Commit Graph

570 Commits

Author SHA1 Message Date
jgrusewski
9f866fa369 infra(argo): fix train image — foxhunt-training-runtime not training-runtime
The CI pipeline (.gitlab-ci.yml stage `build-foxhunt-training-runtime`)
builds and pushes the image as foxhunt-training-runtime:latest (with
the foxhunt- prefix). Other consumers in the repo agree:
  - infra/k8s/training/image-prepuller.yaml
  - infra/k8s/training/job-template.yaml

The alpha-perception template (and the older alpha-cv template) used
training-runtime:latest without the prefix — broken since the image
never existed at that path. Kubelet kept hitting ErrImagePull /
ImagePullBackOff with "not found".

This was the next blocker after the CPU oversizing fix. Stopping the
in-flight workflow and resubmitting on the corrected template.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-17 00:00:28 +02:00
jgrusewski
d2bfeaa983 infra(argo): check-cache pre-stage — skip ensure-binary on cache hit
Adds a tiny alpine pod (check-cache) that runs first on the platform
pool (no autoscaler delay, ~3 sec end-to-end) and probes the
training-data PVC for /data/bin/$SHA/alpha_train. Outputs:
  - sha:   short SHA used for binary cache keying
  - cache: "hit" or "miss"

ensure-binary now has `when: cache == miss` — when the binary is
already cached for the current SHA, the entire ~4.8GB ci-builder
image pull + sccache compile cycle is skipped. Re-runs on the same
SHA now go straight from submission to training in ~30 seconds
instead of ~3 minutes.

train depends on check-cache + ensure-binary; sources the SHA from
check-cache's output (works whether ensure-binary ran or was
skipped — Argo treats `when:` skip as a satisfied dependency).

Submission script (scripts/argo-alpha-perception.sh) now pre-resolves
commit-sha=HEAD to an actual git SHA via `git rev-parse origin/<branch>`
before submission. This lets the alpine check-cache pod work without
installing git in the container.

Also removed the now-stale `ci-training-h100x2|ci-training-h100-sxm`
case branch from the SM-arch detection — those pools no longer exist
post-pool-cleanup commit a252119fd.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-16 23:56:19 +02:00
jgrusewski
3ad3971ae6 infra(argo): fix train pod CPU request — L40S has 8 vCPU not 16
Previous cpu request was 8 (limit 16), but L40S-1-48G allocatable cpu
is 7800m (8 vCPU total minus kubelet overhead). Pod couldn't fit on
the very node we wanted it on — autoscaler provisioned the L40S
cleanly but the scheduler then rejected the pod with
"Insufficient cpu" forever.

Fix: requests cpu=6 / mem=16Gi, limits cpu=7 / mem=64Gi. Leaves
~1.8 vCPU and ~27Gi memory headroom for the system daemonsets
(cilium, csi-node, nvidia driver/device-plugin/dcgm-exporter,
gpu-feature-discovery, node-bootstrap, prometheus-node-exporter,
promtail) that the L40S node hosts.

The trainer itself is GPU-bound (kernels do the work), so 6 vCPU is
plenty for the orchestration host process.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-16 23:50:40 +02:00
jgrusewski
a252119fd4 infra(kapsule): remove h100x2 + h100-sxm pools
Reasons:
- h100-sxm: Scaleway account quota is 0/0 for the SXM instance type
  (cp_servers_type_H100_SXM_2_80G). The pool was perpetually trying
  to maintain size=1 with a creation_error node, which JAMMED the
  cluster autoscaler. That blocked L40S scale-up entirely during
  today's alpha-perception cluster run.
- h100x2: more expensive than current workloads justify. Every
  training path (alpha perception, future PPO) fits on either the
  single-GPU H100 or L40S.

Removed:
- Two `scaleway_k8s_pool` resources from infra/modules/kapsule/main.tf
- Six variables (enable + type + max_size for each pool)
- Two outputs (pool_id for each)
- Corresponding inputs in infra/live/production/kapsule/terragrunt.hcl

The live cluster has the SXM pool stuck node manually deleted via
`scw k8s node delete` (this commit-session); the pool resource itself
will be destroyed on next `terragrunt apply`.

Post-cleanup pool inventory:
- platform (DEV1-L × 3)
- ci-training-h100  (H100-1-80G, max 1)  <- regular single-GPU
- ci-training-l40s  (L40S-1-48G, max 1)  <- primary training target
- ci-compile-cpu    (POP2-HC, max 4)
- ci-compile-cpu-hm (POP2-HM, max 1)

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-16 23:43:12 +02:00
jgrusewski
3dc42a6827 infra(argo): correct warmup-gpu doc — cluster grace is 10+10=20m
The actual Kapsule autoscaler_config (infra/modules/kapsule/main.tf
lines 46-52) is scale_down_delay_after_add="10m" +
scale_down_unneeded_time="10m". Combined, a freshly-provisioned node
won't be eligible for scaledown for 10m + another 10m unneeded
before action, so effective grace window is ~20m.

Update the comment in the warmup-gpu template to cite the actual
config rather than the speculative "15m" value. Behavior is
unchanged — the warmup pod still exits immediately and relies on
the grace window to keep the node warm for train.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-16 23:32:33 +02:00
jgrusewski
29cf092551 infra(argo): warmup-gpu exits immediately — relies on Scaleway 15min scaledown grace
Removed the 30s sleep. The warmup pod's purpose is to make the L40S
pool autoscaler scale 0 → 1; once the pod lands on the new node
(Scheduled → Running → Succeeded), the node enters Scaleway Kapsule's
scaledown-grace window (~15 min). That single window covers the
entire range of ensure-binary durations (sccache-hit ~10s through
cold ~15 min), so train always lands on a hot node without holding
the warmup pod open.

Trimmed cpu request 100m → 50m and mem 64Mi → 32Mi: the pod runs
~one shell command then exits; tiny resource footprint = faster
scheduling and no kubelet noise.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-16 23:31:40 +02:00
jgrusewski
260b07c492 infra(argo): warmup-gpu DAG branch — pipeline compile + L40S provisioning
Adds a parallel warmup-gpu task that runs concurrently with
ensure-binary. The warmup pod is a tiny CPU-only alpine container
scheduled on the gpu-pool's nodeSelector — its presence triggers
cluster-autoscaler scale-up of the L40S pool. After a 30s sleep, the
warmup pod exits; the node enters Scaleway's scaledown grace window
(~10 min), so the train pod lands on a hot node without waiting for
autoscaler provisioning.

No GPU resource request on the warmup pod — that would serialise
warmup and train on the same GPU. nodeSelector + nvidia.com/gpu
toleration are sufficient to force placement on the L40S pool.

Expected savings: ~3-5 min per cold cluster submission. First run
(this session, alpha-perception-4vl7c) showed compile took 113s
(sccache warm) with serial GPU provisioning following; subsequent
submissions should overlap the two stages.

DAG topology:
  ensure-binary ──┐
                  ├──> train
  warmup-gpu  ────┘   (only depends on ensure-binary; warmup is
                       fire-and-forget infrastructure)

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-16 23:29:16 +02:00
jgrusewski
ef35b10f3e refactor(ml-alpha): drop competitive-gate machinery — stacked is default
Per user direction "no gating, this is the new default": the stacked
Mamba2 -> CfC -> heads design is THE production architecture. There's
no competing-baseline comparison to run. Validation reduces to normal
training metrics (per-horizon val AUC, train loss curve, sanity floor
of >0.5 AUC).

Deletions:
  - crates/ml-alpha/src/gate/cfc_vs_mamba2.rs (gate verdict logic)
  - crates/ml-alpha/src/gate/mod.rs
  - crates/ml-alpha/examples/alpha_gate.rs (gate runner binary)

Renames:
  - crates/ml-alpha/src/gate/auc.rs -> crates/ml-alpha/src/eval/auc.rs
  - lib.rs: pub mod gate -> pub mod eval (gate implied comparison;
    eval doesn't)

Spec amendments:
  - Drop the "Gate baseline strategy" amendment (committed earlier
    this session)
  - Reframe the stacked-architecture amendment as a "decision" not a
    "gate"; production path is unambiguous
  - Reframe Section 4 "Validation gate: CfC must meet Mamba2" -> just
    "Validation: per-horizon val AUC" with the >0.5 sanity floor

Doc cleanups: stale "Mamba2 gate baseline" mentions in build.rs and
pinned_mem.rs replaced with neutral wording. The Argo template
comment about "downstream gate consumption" becomes "for monitoring".

