jgrusewski f501cc50cf feat(cuda): add vectorized backtest environment step kernel ...

One thread per walk-forward window, parallel across all windows.
Handles: action→exposure mapping, trade execution with tx costs,
mark-to-market, step return calculation, drawdown tracking.
Portfolio state persists across steps in GPU global memory.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

2026-03-11 10:57:46 +01:00

..

asset_selection

refactor(ml): extract universe, backtesting, asset-selection into sub-crates

2026-03-08 15:17:22 +01:00

backtesting

refactor(ml): extract universe, backtesting, asset-selection into sub-crates

2026-03-08 15:17:22 +01:00

benchmark

perf(dqn): eliminate all GPU→CPU roundtrips from training hot path

2026-03-10 10:05:18 +01:00

checkpoint

refactor(ml): split monolith into 9 sub-crates + delete dead code

2026-03-08 15:17:22 +01:00

cuda_common

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

cuda_pipeline

feat(cuda): add vectorized backtest environment step kernel

2026-03-11 10:57:46 +01:00

data_loaders

feat(dqn): GPU-native regime classification with 42-dim feature vector

2026-03-09 12:16:05 +01:00

data_pipeline

refactor(ml): move core types to ml-core + dedup MLError (5a)

2026-03-08 15:13:41 +01:00

data_validation

refactor(ml): split monolith into 9 sub-crates + delete dead code

2026-03-08 15:17:22 +01:00

deployment

refactor(ml): move UnifiedTrainable to ml-core + delete 6K dead deployment code

2026-03-08 15:17:22 +01:00

diffusion

refactor(ml): extract 8 supervised models into ml-supervised crate (task 8)

2026-03-08 15:16:08 +01:00

dqn

perf(dqn): eliminate all GPU→CPU roundtrips from training hot path

2026-03-10 10:05:18 +01:00

ensemble

feat(dqn): GPU-native regime classification with 42-dim feature vector

2026-03-09 12:16:05 +01:00

evaluation

refactor(ml): split monolith into 9 sub-crates + delete dead code

2026-03-08 15:17:22 +01:00

explainability

refactor(ml): extract regime-detection, explainability, paper-trading

2026-03-08 15:17:22 +01:00

features

feat(dqn): GPU-native regime classification with 42-dim feature vector

2026-03-09 12:16:05 +01:00

flash_attention

refactor(ml): move safety/ to ml-core + rename Real-prefixed types (5c)

2026-03-08 15:13:41 +01:00

gpu_benchmarks

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

hyperopt

fix(dqn): register NoisyLinear mu vars in VarMap + multi-thread runtime

2026-03-11 02:05:54 +01:00

integration

refactor(ml): move core types to ml-core + dedup MLError (5a)

2026-03-08 15:13:41 +01:00

kan

refactor(ml): extract 8 supervised models into ml-supervised crate (task 8)

2026-03-08 15:16:08 +01:00

labeling

refactor(ml): split monolith into 9 sub-crates + delete dead code

2026-03-08 15:17:22 +01:00

liquid

refactor(ml): extract 8 supervised models into ml-supervised crate (task 8)

2026-03-08 15:16:08 +01:00

mamba

refactor(ml): move UnifiedTrainable to ml-core + delete 6K dead deployment code

2026-03-08 15:17:22 +01:00

microstructure

refactor(ml): split monolith into 9 sub-crates + delete dead code

2026-03-08 15:17:22 +01:00

model_registry

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

observability

refactor(ml): extract observability, stress-testing, security into sub-crates

2026-03-08 15:17:22 +01:00

paper_trading

refactor(ml): extract regime-detection, explainability, paper-trading

2026-03-08 15:17:22 +01:00

ppo

refactor(ml): extract PPO module into ml-ppo crate (task 7)

2026-03-08 15:16:08 +01:00

regime

refactor(ml): split monolith into 9 sub-crates + delete dead code

2026-03-08 15:17:22 +01:00

regime_detection

refactor(ml): extract regime-detection, explainability, paper-trading

2026-03-08 15:17:22 +01:00

registry

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

risk

refactor(ml): split monolith into 9 sub-crates + delete dead code

2026-03-08 15:17:22 +01:00

security

refactor(ml): extract observability, stress-testing, security into sub-crates

2026-03-08 15:17:22 +01:00

stress_testing

refactor(ml): extract observability, stress-testing, security into sub-crates

2026-03-08 15:17:22 +01:00

tests

refactor(ml): remove all legacy naming and deprecated wrappers

2026-03-08 15:13:41 +01:00

tft

refactor(ml): extract 8 supervised models into ml-supervised crate (task 8)

2026-03-08 15:16:08 +01:00

tgnn

refactor(ml): extract 8 supervised models into ml-supervised crate (task 8)

2026-03-08 15:16:08 +01:00

tlob

refactor(ml): extract 8 supervised models into ml-supervised crate (task 8)

2026-03-08 15:16:08 +01:00

trainers

perf(dqn): wire epoch-boundary state resets to GPU experience collector

2026-03-11 10:53:13 +01:00

training

refactor(ml): move UnifiedTrainable to ml-core + delete 6K dead deployment code

2026-03-08 15:17:22 +01:00

transformers

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

universe

refactor(ml): extract universe, backtesting, asset-selection into sub-crates

2026-03-08 15:17:22 +01:00

validation

refactor(ml): split monolith into 9 sub-crates + delete dead code

2026-03-08 15:17:22 +01:00

xlstm

refactor(ml): extract 8 supervised models into ml-supervised crate (task 8)

2026-03-08 15:16:08 +01:00

.gitignore

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

batch_processing.rs

refactor(ml): move core types to ml-core + dedup MLError (5a)

2026-03-08 15:13:41 +01:00

benchmarks.rs

refactor(ml): consolidate duplicate Rainbow DQN agent implementations

2026-03-04 18:27:42 +01:00

bridge.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

data_loader.rs

fix(ml): BUG #40 — epsilon stuck at 1.0 with noisy nets (100% random actions)

2026-03-04 23:13:25 +01:00

examples.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

feature_cache.rs

feat(dqn): GPU-native regime classification with 42-dim feature vector

2026-03-09 12:16:05 +01:00

inference_validator.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

inference.rs

refactor(ml): move safety/ to ml-core + rename Real-prefixed types (5c)

2026-03-08 15:13:41 +01:00

lib.rs

chore: remove benchmark comment, trigger Docker rebuild + warm cache

2026-03-10 09:35:36 +01:00

model_factory.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

model_loader_integration.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

model_registry.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

portfolio_transformer.rs

feat(ml): BF16 VarBuilder, checkpoints, and training tensors for PPO

2026-03-03 16:16:07 +01:00

preprocessing.rs

feat(ml): expand DQN hyperopt search space 27D→31D + GPU-batched eval inference

2026-03-05 20:45:13 +01:00

training_pipeline.rs

feat(ml): comprehensive GPU saturation audit — 58 fixes across all 10 models

2026-03-02 15:41:23 +01:00

training.rs

refactor: delete 4,800 lines of dead ML code and remove MLFeatureExtractor dependency

2026-03-01 18:29:43 +01:00

walk_forward.rs

feat(dqn): GPU-native regime classification with 42-dim feature vector

2026-03-09 12:16:05 +01:00