Plan 3 Task 3.
ISV tail-append:
- [71] TRADE_ATTEMPT_RATE_EMA — Flat→Positioned transition rate EMA
(GPU-written by trade_attempt_rate_ema_update, adaptive α)
- [72] TRADE_TARGET_RATE — reference rate, CPU-frozen at epoch 5
- Fingerprint shifted [69,70] → [73,74]; ISV_TOTAL_DIM 71 → 75
Producer kernel (trade_rate_ema_kernel.cu):
- Single-block reduction of flat_to_pos_per_sample [N*L] (no atomicAdd)
- Adaptive EMA: α = α_base × (1 + 0.5 × |clamp(sharpe, -2, 2)|)
- α_base = 0.05 (matches reward_component_ema convention)
- Launched from training_loop alongside reward_component_ema
Consumer (experience_env_step):
- Flat→Positioned site: novelty = max(0, 1 - attempt/target)
- bonus = conviction_core × vol_proxy × novelty
- reward += shaping_scale × bonus; rc[5] captures bonus for ISV[68]
- Explicit freeze gate: target_raw > 1e-6f, so bonus is structurally
inert pre-freeze (prevents spurious novelty=1.0 on epoch-1 when
attempt_rate is still 0)
Epoch-5 freeze (training_loop):
- measured = ISV[TRADE_ATTEMPT_RATE_EMA]; floor at 0.001
- Prevents novelty from sticking at 1.0 post-freeze
StateResetRegistry: both slots registered as FoldReset with per-slot
reset dispatch arms in training_loop's fold-boundary path.
Smoke: multi_fold_convergence passes (fold 2 best Sharpe 87.55 —
slightly above Task 2 baseline 85.6, within noise; bonus inert
in 5-epoch smoke so training matches pre-B.2 baseline as designed).
cargo check clean at 11 warnings baseline.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
11 KiB
ISV Slot Allocation Registry
Source of truth for ISV bus slot allocations. Every slot has a named constant in gpu_dqn_trainer.rs. This doc is the cross-reference.
Design: layout fingerprint, not schema version. ISV[37..39) carries a compile-time structural hash of the slot layout. Checkpoint load is fail-fast; no migration functions exist. Backward compat is structurally unwritable (there is no ordered version space to pair migrations against). See spec §4.A.2.
Tail placement rationale: The fingerprint occupies the tail ([55..57)) rather
than the head because isv_signals[0] and isv_signals[1] are actively written
by isv_signal_update (Q-drift EMA and gradient-norm EMA respectively). Inserting
at the head would displace those live signals and require shifting every upstream
literal in experience_kernels.cu. The fingerprint moves to the new tail each time
new slots are appended to the bus.
Current ISV_TOTAL_DIM: 75 (Plan 1 + Plan 2 Task 1 C.1 + Plan 2 Task 3 D.2 per-branch gamma + Plan 2 Task 6C D.8 TLOB + Plan 3 Task 1 C.2 reward-component EMAs + Plan 3 Task 3 B.2 trade-attempt novelty). Post-full DQN v2 rollout: 75+.
