Commit Graph

28 Commits

Author SHA1 Message Date
jgrusewski
e6cbf1f622 chore: enable cudarc f16 feature for half::bf16 support, remove nvrtc
- cudarc features: removed "nvrtc" (no longer used, all kernels precompiled)
- cudarc features: added "f16" (enables DeviceRepr + ValidAsZeroBits for half::bf16)
- CudaSlice<half::bf16> now fully functional with all cudarc operations
- Foundation for full BF16 tensor core conversion (next session)

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-27 21:31:41 +01:00
jgrusewski
dd62f3fcfd refactor: eliminate candle from entire workspace — tests, examples, Cargo.toml
Final cleanup:
- 61 test files + 5 example files: candle imports replaced
- 8 testing/integration files: migrated to cudarc/ml-core types
- 3 services/trading_service test files: migrated
- Root Cargo.toml: candle-core, candle-nn removed from [workspace.dependencies]
- crates/ml/Cargo.toml: candle-nn dependency removed
- testing/e2e/Cargo.toml: candle-core dependency removed

Zero active candle_core/candle_nn/candle_optimisers code references remain.
Zero candle dependency declarations in any Cargo.toml.
Remaining "candle" strings are exclusively in doc comments.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-18 00:53:47 +01:00
jgrusewski
0d62bdba2e refactor(ml): eliminate candle from all 104 src files
Zero candle_core/candle_nn imports in ml/src/. Three-agent parallel migration:

- cuda_pipeline/ (19 files): Tensor→CudaSlice, Device→Arc<CudaStream>,
  VarMap→GpuVarStore, cudarc import path fixed
- trainers/ + adapters (45 files): DQN/PPO/TFT trainers, 10 ensemble
  adapters, 11 hyperopt adapters — all migrated to MlDevice, GpuTensor,
  GpuVarStore, GpuAdamW
- model dirs + infra (40 files): 10 trainable adapters, preprocessing,
  inference, transformers, validation, benchmarks

61 test/example files still reference candle — next commit.
candle-nn still in Cargo.toml (needed by tests until migrated).

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-18 00:24:35 +01:00
jgrusewski
0e2f82ab54 feat(cuda): complete Candle elimination + cudarc 0.19.3 upgrade
Integration of 7 hive agents:
- gpu_replay_buffer: 103 Candle refs → 0 (14 new CUDA kernels)
- gpu_action_selector: 27 refs → CudaSlice API
- signal_adapter: 26 refs → 3 new CUDA kernels
- gpu_experience_collector: 5 refs → CudaSlice output
- gpu_weights+iql+guard: 13 refs eliminated
- DQN forward: new forward_only_kernel for inference
- VarMap: F32 contiguous enforcement, fast-path extraction

New modules:
- ml-core/cuda_autograd: GpuTensor, GpuVarStore, GpuLinear, GpuAdamW
- ml-ppo/cuda_nn: CudaLinear, CudaLSTM, CudaAdam, networks
- ml-supervised/gpu_tensor: GpuTensor + cuBLAS for KAN, Diffusion

cudarc 0.17.3 → 0.19.3 (via candle 0.9.1 → 0.9.2)
safetensors 0.4 → 0.7

Zero errors, zero warnings workspace-wide.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-17 15:13:04 +01:00
jgrusewski
450c23a6d0 refactor(cuda): eliminate all CPU fallbacks — CUDA mandatory across ML stack
- Remove ALL #[cfg(feature = "cuda")] guards (~400+ occurrences)
- Remove ALL #[cfg_attr(not(feature = "cuda"), ignore)] test annotations (~250)
- Make cuda default feature in 9 ML crates (ml, ml-core, ml-dqn, ml-ppo, etc.)
- Convert nvrtc JIT compilation to precompiled nvcc (searchsorted, prefix_sum)
- Move compile_ptx_for_device() to ml-core for shared access
- Delete dead CPU code: multi_step.rs, self_supervised_pretraining.rs,
  training_guard_gpu_tests.rs, CPU PER buffer paths, CPU Q-diagnostics
- Replace unwrap_or(Device::Cpu) with hard errors everywhere
- Remove dead is_cuda() else branches in DQN/PPO/hyperopt trainers
- Change config defaults from "cpu" to "cuda" (rainbow, tlob, pipeline)
- Port IQL value network to GPU kernel (5 CUDA entry points)
- Port HER goal relabeling to GPU kernel (warp-per-sample)
- Wire DSR GPU-to-CPU sync in training loop
- cfg!(feature = "cuda") → true in inference_validator

Zero warnings, zero errors across entire workspace.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-16 21:01:28 +01:00
jgrusewski
46cd364cbc fix(ci): remove cuda from ml default features, unblock CPU test-gate
The ml crate had `default = ["minimal-inference", "cuda"]` which pulled
in cudarc/candle-kernels requiring nvcc. CI test-gate runs on
ci-builder-cpu (no CUDA) so `cargo clippy --workspace` always panicked
with "Failed to execute nvcc: No such file or directory".

