jgrusewski 7c850a6c02 arch(crt-1): no-trade band in seed_inflight — sparse action at signal cadence (C1.3) ...

Per spec §4.0 + plan C1.3. Without this gate, every fractional change
in target_lots seeds an order via target-delta semantics; combined with
the continuous controller invocation (every event after A1) this
generates hyperactivity even with the multi-horizon §4.4 conviction
formula (C1.2). v2 Gate-1 failures confirmed: scalar EMA + amplification
clamp + per-event controller = 155k trades on a 2M-event smoke.

The band absorbs fractional target adjustments so most events produce
no order. When the signal genuinely shifts and target moves enough to
cross the band, the kernel seeds. Continuous evaluation, sparse action.

Greenfields atomic refactor — single config knob threaded through every
layer in one commit:
  SweepBase.delta_floor: f32  (YAML, default 1.0 = 1 lot)
  SimVariant.delta_floor: Option<f32>  (per-variant override)
  ResolvedSimVariant.delta_floor: f32
  UniformSimParams.delta_floor: f32
  BatchedSimConfig.delta_floor: Vec<f32>
  LobSimCuda.delta_floor_d: CudaSlice<f32>
  seed_inflight_limits_batched kernel param + skip-if-below-floor logic

New accessor: LobSimCuda::read_inflight_count(b) — counts active != 0
limit slots for backtest b. Not cfg(test); follows existing read_limit_slot
pattern.

Test: no_trade_band_blocks_micro_delta verifies that a second decision
with the same strong-bullish alpha (same target, effective = in-flight
lots) produces delta=0 and does not re-seed. max_lots=1 keeps the
arithmetic unambiguous.

Existing tests: all UniformSimParams struct literals updated with
delta_floor=0.0 (band disabled) so existing behaviour is preserved.
harness.rs from_uniform path uses delta_floor=1.0 (production default).

Hot-path discipline: the delta_floor_d upload happens once per run in
the existing config-upload block (alongside threshold, cost, max_hold_ns);
the kernel reads the device slot per-event without any host roundtrip. No
memcpy_htod / dtoh / dtov / synchronize introduced on the per-event path.

Per pearl_controller_anchors_isv_driven, this floor is currently a
config constant; CRT.2 (Phase 2) makes it ISV-derived from rolling
spread cost / signal volatility.

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

2026-05-20 20:59:50 +02:00

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