Adds 12 new `SL_*_GROUP_BEGIN/END` macros to `state_layout.cuh` covering the
6 feature groups (market/ofi/tlob/mtf/portfolio/plan_isv), plus
`SL_NUM_FEATURE_GROUPS=6` and `SL_MAX_FEATURE_GROUP_DIM=42` (= largest group
dim, MARKET_DIM). Six new `static_assert`s anchor each group dim ≤ max and
confirm contiguity / start-at-zero / end-at-padding invariants.
Rust mirror in `crates/ml-core/src/state_layout.rs` exposes:
- `SL_NUM_FEATURE_GROUPS`
- `SL_MAX_FEATURE_GROUP_DIM`
- `FEATURE_GROUP_RANGES: [(usize, usize); 6]` (half-open `[begin, end)`,
`plan_isv` ends at `PADDING_START` — padding is not a group)
- `FEATURE_GROUP_NAMES: [&str; 6]`
Three `const _: () = assert!(...)` blocks validate (1) first range starts at
0, (2) last range ends at `PADDING_START`, (3) every adjacent pair
satisfies `ranges[g].end == ranges[g+1].begin` (no gaps), (4) every group
dim ≤ `SL_MAX_FEATURE_GROUP_DIM`.
Group dims at this commit: market=42, ofi=32, tlob=16, mtf=16, portfolio=8,
plan_isv=7 — total 121 = `PADDING_START`.
Prerequisite for Plan 4 Task 1B (E.1 Variable Selection Network — pre-trunk
per-group softmax-over-groups gating), Task 5 Mode B (per-group ISV
diagnostics), and Task 4 follow-on (group-aware encoder interface).
Additive only — ZERO production callers in this commit. No new module /
kernel / ISV slot / param tensor / Orphan row. No fingerprint change (group
ranges are derivable from existing `SL_*_START` constants and contribute no
new structural-hash invariant). cargo check clean at 11 warnings (workspace
baseline preserved); cargo build compiles all kernel cubins (state_layout.cuh
edit triggers full kernel rebuild — no compile errors).
Audit doc: 1 new entry under "Plan 4 Task 1A".
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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