CUDA is now opt-in only — compile-and-train template already passes
`--features ml/cuda` explicitly for GPU builds.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-12 20:17:52 +01:00
jgrusewski
6ba52425ea feat(infra): Argo workflow templates, drop cuDNN, GPU hotpath fixes
- Add compile-and-deploy, train-dqn/ppo/supervised WorkflowTemplates
- Add Argo Events (EventSource, Sensor, Service) for webhook triggers
- Add NetworkPolicy for compile-and-deploy pods (MinIO/DNS/API egress)
- Add convenience scripts: argo-compile-deploy.sh, argo-train.sh
- Drop cuDNN feature flags from all 9 ML crates (zero conv ops in codebase)
- Switch training runtime base to nvidia/cuda:12.9.1-runtime (saves ~800MB)
- Delete unused selective_scan.cu (16KB, zero Rust callers)
- Fix GPU hotpath violations in ml-core (NVTX, gradient utils, capabilities)
- Fix clippy warnings in ml-dqn (VarMap backticks, const fn)
- Add DQN GPU smoketest, backtest evaluator signal adapter fixes

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-12 01:44:03 +01:00
jgrusewski
b616d024ad fix(dqn): IQN GPU PER weights, staged GPU buffer, CUDA default in all ML crates
Three fixes for GPU PER hot path:

1. IQN quantile loss used empty CPU weights Vec instead of GPU-resident
   weights_tensor_cached — caused CUDA_ERROR_ILLEGAL_ADDRESS from
   uninitialized GPU memory. Now uses cached GPU tensor matching C51
   and standard DQN paths.

2. GpuPrioritized add()/add_batch() replaced with StagedGpuBuffer:
   add() stages on CPU (Vec::push, zero GPU ops), sample() batch-flushes
   staging→GPU in one DMA before sampling. Production path (insert_batch_tensors)
   bypasses staging entirely — GPU→GPU with zero CPU.

3. All 9 ML sub-crates default to cuda feature so `cargo test -p ml-dqn`
   exercises GPU code paths on CUDA workstations. CI service crates use
   default-features=false, unaffected.

Test results: 350 passed (was 343+7 failed), 0 failed, 1 ignored.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 22:31:49 +01:00
jgrusewski
7e5af20373 fix(ci): make CUDA non-default in 5 remaining ml sub-crates
ml-supervised, ml-ensemble, ml-labeling, ml-explainability, ml-hyperopt
all had default = ["cuda"] which pulled cudarc into the CPU services
build, causing compile-services to fail with "nvcc not found".

Changed all to default = [] and wired ml/Cargo.toml cuda feature to
propagate to all 8 sub-crates (was only 3: ml-core, ml-dqn, ml-ppo).

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 19:35:55 +01:00
jgrusewski
3d68e9feaf fix(ci): make CUDA non-default to unblock CPU service builds
- Remove cuda from default features in ml-core, ml-dqn, ml-ppo, ml
- Propagate cuda feature from ml → ml-core/ml-dqn/ml-ppo
- CI compile-training already uses --features ml/cuda explicitly
- Fix MaxDD log format: {:.1}% → {:.3}% (was rounding 0.033% to 0.0%)
- Suppress unused_labels/unused_variables warnings for cfg(cuda) code
- Add CALLBACK_ENDPOINT env to ml-training-service deployment
- Fix Grafana active_workers query to use sum() with fallback

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 19:12:03 +01:00
jgrusewski
58f4f26113 refactor(ml): extract regime-detection, explainability, paper-trading
- ml-regime-detection (1.2K lines): feature_classifier, hmm modules.
  Depends on ml-core + ml-dqn (RegimeType). 23 tests passing.

- ml-explainability (329 lines): integrated_gradients module.
  Depends on ml-core + candle-core. 4 tests passing.

- ml-paper-trading (389 lines): broker, pnl_tracker modules.
  Depends on ml-ensemble (TradeAction, TradeSignal). 8 tests passing.

Total: 21 sub-crates extracted from ml monolith.
ml reduced from ~260K to ~90K lines (65% extracted).
All tests: 841 ml + 35 in new sub-crates = 876 passing.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:17:22 +01:00
jgrusewski
4676fe79e2 refactor(ml): extract observability, stress-testing, security into sub-crates
- ml-observability (1.2K lines): alerts, dashboards, metrics modules.
  Depends on ml-core + common (ModelType). 4 tests passing.

