jgrusewski aee3871788 feat(cuda): add DSR + n-step to scalar experience kernel ...

Adds Differential Sharpe Ratio reward shaping and n-step return
accumulation to dqn_full_experience_kernel (scalar path). DSR replaces
EMA normalization when use_dsr=1; n-step ring buffer accumulates
discounted returns for effective_n>1. Both are reset on episode
boundaries.

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

2026-03-10 13:03:01 +01:00

..

backtesting

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

common

perf(metrics): expose step-level DQN metrics to Prometheus gauges

2026-03-09 18:44:29 +01:00

config

refactor: rename JWT issuer foxhunt-api-gateway → foxhunt-api, drop compat aliases

2026-03-05 00:22:04 +01:00

ctrader-openapi

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

data

fix(ml): streaming parallel OFI + fix hardcoded state_dim=54 in backtest

2026-03-07 23:28:18 +01:00

database

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

market-data

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

ml

feat(cuda): add DSR + n-step to scalar experience kernel

2026-03-10 13:03:01 +01:00

ml-asset-selection

refactor(ml): extract universe, backtesting, asset-selection into sub-crates

2026-03-08 15:17:22 +01:00

ml-backtesting

refactor(ml): extract universe, backtesting, asset-selection into sub-crates

2026-03-08 15:17:22 +01:00

ml-checkpoint

refactor(ml): remove dead code across 8 sub-crates — delete 742 lines

2026-03-08 15:17:22 +01:00

ml-core

perf(gpu): dynamic episode scaling + BF16 cross-entropy stabilization

2026-03-09 21:16:47 +01:00

ml-data

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

ml-data-validation

refactor(ml): split monolith into 9 sub-crates + delete dead code

2026-03-08 15:17:22 +01:00

ml-dqn

test(cuda): add DSR + n-step CPU parity tests for GPU device functions

2026-03-10 12:56:03 +01:00

ml-ensemble

fix(dqn): IQN GPU PER weights, staged GPU buffer, CUDA default in all ML crates

2026-03-08 22:31:49 +01:00

ml-explainability

fix(dqn): IQN GPU PER weights, staged GPU buffer, CUDA default in all ML crates

2026-03-08 22:31:49 +01:00

ml-features

fix: resolve rebase artifacts — import paths and MLError variant

2026-03-08 15:21:46 +01:00

ml-hyperopt

fix(dqn): eliminate OOM in hyperopt by gating GPU features on small GPUs

2026-03-09 16:35:38 +01:00

ml-labeling

fix(dqn): IQN GPU PER weights, staged GPU buffer, CUDA default in all ML crates

2026-03-08 22:31:49 +01:00

ml-observability

refactor(ml): remove dead code across 8 sub-crates — delete 742 lines

2026-03-08 15:17:22 +01:00

ml-paper-trading

refactor(ml): extract regime-detection, explainability, paper-trading

2026-03-08 15:17:22 +01:00

ml-ppo

fix(dqn): cast F32 constants to input dtype for BF16 mixed precision on H100

2026-03-09 17:13:46 +01:00

ml-regime

refactor(ml): split monolith into 9 sub-crates + delete dead code

2026-03-08 15:17:22 +01:00

ml-regime-detection

refactor(ml): extract regime-detection, explainability, paper-trading

2026-03-08 15:17:22 +01:00

ml-risk

refactor(ml): split monolith into 9 sub-crates + delete dead code

2026-03-08 15:17:22 +01:00

ml-security

refactor(ml): extract observability, stress-testing, security into sub-crates

2026-03-08 15:17:22 +01:00

ml-stress-testing

refactor(ml): extract observability, stress-testing, security into sub-crates

2026-03-08 15:17:22 +01:00

ml-supervised

fix(dqn): IQN GPU PER weights, staged GPU buffer, CUDA default in all ML crates

2026-03-08 22:31:49 +01:00

ml-universe

refactor(ml): remove dead code across 8 sub-crates — delete 742 lines

2026-03-08 15:17:22 +01:00

ml-validation

refactor(ml): split monolith into 9 sub-crates + delete dead code

2026-03-08 15:17:22 +01:00

model_loader

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

risk

refactor: remove trading_engine dep from ml and risk crates

2026-03-05 23:19:38 +01:00

risk-data

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

storage

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

trading_engine

refactor: replace all api_gateway/web-gateway references across codebase

2026-03-05 00:18:58 +01:00

trading-data

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

training_uploader

feat: implement all 15 fxt CLI commands with real gRPC calls

2026-03-03 22:16:35 +01:00