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>
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