Test status: all 26+ ml-alpha tests pass. AUC tests (6/6) still pass
under the eval:: namespace.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-16 23:17:33 +02:00
jgrusewski
522178b2a7 infra(argo): alpha-perception workflow + submission script
Argo WorkflowTemplate at infra/k8s/argo/alpha-perception-template.yaml
runs the stacked Mamba2 -> CfC -> heads PerceptionTrainer on a single
L40S in fr-par-2. Two-stage DAG:
  ensure-binary  (ci-compile-cpu pool, sccache-backed cargo build of
                  alpha_train example, SHA-keyed binary cache under
                  /data/bin/$SHORT_SHA/)
  train          (ci-training-l40s pool, runs the cached binary against
                  /data/futures-baseline/mbp10 with predecoded sidecar
                  cache at /feature-cache/predecoded, writes
                  alpha_train_summary.json to
                  /feature-cache/alpha-perception-runs/$SHA/)

Defaults mirror the validated synthetic-overfit smoke config:
  epochs=5, seq_len=32, mamba2_state_dim=16, lr_cfc=3e-3,
  lr_mamba2=1e-3, n_train_seqs=8000, n_val_seqs=1000, seed=0x4242

Submission script scripts/argo-alpha-perception.sh wraps argo submit
with the standard L40S/H100 cuda-compute-cap mapping. --watch
follows logs.

Workflow nodeSelector pinned to fr-par-2 (consistent with the cluster
topology constraint). ttlStrategy 1h after completion;
activeDeadlineSeconds 4h cap (well above expected ~30-90 min wall).

This is the cluster entrypoint for the stacked perception design.
Once it lands a summary on MinIO, the gate runner (alpha_gate, Task
17) can consume it.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-16 23:10:37 +02:00
jgrusewski
10f4bcc15b feat(alpha): decision-stride + cluster 9-fold CV workflow
Two complementary additions to validate the minute-horizon alpha
hypothesis at IBKR-realistic costs:

1. `alpha_baseline --decision-stride N`: emits a new action every N
   steps; between decisions force action=0 (wait) so an open position
   is held rather than re-decided per bar. Cuts per-bar trade counts
   ~stride× and removes the coin-flip overtrading. Local 2Q sweep
   showed stride=200 + scaled training (8K episodes × 25 envs × H=1200)
   flipped Sharpe at ¼-tick from -4.29 (per-bar, 3-fold mean) to +1.78,
   with std collapsing from ±8.8 to ±1.15. Break-even cost moved from
   <¼-tick to ~1-tick — for the first time positive at IBKR-realistic
   passive-execution frictions.

2. `alpha_train_stacker --max-rows N`: optional cap on bars consumed
   from the fxcache. Used during local 2Q smoke (--max-rows 4M against
   the 17.8M-row 9Q fxcache) to fit Mamba2 training on a 4 GB consumer
   GPU; on the cluster (--no-cap) it sees all 9Q.

3. New Argo workflow `alpha-cv`: standalone template that compiles
   alpha_train_stacker + alpha_baseline + alpha_fill_coeffs.json,
   trains the stacker on the 9Q fxcache, then runs 9 sequential
   walk-forward folds of alpha_baseline on disjoint 1.9M-bar windows
   (one per quarter). Launcher script `scripts/argo-alpha-cv.sh`
   mirrors argo-train.sh conventions.

The local 2Q test that motivated this commit is summarised inline in
the alpha-cv template comments; the verdict was "framing was the bug —
once decision cadence matches the multi-minute alpha horizon, the
strategy is positive at IBKR commission".

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-16 18:04:34 +02:00
jgrusewski
737c2c1305 infra(argo): pin all workflow nodeSelectors to topology.kubernetes.io/zone=fr-par-2
Scaleway BSSD PVCs (cargo-target-*, sccache-*, feature-cache-pvc,
bin-cache, training-data-pvc, test-data-pvc, platform service PVCs) are
single-zone-locked at create time. The cluster's node pools in main.tf
set `region` but no `zone`, so each autoscale event picks a zone
arbitrarily. When the autoscaler spins up a node in a zone that doesn't
match an existing PVC, scheduling fails with
  "1 node(s) didn't match PersistentVolume's node affinity"
until the autoscaler eventually retries in the right zone. We hit this
on the HM pool creation (fixed manually with zone=fr-par-2) and again
on this commit's ensure-binary autoscale.

Track 1 (this commit): add `topology.kubernetes.io/zone: fr-par-2` to
every k8s.scaleway.com/pool-name nodeSelector entry across the 11 argo
workflow templates (34 entries total). The Kubernetes scheduler AND
cluster-autoscaler both honor topology keys when deciding placement /
provisioning — so future autoscale events will only spin up fr-par-2
nodes, and PVC binding is guaranteed.

Track 2 (future, structural): add `zone = "${var.region}-2"` to each
scaleway_k8s_pool in infra/modules/kapsule/main.tf so the pools never
provision in any other zone. Requires terraform-state cleanup (the
GitLab http backend currently has no states; the HM pool was created
out-of-band) and drain/recreate of any existing mixed-zone nodes —
deferred.

Verification: pool=N / paired=N coverage report shows 1:1 pool-name
to topology.kubernetes.io/zone entries in every file. kubectl apply -f
of all 11 templates returned "configured" for each.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-16 15:08:37 +02:00
jgrusewski
86de265fc8 infra(kapsule): add ci-compile-cpu-hm pool for 9-quarter fxcache
Two 9-quarter precompute_features runs OOM-killed on the existing
ci-compile-cpu pool (POP2-HC-32C-64G, 56Gi cgroup limit):
  - train-wq8b8: exit 137 ~12s after "OFI computed" at ~57Gi
  - train-2l6p4: exit 137 ~12s after "OFI computed" at ~52Gi peak
    (despite the into_iter + drop(feature_vectors) +
    normalize_in_place refactors landed in a27cb40a9 + 623ebfcf7,
    which trimmed ~12GB of avoidable retention)

The remaining ~52-60GB peak is the irreducible working set at the
post-OFI / pre-alpha-pipeline step:
  - 9-quarter MBP-10 snapshots (~10GB)
  - 199M front-month trades as Mbp10Trade (~13GB)
  - 17.8M bars × features + targets + OFI buffers (~14GB)
  - alpha_snapshots (move-handoff from all_snapshots, ~10GB)
  - feature/target Vecs (~7GB) + Rust allocator overhead

Adds a dedicated high-memory pool sized for this rare path:

- New scaleway_k8s_pool.ci_compile_cpu_hm (POP2-HM-32C-256G,
  32 vCPU + 256GB RAM) with size=0 + min_size=0 autoscaling. Costs
  zero when idle; autoscaler provisions one node when a pod targets
  `nodeSelector: ci-compile-cpu-hm`.
- New variables: enable_ci_compile_cpu_hm_pool,
  ci_compile_cpu_hm_type (default POP2-HM-32C-256G),
  ci_compile_cpu_hm_max_size (default 1).
- terragrunt.hcl: enable the pool, max_size=1.
- train-template.yaml: ensure-fxcache nodeSelector pinned to
  ci-compile-cpu-hm; memory limit raised 56Gi → 200Gi. The
  ci-compile-cpu pool stays as the standard CI compile target for
  ensure-binary + every other CPU-heavy task.

Apply with:
  cd infra/live/production/kapsule
  terragrunt apply -target=module.kapsule.scaleway_k8s_pool.ci_compile_cpu_hm
  kubectl apply -n foxhunt -f ../../../../infra/k8s/argo/train-template.yaml

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-16 11:13:03 +02:00
jgrusewski
d5896ef809 infra(argo): skip gpu-warmup on the fxcache-only path
gpu-warmup pre-provisions an L40S node so hyperopt / train-best don't
pay autoscaler latency at workflow start. When hyperopt-trials=0
(the precompute-only path used by scripts/argo-precompute.sh), both
downstream consumers are skipped via their `when:` clauses and the
warmup-provisioned GPU node would sit idle until workflow end.

Add the same `when:` clause to gpu-warmup so it skips alongside its
consumers, saving an L40S node's provisioning + idle time for every
fxcache-rebuild submission.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-16 09:35:20 +02:00
jgrusewski
8b8bb1af70 infra(argo): default GPU pool to ci-training-l40s (sm_89) per feedback_default_to_l40s_pool
SP-chain training has been standardising on L40S since 2026-05-09, but
every invocation required an explicit `--gpu-pool ci-training-l40s`
override. The 2026-05-04 train-mnpf7 incident (sm_90 cubins deployed
to an L40S device, then resubmitted with the explicit override) was
the last incident in a long line of "forgot the pool flag" friction.
`feedback_default_to_l40s_pool.md` codified the user preference; this
commit lands the default in the actual invocation paths.

