Files
foxhunt/crates
jgrusewski b741f0c5ce feat(ml-backtesting): seed_inflight_limits_batched kernel (P2)
Replaces the host roundtrip loop at the latency path of step_decision_
with_latency with one GPU kernel launch. At n_parallel=140 the host
loop did up to 140 memcpy_dtoh + 140 seed_limit_order calls per
decision (~210M roundtrips per quarter at the threshold-tuning load).
The new kernel does the same work in one launch.

Per-backtest single-writer (threadIdx.x==0). Each backtest scans its
own MAX_LIMITS=32 slot range for an `active==0` slot. Slot allocation
is per-backtest (no cross-backtest atomics needed). Overflow path
increments pos.submission_overflow.

dispatch_latent_market_orders now takes &BatchedSimConfig (unused
inside — the latency_ns_d device buffer is already populated by
step_decision_with_latency's upload block from P1).

All 3 decision_floor_coldstart tests still pass via the new GPU path
(at latency_ns=0 the in-flight slot's arrival_ts==current_ts and gets
promoted on the next step_resting_orders, functionally equivalent to
the legacy submit_market_immediate kernel).

Independence test (different per-backtest latencies → different
arrival_ts) deferred to a later step where a read_first_inflight_arrival_ts
helper is added.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 17:01:25 +02:00
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