| Index | Name constant | Type | Producer | Consumers | Reset-category | Notes |
|---|---|---|---|---|---|---|
| [0] | SLOT_0_Q_DRIFT (seed only) |
f32 | isv_signal_update | ISV encoder | FoldReset | isv_signals[0] = (q_mean − q_ema) / max( |
| [1] | SLOT_1_GRAD_NORM_EMA (seed only) |
f32 | isv_signal_update | ISV encoder | FoldReset | EMA of sqrt(grad_norm²) |
| [2] | SLOT_2_TD_ERR_EMA (seed only) |
f32 | isv_signal_update | ISV encoder | FoldReset | EMA of TD-error scalar |
| [3] | SLOT_3_ENS_VAR_EMA (seed only) |
f32 | isv_signal_update | ISV encoder | FoldReset | C51 Q-distribution variance EMA (batch-mean atom-spread) |
| [4] | SLOT_4_ENS_VAR_VEL (seed only) |
f32 | isv_signal_update | ISV encoder | FoldReset | Delta of slot 3 (variance velocity) |
| [5] | SLOT_5_REWARD_EMA (seed only) |
f32 | isv_signal_update | ISV encoder | FoldReset | EMA of per-batch mean reward |
| [6] | SLOT_6_ATOM_UTIL_EMA (seed only) |
f32 | isv_signal_update | ISV encoder | FoldReset | EMA of atom utilization fraction |
| [7] | SLOT_7_LOSS_EMA (seed only) |
f32 | isv_signal_update | ISV encoder | FoldReset | EMA of total training loss |
| [8] | SLOT_8_ADX_EMA (seed only) |
f32 | isv_signal_update | ISV encoder | FoldReset | Batch-mean ADX EMA (regime velocity indicator) |
| [9] | SLOT_9_REGIME_DISAGREE (seed only) |
f32 | isv_signal_update | ISV encoder | FoldReset | |
| [10] | SLOT_10_REGIME_VEL_EMA (seed only) |
f32 | isv_signal_update | ISV encoder | FoldReset | EMA of regime transition velocity (ADX + CUSUM delta) |
| [11] | SLOT_11_REGIME_STABILITY (seed only) |
f32 | isv_signal_update | ISV encoder | FoldReset | 1 − sigmoid(5 × regime_vel); high = stable regime |
| [12] | LEARNING_HEALTH_INDEX |
f32 | isv_signal_update | many | FoldReset | health score ∈ [0, 1] |
| [13..17) | Q_MAG_MEAN_*_INDEX |
f32 | q_mag_means_reduce | c51 kernels | FoldReset | Quarter/Half/Full mag Q-mean EMAs + |Q| ref |
| [17..22) | Q_DIR_MEAN_*_INDEX |
f32 | q_dir_means_reduce | c51 kernels | FoldReset | Short/Hold/Long/Flat dir Q-mean EMAs + |Q| ref |
| [22] | SHARPE_EMA_INDEX |
f32 | training_loop host | isv_signal_update | FoldReset | Training Sharpe EMA |
| [23..31) | V_{CENTER,HALF}_{DIR,MAG,ORD,URG}_INDEX |
f32 | update_eval_v_range | adaptive_atoms, warm_start | FoldReset | Per-branch Q-support |
| [31..35) | GRAD_NORM_TARGET_*_INDEX |
f32 | grad_balance_isv_update | branch_grad_rescale | SoftReset(decay_bars=500) | Per-branch grad-norm target |
| [35] | GRAD_SCALE_LIMIT_INDEX |
f32 | grad_balance_isv_update | branch_grad_rescale | SoftReset(decay_bars=500) | Scale clamp limit |
| [36] | IQL_BRANCH_SCALE_FLOOR_INDEX |
f32 | construct (static) | iql_per_branch_advantage | SchemaContract | Per-sample branch_scales floor; safety bound |
| [37..39) | (gap — fingerprint moved to tail) | — | — | — | — | Previously [37..39); fingerprint promoted to [47..49) by Plan 1 C.6 expansion. Slots unused; zero-filled. |
| [39] | EPOCH_IDX_INDEX |
f32 (int cast) | CPU epoch-loop (follow-up task) | GPU adaptive kernels | FoldReset | Current epoch index; 0 at construction, CPU writes at each epoch boundary |
| [40] | TOTAL_EPOCHS_INDEX |
f32 (int cast) | construct (CPU static) | GPU adaptive kernels | SchemaContract | Total epoch count for this run; written at construction from config.total_epochs |