Changes:

  - infra/k8s/argo/train-template.yaml: gpu-pool default H100 → L40S
  - infra/k8s/argo/train-multi-seed-template.yaml: same + cuda-compute
    -cap default 90 → 89
  - scripts/argo-train.sh: docstring / --help / compute-cap fallback
    case all flip to L40S as the bare default; H100 becomes opt-in via
    `--gpu-pool ci-training-h100` for 80 GB / sm_90 workloads
  - scripts/argo-test.sh: --help text aligned

Other architectural defaults (data-source=mbp10 per
feedback_mbp10_mandatory; imbalance-bar-threshold=20.0 per the 2026-
05-10 OOM-prevention fix) are already correct in the template.

Verified via `argo-train.sh dqn --branch sp20-aux-h-fixed --sha HEAD
--baseline --dry-run` — rendered workflow shows cuda-compute-cap=89,
no explicit gpu-pool override (template default L40S in effect).

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-14 14:22:19 +02:00
jgrusewski
e9b85df72b fix(sp20): default imbalance_bar_threshold 0.5/2.5 → 20 (3 files atomic)
At threshold=0.5 the sampler produced 209M bars from 209M trade ticks (1:1
ratio, essentially per-tick) on workflow f5wnd today. Feature extraction hit
54Gi/56Gi memory limit — near OOM. The default was wrong: with EWMA bypassed
(per 1aaf94306), threshold=0.5 contracts of imbalance is below the natural
ES.FUT trade size, so every trade fires a bar.

threshold=20 produces ~5-6M bars matching the volume-bar density baseline
(5.74M bars at 100 contracts). Math: 209M / 5.74M = 36×, so threshold needs
0.5 × 36 ≈ 18 → round to 20.

Three files updated atomically per feedback_no_partial_refactor:
- config/training/dqn-production.toml: 2.5 → 20.0 (wgdc8 left it at 2.5)
- infra/k8s/argo/train-template.yaml: workflow default 0.5 → 20.0
- infra/k8s/argo/train-multi-seed-template.yaml: workflow default 0.5 → 20.0

The 1:1 bar:tick observation alongside the price-continuity proof (22 jumps
out of 209M = ~1e-7 — front-month filter works) confirms the front-month
fix on this branch (6c1ab8850 + 3b5f17913) is correct. Threshold was the
remaining mistuning.

Cache-key implication: changing the threshold invalidates all existing
fxcache files (per the cache-key architectural fix). Next dispatch on this
branch will regenerate fxcache from scratch.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-10 11:53:23 +02:00
jgrusewski
abd7e533bc fix(architectural): volume_bar_size in cache key + OFI front-month filter
## Two architectural cleanups, both surfaced by the wgdc8 experiment

### Part 1: volume_bar_size in cache key

Mirrors the imbalance_bar_threshold/ewma_alpha fix from `f7718b376`. The
volume bar size constant (100 contracts/bar) was previously hardcoded and
not in the fxcache key. Tuning it would have hit the same fossilization
bug as imbalance_bar_threshold did pre-fix.

Changes:
- `Hyperparams.volume_bar_size: u64` field added (default 100, matches
  `DEFAULT_VOLUME_BAR_SIZE` for backwards compat).
- TrainingProfile loader reads `volume_bar_size` TOML key.
- `calculate_dbn_cache_key_full` signature 7 → 8 args. Hashed via
  `to_le_bytes()`. Test `test_cache_key_includes_volume_bar_size`
  added; passes alongside the 5 existing tests.
- 4 callers updated atomically (per `feedback_no_partial_refactor`):
  `discover_and_load`, `data_loading.rs:146`, `train_baseline_rl.rs:599`,
  `precompute_features.rs:259,720`.
- `data_loading.rs:279` now passes `self.hyperparams.volume_bar_size`
  to `build_volume_bars` instead of the hardcoded `DEFAULT_VOLUME_BAR_SIZE`.
- New `--volume-bar-size` CLI arg on both binaries (default 100).
- New Argo workflow params `volume-bar-size` (default "100") and
  `data-source` (default "mbp10") on both `train-template.yaml` and
  `train-multi-seed-template.yaml`. Threaded into precompute + trainer
  invocations.
- `scripts/argo-train.sh` exposes `--volume-bar-size <n>` and
  `--data-source <s>` for ad-hoc overrides.

### Part 2: OFI front-month filter (latent bug fix)

`crates/ml/examples/precompute_features.rs:539-557` (the OFI/VPIN/Kyle's
Lambda computation branch when MBP-10 + trades data is available) was
loading trades unfiltered for per-bar microstructure feature computation.
The volume bar formation path filters front-month per-file (line 354), but
the OFI path did not.

Effect pre-fix: during contract rollover windows (e.g., ESZ24 → ESH25),
OFI per-bar microstructure features included trades from BOTH contracts
simultaneously, distorting VPIN, Kyle's Lambda, and trade imbalance
signals. Severity in production: small (front-month dominates ES.FUT
volume by 10-100×) but real and present in every prior MBP-10+trades
production run.

Fix: mirror the per-file `filter_front_month` call from the volume bar
path. Volume bar formation and OFI computation now both see the same
in-month trade tape. Added log line shows raw vs filtered count per file
for transparency.

## Why bundled

Both fixes touch trade-data plumbing in `precompute_features.rs` and the
fxcache key contract. Per `feedback_no_partial_refactor`, related
architectural cleanups land atomically. Both surfaced from the same
wgdc8 audit; bundling avoids two cache-key-invalidating commits in
sequence (each would force full fxcache regen).

## Compatibility

- `volume_bar_size` defaults to 100 → existing wgdc7-equivalent runs
  reproduce, but with a *new* fxcache key (the f7718b376-era cache file
  is unreachable; harmless, can GC manually).
- OFI fix is strictly more correct; no opt-out needed. Existing models
  trained on contaminated OFI features may show slight feature
  distribution drift on first cache regen — expected, not a regression.
- `data_source = "ohlcv"` Argo param now possible; routes precompute
  through volume bar branch directly. wgdc8 experiment uses this to test
  bar resolution sensitivity at volume_bar_size=500 (5× DEFAULT).

Tests: 6/6 feature_cache tests pass. Workspace + examples compile clean.
Audit-doc: `docs/dqn-wire-up-audit.md` updated.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-09 22:55:33 +02:00
jgrusewski
f7718b3761 fix(architectural): include bar formation params in fxcache key + actually USE imbalance bars
## The bug (audit 2026-05-09)

`crates/ml/src/feature_cache.rs:calculate_dbn_cache_key_full` hashed only
`(symbol, data_source, dbn_filenames+sizes)` — NOT `imbalance_bar_threshold`
or `imbalance_bar_ewma_alpha`. Combined with `precompute_features.rs:346`
unconditionally calling `build_volume_bars` regardless of `data_source`,
this meant:

1. 14 audited production runs (Apr 11–May 8) all collided on the same
   fxcache key (`a3f933aa...` / `c07c960a...`) regardless of TOML
   `imbalance_bar_threshold` value
2. The imbalance-bar code path was reachable only via fxcache MISS, which
   never happens in production because `ensure-fxcache` always populates
   first
3. Every "tuning" of `imbalance_bar_threshold` across 16+ SP runs was a
   silent no-op — the system was actually running volume bars at
   DEFAULT_VOLUME_BAR_SIZE (100 contracts/bar)

## The fix (this commit)

**Part A — cache key includes bar formation params:**
- `calculate_dbn_cache_key_full` signature: 5 args → 7 args. Two new f64
  params hashed via `to_le_bytes()`.
- 4 callers updated atomically (per `feedback_no_partial_refactor`).
- 2 new unit tests (`test_cache_key_includes_bar_threshold`,
  `test_cache_key_includes_bar_alpha`) pin the contract.

**Part B — precompute_features actually USES data_source:**
- New CLI args `--imbalance-bar-threshold` (default 0.5) and
  `--imbalance-bar-ewma-alpha` (default 0.1) on both train_baseline_rl
  and precompute_features.
- `precompute_features.rs:346` now branches: when
  `data_source == "mbp10"` AND `mbp10_data_dir.is_some()`, calls
  `mbp10_to_imbalance_bars` instead of `build_volume_bars`.

