| R1 |
No FP64 on Metal → GPU estimates drift from FP64 references on long reductions (390 000 bars, ill-conditioned X'X) |
certain (verified) |
high |
FP32 + Kahan/pairwise reductions; sufficient statistics accumulated per chunk then combined in FP64 on CPU; mixed-precision policy per method; tolerances per method; GPU paths that cannot meet tolerance are flagged precision=fp32-approx, not silently accepted |
3, 4 |
| R2 |
GPU does not beat the 18-core CPU for small/medium workloads (realistic for 1-day RV on one series) |
high |
medium (it is a result, not a failure) |
Publish break-even charts and CPU-wins cases (charter §8); auto backend picks CPU below measured break-even |
3, 6 |
| R3 |
GARCH optimization on GPU unstable (nonconvex, constraints) |
medium |
medium |
GPU only evaluates batched likelihoods/gradients; CPU optimizer (L-BFGS-B / Nelder–Mead with transforms) drives; report convergence codes; never mark non-converged fits as success |
4 |
| R4 |
FinData rate limit (600/min) / export caps (31 d per 1m call, 12 y per export) |
certain |
low |
token bucket, retries with Retry-After, exports chunked ≤ 10 y, on-disk cache keyed by (dataset, version, symbol, range) with SHA-256 |
2 |
| R5 |
Duplicate last session in exports (base + delta layouts, WP 39) |
high |
low |
dedupe on (instrument_id, timestamp_utc), counted in QualityReport |
2 |
| R6 |
License breach by committing real bars or figures that reveal raw prices |
low |
critical |
.gitignore for *.parquet/data/; pre-commit hook scanning for fd_ keys and large binaries; paper tables show only aggregates/ratios; fixtures synthetic |
all |
| R7 |
Secret leakage (FINDATA_API_KEY) in logs/manifests |
low |
critical |
client redacts Authorization header; manifests store key prefix hash only; scripts/check_no_secrets.sh in CI |
2, 8 |
| R8 |
Thermal throttling / background load on the laptop biases benchmarks |
medium |
medium |
record pmset -g therm, load average, and powermetrics when available; randomized order, warm-ups, ≥ 5 repetitions, medians + bootstrap CIs; rerun flagged outliers |
6 |
| R9 |
Cluster nodes lack Homebrew/cmake in SSH PATH; m2m8b lacks developer tools; 7 nodes unreachable |
certain |
low |
self-contained static bundle built on the laptop; nodes that stay unreachable are reported as "not tested" in E7 |
6 |
| R10 |
Production interference (FinData on M3U96a, Ka apps on M4M64a/b, gateway M1M32) |
low |
high |
those nodes excluded from timing runs (M1M32: ≤ 2-minute microbench only, off-hours); never install software on nodes; no sudo |
6 |
| R11 |
Arrow C++ dependency makes wheels/Linux builds heavy |
medium |
medium |
Arrow optional (RAID_WITH_ARROW); core library and tests build without it; Parquet reader behind an interface; Python path can fall back to pyarrow → NumPy views |
1 |
| R12 |
clang 21 does not know -mcpu=apple-m5 |
certain |
low |
use -mcpu=apple-m4 on M5/M6 hosts (recorded in manifest); ISA difference irrelevant for the claims |
1 |
| R13 |
Reference software definitional differences (BPV constants, HARQ scaling, GARCH initialization, HAC bandwidth, DoF of HC corrections) |
high |
high (validation tables) |
per-method registry pins the exact competitor options; tests compare under identical conventions; discrepancies documented, not hidden |
4 |
| R14 |
Scope creep (Tier B/C lists) |
high |
medium |
gates: Tier B only after Tier A passes; Tier C only with validated inputs; RESEARCH_STATUS lists "not implemented" honestly |
5 |
| R15 |
Survivorship / PIT issues if a HAR-X uses fundamentals |
medium |
medium |
methods paper uses market covariates only (realized measures, returns, VIX-type indices from FinData index bars); no fundamentals in Tier A experiments |
4, 6 |
| R16 |
Nondeterministic GPU reductions (threadgroup scheduling) break bitwise reproducibility |
certain |
low |
deterministic reduction order within fixed threadgroup sizes; ExecutionPlan.deterministic=true forces fixed-order tree reductions; nondeterminism bound reported when disabled |
3 |
| R17 |
Energy claims without an instrument |
medium |
medium |
energy reported only from powermetrics samples (requires sudo on the laptop, password available to the owner); otherwise "not measured" |
6 |
| R18 |
Paper claims not traceable to artifacts |
medium |
high |
every table/figure generated by experiments/scripts/* from experiments/results/*.json with SHA-256 in experiments/manifests/; Phase 8 reproduction from clean checkout |
7, 8 |