20c835713b
scripts/audit-wiring.sh dogfood pass flagged a7 (TrailTighten) and
a8 (TrailLoosen) as actions with no consumer anywhere in the
codebase (canonical pearl_dead_trail_stop_actions_a7_a8). Fix
bundles SP20 P1 (per-unit trade state buffers) and P5 (trail-stop
kernels) since they're the same architectural work.
Three new kernels:
rl_unit_state_update.cu — per-batch trade state machine. Runs
AFTER fill+extract_realized_pnl_delta.
Detects open/close/reverse position
transitions and populates unit slot 0
with entry_price, entry_step, lots,
initial_r, trail_distance. Slots 1-3
allocated for SP20 P7 pyramid expansion
but unused this commit.
rl_trail_mutate.cu — handles a7/a8 actions. Mutates ALL
active units' trail_distance bounded
by ISV [MIN, MAX] with symmetric
reciprocal adjust rate per SP20 §4.12:
a7: trail = max(MIN, trail × rate)
a8: trail = min(MAX, trail / rate)
rl_trail_stop_check.cu — per-batch per-unit breach check. Reads
shared lobsim best book (bid/ask),
computes mid, compares to each active
unit's (entry ± trail). On breach,
OVERRIDE actions[b] to FlatFromLong
(a3) or FlatFromShort (a4). Force-close
routes through existing flat plumbing
per pearl_stop_checks_run_at_deadline_cadence.
SP20 v3 §3 P5 calls for routing close
via partial-flat (a9/a10) so only the
at-risk unit closes — that needs P4
(N_ACTIONS=11). For now, ANY unit's
breach closes ENTIRE position via full
FlatFromLong/Short.
Per-batch per-unit buffers (8 new in trainer):
unit_entry_price_d [B × 4] f32
unit_entry_step_d [B × 4] i32
unit_lots_d [B × 4] i32
unit_initial_r_d [B × 4] f32
unit_trail_distance_d[B × 4] f32
unit_active_d [B × 4] u8
pyramid_units_count_d[B] i32
unit_prev_pos_lots_d [B] i32 (state-machine tracker, separate
from extract_realized_pnl_delta's
prev_position_lots_d for clean
kernel composability)
4 new ISV slots (494-497):
RL_TRAIL_MIN_INDEX — trail distance floor (seed 0.001)
RL_TRAIL_MAX_INDEX — trail distance ceiling (seed 100.0)
RL_TRAIL_K_INIT_INDEX — initial trail multiplier (seed 2.0, Turtle 2N)
RL_TRAIL_ADJUST_RATE_INDEX — tighten ratio (seed 0.9; symmetric reciprocal for loosen)
RL_SLOTS_END: 494 → 498.
LobSim exposes bid_px_d() + ask_px_d() public accessors. RlLobBackend
trait extended with the two accessors; the LobSimCuda impl wires
through.
Override stack ordering per SP20 §2.3:
1. rl_pi_action_kernel (sample)
2. rl_trail_mutate (a7/a8 → mutate, before stop check)
3. rl_trail_stop_check (per-unit breach → override action)
4. actions_to_market_targets (execute, including overridden flat)
5. step_fill_from_market_targets
6. extract_realized_pnl_delta
7. rl_unit_state_update (detect post-fill transitions)
Audit infrastructure refined as part of dogfooding:
* audit-isv allowlist extended for BOOK_LEVELS (structural book
depth) and ACTION_* prefix (enum-mirror constants — these are
structural API contracts matching src/rl/common.rs::Action positions)
* audit-wiring action-handler regex now matches BOTH literal
`action == <idx>` and `action == ACTION_<UPPER_SNAKE>` patterns,
and treats != as a handler too (a guard against the action is
valid wiring)
Both `audit-isv.sh` and `audit-wiring.sh` PASS cleanly with the
full manifest. audit-diag scheduled for first SP20 phase that adds
diag fields (this commit deliberately keeps diag exposure minimal
— full per-unit + trail diag blocks come with SP20 P13).
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
7 lines
205 B
Plaintext
7 lines
205 B
Plaintext
# New .cu kernels added by the active development line.
|
|
# Each phase commit appends here.
|
|
# Format: one basename per line, without `.cu` extension.
|
|
rl_unit_state_update
|
|
rl_trail_mutate
|
|
rl_trail_stop_check
|