c4aa71b9df
Closes Fix 29 audit row #18. The synthetic-data overlay kernel `phantom_liquidity_gbm` in `dqn_utility_kernels.cu:1050-1096` was flagged ❓ Ambiguous because its writer wrote `log_ret` to `market_features[bar*market_dim + 0]` and `+3` — the WRITER's downstream consumer contract was unverifiable post Bug 1 (commit `5a5dd0fed`) which redefined feature index 0 from raw log-return to z-normed log-return. Investigation result: zero callers in the entire codebase. The audit grep `grep -rn "phantom_liquidity_gbm" crates/ml/src/ services/ crates/ bin/` returns ONLY the kernel definition itself — no `load_function`, no `launch_builder`, no Rust-side launcher. The kernel has been compiled but never invoked since at least early 2026. Resolution: delete the kernel definition and replace with an explanatory comment block. Per `feedback_no_hiding` an orphan kernel with an ambiguous post-Bug-1 contract is exactly the failure mode the rule warns against — a future re-wirer would have written synthetic z-normed log-returns into a slot the production pipeline expects raw log-returns at, re-introducing the very Bug-1 drift the audit was triaging. Per `feedback_wire_everything_up` a kernel that compiles but is unconsumed is either wired in the same commit or deleted; this kernel was never wired since its writer existed. The replacement comment block (23 lines) documents the design intent (GBM-based synthetic-data augmentation) so any future re-introduction has the spec available, plus the re-introduction conditions: caller wiring must land in the same commit, and the writer/consumer contract for `market_features[..+0]` (z-normed vs raw log-return) must be explicit at the kernel boundary. What this change touches: - crates/ml/src/cuda_pipeline/dqn_utility_kernels.cu:1037-1096 47-line kernel definition + ══ comment header deleted; 23-line DELETED notice replaces it. Net -24 lines. - docs/dqn-wire-up-audit.md Fix 30 Ambiguous-A row appended with the dead-code-deleted resolution. Stale-B deferral note also added (separate paragraph) documenting the pre-existing `_via_pinned` guard block requires a dedicated `gpu_backtest_evaluator.rs` migration commit before the Stale-B kernel-side fix can land. Verification: - SQLX_OFFLINE=true cargo build -p ml --release --offline --features cuda (1m 30s) clean; cubin recompiled via nvcc. - Pre-commit guards pass. - Final grep for `phantom_liquidity_gbm` returns only the comment block in the kernel file. Refs Fix 29 row #18 deferred follow-up. `feedback_no_hiding` (delete orphans, do not leave them as ambiguous landmines), `feedback_wire_everything_up` (every module/feature/kernel built must be wired to a production path or removed), `feedback_no_functionality_removal` does NOT apply: a kernel with zero callers is not a functional feature, and the audit doc retains the design intent so any future re-introduction can rebuild the mechanism with the correct post-Bug-1 contract. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
ml
10-model ML ensemble for the Foxhunt HFT system, built on Candle v0.9.1.
Models
- DQN (Rainbow) — deep Q-network with prioritized replay, dueling heads, noisy nets
- PPO — proximal policy optimization with GAE, LSTM policies, clip-higher
- TFT — temporal fusion transformer for multi-horizon forecasting
- Mamba2 — state space model for sequence prediction
- Liquid Networks — biologically inspired networks for non-stationary data
- TLOB — transformer-based limit order book analysis
- KAN — Kolmogorov-Arnold networks
- xLSTM — extended LSTM architecture
- TGGN — temporal graph neural network
- Diffusion — diffusion-based generative model
Key Modules
ensemble— model ensemble coordination and confidence aggregationhyperopt— PSO-based hyperparameter optimization with per-model adapterstrainers— unified training loops (DQN, PPO, supervised)inference—InferenceAdaptertrait for predictioncheckpoint— model checkpointing and restorationevaluation— walk-forward evaluation pipeline
Usage
use ml::dqn::DQN;
use ml::ppo::PpoTrainer;