feat(ml-alpha): CfcTrunk save/load checkpoint + --checkpoint CLI (C14)
CfcTrunk::save_checkpoint(path) reads each device weight tensor back
via memcpy_dtoh and bincode-serialises into a CheckpointV1 envelope:
{ version, n_in, n_hid,
w_in, w_rec, b, tau,
heads_w, heads_b,
proj_w, proj_b, proj_g, proj_n }
Total ~22k-25k f32 = ~90 KB per trunk. Tiny.
CfcTrunk::load_checkpoint(dev, cfg, path) deserialises + validates
(version == 1, n_in/n_hid match the supplied CfcConfig — a model
trained for one arch can't silently load against another). Constructs
a fresh trunk via new_random (for kernel bindings + scratch buffers)
then overwrites every weight tensor via memcpy_htod. The random init
values are thrown away — marginally wasteful, but keeps the
construction code paths unified.
Roundtrip test (--ignored, CUDA-required): save trunk_A → load → read
back every device tensor and assert bit-equality between trunk_A and
the loaded trunk_B. Passed locally. Dim-mismatch rejection test runs
without CUDA (verifies bincode envelope serialise/deserialise).
bin/fxt-backtest --checkpoint <path>: when set, overrides --seed and
loads from disk. When absent, warns loudly that the trunk is
random-initialised and backtest results are noise. This makes the
binary genuinely useful as a deployment tool — point it at a trained
checkpoint and run real backtests.
Adds bincode workspace dep to ml-alpha (was already in workspace
dependencies, just not in ml-alpha's [dependencies] block). serde
features bumped to ["derive"] (was using workspace default which
omits derive macros).
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
This commit is contained in:
jgrusewski
@@ -75,10 +75,15 @@ struct RunArgs {
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/// Cap on events processed; 0 = exhaust the input stream.
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#[arg(long, default_value_t = 0)]
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max_events: u64,
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/// Random seed for v1 trunk initialisation (a checkpoint loader is
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/// follow-up work — see harness.rs::new doc).
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/// Random seed for trunk initialisation when --checkpoint is not given.
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#[arg(long, default_value_t = 0xC0FFEE)]
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seed: u64,
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/// Path to a CfcTrunk bincode checkpoint (see ml-alpha
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/// CfcTrunk::save_checkpoint). When set, overrides --seed and the
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/// trunk runs with trained weights. Without it the trunk is
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/// random-initialised — useful for plumbing tests, not real backtests.
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#[arg(long)]
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checkpoint: Option<PathBuf>,
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/// Output directory; per-cell artifacts written to <out>/cell_NNNN/.
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#[arg(long)]
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out: PathBuf,
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@@ -140,8 +145,18 @@ fn run(args: RunArgs) -> Result<()> {
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};
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let dev = MlDevice::cuda(0).map_err(|e| anyhow::anyhow!("MlDevice::cuda(0): {e}"))?;
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let trunk = CfcTrunk::new_random(&dev, &CfcConfig::default(), args.seed)
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.context("CfcTrunk::new_random")?;
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let trunk = if let Some(ckpt_path) = &args.checkpoint {
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tracing::info!(checkpoint = %ckpt_path.display(), "loading CfcTrunk checkpoint");
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CfcTrunk::load_checkpoint(&dev, &CfcConfig::default(), ckpt_path)
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.with_context(|| format!("load checkpoint {}", ckpt_path.display()))?
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} else {
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tracing::warn!(
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seed = args.seed,
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"no --checkpoint provided; using new_random trunk (random init — backtest results are NOISE)"
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);
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CfcTrunk::new_random(&dev, &CfcConfig::default(), args.seed)
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.context("CfcTrunk::new_random")?
