohlcv_mutation_test.rs

refactor: all train() and load_training_data() callers pass explicit symbol

2026-04-04 10:02:37 +02:00

wave16r_position_limits_test.rs

refactor: collapse 9-level to 7-level ExposureLevel — eliminate degenerate Flat variants

2026-04-11 11:54:09 +02:00

wave16s_price_validation_test.rs

refactor: collapse 9-level to 7-level ExposureLevel — eliminate degenerate Flat variants

2026-04-11 11:54:09 +02:00

wave_d_e2e_nq_fut_225_features_enhanced_test.rs

fix(tests): CI GPU test stability, walltime reduction, BF16 tolerance

2026-03-15 12:00:13 +01:00

wave_d_e2e_nq_fut_225_features_test.rs

fix(tests): CI GPU test stability, walltime reduction, BF16 tolerance

2026-03-15 12:00:13 +01:00

wave_d_edge_cases_test.rs

…

xlstm_integration.rs

fix: migrate 44 test files from Candle to native CUDA — zero test compile errors

2026-03-19 10:02:26 +01:00