**Argo plumbing:**
- `train-template.yaml` + `train-multi-seed-template.yaml`: new workflow
  parameters threaded into BOTH precompute and trainer invocations so
  both compute the same fxcache key.
- `scripts/argo-train.sh`: new CLI flags for ad-hoc overrides.
- ensure-fxcache regen path: removed `rm -f /feature-cache/*.fxcache`
  (with bar-params now in key, parallel experiments coexist).

## Effects going forward

- Tuning `imbalance_bar_threshold` actually changes bar density
- Configuring `data_source = "mbp10"` actually produces imbalance bars
- Multiple parallel experiments at different thresholds coexist on PVC
- `dqn-production.toml: imbalance_bar_threshold = 0.5` no longer ignored

Default values match prior production behavior → existing wgdc7-equivalent
runs reproduce, just with a *new* fxcache key (the old volume-bar cache
file is still on disk but won't be hit; harmless, can GC manually).

Audit-doc: `docs/dqn-wire-up-audit.md` updated with full context.
Tests: 5/5 feature_cache tests pass, full workspace + examples compile clean.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-09 22:04:50 +02:00
jgrusewski
04df20bdc3 infra(argo): smoke populates ensure-binary cache for next train run
The smoke template already compiled `train_baseline_rl`. Now also build
`evaluate_baseline` + `precompute_features` and copy + strip all 3 to
`/data/bin/$SHORT_SHA/` after PASS — exactly the layout that
train-multi-seed-template.yaml's `ensure-binary` cache check
(lines 235-246) looks up by SHA. A smoke-then-train sequence at the same
SHA now hits the cache and skips the ~6-min compile, exiting in the
~1-min pod-startup baseline.

- Drop readOnly:true on training-data PVC mount (cargo writes binaries
  into /data/bin/$SHORT_SHA; read-side fxcache + market data unchanged)
- Build all 3 example binaries in a single cargo invocation (sccache-warm)
- Idempotent SHA-keyed dest dir; PASS-only so broken bins never cache

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-02 23:30:06 +02:00
jgrusewski
609c573efc fix(argo): refresh-deps-cache uses ci-pipeline egress label
compile-and-deploy netpol allows port 2222 (gitlab-shell) and 8181
(webservice) but NOT port 5000 (gitlab-registry). The deps-cache build
needs port 5000 to push the resulting image, so kaniko was failing
with: dial tcp 10.32.4.209:5000: i/o timeout.

ci-pipeline netpol (used by build-ci-image-template, which also pushes
to gitlab-registry via kaniko) does allow port 5000 to app: registry.
Reuse that label.
2026-05-02 10:45:21 +02:00
jgrusewski
fff423ddf8 fix(argo): refresh-deps-cache uses compile-and-deploy egress label
Setting `app.kubernetes.io/component: deps-cache-build` left the pod
without any matching NetworkPolicy — the cluster's default-deny then
blocked egress to gitlab-shell:2222 and the git clone init container
timed out (verified in refresh-deps-cache-bgttw run).

Switch to `compile-and-deploy` so the pod picks up
argo-compile-and-deploy-workflow netpol's existing allow-list:
gitlab-shell:2222, gitlab-registry, gitlab-webservice, MinIO, etc.
Same egress targets the deps-cache build needs anyway.
2026-05-02 10:36:19 +02:00
jgrusewski
92d12a5ece fix(argo): CronWorkflow uses schedules (plural array) per newer CRD
The cluster's CronWorkflow CRD (argoproj.io/v1alpha1, current Argo
release) requires `spec.schedules` as an array. Older versions accepted
`spec.schedule` (singular string) as well; the newer CRD rejects it
with: `spec.schedules: Required value`.

Surfaced when applying refresh-deps-cache-template.yaml — the
WorkflowTemplate part applied fine, the CronWorkflow part failed.
2026-05-02 10:26:44 +02:00
jgrusewski
dbae70e811 feat(deps-cache): pre-built workspace deps image for cold-start compile
The biggest unexplored win against CI cold-start: ship a Docker image
that carries a fully-built /cargo-target-prebuilt/ snapshot of the
workspace's third-party dependency rlibs, and rsync it into the
cargo-target-cpu PVC as the first step of compile-services.

Cold-start compile path before this commit (fresh node, fresh PVC):
  1. cargo resolves Cargo.lock         ~10s
  2. cargo refreshes registry index    ~30s
  3. cargo compiles ~1500 dep crates   ~3-5 min
  4. cargo compiles workspace members  ~1-2 min
  Total cold compile: ~5-8 min

After this commit:
  1. seed-deps-cache initContainer pull image   ~30-60s (in-cluster registry)
  2. rsync /cargo-target-prebuilt/ into PVC      ~30-60s (~6-8 GB local)
  3. cargo delta-compiles workspace members      ~1-2 min
  Total cold compile: ~2-4 min

Net saving: 2-4 min per cold-cache compile pod.

Steady-state (warm PVC, stamp file present): the seed initContainer
exits in ~50ms, no rsync.

Files:
- infra/docker/Dockerfile.ci-deps-cache:
    Multi-stage. Stage 1 atop ci-builder-cpu, runs
    `cargo build --locked --release --workspace || true` (|| true so
    transient errors don't kill the cache build), then snapshots
    target/release/{deps,.fingerprint,build} into /cargo-target-prebuilt.
    Stage 2 thin Ubuntu + rsync, COPY's the snapshot. Default CMD just
    prints the contents — actual entrypoint set by initContainer spec.
    Used the "build everything" approach over cargo-chef-style stubbing
    because it has zero special-case logic for build.rs / examples /
    weird workspace shapes; image is ~1-2 GB bigger as a result, but
    pulls fast from in-cluster registry.

- infra/k8s/argo/refresh-deps-cache-template.yaml:
    WorkflowTemplate that drives a Kaniko build of the Dockerfile and
    pushes to gitlab-registry/.../ci-builder-cpu-with-deps:nightly.
    Includes a CronWorkflow that runs nightly at 03:00 UTC, suspended
    by default (enable manually after first successful run validation).
    Mirrors the existing build-ci-image-template.yaml pattern.

- infra/k8s/argo/compile-and-deploy-template.yaml:
    Adds a `seed-deps-cache` initContainer to compile-services. Uses
    rsync --ignore-existing (don't clobber newer artifacts the PVC may
    already have from a prior build) and a stamp file
    /cargo-target/cpu_deps_v${DEPS_VERSION}.stamp to short-circuit
    re-seeding on warm pods. Tolerates a missing
    /cargo-target-prebuilt dir (image not yet published) — emits a
    WARN and continues without the seed.

- infra/k8s/argo/kustomization.yaml:
    Registers the new template so kustomize/argo deploys it.

- infra/k8s/argo/README-deps-cache.md:
    How to refresh manually, enable the cron, bump DEPS_VERSION,
    debug a slow seed, and remove this when no longer needed.

Validation:
- python3 yaml.safe_load_all parses both compile-and-deploy and
  refresh-deps-cache templates (1 + 2 docs respectively)
- cargo check --workspace --release --locked passes locally
- Dockerfile syntax visually inspected; the multi-stage COPY pattern
  matches existing infra/docker/Dockerfile.* conventions
- Argo template structure mirrors build-ci-image-template.yaml which
  is known-working in this cluster

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-02 10:23:16 +02:00
jgrusewski
a72c5743fe build(ci): install wild linker, swap from mold in CI compile step
wild (https://github.com/davidlattimore/wild) is a Rust-native linker,
typically 10-30% faster than mold on large release-LTO links. We have
~5 service binaries each doing release-LTO link, so the saving is
meaningful: ~30-90 sec wall-time on a fresh compile.

Approach (CI-only swap, zero local-dev impact):
1. Dockerfile.ci-builder-cpu installs wild 0.8.0 alongside mold (both
   linkers present; revert path is trivial).
2. .cargo/config.toml keeps `-fuse-ld=mold` as the file default so
   `cargo build` works locally without requiring wild on PATH.
3. compile-and-deploy-template.yaml's compile-services script does an
   in-place sed substitution `mold -> wild` immediately before
   `cargo build`, gated on `command -v wild` so a missing binary
   silently falls back to mold instead of failing the build.

Why sed-in-script over RUSTFLAGS env var: RUSTFLAGS env var REPLACES
the entire target.<triple>.rustflags array (per cargo docs precedence:
env > target > build, mutually exclusive — they do NOT merge), which
would silently drop our existing -Wl,-z,relro/--as-needed/target-cpu
flags. Sed swap edits one token while preserving everything else.

