jgrusewski 71aade18cf feat(sp20): Phase 1.2 sp20_emas_compute kernel ...

Component 5 / Kernel 1 of the SP20 design — central state-tracker
that updates 8 Wiener-α EMAs per training step:

  - 4 ISV slots:    ALPHA_EMA (511), WR_EMA (512),
                    HOLD_PCT_EMA (515), HOLD_REWARD_EMA (516)
  - 4 internal:     trade_duration_ema, aux_conf_p50_ema,
                    aux_conf_std_ema, aux_dir_acc_ema (private
                    scratch consumed by Phase 1.3 controllers)

Per-EMA i32 observation counters (mapped-pinned obs_count[8])
handle the pearl_first_observation_bootstrap sentinel transition
correctly even when 0.0 is a legitimate observation (e.g.,
first-loss WR=0). count==0 ⇒ replace, count>0 ⇒ Wiener-blend at
α = 0.4 (WIENER_ALPHA_FLOOR per
pearl_wiener_alpha_floor_for_nonstationary).

Phase 1.2 lands kernel + launcher + 5 tests (4 GPU oracle, 1
floor lock) + build entry + audit doc atomically per
feedback_no_partial_refactor. Production wire-up (Phase 1.4)
deferred — kernel is dead code until then.

Verified on RTX 3050 Ti (sm_86):
  - 4 GPU oracle tests pass: first_observation_replaces_sentinel,
    wiener_alpha_converges_to_long_run_mean,
    hold_reward_ema_gated_on_hold_bars,
    per_step_emas_fire_unconditionally
  - 4 launcher unit tests pass (constants + struct sanity)
  - 1 floor-lock test pass (WIENER_ALPHA_FLOOR == 0.4)

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

2026-05-09 18:57:30 +02:00

..

behavioral

test(sp15-p2b): 17 behavioral tests (Group 1 + Group 2) as #[ignore] contracts

2026-05-06 15:05:34 +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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aux_trunk_oracle_tests.rs

test(sp14-c9): synthetic smoke for aux trunk gradient chain + C.8/C.9 audit close-out

2026-05-08 03:30:44 +02:00

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

perf(checkpoint): async best-ckpt serialize via spawn_blocking + mapped-pinned param snapshot

2026-04-28 18:54:00 +02:00

dqn_action_collapse_fix_test.rs

refactor(dqn): strip dead use_* flags + tighten count_bonus API

2026-04-27 17:52:23 +02:00

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

refactor(dqn): f64 → f32 for kernel-facing hyperparams

2026-04-24 01:55:14 +02:00

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

perf(checkpoint): async best-ckpt serialize via spawn_blocking + mapped-pinned param snapshot

2026-04-28 18:54:00 +02:00

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

refactor(dqn): f64 → f32 for kernel-facing hyperparams

2026-04-24 01:55:14 +02:00

dqn_inference_test.rs

perf(checkpoint): async best-ckpt serialize via spawn_blocking + mapped-pinned param snapshot

2026-04-28 18:54:00 +02:00

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

perf(checkpoint): async best-ckpt serialize via spawn_blocking + mapped-pinned param snapshot

2026-04-28 18:54:00 +02:00

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

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

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

dqn_trainer_p1_tests.rs

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dqn_training_pipeline_test.rs

perf(checkpoint): async best-ckpt serialize via spawn_blocking + mapped-pinned param snapshot

2026-04-28 18:54:00 +02:00

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

refactor: remove configurable state_dim — use STATE_DIM constant everywhere

2026-04-20 15:29:05 +02:00

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,

2026-04-23 11:36:34 +02:00

gpu_backtest_validation.rs

feat(sp15-wave3b): host-side wire-up — eliminates 5 orphan launchers via GpuBacktestEvaluator constructor signature change

2026-05-06 23:39:45 +02:00

gpu_per_integration_test.rs

fix(sp13): B0 cascade gap — 5 unaudited insert_batch call sites

2026-05-05 10:46:20 +02:00

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

feat(moe): adaptive load-balance λ via gate-entropy ISV controller

2026-04-28 09:10:31 +02:00

multi_cusum_test.rs

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multi_horizon_reward_blend_test.rs

feat(sp19 commit b): producer-side multi-horizon reward blend at fxcache write time

2026-05-09 14:45:20 +02:00

ofi_features_test.rs

fix(ofi): align OFI window to bar t's formation interval — kill 31/32-slot lookahead

