jgrusewski a5ea8713b6 feat(dqn): Branching DQN + KernelWeightPack + metrics propagation ...

Branching DQN (Tavakoli et al., 2018):
- 3 independent advantage heads (exposure=5, order=3, urgency=3) in CUDA kernel
- `use_branching` as hyperopt-tunable parameter (index 11 in 29D space)
- Branch weight pointers packed into KernelWeightPack struct

KernelWeightPack refactor:
- 87→38 CUDA kernel params by packing 48 weight pointers into 384-byte #[repr(C)] struct
- UNPACK_WEIGHT_PTRS macro in CUDA header for clean kernel-side access
- Single .arg(&weight_pack) replaces 48 individual .arg() calls

Hyperopt metrics in JSON output:
- Added `metrics: Option<serde_json::Value>` to TrialResult<P>
- `extract_metrics()` trait method with default None (DQN overrides)
- JSON output now includes per-trial backtest metrics (Sharpe, Sortino,
  Calmar, Omega, drawdown, win_rate, trades) + top-level best_metrics

Prometheus backtest gauges (Rust-side, no CUDA):
- 8 new gauges: foxhunt_hyperopt_best_{sharpe,sortino,calmar,omega,
  max_drawdown_pct,win_rate,total_trades,total_return_pct}

Dynamic episode scaling:
- Removed hardcoded 256 episode cap on small GPUs
- VRAM budget calculation in optimal_n_episodes() handles scaling naturally
- Removed stale .min(256) in PPO trainer

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

2026-03-11 00:46:53 +01:00

..

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

refactor(ml): rename real_data_loader to data_loader

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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

feat(fxt,ml): add fxt train monitor command and update DQN tests for action collapse fix

2026-03-04 22:58:40 +01:00

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

refactor(ml): remove all legacy naming and deprecated wrappers

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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_checkpoint_loading_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

feat(dqn): GPU-native regime classification with 42-dim feature vector

2026-03-09 12:16:05 +01:00

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

feat(fxt,ml): add fxt train monitor command and update DQN tests for action collapse fix

2026-03-04 22:58:40 +01:00

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

fix(dqn,ppo): production inference hardening, remove legacy aliases

2026-03-04 01:19:02 +01:00

dqn_hyperopt_test.rs

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dqn_hyperparams_kelly_fields_test.rs

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dqn_inference_test.rs

fix(ml): BUG #40 — epsilon stuck at 1.0 with noisy nets (100% random actions)

2026-03-04 23:13:25 +01:00

dqn_iqn_integration_test.rs

perf(dqn): eliminate GPU→CPU roundtrips from training hot path

2026-03-10 10:04:36 +01:00

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

fix(ml): BUG #40 — epsilon stuck at 1.0 with noisy nets (100% random actions)

2026-03-04 23:13:25 +01:00

dqn_pnl_calculation_tests.rs

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dqn_rainbow_config_test.rs

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dqn_rainbow_test.rs

refactor(ml): consolidate duplicate Rainbow DQN agent implementations

2026-03-04 18:27:42 +01:00

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

fix(ml): BUG #40 — epsilon stuck at 1.0 with noisy nets (100% random actions)

2026-03-04 23:13:25 +01:00

dqn_training_smoke_test.rs

fix(ml): BUG #40 — epsilon stuck at 1.0 with noisy nets (100% random actions)

2026-03-04 23:13:25 +01:00

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

perf(ci): compile once with PVC sccache, package with Kaniko

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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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ensemble_real_models_validation_test.rs

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evaluation_net_pnl_bug3_test.rs

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feature_extraction_46_test.rs

feat(dqn): GPU-native regime classification with 42-dim feature vector

2026-03-09 12:16:05 +01:00

feature_normalization_test.rs

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gpu_kernel_parity_test.rs

feat(dqn): Branching DQN + KernelWeightPack + metrics propagation

2026-03-11 00:46:53 +01:00

gpu_per_integration_test.rs

feat(dqn): GPU-native regime classification with 42-dim feature vector

2026-03-09 12:16:05 +01:00

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

perf(ci): compile once with PVC sccache, package with Kaniko

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log_size_test.rs

refactor(ml): delete 121 dead examples, 6 QAT tests, orphan binary

2026-02-26 00:05:38 +01:00

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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memory_optimization_tests.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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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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parquet_feature_extraction_test.rs