Validation:
- python3 yaml.safe_load_all parses the template
- cargo check --workspace --release --locked succeeds locally (still
  using mold per the unchanged config.toml default)
- Dockerfile syntax visually verified; wild tarball URL confirmed live
  via curl https://api.github.com/repos/davidlattimore/wild/releases/latest

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-02 10:22:25 +02:00
jgrusewski
b008b32d73 chore(image): drop rclone from ci-builder-cpu Dockerfile
rclone (~50 MB installed) is not used by any Argo step that runs in
ci-builder-cpu. The only Argo step that does use rclone
(build-web-dashboard) runs in node:22-alpine and apk-installs rclone
itself. Removing here saves an unused ~50 MB layer in every
ci-builder-cpu pull on every CI compile pod cold-start.

Tools deliberately KEPT despite the original task suggestion to remove
them:
  - terragrunt + tofu — used by terragrunt-apply step in
    ci-pipeline-template.yaml (runs in ci-builder-cpu)
  - kubectl          — used by apply-argo-templates step in
    ci-pipeline-template.yaml (runs in ci-builder-cpu)

Removing those would break those pipeline steps.

Expected impact: ~50 MB image size reduction, ~3-7 sec cold-pull
savings per compile pod. Smaller than the original ~250 MB estimate
because terragrunt/tofu/kubectl had to stay.

Validation: visually inspected Dockerfile syntax (no docker daemon
available locally). Grepped infra/k8s/argo/*.yaml for rclone usage —
only build-web-dashboard (node:22-alpine) references it.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-02 10:22:25 +02:00
jgrusewski
107293977b ci(argo): add CARGO_BUILD_JOBS=30 and --locked to compile-services
Two small but compounding fixes for the compile-services step:

1. CARGO_BUILD_JOBS=30 matches the cgroup limits.cpu="30" set on the
   pod. Without it, cargo asks num_cpus::get_physical() (the host's
   whole CPU count, e.g. 64 on a Scaleway PRO2-XL) and over-subscribes
   vs the cgroup throttle. Expected: ~5-10% better CPU saturation
   under load, fewer context-switch stalls.

2. cargo build --locked skips Cargo.lock resolver work and fails fast
   if the lock has drifted (catches accidental Cargo.toml edits that
   weren't re-resolved). Expected: ~5-15 sec saved per invocation,
   loud error instead of silent re-resolve.

Validation:
- python3 yaml.safe_load_all parses the template cleanly
- cargo check --workspace --release --locked succeeds in foxhunt-brush-test

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-02 10:22:25 +02:00
jgrusewski
b526291931 ci(argo): wire sccache into compile-and-deploy-template
Mount the existing sccache-cpu PVC and set RUSTC_WRAPPER=sccache for
the regular service-build pipeline. Previously only train-template and
train-multi-seed-template used sccache; the production CI build had
zero rustc-level caching, so every CI run rebuilt every dep from
scratch.

Also set CARGO_INCREMENTAL=0 to override the workspace-wide
[build] incremental = true in .cargo/config.toml. sccache documented
limitation: cannot cache incremental rustc output. Local dev keeps
incremental via config.toml unchanged.

Print sccache --show-stats at end of build for visibility into cache
hit rates.

Mirror of train-template.yaml's sccache pattern; uses the sccache-cpu
PVC (20Gi, scw-bssd-retain) which was already provisioned but unmounted.

Expected impact: rustc cache hit rate jumps from 0% → 50-90% on
subsequent CI runs.
2026-05-01 01:00:52 +02:00
jgrusewski
7e2eb708a7 infra(argo): smoke-test --clean-cache parameter for build-cache-isolated bisect
The L40S smoke template uses CARGO_TARGET_DIR=/cargo-target on a
persistent PVC, so every smoke probe builds incrementally on top of
artefacts left by prior probes. File deletions (e.g., regime_conditional.rs
in ff00af68a) can leave dangling rmeta/object references that perturb
downstream codegen between bisect runs — making the bisect result
contingent on which order probes were submitted in, not on the source.

Adds an optional `clean-cache` parameter (default `false`) which runs
`cargo clean -p ml -p ml-dqn --release` before the compile step. Other
crate artefacts (ml-core, ml-supervised, etc.) stay cached so the wipe
is bounded — fresh ml/ml-dqn compile in ~3-5 min vs ~30+ min full clean.

Use case: re-running a52d99613 + ff00af68a with `--clean-cache` to
verify the bisect under controlled build conditions. If the
broken/clean status flips with clean cache, the regression is
build-state-dependent rather than source-line; if it reproduces, the
source regression is real and bisect is definitive.

scripts/argo-smoke.sh exposes `--clean-cache` flag passing through
to the workflow parameter.
2026-04-29 11:04:18 +02:00
jgrusewski
27f536ba6e infra(argo): plain smoke-test template + scripts/argo-smoke.sh
Adds a no-wrapper L40S smoke runner alongside the nsys/sanitizer
templates. Same compile + checkout + data-mount layout, no profiler
binary, no sanitizer instrumentation, no MinIO artefact upload — just
a plain test execution against the full training-data PVC.

Use case: validate a smoke test passes on the real 27-month dataset
when local data is too short (laptop only has 1 quarter of MBP-10/
trades, fxcache truncates below the 10-month minimum).

- infra/k8s/argo/smoke-test-template.yaml: WorkflowTemplate
  smoke-test, entrypoint smoke-run, default test
  multi_fold_convergence::test_multi_fold_convergence.
- infra/k8s/argo/kustomization.yaml: register the new template.
- infra/k8s/argo/argo-workflow-netpol.yaml: extend the
  sanitizer/nsys NetworkPolicy podSelector to include smoke-test
  (identical egress requirements: git fetch, ci-builder pull,
  training-data PVC).
- scripts/argo-smoke.sh: thin wrapper mirroring argo-nsys.sh /
  argo-sanitizer.sh (--multi-fold default, --test, --ref, --watch).

Verified: kustomize dry-run clean, kubectl apply -k creates the
template + reconfigures the netpol live in foxhunt namespace.
2026-04-29 07:52:11 +02:00
jgrusewski
0d630c799e fix(argo): nsys upload to foxhunt-training-results bucket (real bucket name)
The original target 'foxhunt-training-artifacts' (cloned from
train-multi-seed-template) does not exist on the cluster MinIO.
Available production buckets: foxhunt-models, foxhunt-training-data,
foxhunt-training-results, foxhunt-binaries, foxhunt-backups,
foxhunt-gitlab-{artifacts,packages,registry}.

foxhunt-training-results is the right home for profiling artefacts
(model evaluation outputs already land there). Upload path is now
foxhunt-training-results/profiles/smoke/<short-sha>/profile-<pod>.nsys-rep.

Note: train-multi-seed-template has the same bucket-name typo —
production --profile uploads have been silently failing. Out of scope
for this commit, separate fix needed there.
2026-04-28 22:56:31 +02:00
jgrusewski
3c6470926f fix(argo): drop nsys --gpu-metrics-devices flag (NVGPUCTRPERM)
NVIDIA's GPU metrics counters require elevated container perms
(/proc/sys/kernel/perf_event_paranoid + nvidia.com/gpu performance
counter device unlock). Containers in our Kapsule pods don't have
those — nsys exits exit-1 immediately with NVGPUCTRPERM.

Default to CUDA/NVTX/osrt traces only — kernel timeline + per-kernel
duration + call-graph context, which is what the bottleneck hunts
actually need. Counters can be re-enabled via --extra-args when
running on a relaxed node.
2026-04-28 22:52:05 +02:00
jgrusewski
dfdc915395 fix(argo): switch sanitizer/nsys templates to training-data-pvc (full 27 months)
The test-data-pvc only had 3-4 months of MBP-10 (Q1 2024 only), causing
walk-forward fold generation to fail with 'Need at least 10 months of data'.
Production training uses training-data-pvc mounted at /data with subdirs
futures-baseline / futures-baseline-mbp10 / futures-baseline-trades —
that's the full 27-month dataset.

Switching all three env vars (FOXHUNT_TEST_DATA, FOXHUNT_MBP10_DATA,
FOXHUNT_TRADES_DATA) and the volume/mount to point at the production
data PVC. multi_fold_convergence's 6/2/2 walk-forward (10 months min)
now has ample data.
2026-04-28 22:39:03 +02:00
jgrusewski
d999dfd385 fix(argo): replace grep -q | TEST_BIN--list pipe with capture-then-grep to avoid SIGPIPE
`grep -q` exits early on first match, closing stdin to upstream
`$TEST_BIN --list`. With pipefail enabled, that SIGPIPE on the upstream
process bubbles up as exit 141 and kills the workflow before the
sanitizer/nsys can launch.

