foxhunt/crates/ml-alpha/cuda/rl_gate_threshold_controller.cu

// rl_gate_threshold_controller.cu — adaptive gate threshold controller.
//
// Watches trade frequency (dones EMA) and adjusts confidence + FRD
// gate thresholds to maintain a target trade rate. When trades dry up
// (dones_ema < target), thresholds DECREASE (more permissive). When
// trades are abundant (dones_ema > target), thresholds INCREASE
// (more selective). Schulman bounded discrete step pattern.
//
// Runs once per step, single thread. Reads/writes ISV.
// Per `feedback_no_atomicadd`, `feedback_cpu_is_read_only`.

#include <stdint.h>

#define RL_CONF_GATE_THRESHOLD_INDEX    512
#define RL_FRD_GATE_THR_LONG_INDEX      516
#define RL_FRD_GATE_THR_SHORT_INDEX     517
#define RL_GATE_WARMUP_STEPS_INDEX      524
#define RL_GATE_DONES_EMA_INDEX         525
#define RL_GATE_DONES_TARGET_INDEX      526
#define RL_GATE_CONF_MIN_INDEX          527
#define RL_GATE_CONF_MAX_INDEX          528
#define RL_GATE_FRD_MIN_INDEX           529
#define RL_GATE_FRD_MAX_INDEX           530
#define RL_GATE_ADJUST_RATE_INDEX       531
#define RL_STEP_COUNTER_ISV_INDEX       548
// Adaptive controller floors (spec 2026-05-30-adaptive-controller-floor-design):
// EMA smoothing α was hardcoded 0.01f; ISV slot 638 makes it tunable
// at runtime so the dones-rate EMA half-life can adapt to data volume
// (e.g. small-batch smoke runs may want a faster α to surface signal
// before warmup completes).
#define RL_GATE_EMA_ALPHA_INDEX         638

extern "C" __global__ void rl_gate_threshold_controller(
    float*       __restrict__ isv,
    const float* __restrict__ dones,       // [B]
    int                       b_size
) {
    if (threadIdx.x != 0 || blockIdx.x != 0) return;

    const int current_step = (int)isv[RL_STEP_COUNTER_ISV_INDEX];
    const int warmup = (int)isv[RL_GATE_WARMUP_STEPS_INDEX];
    if (current_step < warmup) return;

    // Update dones EMA (count of done events this step / b_size).
    float done_count = 0.0f;
    for (int b = 0; b < b_size; ++b) {
        if (dones[b] > 0.5f) done_count += 1.0f;
    }
    const float done_rate = done_count / (float)b_size;
    const float alpha = isv[RL_GATE_EMA_ALPHA_INDEX];
    const float prev_ema = isv[RL_GATE_DONES_EMA_INDEX];
    const float dones_ema = (prev_ema == 0.0f && done_rate > 0.0f)
        ? done_rate
        : (1.0f - alpha) * prev_ema + alpha * done_rate;
    isv[RL_GATE_DONES_EMA_INDEX] = dones_ema;

    const float target = isv[RL_GATE_DONES_TARGET_INDEX];
    const float adjust = isv[RL_GATE_ADJUST_RATE_INDEX];

    // Schulman bounded step: if dones_ema < target, DECREASE thresholds
    // (more permissive); if > target, INCREASE (more selective).
    float conf_thr = isv[RL_CONF_GATE_THRESHOLD_INDEX];
    float frd_long = isv[RL_FRD_GATE_THR_LONG_INDEX];
    float frd_short = isv[RL_FRD_GATE_THR_SHORT_INDEX];

    if (dones_ema < target * 0.2f) {
        // Trades well below target — relax gates.
        conf_thr *= adjust;
        frd_long *= adjust;
        frd_short *= adjust;
    } else if (dones_ema > target * 5.0f) {
        // Trades well above target — tighten gates.
        conf_thr /= adjust;
        frd_long /= adjust;
        frd_short /= adjust;
    }

    // Bilateral clamp.
    const float conf_min = isv[RL_GATE_CONF_MIN_INDEX];
    const float conf_max = isv[RL_GATE_CONF_MAX_INDEX];
    const float frd_min = isv[RL_GATE_FRD_MIN_INDEX];
    const float frd_max = isv[RL_GATE_FRD_MAX_INDEX];

    isv[RL_CONF_GATE_THRESHOLD_INDEX] = fmaxf(conf_min, fminf(conf_thr, conf_max));
    isv[RL_FRD_GATE_THR_LONG_INDEX]   = fmaxf(frd_min, fminf(frd_long, frd_max));
    isv[RL_FRD_GATE_THR_SHORT_INDEX]  = fmaxf(frd_min, fminf(frd_short, frd_max));
}