feat(wave1-2): Complete multi-model training architecture + TLI commands

Wave 1 (Architecture & Design - 5 agents):
- Multi-model training orchestration (DQN, PPO, MAMBA-2, TFT-INT8)
- Sequential training strategy (95.9% GPU headroom, 6.3min total)
- Hybrid multi-asset strategy (2x parallel, 22% GPU usage, 12-18min)
- Backward compatible gRPC API design with oneof pattern
- TDD test pyramid (67 tests: 24 unit + 28 integration + 15 E2E)
- Implementation roadmap (20 agents, 2.5 weeks, 13,280 LOC)

Wave 2 (Core TLI Commands - 5 agents):
- tli train start: Multi-model, multi-asset job submission (14 tests )
- tli train watch: Real-time streaming with weighted progress (10 tests )
- tli train status: Color-coded formatted status display (10 tests )
- tli train list: Filtering, sorting, pagination support (12 tests )
- tli train stop: Graceful cancellation with checkpoints (11 tests )

Status:
- 57/57 tests passing (100% TDD compliance)
- ~4,095 LOC (tests + implementation + docs)
- 3.5 hours actual vs 15-20 hours estimated (78% faster)
- Zero compilation errors, production-ready code
- Full documentation: WAVE_2_TLI_COMMANDS_COMPLETE.md

Next: Wave 3 (Multi-Asset Multi-Model Backend Logic - 5 agents)

🤖 Generated with Claude Code
Co-Authored-By: Claude <noreply@anthropic.com>
This commit is contained in:
jgrusewski
2025-10-22 20:50:43 +02:00
parent bdffecb630
commit 4d0efa82df
215 changed files with 75282 additions and 69 deletions

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#!/bin/bash
# File Size Comparison Script for Quantized Checkpoints
#
# Compares FP32 vs INT8 checkpoint sizes across all models.
#
# Usage:
# ./ml/scripts/compare_checkpoint_sizes.sh
set -e
CHECKPOINT_DIR="ml/trained_models"
echo "=== Checkpoint Size Comparison (FP32 vs INT8) ==="
echo ""
# Function to get file size in MB
get_size_mb() {
local file="$1"
if [ -f "$file" ]; then
du -h "$file" | awk '{print $1}'
else
echo "N/A"
fi
}
# Function to calculate percentage reduction
calc_reduction() {
local fp32_size="$1"
local int8_size="$2"
if [ "$fp32_size" != "N/A" ] && [ "$int8_size" != "N/A" ]; then
# Strip units and calculate
fp32_bytes=$(du -b "$fp32_size" 2>/dev/null | awk '{print $1}')
int8_bytes=$(du -b "$int8_size" 2>/dev/null | awk '{print $1}')
if [ "$fp32_bytes" -gt 0 ]; then
reduction=$(echo "scale=1; 100 * (1 - $int8_bytes / $fp32_bytes)" | bc)
echo "${reduction}%"
else
echo "N/A"
fi
else
echo "N/A"
fi
}
echo "Model | FP32 Size | INT8 Size | Reduction"
echo "---------------|-----------|-----------|----------"
# DQN checkpoints
DQN_FP32="${CHECKPOINT_DIR}/dqn_final_epoch3.safetensors"
DQN_INT8="${CHECKPOINT_DIR}/dqn_quantized_demo.safetensors"
if [ -f "$DQN_FP32" ] || [ -f "$DQN_INT8" ]; then
fp32_size=$(get_size_mb "$DQN_FP32")
int8_size=$(get_size_mb "$DQN_INT8")
echo "DQN | $fp32_size | $int8_size | $(calc_reduction "$DQN_FP32" "$DQN_INT8")"
fi
# PPO checkpoints
PPO_FP32="${CHECKPOINT_DIR}/ppo_checkpoint_epoch_3.safetensors"
PPO_INT8="${CHECKPOINT_DIR}/ppo_quantized_epoch_3.safetensors"
if [ -f "$PPO_FP32" ] || [ -f "$PPO_INT8" ]; then
fp32_size=$(get_size_mb "$PPO_FP32")
int8_size=$(get_size_mb "$PPO_INT8")
echo "PPO | $fp32_size | $int8_size | $(calc_reduction "$PPO_FP32" "$PPO_INT8")"
fi
# MAMBA-2 checkpoints
MAMBA_FP32="${CHECKPOINT_DIR}/mamba2_real_data/mamba2_epoch_24.safetensors"
MAMBA_INT8="${CHECKPOINT_DIR}/mamba2_real_data/mamba2_quantized_epoch_24.safetensors"
if [ -f "$MAMBA_FP32" ] || [ -f "$MAMBA_INT8" ]; then
fp32_size=$(get_size_mb "$MAMBA_FP32")
int8_size=$(get_size_mb "$MAMBA_INT8")
echo "MAMBA-2 | $fp32_size | $int8_size | $(calc_reduction "$MAMBA_FP32" "$MAMBA_INT8")"
fi
# TFT checkpoints
TFT_FP32="${CHECKPOINT_DIR}/tft_225_epoch_0.safetensors"
TFT_INT8="${CHECKPOINT_DIR}/tft_quantized_225_epoch_0.safetensors"
if [ -f "$TFT_FP32" ] || [ -f "$TFT_INT8" ]; then
fp32_size=$(get_size_mb "$TFT_FP32")
int8_size=$(get_size_mb "$TFT_INT8")
echo "TFT | $fp32_size | $int8_size | $(calc_reduction "$TFT_FP32" "$TFT_INT8")"
fi
echo ""
echo "Legend:"
echo " FP32 Size: Float32 checkpoint size (original)"
echo " INT8 Size: Quantized INT8 checkpoint size"
echo " Reduction: Percentage size reduction (target: ~75%)"
echo ""
echo "Target file sizes:"
echo " DQN: < 50 MB (INT8)"
echo " PPO: < 75 MB (INT8)"
echo " MAMBA: < 100 MB (INT8)"
echo " TFT: < 100 MB (INT8)"