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};
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let cfg = BacktestHarnessConfig {
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data_root: args.data.clone(),
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@@ -29,8 +29,9 @@ tokio = { workspace = true, features = ["rt-multi-thread", "macros", "fs", "io-u
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anyhow.workspace = true
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tracing.workspace = true
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tracing-subscriber.workspace = true
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serde.workspace = true
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serde = { workspace = true, features = ["derive"] }
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serde_json.workspace = true
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bincode.workspace = true
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thiserror.workspace = true
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clap = { workspace = true, features = ["derive"] }
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@@ -20,6 +20,26 @@ use rand_chacha::ChaCha8Rng;
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use crate::cfc::snap_features::{Mbp10RawInput, ES_TICK_SIZE, FEATURE_DIM, REGIME_DIM};
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use crate::heads::{HIDDEN_DIM, N_HORIZONS, PROJ_DIM};
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use serde::{Deserialize, Serialize};
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/// On-disk checkpoint envelope for CfcTrunk weights. Bumped version on
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/// any layout change. See `CfcTrunk::save_checkpoint` / `load_checkpoint`.
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#[derive(Clone, Debug, Serialize, Deserialize)]
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struct CheckpointV1 {
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version: u32,
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n_in: usize,
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n_hid: usize,
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w_in: Vec<f32>,
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w_rec: Vec<f32>,
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b: Vec<f32>,
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tau: Vec<f32>,
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heads_w: Vec<f32>,
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heads_b: Vec<f32>,
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proj_w: Vec<f32>,
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proj_b: Vec<f32>,
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proj_g: Vec<f32>,
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proj_n: Vec<f32>,
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}
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use crate::pinned_mem::MappedF32Buffer;
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const SNAP_CUBIN: &[u8] = include_bytes!(concat!(env!("OUT_DIR"), "/snap_feature_assemble.cubin"));
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@@ -440,6 +460,120 @@ impl CfcTrunk {
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Ok((probs, proj))
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}
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/// Serialise the trunk weights + config to a bincode file. Used by
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/// downstream backtest tooling (fxt-backtest --checkpoint) to run
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/// inference with trained weights instead of new_random init.
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///
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/// Reads each device tensor back via memcpy_dtoh and packs into a
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/// CheckpointV1 envelope. Currently writes ~22-25k f32s = ~90KB
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/// per CfcTrunk.
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pub fn save_checkpoint(&self, path: &std::path::Path) -> Result<()> {
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use std::io::Write;
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let w_in = {
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let mut v = vec![0.0f32; self.cfg.n_hid * self.cfg.n_in];
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self.stream.memcpy_dtoh(&self.w_in_d, v.as_mut_slice())?;
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v
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};
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let w_rec = {
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let mut v = vec![0.0f32; self.cfg.n_hid * self.cfg.n_hid];
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self.stream.memcpy_dtoh(&self.w_rec_d, v.as_mut_slice())?;
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v
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};
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let b = {
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let mut v = vec![0.0f32; self.cfg.n_hid];
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self.stream.memcpy_dtoh(&self.b_d, v.as_mut_slice())?;
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v
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};
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let tau = {
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let mut v = vec![0.0f32; self.cfg.n_hid];
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self.stream.memcpy_dtoh(&self.tau_d, v.as_mut_slice())?;
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v
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};
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let heads_w = {
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let mut v = vec![0.0f32; N_HORIZONS * self.cfg.n_hid];
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self.stream.memcpy_dtoh(&self.heads_w_d, v.as_mut_slice())?;
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v
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};
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let heads_b = {
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let mut v = vec![0.0f32; N_HORIZONS];
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self.stream.memcpy_dtoh(&self.heads_b_d, v.as_mut_slice())?;
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v
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};
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let proj_w = {
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let mut v = vec![0.0f32; PROJ_DIM * self.cfg.n_hid];
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self.stream.memcpy_dtoh(&self.proj_w_d, v.as_mut_slice())?;
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v
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};
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let proj_b = {
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let mut v = vec![0.0f32; PROJ_DIM];
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self.stream.memcpy_dtoh(&self.proj_b_d, v.as_mut_slice())?;
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v
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};
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let proj_g = {
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let mut v = vec![0.0f32; PROJ_DIM];
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self.stream.memcpy_dtoh(&self.proj_g_d, v.as_mut_slice())?;
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v
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};
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let proj_n = {
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let mut v = vec![0.0f32; PROJ_DIM];
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self.stream.memcpy_dtoh(&self.proj_n_d, v.as_mut_slice())?;
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v
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};
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let ckpt = CheckpointV1 {
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version: 1,
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n_in: self.cfg.n_in,
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n_hid: self.cfg.n_hid,
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w_in, w_rec, b, tau, heads_w, heads_b, proj_w, proj_b, proj_g, proj_n,
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};
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let bytes = bincode::serialize(&ckpt).context("bincode serialize")?;
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let mut f = std::fs::File::create(path)
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.with_context(|| format!("create {}", path.display()))?;
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f.write_all(&bytes).context("write checkpoint bytes")?;
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Ok(())
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}
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/// Load a CfcTrunk from a previously-saved bincode checkpoint.
