jgrusewski 94cf330dad docs: final fixes plan — 6 issues blocking H100 deployment ...

1. Backtest hold_time tracking + enforcement (train/eval mismatch root cause)
2. Document evaluator action masking strategy (Layer 2 in env_step)
3. Fix trial budget observer (shared AtomicUsize counter)
4. Dynamic CVaR threshold (0.05 / sqrt(bars_per_day))
5. Extract MIN_TRADES_DEGENERATE constant + fix stale test vectors
6. Integration test + local hyperopt validation

Root cause chain: broken trial budget → 21 evals → no hold in eval
→ NaN Sharpe → 1e6 penalty → "degenerate" result.

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

2026-03-26 01:06:28 +01:00

..

2026-03-10-zero-cpu-hotpath.md

docs: add zero-CPU DQN training hot path implementation plan

2026-03-10 15:49:40 +01:00

2026-03-11-dqn-factored-actions.md

feat(dqn): enable Branching DQN with 45 factored actions (5×3×3)

2026-03-11 22:00:13 +01:00

2026-03-13-gpu-test-workflow.md

fix(plan): reviewer round 3 — tggn/tgnn module mapping, exit code, canonical imports

2026-03-13 11:51:58 +01:00

2026-03-14-kanidm-netbird-sso.md

docs: add Kanidm SSO + NetBird mesh design spec and implementation plan

2026-03-14 19:41:40 +01:00

2026-03-15-fused-cuda-training.md

refactor(ml): delete mixed_precision module — BF16 unconditional on CUDA

2026-03-16 16:11:48 +01:00

2026-03-16-gpu-iql-her-porting.md

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

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

2026-03-17-candle-hard-refactor.md

refactor(cuda): eliminate candle from ml-core, ml-ppo, and 4 thin crates

2026-03-17 22:27:56 +01:00

2026-03-17-cuda-candle-elimination.md

feat(cuda): complete Candle elimination + cudarc 0.19.3 upgrade

2026-03-17 15:13:04 +01:00

2026-03-18-full-gpu-forward-passes.md

audit: annotate all remaining to_vec/memcpy_dtoh — categorized 158 sites

2026-03-18 19:36:41 +01:00

2026-03-18-gpu-dedup-consolidation.md

fix(ml-supervised): resolve all 104 compile errors — clean build

2026-03-18 07:26:56 +01:00

2026-03-18-gpu-resident-pipeline.md

feat: WORKSPACE COMPILES — zero candle, zero errors, GPU-native

2026-03-18 13:31:35 +01:00

2026-03-21-h100-epoch-optimization-phase1.md

docs: Phase 1 implementation plan — eliminate PER CPU roundtrips

2026-03-21 10:26:11 +01:00

2026-03-21-h100-epoch-optimization-phase2.md

docs: Phase 2 plan — cuBLAS batched GEMM + kernel fusion (10.7ms → <1ms/step)

2026-03-21 11:23:09 +01:00

2026-03-21-h100-epoch-optimization-phase3.md

perf: cuBLAS SGEMM pipeline + dead code elimination — 37s → 86ms/epoch (430x)

2026-03-21 15:33:00 +01:00

2026-03-21-h100-epoch-optimization-phase4.md

perf: keep GPU training data resident across epochs — init 73ms → 0ms

2026-03-21 16:29:32 +01:00

2026-03-21-training-profiles.md

docs: training profile configuration system — spec + plan

2026-03-21 23:22:58 +01:00

2026-03-22-gpu-composite-reward.md

plan: GPU composite reward implementation — 7 tasks

2026-03-22 20:35:57 +01:00

2026-03-22-gpu-segment-tree.md

docs: GPU segment tree spec + plan for O(log n) PER sampling

2026-03-22 00:39:34 +01:00

2026-03-23-9-exposure-dual-distributional.md

plan: 9-exposure action space + dual C51/IQN distributional architecture

2026-03-23 09:03:19 +01:00

2026-03-23-stable-distributional-loss.md

plan: three-layer stable distributional loss architecture

2026-03-23 20:42:08 +01:00

2026-03-24-c51-loss-convergence.md

feat: comprehensive DQN training pipeline overhaul — 16 bug fixes, MSE warmup, financial metrics

2026-03-24 21:48:38 +01:00

2026-03-24-financial-metrics-pipeline.md

fix: segment-based trade lifecycle + reversal P&L computation

2026-03-24 23:57:04 +01:00

2026-03-24-master-trading-agent.md

docs: master plan — maximize all 25 DQN features for profitable ES trading

2026-03-24 22:00:45 +01:00

2026-03-24-remaining-gpu-features.md

fix: segment-based trade lifecycle + reversal P&L computation

2026-03-24 23:57:04 +01:00

2026-03-25-boundary-trade-counting.md

fix: backtest evaluator — correct annualization, window sizing, objective calibration

2026-03-25 19:43:26 +01:00

2026-03-25-config-unification.md

docs: config unification plan — single source of truth, 8 tasks

2026-03-25 09:01:12 +01:00

2026-03-25-eliminate-nvrtc.md

docs: plan to eliminate NVRTC — precompile all 25 CUDA kernels at build time

2026-03-25 23:58:30 +01:00

2026-03-25-reward-v6-fixes.md

docs: reward v6 fixes plan

2026-03-25 01:49:53 +01:00

2026-03-25-trade-lifecycle-fix.md

docs: trade lifecycle fix plan — address review feedback

2026-03-25 23:02:39 +01:00

2026-03-26-eval-cleanup.md

docs: eval cleanup spec + plan — remove dead 5-action path, fix train/eval mismatch

2026-03-26 00:43:58 +01:00

2026-03-26-final-fixes-before-h100.md

docs: final fixes plan — 6 issues blocking H100 deployment

2026-03-26 01:06:28 +01:00