Owner decisions: research only (live scans stay on the CPU code), gpu_backtest.py
stays the base reference, every research flag supported, the one exemption from
instructions item 6 recorded in backtest/instructions_for_backtest.txt.
- backtest/cuda_signal_kernels.py: the CUDA decision stage. K1 = engine.py + the
GPUTechnicalEngine overrides (one thread per bar), K2 = analyze_from_dataframes
end to end incl. gates 6b-6i, the four setup generators and the regime filter
(one thread per primary bar), K3 = position_sizing.build_features, K4 cooldown,
K5 prefix median, K6 recorder bar rows. Config packer with generated #defines;
leaf module; --fmad=false; Python evaluation order kept (ternary min/max,
pairwise sums, Neumaier sum(), exact round(x, 2)).
- backtest/cudaBasedBacktesting.py: same CLI, cache files and writers as the
reference; the host turns kernel codes into the exact strings; no CPU path.
- test_all.py Module 37 (16 tests): every stage pinned against the live code;
suite 552 / 552 on the GPU, without CUDA and with FB2_BACKEND=cpu.
- Proof: five reference MD5s, four 6-month acceptance books (M5/M15, $0.65/$0.30),
M15 OOS --export-features and --record --record-bars tables, ten research-flag
variants, and the owner's five-year M5 and M15 books, all byte-identical to
gpu_backtest.py. Wall time 0.8-6.6 s per book against 13-353 s.
- CLAUDE.md sections 1, 3, 6, 7, 9, 10, 11 and the instructions addendum: any
signal change is now a parity event for the twin.
Harwinder Sekhon