jgrusewski d18b386be3 fix: promote entire backtest pipeline from bf16 to f32 ...

CRITICAL CORRECTNESS FIX: bf16 has $32 resolution at $5K equity.
Transaction costs ($12.50), tick PnL ($12.50), and cumulative returns
were ALL below bf16 resolution — rounded to zero. Sharpe was quantized
to ~0.004 resolution. All previous hyperopt evaluations used garbage
metrics.

Changed to f32:
- backtest_env_kernel.cu: prices, portfolio_state, step_rewards,
  step_returns — both backtest_env_step and backtest_env_step_batch
- backtest_metrics_kernel.cu: all accumulators, shared memory,
  metrics_out, annualization_factor
- backtest_gather_kernel.cu: portfolio parameter (f32 → bf16 for
  model input at output stage only)
- gpu_backtest_evaluator.rs: all buffer types, upload paths,
  metrics download, shared memory byte calculations

Kept bf16: features_buf, states_buf (neural network input for
tensor cores), cuBLAS forward pass buffers.

Verified: Sharpe now has 6-digit precision (19.4745) vs bf16's
~0.004 resolution. All 345 tests + 3 smoke tests pass.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

2026-04-07 13:58:11 +02:00

..

backtesting

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

common

fix: switch tracing to stderr (unbuffered) — stdbuf has no effect on Rust

2026-04-02 16:29:55 +02:00

config

…

ctrader-openapi

fix: tune log levels across workspace — demote noisy warn to debug/trace

2026-03-14 11:35:15 +01:00

data

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

database

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

market-data

…

ml

fix: promote entire backtest pipeline from bf16 to f32

2026-04-07 13:58:11 +02:00

ml-asset-selection

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-backtesting

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-checkpoint

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-core

fix: restore explicit buffer_size in GPU profiles (auto-sizing removed)

2026-04-04 01:24:19 +02:00

ml-data

…

ml-data-validation

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-dqn

perf: pre-allocate insert + flush scratch buffers (zero cuMemAlloc per step)

2026-04-06 19:38:50 +02:00

ml-ensemble

feat(ensemble): GPU-native ensemble reduce kernel, remove CPU fallbacks

2026-03-29 22:35:37 +02:00

ml-explainability

feat(ensemble): GPU-native ensemble reduce kernel, remove CPU fallbacks

2026-03-29 22:35:37 +02:00

ml-features

fix: test reads threshold from dqn-smoketest.toml — no hardcoded values

2026-03-31 12:37:25 +02:00

ml-hyperopt

refactor: LHS is the correct algorithm for small budgets, not a fallback

2026-03-29 19:18:47 +02:00

ml-labeling

fix(clippy): ml-supervised + ml-core + thin crates — 34 errors fixed

2026-03-19 00:39:03 +01:00

ml-observability

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-paper-trading

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-ppo

feat: add PPO CUDA kernels and curiosity inference kernel

2026-03-31 00:39:59 +02:00

ml-regime

refactor(cuda): eliminate all CPU fallbacks — CUDA mandatory across ML stack

2026-03-16 21:01:28 +01:00

ml-regime-detection

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-risk

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-security

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-stress-testing

…

ml-supervised

feat(bf16): ml-dqn, ml-ppo, ml-supervised, ml-ensemble, ml-explainability compile clean

2026-03-28 01:51:45 +01:00

ml-universe

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-validation

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

model_loader

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

risk

refactor: eliminate candle from entire workspace — tests, examples, Cargo.toml

2026-03-18 00:53:47 +01:00

risk-data

fix: tune log levels across workspace — demote noisy warn to debug/trace

2026-03-14 11:35:15 +01:00

storage

…

trading_engine

fix(ml): BF16/F32 boundary alignment, GPU-resident ops across all ML crates

2026-03-15 11:59:31 +01:00

trading-data

…

training_uploader

…