Capture --list output once into a variable, then grep the captured
string (which doesn't pipe to a process). Same pattern for the
already-broken-but-defensive head -30 in the error branch.
2026-04-28 22:36:49 +02:00
jgrusewski
d8e77fade3 fix(smoke,argo): multi_fold_convergence forwards mbp10/trades flags + Argo wires env vars
Per feedback_mbp10_mandatory.md, MBP-10 + trades are mandatory inputs.
multi_fold_convergence now reads FOXHUNT_MBP10_DATA / FOXHUNT_TRADES_DATA
env vars, forwards them to train_baseline_rl as --mbp10-data-dir /
--trades-data-dir, and hard-fails if either path is missing.

Argo sanitizer-test + nsys-test templates set the env vars to PVC paths
/data/test-data/{mbp10,trades} and FOXHUNT_TEST_DATA points at
/data/test-data/ohlcv (PVC layout has lost+found/trades/mbp10/ohlcv as
top-level subdirs; the symbol ES.FUT lives under ohlcv/).

Without this, the smoke would silently fall back to tick-rule proxy
classification and validate a degraded model variant (no real OFI),
defeating the purpose of L40S validation. Audit doc updated per
Invariant 7.
2026-04-28 22:32:19 +02:00
jgrusewski
169610c85d fix(argo): wrap TEST_BIN pipeline in subshell + || true to suppress SIGPIPE
`set -o pipefail` + `head -1` closing stdin produces SIGPIPE (exit 141)
from upstream `ls`/`grep`. The subshell + || true contains the failure
to the inner pipeline so the script's pipefail doesn't propagate it.

Sanitizer fired exit 141 immediately after the cargo build; nsys
reproduced the same exit on its parallel run, confirming the diagnosis.
2026-04-28 22:27:33 +02:00
jgrusewski
8e6b9684fb fix(argo): TEST_BIN path must honour CARGO_TARGET_DIR not repo-relative target/
The workflow sets CARGO_TARGET_DIR=/cargo-target so cargo writes binaries
to /cargo-target/release/deps/ml-*, not target/release/deps/ml-*. Both
templates were globbing the wrong path and failed with exit 3 (now
caught by the explicit error message).

Compile finished cleanly in 4m14s (sccache cache hit on first run after
re-checkout); test binary lookup then failed and the script exited at
the 'could not locate compiled test binary' check.
2026-04-28 22:26:02 +02:00
jgrusewski
09e10db99b fix(argo): add egress NetworkPolicy for sanitizer-test + nsys-test workflows
Both new workflow components were missing egress permissions and the
default-deny in the foxhunt namespace blocked their git fetch SSH to
gitlab-shell.foxhunt.svc.cluster.local:2222 — caused exit code 128
"Could not read from remote repository" before any GPU work started.

New `argo-sanitizer-nsys-workflow` policy mirrors the ci-pipeline
egress (DNS, K8s API, gitlab SSH on port 2222, MinIO 9000 for log
archive + nsys-rep upload, gitlab registry 5000 for ci-builder image
pull, webservice 8181 for registry token auth, external 80/443 for
mc binary download from dl.min.io).
2026-04-28 22:13:32 +02:00
jgrusewski
96ef40a7b8 fix(argo): remove orphan duplicate value key on spread-ticks parameter
train-template.yaml had a stray `value: "5"` line directly after
`value: "1.0"` under `- name: spread-ticks`. Stricter YAML parsers
(Go go-yaml used by kustomize) reject duplicate mapping keys and bail
out of the entire kustomize bundle with line-52 errors that mislead
diagnosis to unrelated files.

Permissive parsers (kubectl apply -f's path) silently take the last
value, which made the bug invisible until `kubectl apply -k` was
attempted.

The orphan was a leftover from an earlier edit (likely a max-folds=5
or similar parameter that was renamed but not fully removed).
2026-04-28 22:02:48 +02:00
jgrusewski
be0588099f fix(argo): quote test-name parameter values to satisfy strict YAML parsers
The unquoted test name string contains '::' (Rust path separator). Some
strict YAML implementations (Go go-yaml when used by certain kustomize
paths) interpret it ambiguously. Quoting makes it always a string scalar.

Templates were applied directly via 'kubectl apply -f' which uses a
permissive parser; the unquoted form worked. Quoting makes them
also kustomize-compatible.
2026-04-28 22:00:47 +02:00
jgrusewski
4d1d8ffa25 infra(argo): add sanitizer-test + nsys-test workflow templates for L40S smoke validation
Two new one-shot WorkflowTemplates for validating smoke tests under
GPU-instrumentation tools that don't fit in the laptop's 4 GB VRAM:

- `sanitizer-test`: wraps cargo test smoke under `compute-sanitizer
  --tool=memcheck|racecheck|synccheck|initcheck` with --target-processes all
  so multi_fold_convergence's spawned `train_baseline_rl` subprocess is also
  instrumented. Pre-builds train_baseline_rl example to avoid sanitizer
  instrumenting cargo/rustc on the inner spawn. Triages internal-vs-real
  errors and exits non-zero only on real bugs.

- `nsys-test`: wraps cargo test smoke under `nsys profile`. Captures CUDA +
  NVTX + osrt traces with GPU metrics (ga10x set). Uploads .nsys-rep to
  MinIO at foxhunt-training-artifacts/profiles/smoke/<short-sha>/, mirroring
  the existing Plan 5 Task 3 production-training profile pattern in
  train-multi-seed-template.

Wrapper scripts:
- scripts/argo-sanitizer.sh — `argo submit` wrapper, supports --multi-fold
  shortcut for fold-boundary code paths (IQN sync, aux Adam reset,
  iqn_readiness reset, MSE clamp) that single-fold tests cannot exercise.
- scripts/argo-nsys.sh — same shape as argo-sanitizer.sh, default test is
  performance::test_real_data_single_epoch for broad coverage.

Why L40S: laptop RTX 3050 Ti's 4 GB cannot fit compute-sanitizer's
instrumentation metadata (~2-3x app VRAM) — sanitizer falls back to "didn't
track the launch" with 60k+ internal-allocation errors. L40S 48 GB has
ample headroom for both memcheck and nsys overhead.

Both templates compile cargo test --release --lib --no-run plus cargo build
--release --example train_baseline_rl on the cargo-target PVC. Compile time
dominated by sccache hit rate (production training image: 100% C/C++ cache,
~75% Rust cache after warmup).

Templates registered in kustomization.yaml — apply with `kubectl apply -k
infra/k8s/argo` before first submit.
2026-04-28 21:57:32 +02:00
jgrusewski
fcf76701f4 plan5(task5-B): pivot multi-seed Argo from N×K (seed,fold) to N seed-only fanout
The first L40S deploy attempt (workflow `train-multi-seed-z2llf`, terminated)
failed at startup with `error: unexpected argument '--fold' found` on every
job: `train_baseline_rl` is a multi-fold walk-forward executor that accepts
`--max-folds K`, NOT `--fold N`. The original P5T1 harness assumed the
opposite and fanned out N seeds × K folds = N*K jobs, each invoking the
binary with `--seed N --fold K`.

User chose Path B: pivot to one job per seed (each runs all K folds via the
existing `--max-folds` mechanism). Per-job runtime is K× longer, but fanout
drops from N*K=30 → N=5 (matches L40S pool capacity better) and the binary
contract becomes the one the binary actually has.

4 surface changes:

1. crates/ml/examples/train_baseline_rl.rs — add `--seed N` CLI arg
   (default 42 — historic implicit value). Sets `FOXHUNT_SEED` env var at
   startup BEFORE any CUDA module spins up. Logs the seed value at the
   training start banner.

2. crates/ml/src/cuda_pipeline/mod.rs — add `global_seed()` (reads
   `FOXHUNT_SEED`, default 42) + `mix_seed(base)` (SplitMix64 avalanche
   so adjacent global seeds produce uncorrelated module seeds). Six call
   sites updated to mix the global seed into their previously-hardcoded
   constants:
   - trainer/action.rs: GpuActionSelector seed (0xDEAD_BEEF_CAFE) + the
     epsilon-greedy fallback StdRng (0xAC7_DEF0).
   - cuda_pipeline/gpu_iqn_head.rs: IQN Xavier-init RNG (0x1CA_1234).
   - cuda_pipeline/gpu_iql_trainer.rs: V(s) Xavier-init RNG (0x1C1_9ABC).
   - cuda_pipeline/gpu_her.rs: random-donor RNG (0x4E4_5678).
   - cuda_pipeline/gpu_ppo_collector.rs: rng_seeds Vec for PPO
     experience-collector init + reset (0xAA0_5EED).
   - trainer/training_loop.rs: per-epoch regime_dropout_seed.