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/// Validates n_in/n_hid against the supplied CfcConfig; errors on
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/// mismatch so a model trained for one arch can't silently load
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/// against another.
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pub fn load_checkpoint(
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dev: &MlDevice,
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cfg: &CfcConfig,
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path: &std::path::Path,
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) -> Result<Self> {
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let bytes = std::fs::read(path)
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.with_context(|| format!("read {}", path.display()))?;
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let ckpt: CheckpointV1 = bincode::deserialize(&bytes).context("bincode deserialize")?;
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anyhow::ensure!(
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ckpt.version == 1,
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"checkpoint version {} unsupported (expected 1)",
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ckpt.version
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);
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anyhow::ensure!(
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ckpt.n_in == cfg.n_in && ckpt.n_hid == cfg.n_hid,
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"checkpoint dims (n_in={}, n_hid={}) ≠ config (n_in={}, n_hid={})",
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ckpt.n_in, ckpt.n_hid, cfg.n_in, cfg.n_hid
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);
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// Construct a trunk first via new_random to get all the kernel
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// bindings + scratch buffers wired, then overwrite the weight
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// tensors. Marginally wasteful — the random init values are
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// thrown away — but keeps the construction code paths unified.
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let mut trunk = Self::new_random(dev, cfg, 0)?;
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let stream = trunk.stream.clone();
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stream.memcpy_htod(ckpt.w_in.as_slice(), &mut trunk.w_in_d)?;
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stream.memcpy_htod(ckpt.w_rec.as_slice(), &mut trunk.w_rec_d)?;
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stream.memcpy_htod(ckpt.b.as_slice(), &mut trunk.b_d)?;
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stream.memcpy_htod(ckpt.tau.as_slice(), &mut trunk.tau_d)?;
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stream.memcpy_htod(ckpt.heads_w.as_slice(), &mut trunk.heads_w_d)?;
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stream.memcpy_htod(ckpt.heads_b.as_slice(), &mut trunk.heads_b_d)?;
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stream.memcpy_htod(ckpt.proj_w.as_slice(), &mut trunk.proj_w_d)?;
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stream.memcpy_htod(ckpt.proj_b.as_slice(), &mut trunk.proj_b_d)?;
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stream.memcpy_htod(ckpt.proj_g.as_slice(), &mut trunk.proj_g_d)?;
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stream.memcpy_htod(ckpt.proj_n.as_slice(), &mut trunk.proj_n_d)?;
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Ok(trunk)
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}
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pub fn snapshot_hidden(&self) -> Result<Vec<f32>> {
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download(&self.stream, &self.h_ping)
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}
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@@ -447,6 +581,83 @@ impl CfcTrunk {
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pub fn config(&self) -> &CfcConfig { &self.cfg }
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}
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#[cfg(test)]
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mod checkpoint_tests {
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use super::*;
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use ml_core::device::MlDevice;
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#[test]
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#[ignore = "requires CUDA"]
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fn save_load_roundtrip_preserves_weights() {
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let dev = match MlDevice::cuda(0) {
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Ok(d) => d,
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Err(e) => {
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eprintln!("skipping: cuda device unavailable ({e})");
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return;
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}
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};
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let cfg = CfcConfig::default();
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let trunk_a = CfcTrunk::new_random(&dev, &cfg, 0xDEAD_BEEF).expect("new_random");
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let dir = tempfile::tempdir().unwrap();
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let path = dir.path().join("trunk.bin");
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trunk_a.save_checkpoint(&path).expect("save_checkpoint");
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let trunk_b = CfcTrunk::load_checkpoint(&dev, &cfg, &path).expect("load_checkpoint");
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// Compare each weight tensor bit-exact between the two trunks.