- ml-stress-testing (1.3K lines): load_generator, market_simulator,
  performance_analyzer modules. Depends on ml-core + common + config.
  5 tests passing.

- ml-security (1.4K lines): anomaly_detector, prediction_validator
  modules. Depends on ml-core + ml-ensemble (EnsembleDecision,
  ModelVote, TradingAction). 17 tests passing.

Total: 18 sub-crates extracted from ml monolith.
Workspace: 0 errors, ml tests 876 + 26 in new sub-crates.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:17:22 +01:00
jgrusewski
b7597a7543 refactor(ml): extract universe, backtesting, asset-selection into sub-crates
- ml-universe (1.7K lines): correlation, liquidity, momentum, volatility
  modules. Only depends on ml-core (MLError, PRECISION_FACTOR).
  6 tests passing.

- ml-backtesting (1.1K lines): action_loader, barrier_backtest, report
  modules. Only depends on ml-core (MLError). Discovered and included
  previously undeclared report.rs module. 10 tests passing.

- ml-asset-selection (1.2K lines): scorer, selector modules with
  AssetClass, AssetUniverse, PredictabilityScorer, ActiveSetSelector.
  Only depends on ml-core (MLError). 33 tests passing.

All three replaced with thin facade re-exports in ml — existing
`use ml::universe::*` / `use ml::backtesting::*` /
`use ml::asset_selection::*` paths continue to work.

Total: 15 sub-crates extracted from ml monolith.
Workspace: 0 errors, ml tests 902 passed + 49 in sub-crates.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:17:22 +01:00
jgrusewski
d313486dc2 refactor(ml): split monolith into 9 sub-crates + delete dead code
Extract 9 new sub-crates from the ml monolith to enable parallel
compilation across the workspace:

New crates (this commit):
- ml-features (282 tests): feature engineering, 21 modules
- ml-labeling (45 tests): triple barrier, meta-labeling, fractional diff
- ml-ensemble (116 tests): ensemble coordination, voting, confidence
- ml-hyperopt (47 tests): core PSO/TPE optimizer, parameter space
- ml-checkpoint (41 tests): checkpoint persistence, compression, signing
- ml-regime (68 tests): CUSUM, Bayesian changepoint, regime classification
- ml-data-validation (67 tests): FDR correction, CPCV, data quality
- ml-risk (33 tests): neural VaR, Kelly criterion, circuit breakers
- ml-validation (43 tests): statistical validation, walk-forward, DSR

Extended existing crates:
- ml-dqn: added evaluation/ (backtesting engine, metrics, reports)
  and checkpoint implementation
- ml-supervised: added checkpoint implementations
- ml-core: added shared types needed by new sub-crates

Pattern: each module in ml/ becomes a thin facade (pub use subcrate::*)
with bridge modules staying in ml for cross-model adapter code.

Dead code deleted (~7K lines):
- 13 undeclared files in microstructure/ (never compiled)
- 7 undeclared files + tests/ in risk/ (never compiled)
- parquet_io, cache_service, cache_storage, minio_integration (unused)
- extraction_wave_d_impl.rs (bare fn outside impl block)

All 2,746 sub-crate tests + 951 ml tests pass.
Full workspace builds clean.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:17:22 +01:00
jgrusewski
3db7f4828b refactor(ml): extract 8 supervised models into ml-supervised crate (task 8)
Move TFT, Mamba-2, Liquid, TGGN, TLOB, KAN, xLSTM, and Diffusion model
implementations to ml-supervised. Bridge files (UnifiedTrainable adapters,
Checkpointable impls) stay in ml. Delete AsyncDataLoader (replaced by
StreamingDbnLoader + simple .chunks() batching). Remove empty ml-infra
scaffold — the remaining ml modules are too tightly coupled for clean
extraction, so ml stays as the orchestration facade.

- ml-supervised: 234 tests, 0 failures
- ml: 1687 tests, 0 failures
- Workspace: 0 compilation errors

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:16:08 +01:00
jgrusewski
58d0f535df refactor(ml): extract PPO module into ml-ppo crate (task 7)
Move 24 PPO source files + flow_policy/ from ml into standalone
ml-ppo crate. The ml crate's ppo module is now a thin re-export layer
(`pub use ml_ppo::*`) plus two bridge files (trainable_adapter.rs,
stress_testing.rs) that depend on ml-internal types.