| [41] | EPSILON_EFF_INDEX |
f32 | GPU epsilon-adaptive kernel (follow-up) | epsilon-greedy action select | FoldReset | Effective epsilon; 0 at construction; GPU fills each step |
| [42] | TAU_EFF_INDEX |
f32 | GPU tau-adaptive kernel (follow-up) | target-net Polyak update | FoldReset | Effective tau; 0 at construction; GPU fills each step |
| [43] | GAMMA_DIR_EFF_INDEX |
f32 | GPU per_branch_gamma_update kernel (Plan 2 D.2) | c51_loss_batched, iql_compute_per_sample_support | FoldReset | Direction-branch gamma; base=0.92, max=0.99; GPU fills each epoch boundary |
| [44] | GAMMA_MAG_EFF_INDEX |
f32 | GPU per_branch_gamma_update kernel (Plan 2 D.2) | c51_loss_batched, iql_compute_per_sample_support | FoldReset | Magnitude-branch gamma; base=0.88, max=0.95 |
| [45] | GAMMA_ORD_EFF_INDEX |
f32 | GPU per_branch_gamma_update kernel (Plan 2 D.2) | c51_loss_batched, iql_compute_per_sample_support | FoldReset | Order-branch gamma; base=0.85, max=0.93 |
| [46] | GAMMA_URG_EFF_INDEX |
f32 | GPU per_branch_gamma_update kernel (Plan 2 D.2) | c51_loss_batched, iql_compute_per_sample_support | FoldReset | Urgency-branch gamma; base=0.80, max=0.90 |
| [47] | KELLY_CAP_EFF_INDEX |
f32 | GPU kelly-cap-adaptive kernel (Plan 1 Task 11) | experience_env_step | FoldReset | Effective Kelly cap; 0 at construction; GPU fills each step |
| [48] | CQL_ALPHA_INDEX |
f32 | construct (CPU static) | CQL adaptive formula in Rust | SchemaContract | CQL pessimism base coefficient; written from config.cql_alpha; read in compute_cql_logit_gradients |
| [49] | PLAN_THRESHOLD_INDEX |
f32 | construct (CPU static) | experience_kernels.cu, backtest_plan_kernel.cu |
SchemaContract | Plan-MLP activation threshold; 0.5f at construction; read via ISV_PLAN_THRESHOLD_IDX in both kernels |
| [50] | Q_P05_DIR_INDEX |
f32 | q_quantile_reduce GPU kernel (cold-path per-epoch) | update_eval_v_range | FoldReset | Direction-branch 5th-percentile Q EMA. Bootstrap: v_min. |
| [51] | Q_P05_MAG_INDEX |
f32 | q_quantile_reduce | update_eval_v_range | FoldReset | Magnitude-branch 5th-percentile Q EMA. Bootstrap: v_min. |
| [52] | Q_P05_ORD_INDEX |
f32 | q_quantile_reduce | update_eval_v_range | FoldReset | Order-branch 5th-percentile Q EMA. Bootstrap: v_min. |
| [53] | Q_P05_URG_INDEX |
f32 | q_quantile_reduce | update_eval_v_range | FoldReset | Urgency-branch 5th-percentile Q EMA. Bootstrap: v_min. |
| [54] | Q_P95_DIR_INDEX |
f32 | q_quantile_reduce GPU kernel (cold-path per-epoch) | update_eval_v_range | FoldReset | Direction-branch 95th-percentile Q EMA. Bootstrap: v_max. |
| [55] | Q_P95_MAG_INDEX |
f32 | q_quantile_reduce | update_eval_v_range | FoldReset | Magnitude-branch 95th-percentile Q EMA. Bootstrap: v_max. |
| [56] | Q_P95_ORD_INDEX |
f32 | q_quantile_reduce | update_eval_v_range | FoldReset | Order-branch 95th-percentile Q EMA. Bootstrap: v_max. |
| [57] | Q_P95_URG_INDEX |
f32 | q_quantile_reduce | update_eval_v_range | FoldReset | Urgency-branch 95th-percentile Q EMA. Bootstrap: v_max. |
| [58..60) | (gap — fingerprint shifted to tail) | — | — | — | — | Previously [58..60); fingerprint promoted to [61..63) by Plan 2 Task 6C D.8 TLOB expansion. Slots unused; zero-filled. |
| [60] | TLOB_REGIME_FOCUS_EMA_INDEX |