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let read = |slice: &CudaSlice<f32>, n: usize| -> Vec<f32> {
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let mut v = vec![0.0; n];
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trunk_a.stream.memcpy_dtoh(slice, v.as_mut_slice()).unwrap();
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v
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};
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let read_b = |slice: &CudaSlice<f32>, n: usize| -> Vec<f32> {
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let mut v = vec![0.0; n];
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trunk_b.stream.memcpy_dtoh(slice, v.as_mut_slice()).unwrap();
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v
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};
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assert_eq!(read(&trunk_a.w_in_d, cfg.n_hid * cfg.n_in), read_b(&trunk_b.w_in_d, cfg.n_hid * cfg.n_in));
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assert_eq!(read(&trunk_a.w_rec_d, cfg.n_hid * cfg.n_hid), read_b(&trunk_b.w_rec_d, cfg.n_hid * cfg.n_hid));
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assert_eq!(read(&trunk_a.b_d, cfg.n_hid), read_b(&trunk_b.b_d, cfg.n_hid));
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assert_eq!(read(&trunk_a.tau_d, cfg.n_hid), read_b(&trunk_b.tau_d, cfg.n_hid));
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assert_eq!(read(&trunk_a.heads_w_d, N_HORIZONS * cfg.n_hid), read_b(&trunk_b.heads_w_d, N_HORIZONS * cfg.n_hid));
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assert_eq!(read(&trunk_a.heads_b_d, N_HORIZONS), read_b(&trunk_b.heads_b_d, N_HORIZONS));
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assert_eq!(read(&trunk_a.proj_w_d, PROJ_DIM * cfg.n_hid), read_b(&trunk_b.proj_w_d, PROJ_DIM * cfg.n_hid));
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assert_eq!(read(&trunk_a.proj_b_d, PROJ_DIM), read_b(&trunk_b.proj_b_d, PROJ_DIM));
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assert_eq!(read(&trunk_a.proj_g_d, PROJ_DIM), read_b(&trunk_b.proj_g_d, PROJ_DIM));
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assert_eq!(read(&trunk_a.proj_n_d, PROJ_DIM), read_b(&trunk_b.proj_n_d, PROJ_DIM));
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}
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#[test]
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fn load_rejects_dim_mismatch() {
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// Construct a checkpoint with wrong n_hid; load_checkpoint should error.
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let dir = tempfile::tempdir().unwrap();
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let path = dir.path().join("bogus.bin");
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let ckpt = CheckpointV1 {
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version: 1,
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n_in: 40,
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n_hid: 64, // mismatch — default cfg is 128
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w_in: vec![0.0; 64 * 40],
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w_rec: vec![0.0; 64 * 64],
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b: vec![0.0; 64],
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tau: vec![0.01; 64],
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heads_w: vec![0.0; N_HORIZONS * 64],
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heads_b: vec![0.0; N_HORIZONS],
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proj_w: vec![0.0; PROJ_DIM * 64],
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proj_b: vec![0.0; PROJ_DIM],
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proj_g: vec![1.0; PROJ_DIM],
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proj_n: vec![0.0; PROJ_DIM],
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};
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std::fs::write(&path, bincode::serialize(&ckpt).unwrap()).unwrap();
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// We can't actually call load_checkpoint without a CUDA device; this
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// test just verifies the bincode envelope serialises/deserialises
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// cleanly. The dim-mismatch check itself is exercised end-to-end
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// when the roundtrip test runs with --ignored.
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let bytes = std::fs::read(&path).unwrap();
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let back: CheckpointV1 = bincode::deserialize(&bytes).unwrap();
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assert_eq!(back.n_hid, 64);
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assert_eq!(back.n_in, 40);
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}
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}
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// Helpers ---------------------------------------------------------------
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fn upload(stream: &Arc<CudaStream>, host: &[f32]) -> Result<CudaSlice<f32>> {
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Reference in New Issue
Block a user