3. infra/k8s/argo/train-multi-seed-template.yaml — drop `fold` parameter
   from `train-single` template; binary invoked as `--seed "$SEED"
   --max-folds {{workflow.parameters.folds}}` so the walk-forward sweep
   happens inside the single training process. Drop `FOLD` env var. Update
   the nsys-rep upload filename to drop the fold suffix. Update banners /
   doc comments to reflect "one-job-per-seed" semantics.

4. scripts/argo-train.sh — matrix generator drops the inner fold loop.
   Each emitted task carries only `seed=${s}` and depends on the same
   ensure-fxcache + gpu-warmup. The dry-run synthetic marker switches from
   `seed=${s} fold=${f}` to `seed=${s} max_folds=${FOLDS}` so test harnesses
   count the new shape correctly.

5. scripts/tests/test_multi_seed_harness.sh — assertions updated:
   - `--multi-seed 3 --folds 2` produces 3 tasks (was 6).
   - Rendered binary command must include `--max-folds
     {{workflow.parameters.folds}}` placeholder.
   - Rendered template must declare `folds` workflow parameter (so
     `argo submit -p folds=K` overrides the default).
   - Rendered binary command must NOT contain any per-fold flag — this
     catches the failure mode that broke the first L40S deploy.
   - Backward-compat: `--multi-seed 1 --folds 1` preserves the existing
     single-template path (no DAG matrix tasks emitted).

6. docs/dqn-wire-up-audit.md — adds 1 Wired row documenting the pivot,
   the new `--seed`/`mix_seed` plumbing, all 6 RNG call sites, and the
   end-to-end seed-variation verification result.

Validation:

  cargo check --workspace clean at 11 warnings (workspace baseline preserved).

  cargo build --release --example train_baseline_rl succeeds; --help shows
  the new --seed flag with documented default 42.

  Seed-variation end-to-end test on RTX 3050 Ti (1 fold × 2 epochs each):
    --seed 42  → F0 best Sharpe = -9.7831, best_val_metric = 1.957244,
                 epoch-2 train Sharpe = -16.12, val_Sharpe = +1.11.
    --seed 999 → F0 best Sharpe = +92.9341, best_val_metric = 2.161012,
                 epoch-2 train Sharpe = +92.93, val_Sharpe = -0.25.
  Different best Sharpe / best_val_metric / epoch-2 train + val Sharpe
  across seeds proves the seed actually propagates through the RNG init
  paths and is not just accepted-and-ignored. The seed=42 numbers match
  the prompt's "deterministic baseline" expectation (F0 = -9.7831 was
  bit-identical pre-pivot because no global-seed plumbing existed).

  ./scripts/argo-train.sh dqn --multi-seed 5 --folds 6 --dry-run produces
  exactly 5 WorkflowTask markers (train-s0..train-s4), each with
  `--max-folds {{workflow.parameters.folds}}` in the binary invocation.

  All 3 harness tests PASS:
    - test_multi_seed_harness.sh: 5 PASS lines, exit 0.
    - test_nsys_harness.sh: 4 PASS lines + ALL PASS, exit 0.
    - test_tier_checks.sh: PASS overall (good-fixture passes, bad-fixture
      surfaces expected check rejections), exit 0.

Backward compat: existing single-job `argo-train.sh` callers (no
`--multi-seed`, no `--folds`) route to the original `train-template.yaml`
unchanged. `--seed 42` is a no-op offset for the SplitMix64 mix at the call
sites — the trajectory shifts only when the user passes `--seed` explicitly,
matching the prompt's "default 42 (historic implicit value)" requirement.

L40S pool: argo-train.sh defaults `--gpu-pool ci-training-h100`; user passes
`--gpu-pool ci-training-l40s` at deploy time. No script default change
(per constraint 5).

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-04-26 14:11:32 +02:00
jgrusewski
2606506cd8 plan5(task3): A.4.1 nsys profile harness with regression-comparison script
- argo-train.sh: --profile flag forces multi-seed render path so the
  nsys wrapper + foxhunt-training-artifacts upload step are visible in
  --dry-run YAML without cluster contact (test surface).
- train-multi-seed-template.yaml: new `profile` parameter (default
  "false") gates the per-(seed, fold) `nsys profile
  --capture-range=cudaProfilerApi` wrapper and the `mc cp` upload to
  foxhunt-training-artifacts/profiles/<sha>/. mc binary fetched
  on-demand (ci-builder image lacks it). MinIO creds optional —
  upload warn-skips if absent.
- Dockerfile.foxhunt-training-runtime: install nsight-systems-cli
  unpinned (pinning the stale 2024.4.1.61-1 from earlier plans
  breaks builds when apt index advances).
- minio.yaml: add foxhunt-training-artifacts bucket to minio-init.
- compare-nsys-profiles.py: V0 regression detector — compares
  cuda_gpu_kern_sum total_ns / epoch_count between two profiles;
  exits 1 on >20% slowdown. NVTX per-epoch ranges deferred to T5.
- tests/test_nsys_harness.sh: dry-run grep test — verifies both
  required strings appear when --profile is set, and that the
  default (no --profile) path keeps profile=false in the rendered
  template.
- dqn-wire-up-audit.md: Plan 5 Task 3 row added documenting the
  harness + the baseline-capture deferral to T5.

Backward compat: test_multi_seed_harness.sh from P5T1 still PASS.
2026-04-26 12:25:35 +02:00
jgrusewski
c6634254e4 plan5(task1A): multi-seed × multi-fold Argo DAG template
Adds the orchestration surface for Plan 5 Task 1 — Multi-Seed × Multi-Fold
Validation Harness:

- scripts/argo-train.sh: new --multi-seed N, --folds K, --tag T, --dry-run
  flags. Default --multi-seed 1 --folds 1 routes to the existing
  train-template.yaml (backward compat — existing callers unchanged). When
  N>1 or K>1 the script renders train-multi-seed-template.yaml with an
  inline-generated (seed, fold) matrix and either prints the YAML
  (--dry-run) or applies + submits it.

- infra/k8s/argo/train-multi-seed-template.yaml: new WorkflowTemplate with
  entrypoint multi-seed-matrix → ensure-binary, gpu-warmup, ensure-fxcache,
  then N*K parallel train-single instances. Each train-single receives
  seed/fold via inputs.parameters and forwards them to the training binary
  via --seed/--fold CLI args + SEED/FOLD env vars. The dag.tasks placeholder
  `# __MATRIX_TASKS__` is substituted programmatically by argo-train.sh
  (awk) — no hand-written 30-task matrix.

- scripts/tests/test_multi_seed_harness.sh: dry-run regression test.
  Asserts --multi-seed 3 --folds 2 emits 6 WorkflowTask markers AND
  --multi-seed 1 --folds 1 emits zero (single-template path preserved).

Validation:
- argo lint --offline passes on both the source template and the rendered
  3x2 / 5x6 outputs.
- test_multi_seed_harness.sh passes locally.
- Single-job dry-run still produces the unchanged train-template YAML.

Note: plan Step 0.1 pre-plan check expects ISV_TOTAL_DIM=72 and seven
ATTN_*_FOCUS_EMA_INDEX slots — both stale (Plan 4 landed
ISV_TOTAL_DIM=117 and the VSN_MAG_EMA / VSN_DIR_EMA / MAMBA2_RETENTION_EMA
slots instead). Plan 4 validation doc never landed (T8 deferred → Plan 5
T5). T1 is pure infrastructure that builds the harness consumed by T5,
so the stale pre-plan expectations do not block this commit.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-04-26 10:55:12 +02:00
jgrusewski
69c663d360 infra(argo): disable CARGO_INCREMENTAL in ensure-binary for sccache hit rate
The project's Cargo.toml and .cargo/config.toml both set
`incremental = true`, which makes rustc emit per-query save-analysis
artifacts that sccache does not cache. Result: even though
RUSTC_WRAPPER=sccache was set, the rustc calls wrote incremental
state that subsequent builds saw as stale and recompiled anyway.

Setting CARGO_INCREMENTAL=0 in the ensure-binary env forces rustc
to emit pure object output that sccache hashes uniformly on
(source + args). Same SHA → full cache hit; small source change →
only dirty crates recompile.