Key changes:
- ml-ppo: 25 modules (incl flow_policy subdir), 198 tests, standalone
- ml: depends on ml-ppo, re-exports via ppo/mod.rs
- Import rewrites: crate::common::action → ml_core::action_space,
  crate::dqn::{mixed_precision,xavier_init} → ml_core::*,
  crate::gradient_accumulation → ml_core::gradient_accumulation
- ml tests: 1929 pass (down from 2127 — 198 moved to ml-ppo)
- Workspace: 0 errors

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:16:08 +01:00
jgrusewski
88f0b3ec23 refactor(ml): extract DQN module into ml-dqn crate (task 6)
Move 53 DQN source files + gpu_replay_buffer from ml into standalone
ml-dqn crate. The ml crate's dqn module is now a thin re-export layer
(`pub use ml_dqn::*`) plus two bridge files (trainable_adapter.rs,
stress_testing.rs) that depend on ml-internal types.

Key changes:
- ml-dqn: 45 modules, 334 tests, compiles standalone
- ml: depends on ml-dqn, re-exports via dqn/mod.rs
- DQN.config: pub(crate) → pub for cross-crate access
- DQNAgent checkpoint methods moved into ml-dqn
- gpu_replay_buffer moved from cuda_pipeline/ to ml-dqn
- 8 dead-code files removed (never declared in mod.rs)

Net: -30,648 lines from ml crate. Workspace: 0 errors.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:16:08 +01:00
jgrusewski
7d1b0f232f refactor(ml): move core types to ml-core + dedup MLError (5a)
Move all inline type definitions from ml/src/lib.rs to ml-core:
MLError, MLResult, Trade, MarketRegime, HealthStatus, Features,
MLModel trait, ModelRegistry, ParallelExecutor, LatencyOptimizer,
TrainingMetrics, ValidationMetrics, InferenceResult, ModelMetadata.

Dedup: consolidate ConfigError{reason}/ConfigurationError(msg) into
single ConfigError(String) tuple variant (was 2 variants, 174 refs).

Cleanup: convert create_hft_* free functions to associated methods
(HFTPerformanceProfile::ultra_low_latency(), ParallelExecutor::hft()).

ml facade re-exports via `pub use ml_core::*`.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 15:13:41 +01:00
jgrusewski
7382ffd1e2 feat(infra): QuestDB metrics sink + monitoring network policies
Add QuestDB ILP sink for training metrics, update Prometheus scrape
configs, and fix network policies for monitoring stack connectivity.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 02:42:53 +01:00
jgrusewski
c6c550a2be feat(ml): real trade data pipeline for VPIN/Kyle's Lambda + offline RL
Wire Databento Schema::Trades into OFI feature extraction so VPIN and
Kyle's Lambda use real buy/sell classification instead of tick-rule proxy.

Trade data pipeline:
- trades_loader.rs: DbnTrade struct, load_trades_sync(), binary-search
  get_trades_for_bar() for O(log n) time-aligned trade windowing
- ofi_calculator.rs: feed_trade() accumulates real buy/sell pressure
  into VPIN, Kyle's Lambda, and trade imbalance calculators
- data_loading.rs: loads trades from --trades-data-dir, feeds per-bar
  trades to OFI calculator before calculate()
- download-trades-job.yaml: K8s job for ES.FUT trades from Databento
- job-template.yaml: sync trades data from MinIO + --trades-data-dir arg

Offline RL (CQL/IQL):
- experience_dataset.rs: bincode save/load for pre-collected datasets
- iql.rs: Implicit Q-Learning (Kostrikov 2021) — expectile value network,
  advantage-weighted action extraction
- CLI: --offline, --dataset-path, --collect-dataset flags

Cleanup:
- Remove FeatureVector51/MarketFeatureVector type aliases → FeatureVector
- Fix stale dimension comments across 18 files (54→43/51)
- Fix feature_dim default (54→43)

2758 tests pass, 0 compile errors, 0 clippy warnings.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-07 19:14:46 +01:00
jgrusewski
cc4e0c5a2d refactor: remove trading_engine dep from ml and risk crates
Re-export HardwareTimestamp through data crate instead of ml/risk
depending directly on trading_engine. Reduces coupling between
the ML pipeline and the trading engine.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-05 23:19:38 +01:00
jgrusewski
ba841f7c8b feat(dqn): checkpoint architecture validation via safetensors metadata
Embed DQNConfig architecture hash (SHA-256 of state_dim, num_actions,
hidden_dims, dueling/distributional/noisy/IQN flags) in safetensors
file header on save. Validate hash on load to catch shape mismatches
before touching the VarMap - prevents silent corruption from loading
checkpoints trained with different network architectures.

