jgrusewski 7753cbef1b feat(sp15-p3.3): quadratic DD penalty + ISV-driven λ + threshold ...

Per spec §8.2 (3.3). penalty = λ_dd × max(0, dd_current − dd_threshold)²

Asymmetric: zero below threshold, quadratic growth above. Encodes loss
aversion per pearl_audit_unboundedness_for_implicit_asymmetry.

3 ISV slots: 420 LAMBDA_DD (initial 1.0; ISV-tracked from grad-balance
in follow-up), 421 DD_THRESHOLD (initial 0.05 = 5% drawdown trigger),
422 DD_PENALTY_GRAD_NORM (initial 0.0).

3 fold-reset registry entries + dispatch arms.

Per established Phase precedent: kernel + launcher land first; reward
composition site (subtract penalty from r_total) deferred to follow-up
commit per feedback_no_partial_refactor.

Anchor test 2.5 drawdown_de_risks (Phase 2C / Phase 3.5 paired) — green
via Phase 3.5 mechanisms; this commit lands the penalty primitive.

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

2026-05-06 15:49:45 +02:00

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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

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

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

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

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

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

bug18_cash_reserve_solvency_test.rs

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

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

bug20_portfolio_normalization_test.rs

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bug21_bug22_bug23_compilation_fixes_test.rs

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

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

bug24_bug25_compilation_fixes_test.rs

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bug28_unused_import_test.rs

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cash_accounting_fix_test.rs

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

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

cash_reserve_requirement_test.rs

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

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

checkpoint_test.rs

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configurable_capital_test.rs

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contract_multiplier_test.rs

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

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

cusum_test.proptest-regressions

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debug_position_delta_test.rs

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

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

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

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

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

dqn_action_position_sign_convention_test.rs

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

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

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

chore: rename test_data/mbp10 to mbp10-fixtures, remove uncompressed .dbn

2026-04-01 01:13:19 +02:00

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

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

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

dqn_gradient_dtype_simple_test.rs

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

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

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

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

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

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

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

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

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

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

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

dqn_transaction_costs_test.rs

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

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

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

refactor: eliminate ALL bf16 from entire workspace — pure f32/TF32 pipeline

2026-04-10 18:52:21 +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

chore: rename test_data/mbp10 to mbp10-fixtures, remove uncompressed .dbn

2026-04-01 01:13:19 +02:00

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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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

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

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

partial_reversal_validation.rs

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

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

pnl_realism_tests.rs

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

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

portfolio_integration_tests.rs

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

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

portfolio_tracker_reset_test.rs

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

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

portfolio_value_normalization_test.rs

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

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

ppo_45_action_network_tests.rs

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

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

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

refactor: remove gpu_n_episodes override — auto-scale from VRAM everywhere

2026-04-02 14:21:45 +02:00

ppo_reward_normalizer_tests.rs

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ppo_sequence_batching_multi_episode_tests.rs

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

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

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

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

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

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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risk_action_masking_test.rs

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risk_position_limit_integration_test.rs

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

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

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

fix(sp14): delete warmup_gate — let variance-driven k_aux/k_q handle warmup (ISV-driven)

2026-05-05 22:07:55 +02:00

sp15_phase1_oracle_tests.rs

feat(sp15-p3.3): quadratic DD penalty + ISV-driven λ + threshold

2026-05-06 15:49:45 +02:00

streaming_pipeline_edge_cases.rs

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supervised_gpu_smoke_test.rs

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target_update_tests.rs

refactor: eliminate ALL bf16 from entire workspace — pure f32/TF32 pipeline

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

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

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

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

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

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

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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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