f32 | CPU training_loop (per-epoch) | ISV consumers (diagnostic) | FoldReset | Mean-max TLOB attention weight EMA (α=0.05); written at epoch boundary from GpuTlob::mean_max_attention_weight. Indicates OFI feature focus sharpness. |
| [61] | (gap — fingerprint shifted to tail) | — | — | — | — | Previously [61]; fingerprint promoted to [69..71) by Plan 3 Task 1 C.2 reward-EMA expansion. Slot unused; zero-filled. |
| [62] | (gap — fingerprint shifted to tail) | — | — | — | — | Previously [62]; see [61] note above. Slot unused; zero-filled. |
| [63] | REWARD_POPART_EMA_INDEX |
f32 | GPU reward_component_ema kernel (Plan 3 C.2) |
HEALTH_DIAG reward_split, RewardComponentMonitor |
FoldReset | EMA of mean |popart reward| across batch (α=0.05). Final on-policy reward component. |
| [64] | REWARD_CF_EMA_INDEX |
f32 | GPU reward_component_ema kernel (Plan 3 C.2) |
HEALTH_DIAG reward_split, RewardComponentMonitor |
FoldReset | EMA of mean |counterfactual reward| across batch (α=0.05). Zero until Plan 3 B.1. |
| [65] | REWARD_TRAIL_EMA_INDEX |
f32 | GPU reward_component_ema kernel (Plan 3 C.2) |
HEALTH_DIAG reward_split, RewardComponentMonitor |
FoldReset | EMA of mean |trail reward| across batch (α=0.05). Structural placeholder; populated by Plan 3 B.2. |
| [66] | REWARD_MICRO_EMA_INDEX |
f32 | GPU reward_component_ema kernel (Plan 3 C.2) |
HEALTH_DIAG reward_split, RewardComponentMonitor |
FoldReset | EMA of mean |OFI micro-reward| across batch (α=0.05). Populated via rc[3] in experience_env_step. |
| [67] | REWARD_OPP_COST_EMA_INDEX |
f32 | GPU reward_component_ema kernel (Plan 3 C.2) |
HEALTH_DIAG reward_split, RewardComponentMonitor |
FoldReset | EMA of mean |opportunity-cost reward| across batch (α=0.05). Populated by Plan 3 B.1 at the Flat-branch opp-cost site. |
| [68] | REWARD_BONUS_EMA_INDEX |
f32 | GPU reward_component_ema kernel (Plan 3 C.2) |
HEALTH_DIAG reward_split, RewardComponentMonitor |
FoldReset | EMA of mean |bonus reward| across batch (α=0.05). Populated by Plan 3 B.2 at the Flat→Positioned site (rc[5]). |
| [71] | TRADE_ATTEMPT_RATE_EMA_INDEX |
f32 | GPU trade_attempt_rate_ema_update kernel (Plan 3 B.2) |
experience_env_step Flat→Positioned bonus path |
FoldReset | EMA of Flat→Positioned transition rate (0..1). Adaptive α = α_base × (1 + 0.5×|clamp(sharpe, -2, 2)|). α_base = 0.05. Zero at construction and fold boundary. |
| [72] | TRADE_TARGET_RATE_INDEX |
f32 | CPU training_loop (epoch 5 freeze) |
experience_env_step novelty computation |
FoldReset | Reference rate for novelty = max(0, 1 - attempt/target). Frozen at epoch 5 from measured TRADE_ATTEMPT_RATE_EMA (min 0.001). Pre-freeze the slot is 0 and the bonus site gates on target_raw > 1e-6f, so the reward term is structurally inert until the freeze fires. |
| [73] | ISV_LAYOUT_FINGERPRINT_LO_INDEX |
u32 bits (in f32) | construct | check_layout_fingerprint | SchemaContract | Low 32 bits of u64 FNV-1a structural hash. Fail-fast on mismatch — NOT a version number, no migration path. Shifted 69→73 by Plan 3 Task 3 B.2. |
| [74] | ISV_LAYOUT_FINGERPRINT_HI_INDEX |
u32 bits (in f32) | construct | check_layout_fingerprint | SchemaContract | High 32 bits of u64 FNV-1a structural hash. Shifted 70→74 by Plan 3 Task 3 B.2. |
| [75) | (reserved for DQN v2) | Allocated incrementally by Plans 3-5 |