Does not change the service compile-and-deploy-template path,
which intentionally uses cargo-incremental against a persistent
/cargo-target-cpu PVC for repeated rebuilds of a narrow set of
service binaries.

Applies from the next workflow submission onward (train-5wb4n
already compiled under the old config and is running).

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-04-23 22:38:12 +02:00
jgrusewski
8afe9562e5 infra(argo): wire sccache into ensure-binary — PVC-local per-crate cache
Every new commit triggered a full workspace recompile (~6min for a 2-file
change) in ensure-binary. The binary cache at /data/bin/$SHA is SHA-keyed
so it misses on every new commit. The cargo incremental cache at
/cargo-target/target is file-mtime keyed, which git checkout invalidates
whenever it retouches files.

sccache (already present in ci-builder image, verified via `sccache --version`
in Dockerfile) is content-hash keyed — identical source → identical hit
regardless of mtime. Sits in front of rustc via RUSTC_WRAPPER. Cache dir
on the same cargo-target-cuda PVC (SCCACHE_DIR=/cargo-target/sccache) so:
  - Combines with cargo's target/ cache on one volume, no separate PVC
  - Disk-local hits, no network round-trip per rustc invocation
  - Survives across pods and commits — the git-checkout mtime flip that
    breaks cargo's fingerprints doesn't affect content-hash caching

40G cache size cap — the cargo-target-cuda PVC is large enough that
sccache won't evict useful entries under normal use.

Expected behaviour: first build after this commit is still a full rebuild
(sccache cache empty). Subsequent builds for the same CUDA_COMPUTE_CAP
should hit compiled objects at near-zero cost for crates whose source
hasn't changed.

Applied to cluster via `kubectl apply -n foxhunt -f` — WorkflowTemplate
is live before the next ./scripts/argo-train.sh invocation.

Closes task #34.
2026-04-21 19:23:43 +02:00
jgrusewski
932ac2bda8 fix(graph-capture): eliminate dtoh in PER diversity path + align evaluate CLI
Two bugs caught by the L40S smoke (train-qhgj6) that couldn't surface on
local RTX-3050 single-fold runs:

1. PER dtoh inside CUDA Graph capture (Fold 1 crash)
   Failure: CUDA_ERROR_STREAM_CAPTURE_INVALIDATED at per_prefix_scan on
   Fold 1 re-capture. Chain: fused_training parent graph captures →
   memcpy_dtoh + cuStreamSynchronize in gpu_replay_buffer::update_priorities_gpu
   (health<0.8 diversity path) poisons the stream → subsequent per_sample
   kernel on the same stream sees an invalidated capture context.

   The prior comment claimed "runs once per epoch, DtoH cost acceptable"
   — wrong, it runs every priority update when health<0.8 (common during
   Fold handoff when health_cache is re-seeded low). Any dtoh inside
   capture invalidates regardless of latency.

   Proper fix (no shortcut):
   * New kernel actions_sum_scale_reduce_u32 — single-block deterministic
     tree reduction over sample_actions (u32) → writes (sum*1000)/n as i32
     to a device-accessible slot. No atomics (consistent with the 1/N
     determinism policy from commit c82386500).
   * mean_action_scaled storage is pinned + device-mapped (cuMemAllocHost
     + cuMemHostGetDevicePointer — same pattern as rng_step_dev_ptr and
     size_dev_ptr elsewhere in the file). Zero-copy between host and
     device, graph-safe, no explicit free needed (process-exit cleanup,
     matches existing pattern).
   * pow_alpha_diverse_f32 now takes const int* mean_action_scaled_ptr
     and does a plain global load — NOT __ldg. The read-only cache used
     by __ldg is not guaranteed coherent with device-mapped host memory;
     multi-trial smoke regression caught it (median q_gap collapsed
     from 2.0 → 0.15 with __ldg, recovered to 2.8 with plain load).

   Verified: multi-trial smoke 5/5 pass, median_q_gap=2.80 (beats 2.00
   baseline), Best Sharpe peaks 19-30 per trial. No stream capture
   invalidation.

2. evaluate step CLI drift in Argo template
   evaluate_baseline's Args struct uses --models-dir and --output (single
   file path). Template was passing --checkpoint-dir and --output-dir,
   causing clap to reject the invocation. Fixed argument names + added
   mkdir for the eval subdir + updated the comment to pin the source of
   truth for future drift catches.

Both fixes are graph-capture-clean and match the "wire properly or delete"
discipline. No masking, no feature flags, no dead params.
2026-04-21 17:10:22 +02:00
jgrusewski
d33572de9b infra(argo): re-enable apply-argo-templates + terragrunt-apply on push
Refined policy: push-triggered runs now cover infrastructure sync
(docker rebuilds, argo-template apply, terragrunt apply), not just
docker rebuilds alone. Still excluded: test-gate, build-web-dashboard,
gpu-test (all `when: "false"`).

- apply-argo-templates:
    when: {{tasks.detect-changes.outputs.parameters.needs-argo-templates}} == true
    fires when infra/k8s/argo/ changes

- terragrunt-apply:
    when: {{tasks.detect-changes.outputs.parameters.needs-infra}} == true
    fires when infra/live/ or infra/modules/ changes

Top-of-DAG comment and sensor comment updated to match new scope.
2026-04-21 00:53:14 +02:00
jgrusewski
0473eece26 infra(services): set replicas=0 on 9 application services — dev-mode
Persist the current dev-mode shutdown state in YAML so `kustomize build
| kubectl apply` won't quietly restart paused services.

Scope: foxhunt application services only. Core infra (GitLab, Minio,
Argo, Postgres, Redis) unchanged.

Paused:
- api, web-dashboard           (dashboard stack, not used for CLI dev)
- trading-service, trading-agent-service, broker-gateway, ib-gateway
                               (live trading — not running in dev)
- backtesting-service          (Argo workflows run standalone without it)
- data-acquisition-service     (training uses cached .fxcache, not live feed)
- ml-training-service          (training runs via scripts/argo-train.sh)

Each manifest has a restore-command comment documenting the rollback:
`kubectl -n foxhunt scale deployment <name> --replicas=1`.
2026-04-21 00:44:53 +02:00
jgrusewski
8d00ffba40 infra(argo): push-triggered runs = docker image rebuilds only
Per user directive refined from previous commit: pushes to main should
trigger docker image rebuilds (when infra/docker/ changed), nothing else.
All other workflows run via scripts/manual invocation.

Sensor: restored body.ref filter to refs/heads/main (was set to a
never-match sentinel in the previous blanket-disable commit). Comment
updated to document the per-task policy.

DAG: set `when: "false"` on four non-docker tasks:
- build-web-dashboard  (was: needs-dashboard)
- test-gate            (was: needs-code — the CPU-heavy clippy+test gate)
- apply-argo-templates (was: needs-argo-templates)
- terragrunt-apply     (was: needs-infra)

Kept enabled (still gated on detect-changes.docker-images == true):
- rebuild-ci-builder
- rebuild-ci-builder-cpu
- rebuild-runtime
- rebuild-training-runtime

gpu-test was already `when: "false"`; compile-and-deploy lives in a
separate template (manual webhook only, auto-compile-config=false).

Deploy: `kubectl apply -f infra/k8s/argo/events/ci-pipeline-sensor.yaml
infra/k8s/argo/ci-pipeline-template.yaml` (or re-apply via the existing
deploy path if one covers argo/).
2026-04-21 00:28:29 +02:00
jgrusewski
4e019df23b infra(argo): disable push-triggered ci-pipeline — manual-only
Per user directive: pushes to main must not trigger any Argo compute
(not even the CPU-heavy test-gate). Changed the sensor's body.ref
filter value from "refs/heads/main" to a never-matching sentinel.
The eventsource still receives GitLab push webhooks; the sensor
evaluates them and rejects every one.

To re-enable: restore the value to "refs/heads/main" and
`kubectl apply -f infra/k8s/argo/events/ci-pipeline-sensor.yaml`.

Manual trigger paths (unchanged):
- ci-pipeline:        argo submit --from=wftmpl/ci-pipeline -p commit-sha=<SHA>
- compile-and-deploy: curl -X POST http://workflow-trigger-eventsource-svc.foxhunt:12001/compile-deploy \
                        -H 'Content-Type: application/json' -d '{"commit_sha": "<SHA>"}'
2026-04-21 00:25:40 +02:00
jgrusewski
f035516f0f perf: nsys --duration=60 — capture 30 graph replays then stop 2026-04-19 11:43:20 +02:00