Files
foxhunt/bin
jgrusewski 7746e5294c fix(lobsim): switch max_hold from event-ns to training steps
The max_hold force-close used event-timestamp nanoseconds, but MBP-10
events fire at variable rates. At dense periods (~100 events/sec), a
60s cap = 6000 events = 6000 training steps — effectively never fires.

Observed: alpha-rl-final-f0 step 1500+ → dones=0 (model "hold forever"
attractor), pnl growing from unrealized drift, not real trades.

Fix: switch to step-based max_hold.

- Added entry_step: u32 to PosFlat at offset 28 (struct 28 → 32 bytes)
- order_match.cu + resting_orders.cu record entry_step on open/flip
- Replaced ns-based check with step-based: current_step - entry_step
- max_hold_steps_d replaces max_hold_ns_d in LobSimCuda
- alpha_rl_train.rs sets max_hold_steps=100 (matches γ-derived min_hold)
- New fill_u32.cu kernel; deleted fill_u64.cu (no remaining consumers)

The mega-graph captures self.isv_dev_ptr + 548*4 as current_step pointer
so rl_increment_step's in-graph ISV[548] mutation drives the lobsim
clock live during fast-path replay.

Local smoke 1000 steps (b=32, per=4096):
- 750 trades, dones fire consistently every 100-step window
- avg_hold stabilizes at 35 (well within 100-step cap)
- No "never close" collapse
- All architectural fixes preserved

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-28 18:07:50 +02:00
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