33636d250b
build.rs compiles every .cu under crates/ml-backtesting/cuda/ to \$OUT_DIR/<name>.cubin via nvcc (no nvrtc per feedback_no_nvrtc.md); pairs every env::var with rerun-if-env-changed per pearl_build_rs_rerun_if_env_changed.md. Default arch sm_86 (RTX 3050 local); production sets FOXHUNT_CUDA_ARCH=sm_89 (L40S) or sm_90 (H100). First kernel: book_update_apply_snapshot — block-per-backtest replace of the 10-level book from a broadcast MBP-10 snapshot. Single-writer per level (thread tid = level idx), no atomics per feedback_no_atomicadd.md. lob_state.cuh defines the canonical per-block shared-mem layout that all subsequent kernels share (Book struct in this commit; Orders, Pos, IsvKellyState[5] added in C5-C7). LobSimCuda host struct (in src/sim.rs) constructed from an &MlDevice; owns per-backtest device book state + mapped-pinned input snapshots. apply_snapshot launches the kernel and synchronises; read_books drains device state for tests. Three Ring 1 fixture tests (book_update_replace, _two_step, _n_backtests=4) — N≤4 bit-exact GPU oracle assertions loaded from JSON. All three pass on RTX 3050 locally. Verifies the build-script → cubin → cudarc.load_cubin → kernel launch → DtoH read pipeline end-to-end. cudarc added as direct path dep (../../vendor/cudarc) since it's not in [workspace.dependencies] — same vendored fork ml-alpha uses. Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
22 lines
894 B
JSON
22 lines
894 B
JSON
{
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"name": "book_update_replace",
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"n_backtests": 1,
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"events": [
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{
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"type": "snapshot",
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"bid_px": [5499.75, 5499.50, 5499.25, 5499.00, 5498.75, 5498.50, 5498.25, 5498.00, 5497.75, 5497.50],
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"bid_sz": [12.0, 18.0, 24.0, 30.0, 36.0, 42.0, 48.0, 54.0, 60.0, 66.0],
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"ask_px": [5500.00, 5500.25, 5500.50, 5500.75, 5501.00, 5501.25, 5501.50, 5501.75, 5502.00, 5502.25],
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"ask_sz": [10.0, 16.0, 22.0, 28.0, 34.0, 40.0, 46.0, 52.0, 58.0, 64.0]
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}
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],
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"expected_books": [
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{
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"bid_px": [5499.75, 5499.50, 5499.25, 5499.00, 5498.75, 5498.50, 5498.25, 5498.00, 5497.75, 5497.50],
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"bid_sz": [12.0, 18.0, 24.0, 30.0, 36.0, 42.0, 48.0, 54.0, 60.0, 66.0],
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"ask_px": [5500.00, 5500.25, 5500.50, 5500.75, 5501.00, 5501.25, 5501.50, 5501.75, 5502.00, 5502.25],
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"ask_sz": [10.0, 16.0, 22.0, 28.0, 34.0, 40.0, 46.0, 52.0, 58.0, 64.0]
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}
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]
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}
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