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ml/scripts/profile_memory.sh Executable file
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#!/bin/bash
# Memory Profiling Script for ML Training
# Usage: ./profile_memory.sh <MODEL> <PARQUET_FILE> [EPOCHS]
#
# Example: ./profile_memory.sh dqn test_data/ES_FUT_small.parquet 3
set -e
MODEL=$1
PARQUET=$2
EPOCHS=${3:-3}
if [ -z "$MODEL" ] || [ -z "$PARQUET" ]; then
echo "Usage: $0 <MODEL> <PARQUET_FILE> [EPOCHS]"
echo " MODEL: dqn, ppo, mamba2, tft"
echo " PARQUET_FILE: path to training data"
echo " EPOCHS: number of epochs (default: 3)"
exit 1
fi
echo "=========================================="
echo "Memory Profiling: train_${MODEL}"
echo "Data: $PARQUET"
echo "Epochs: $EPOCHS"
echo "=========================================="
echo
# Get base directory (foxhunt root)
SCRIPT_DIR="$( cd "$( dirname "${BASH_SOURCE[0]}" )" && pwd )"
FOXHUNT_ROOT="$( cd "$SCRIPT_DIR/../.." && pwd )"
cd "$FOXHUNT_ROOT"
# Check if parquet file exists
if [ ! -f "$PARQUET" ]; then
echo "Error: Parquet file not found: $PARQUET"
exit 1
fi
# Run training with memory profiling
echo "Starting profiling run..."
echo
/usr/bin/time -v cargo run -p ml --example train_${MODEL} --release -- \
--parquet-file "$PARQUET" \
--epochs "$EPOCHS" \
2>&1 | tee /tmp/profile_${MODEL}_$$.log
echo
echo "=========================================="
echo "Memory Profile Summary"
echo "=========================================="
grep -E "(Maximum resident|User time|System time|Percent of CPU|Elapsed|Minor.*page faults|Major.*page faults)" /tmp/profile_${MODEL}_$$.log || true
echo
echo "Full log saved to: /tmp/profile_${MODEL}_$$.log"