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parquet_timestamp_loading_test.rs

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partial_reversal_support_test.rs

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partial_reversal_validation.rs

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per_channel_quantization_test.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

feat(ppo): wire symlog, adaptive entropy, percentile scaling into training loop

2026-03-03 20:12:00 +01:00

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

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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

feat(dqn): GPU-native regime classification with 42-dim feature vector

2026-03-09 12:16:05 +01:00

ppo_portfolio_tracker_tests.rs

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ppo_position_limits_tests.rs

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ppo_recurrent_integration_tests.rs

feat(ppo): wire symlog, adaptive entropy, percentile scaling into training loop

2026-03-03 20:12:00 +01:00

ppo_recurrent_performance_tests.rs

feat(ml): VRAM-aware hidden dimension scaling for datacenter GPUs

2026-03-02 11:02:56 +01:00

ppo_reward_normalizer_tests.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

ppo_sequence_batching_multi_episode_tests.rs

feat(dqn): GPU-native regime classification with 42-dim feature vector

2026-03-09 12:16:05 +01:00

ppo_step_counter_fix_test.rs

feat(dqn): GPU-native regime classification with 42-dim feature vector

2026-03-09 12:16:05 +01:00

ppo_stress_testing_tests.rs

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ppo_transaction_costs_tests.rs

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ppo_validation_real_data_test.rs

refactor(ml): rename real_data_loader to data_loader

2026-03-02 15:41:23 +01:00

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

feat(dqn): GPU-native regime classification with 42-dim feature vector

2026-03-09 12:16:05 +01:00

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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2026-03-02 15:41:23 +01:00

real_data_pipeline_test.rs

feat(dqn): GPU-native regime classification with 42-dim feature vector

2026-03-09 12:16:05 +01:00

recovery_tests.rs

perf(ci): compile once with PVC sccache, package with Kaniko

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regime_transition_features_test.rs

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risk_action_masking_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

risk_position_limit_integration_test.rs

perf(ci): compile once with PVC sccache, package with Kaniko

2026-02-26 00:50:25 +01:00

run_bars_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

safety_comprehensive_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

sample_weights_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

scatter_add_gradient_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

smoke_test_real_data.rs

feat(dqn): Branching DQN + KernelWeightPack + metrics propagation

2026-03-11 00:46:53 +01:00

softmax_exploration_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

streaming_pipeline_edge_cases.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

target_update_tests.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

test_dbn_sequence_256_features.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

test_dqn_cuda_device.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

test_extract_256_dim_features.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

test_grn_weight_initialization.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

test_quantile_output_standalone.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

test_quantized_exports.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

test_scatter_source_gradients.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

test_sell_bug.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

test_streaming_loader.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

test_tft_weight_cache.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

test_var_gradient_flow.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

test_var_source_gradients.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

tft_adapter_paths_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

tft_causal_masking_validation.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

tft_hyperopt_real_metrics_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

tft_inference_latency_benchmark.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

tft_lru_cache_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

tft_quantile_loss_validation.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

tft_real_dbn_data_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

tft_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

tft_tests.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

training_chaos_tests.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

training_edge_cases.rs

feat(dqn): GPU-native regime classification with 42-dim feature vector

2026-03-09 12:16:05 +01:00

transaction_cost_application_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

transition_matrix_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

triple_barrier_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

validation_harness_integration_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

validation_real_data_test.rs

refactor(ml): rename real_data_loader to data_loader

2026-03-02 15:41:23 +01:00

varmap_weight_extraction_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

volatility_epsilon_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

wave16_checkpoint_regression_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

wave16q_ohlcv_mutation_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

wave16r_position_limits_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

wave16s_price_validation_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

wave_d_e2e_nq_fut_225_features_enhanced_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

wave_d_e2e_nq_fut_225_features_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

wave_d_edge_cases_test.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

xlstm_integration.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00