Commit Graph

8 Commits

Author SHA1 Message Date
jgrusewski
5d3efbd2cc feat(hyperopt): auto-scale PSO particles to GPU capacity
Remove artificial swarm_size cap from plan_hyperopt() that limited
concurrent trials to n_particles (default 20). Now concurrency is
purely VRAM-driven with a hardware cap of 128 threads.

optimize_parallel() auto-scales n_particles to match GPU budget:
- L4 24GB: ~65 concurrent DQN trials (was 20)
- H100 80GB: 128 concurrent DQN trials (was 20)
- CPU/small GPU: falls back to configured n_particles

max_trials scales proportionally to ensure 3+ PSO iterations
for convergence with larger swarms.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-28 22:12:11 +01:00
jgrusewski
c0b47d6657 feat(hyperopt): cap parallel threads by VRAM budget in hyperopt binary
Auto-detect now considers both CPU count and GPU VRAM when choosing
concurrent trial count. Prevents OOM on smaller GPUs.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-28 21:47:33 +01:00
jgrusewski
21a8e3410f fix(hyperopt): require GPU for RL hyperopt, propagate device to trainers
The previous "auto-detect" logic forced CPU which was wrong — GPU is
faster for forward/backward even with parallel trials (DQN/PPO use
<350MB of 24GB VRAM across 7 threads).

Changes:
- Remove --device flag, always require CUDA GPU
- Add DQNTrainer::new_with_device() to share CUDA context across trials
- Propagate hyperopt device to internal DQN trainer (was ignoring it)
- PPO/DQN adapters error on missing GPU instead of silent CPU fallback
- Downgrade batch-size clamping from warn to debug

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-28 01:08:46 +01:00
jgrusewski
590883408a feat(hyperopt): auto-detect CPU for parallel RL hyperopt, use all cores
DQN/PPO networks are tiny (3 layers × 128 neurons). Running parallel
hyperopt on GPU wastes cores because CUDA context serializes across
threads — 5 trials on L4 only used 2000m of 6000m requested CPU.

Changes:
- Add --device flag to hyperopt_baseline_rl (auto/cpu/cuda)
- Auto mode forces CPU for parallel runs (no CUDA contention)
- CPU mode uses all available cores (no 2-core reserve)
- Add with_device() builder to DQN/PPO hyperopt trainers
- Downgrade "portfolio value <= 0" and GPU utilization warnings

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-28 00:11:58 +01:00
jgrusewski
8225950f06 feat(ml): parallel PSO hyperopt with IBKR cost defaults
Enable concurrent trial evaluation for DQN/PPO hyperparameter
optimization via clone-per-particle pattern — each PSO particle
clones the trainer and trains independently, replacing the previous
Arc<Mutex> serialization bottleneck. On L4 (8 vCPU) this yields
~4-5x throughput improvement.

Changes:
- DQNTrainer/PPOTrainer: Clone with Arc<AtomicUsize> trial counter
- DQNTrainer: replace unsafe mutable aliasing with Arc<Mutex> for
  best_trial tracking
- ArgminOptimizer: add optimize_parallel() with ParallelObjectiveFunction
  and scoped-thread LHS evaluation
- CLI: --parallel 0 (auto-detect CPUs-2), --initial-capital 35000,
  --tx-cost-bps 0.1 (IBKR ES all-in)
- CI: both hyperopt jobs use --parallel 0 + IBKR ES cost defaults

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-27 19:42:22 +01:00
jgrusewski
afd85b2f8f chore: clean up examples, update ML binaries and risk tests
- Delete 14 unused example files (-3,543 lines): config, adaptive-strategy,
  data, storage, trading_engine, api_gateway, backtesting, trading_service, chaos
- Update ML training/eval binaries: improved CLI args, completion tracking,
  CUDA test cleanup, hyperopt enhancements
- Fix KAN network and TFT module adjustments
- Update risk test assertions for consistency
- Fix backtesting repositories and promotion manager
- Update .serena project config and Cargo dependencies

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-27 01:33:18 +01:00
jgrusewski
e72e4db235 refactor: delete 22 dead examples, 4 CSVs, consolidate data to test_data/
- Delete 22 dead/placeholder/broken example files (-3,489 lines code)
- Delete 4 tracked CSV files (-1.1M lines, were accidentally committed)
- Move baseline training data default from data/cache/ to test_data/
- Update 5 unified binary defaults, gitignore, k8s upload comment, docs
- Consolidate all training data under test_data/futures-baseline/

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-26 01:24:02 +01:00
jgrusewski
267240530d perf(ci): enable Kaniko layer caching + Docker Hub auth on all builds
- Add --cache=true --cache-repo to all 12 Kaniko builds
- Cache Docker layers in Scaleway CR (rg.fr-par.scw.cloud/foxhunt-ci/cache)
- Add Docker Hub auth to devcontainer + infra-runner prepare jobs
- First build populates cache; subsequent builds skip base image pulls

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-25 23:20:44 +01:00