All 5 save paths (trainable_adapter, trainer serialize_model,
DQNAgentType::save_checkpoint, RegimeConditionalDQN per-head) now
embed metadata. All 3 load paths (DQN::load_from_safetensors,
trainable_adapter::load_checkpoint, ensemble adapter) validate.

No backward compatibility: checkpoints without metadata are rejected
with a clear error message to re-train.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-03 22:06:56 +01:00
jgrusewski
eef58e5c6a feat(ml): multi-GPU config + NCCL gradient sync for data parallelism
- MultiGpuConfig::detect() probes CUDA ordinals 0..8, returns None
  on single-GPU/CPU setups
- shard_indices() splits dataset across devices with remainder handling
- NcclGradientSync (behind `nccl` feature flag) for all-reduce averaging
- Feature: `nccl = ["cuda"]` — requires NCCL library on system

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-01 21:31:38 +01:00
jgrusewski
bb208b29b2 fix(deps): unify workspace dependency versions and clean up CI
- Upgrade dashmap 6.0→6.1, tokio-tungstenite 0.21→0.24 in workspace
- Upgrade rust-version 1.75→1.85 (CI uses Rust 1.89)
- Remove unused arrayfire from ml crate
- Unify member crates to use workspace = true (nalgebra, dashmap, tokio-tungstenite)
- Fix data crate WebSocket connect calls for tungstenite 0.24 API (Url→str)
- Remove redundant KUBERNETES_RUNTIME_CLASS_NAME from training templates
  (runner rev 34 sets nvidia runtime globally)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-27 20:52:06 +01:00
jgrusewski
c5db5aa39e perf(ci): compile once with PVC sccache, package with Kaniko
Split the build pipeline: one compile-services job builds all 8 service
binaries with PVC-backed sccache, saves as artifacts. Then 9 Kaniko jobs
just package pre-built binaries into slim runtime images (~30s each).

Before: 9 parallel Kaniko jobs each doing full cargo build --release
  (~20min each, no sccache, 9x duplicated dep compilation)
After:  1 compile job with sccache (~5min cached) + 9 package jobs (~30s)

- Add compile stage between test and build
- Add Dockerfile.runtime (minimal debian + pre-built binary)
- Add Dockerfile.web-gateway-runtime (Node dashboard + pre-built binary)
- Keep Dockerfile.training via Kaniko (needs CUDA dev image for H100)
- Remove all SCCACHE_BUCKET build-args from service builds
- Use dir:// context for Kaniko (only sends build-out/ dir, not full repo)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-26 00:50:25 +01:00
jgrusewski
f6ef23c966 refactor(ml): delete 121 dead examples, 6 QAT tests, orphan binary
Mass cleanup of crates/ml/:
- Delete 121 dead/broken/superseded example files (-44,098 lines)
- Delete 6 QAT test files (-4,201 lines) — QAT is disabled at runtime
  (trainer.rs falls back to FP32 with warning)
- Delete 2 stale markdown files in examples/
- Delete orphaned src/bin/train_tft.rs (unimplemented stub)
- Clean up Cargo.toml: remove stale [[example]] entries, add missing ones
- Fix stale binary references in log_size_test.rs
- Add infra consistency test (35 checks across Dockerfile/train.sh/Cargo.toml)

Remaining examples (7): train_baseline_rl, train_baseline_supervised,
evaluate_baseline, hyperopt_baseline_rl, hyperopt_baseline_supervised,
download_baseline, cuda_test

All 2390 lib tests pass. All examples compile. 35/35 infra checks pass.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-26 00:05:38 +01:00
jgrusewski
022036cb96 refactor(ml): consolidate 21 training binaries into 2 unified baselines
Replace 20 per-model training examples with:
- train_baseline_rl: DQN + PPO (renamed from train_baseline)
- train_baseline_supervised: TFT, Mamba2, Liquid, TGGN, TLOB, KAN, xLSTM, Diffusion
  via model factory + UnifiedTrainable generic training loop

Update Dockerfile.training (16→7 binaries), train.sh MODEL_BINARY map,
and job-template.yaml default. -12,759 lines.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-25 23:16:25 +01:00
jgrusewski
9c3d741a08 refactor: restructure repo — crates/, bin/, testing/ layout
Move 17 library crates into crates/, CLI binary into bin/fxt,
consolidate 10 test crates into testing/, split config crate
from deployment config files.

Root directory reduced from 38+ to ~17 directories.
All Cargo.toml paths and build.rs proto refs updated.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-25 11:56:00 +01:00