2026-04-28 09:23:32 +02:00

ood_input_handling_tests.rs

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pages_test_test.rs

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paper_trading_integration_test.rs

refactor: remove configurable state_dim — use STATE_DIM constant everywhere

2026-04-20 15:29:05 +02:00

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

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

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

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

cleanup: declarative rewrites for ml-tests and trading-engine TODOs

2026-04-23 08:44:05 +02:00

ppo_portfolio_tracker_tests.rs

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ppo_position_limits_tests.rs

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ppo_recurrent_integration_tests.rs

cleanup: declarative rewrites for ml-tests and trading-engine TODOs

2026-04-23 08:44:05 +02:00

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

perf(checkpoint): async best-ckpt serialize via spawn_blocking + mapped-pinned param snapshot

2026-04-28 18:54:00 +02:00

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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regime_wr_oracle_tests.rs

feat(audit): per-regime val WR instrumentation (T/R/V buckets)

2026-05-09 13:38:48 +02:00

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

test(integration): migrate CudaSlice→MappedF32Buffer in tests blocked since Bug-1 close-out

2026-05-03 09:52:33 +02:00

softmax_exploration_test.rs

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sp4_producer_unit_tests.rs

feat(sp13): B1.0 — ISV[117] retirement + scale-free MSE bridge

2026-05-05 10:52:13 +02:00

sp5_producer_unit_tests.rs

sp7(controller): activation flag + Welford-α to escape bootstrap trap

2026-05-03 11:34:21 +02:00

sp11_producer_unit_tests.rs

fix(sp11): B1b smoke-recovery — z-score normalization for mag-ratio canary

2026-05-04 11:51:30 +02:00

sp12_reward_math_tests.rs

test(sp12): GPU oracle tests for the 3 reward math changes

2026-05-04 19:32:18 +02:00

sp13_layer_b_oracle_tests.rs

feat(sp13): B1.1b — producer kernel + replay direct path + experience collector

2026-05-05 14:45:47 +02:00

sp13_phase0_oracle_tests.rs

feat(sp13): B1.1a — K=1→2 + softmax CE kernel rewrites + struct flips

2026-05-05 14:09:48 +02:00

sp14_oracle_tests.rs

chore(sp18): archaeology cleanup — strip post-deletion markers + ISV_TOTAL_DIM giant docstring

2026-05-09 10:43:11 +02:00

sp15_phase1_oracle_tests.rs

fix(sp15-cubin-preload): pre-load 6 SP15 launchers' CudaFunction handles in experience collector

2026-05-07 23:36:07 +02:00

sp17_dueling_oracle_tests.rs

feat(sp17-3.2): V_share + advantage_clip_bound producers + extended emit

2026-05-08 23:02:35 +02:00

sp18_fold_transition_test.rs

fix(sp18-v2): restore-best precedes shrink-and-perturb at fold transition

2026-05-09 01:36:52 +02:00

sp18_hold_reward_oracle_tests.rs

feat(sp18 v2 P3.T1-T5): adaptive HOLD_REWARD_POS/NEG_CAP producer kernel

2026-05-09 11:05:03 +02:00

sp18_shrink_perturb_adaptive_test.rs

feat(sp18-v2): ISV-adaptive shrink-and-perturb at fold transition

2026-05-09 02:09:25 +02:00

sp18_td_lambda_q_next_oracle_tests.rs

feat(sp18 v2 P4.T1+T2): B-leg next_states hoist + compute_q_next_target_bootstrap skeleton (additive dead code)

2026-05-09 11:25:50 +02:00

sp18_weight_drift_test.rs

feat(sp18-v2): weight-drift HEALTH_DIAG diagnostic

2026-05-09 01:47:48 +02:00

sp19_20_behavioral_tests.rs

feat(sp20): scaffold 7 behavioral test stubs (Phase 0)

2026-05-09 18:25:08 +02:00

sp20_emas_compute_test.rs

feat(sp20): Phase 1.2 sp20_emas_compute kernel

2026-05-09 18:57:30 +02:00

sp20_stats_compute_test.rs

feat(sp20): Phase 1.1 sp20_stats_compute kernel

2026-05-09 18:43:11 +02:00

streaming_pipeline_edge_cases.rs

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supervised_gpu_smoke_test.rs

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target_update_tests.rs

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test_dbn_sequence_256_features.rs

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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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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

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transition_matrix_test.rs

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triple_barrier_test.rs

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volatility_epsilon_test.rs

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wave16_checkpoint_regression_test.rs

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wave16q_ohlcv_mutation_test.rs

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wave16r_position_limits_test.rs

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wave16s_price_validation_test.rs

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wave_d_e2e_nq_fut_225_features_enhanced_test.rs

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wave_d_e2e_nq_fut_225_features_test.rs

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wave_d_edge_cases_test.rs

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xlstm_integration.rs

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