Files
foxhunt/scripts/archive/deploy_fp32_runpod.sh
jgrusewski e61e8f54da feat(ml): Complete hyperopt infrastructure + documentation
Changes:
- CLAUDE.md: Update OOM fix validation status
- Add comprehensive documentation (30+ markdown reports)
- LSTM encoder varmap bug fix (tft/lstm_encoder.rs:290)
- Quantized LSTM layer matching fix (tft/quantized_lstm.rs)
- Hyperopt paths module (ml/src/hyperopt/paths.rs)
- Training path tests for all adapters (DQN, MAMBA-2, PPO, TFT)
- Checkpoint integrity tests
- Script cleanup: Remove 29 obsolete deployment scripts
- Archive old scripts to scripts/archive/
- New deployment utilities: check_gpu_availability.py, monitor_hyperopt.sh

Validation:
- OOM fixes validated: 5/5 trials successful (pod b6kc3mc5lbjiro)
- Batch-size-max 256 tested successfully
- All hyperopt adapters working correctly

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>
2025-10-29 19:52:21 +01:00

246 lines
7.4 KiB
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Executable File

#!/bin/bash
# FP32 Runpod Deployment Script
# Generated: 2025-10-23
# Purpose: One-command FP32 model training on Runpod
set -euo pipefail
# Configuration
PROJECT_ROOT="$(cd "$(dirname "${BASH_SOURCE[0]}")/.." && pwd)"
TEST_DATA="${PROJECT_ROOT}/test_data/ES_FUT_180d.parquet"
EPOCHS="${EPOCHS:-50}"
MODEL_OUTPUT="${PROJECT_ROOT}/models"
# Colors for output
RED='\033[0;31m'
GREEN='\033[0;32m'
YELLOW='\033[1;33m'
BLUE='\033[0;34m'
NC='\033[0m' # No Color
# Logging functions
log_info() {
echo -e "${BLUE}[INFO]${NC} $1"
}
log_success() {
echo -e "${GREEN}[SUCCESS]${NC} $1"
}
log_warn() {
echo -e "${YELLOW}[WARN]${NC} $1"
}
log_error() {
echo -e "${RED}[ERROR]${NC} $1"
}
# Pre-deployment checks
run_preflight_checks() {
log_info "Running pre-deployment checks..."
# Check 1: Test data exists
if [[ ! -f "${TEST_DATA}" ]]; then
log_error "Test data not found: ${TEST_DATA}"
exit 1
fi
log_success "Test data found: ${TEST_DATA} ($(du -h ${TEST_DATA} | cut -f1))"
# Check 2: Docker services running
if ! docker ps | grep -q foxhunt-postgres; then
log_error "Docker services not running. Start with: docker-compose up -d"
exit 1
fi
log_success "Docker services running (postgres, redis, vault)"
# Check 3: GPU available
if ! nvidia-smi &>/dev/null; then
log_warn "nvidia-smi not found. GPU training may not work."
log_warn "This is expected on CPU-only systems."
else
GPU_INFO=$(nvidia-smi --query-gpu=name,memory.free --format=csv,noheader)
log_success "GPU available: ${GPU_INFO}"
fi
# Check 4: Database migration 045 applied
if ! psql postgresql://foxhunt:foxhunt_dev_password@localhost:5432/foxhunt \
-c "\dt regime_states" &>/dev/null; then
log_error "Database migration 045 not applied. Run: cargo sqlx migrate run"
exit 1
fi
log_success "Database migration 045 applied (regime tables exist)"
# Check 5: Cargo available
if ! command -v cargo &>/dev/null; then
log_error "Cargo not found. Install Rust toolchain first."
exit 1
fi
log_success "Cargo available: $(cargo --version)"
log_success "All pre-flight checks passed ✅"
echo ""
}
# Build release binaries
build_release() {
log_info "Building release binaries (this may take 5-10 minutes)..."
cd "${PROJECT_ROOT}"
if cargo build --release --package ml --features cuda 2>&1 | tee /tmp/build.log; then
log_success "Release build completed successfully"
else
log_error "Release build failed. Check /tmp/build.log for details."
exit 1
fi
echo ""
}
# Train FP32 model
train_fp32_model() {
log_info "Starting FP32 TFT training (${EPOCHS} epochs)..."
log_info "Model: TFT-225 (FP32)"
log_info "Dataset: ES.FUT 180 days"
log_info "Expected Duration: ~3-5 minutes (RTX 4090) or ~10-15 minutes (RTX 3050 Ti)"
echo ""
cd "${PROJECT_ROOT}"
# Create models directory if it doesn't exist
mkdir -p "${MODEL_OUTPUT}"
# Record start time
START_TIME=$(date +%s)
# Run training (NO --use-qat flag for FP32)
if cargo run -p ml --example train_tft_parquet --release --features cuda -- \
--parquet-file "${TEST_DATA}" \
--epochs "${EPOCHS}"; then
# Record end time
END_TIME=$(date +%s)
DURATION=$((END_TIME - START_TIME))
DURATION_MIN=$((DURATION / 60))
DURATION_SEC=$((DURATION % 60))
log_success "Training completed in ${DURATION_MIN}m ${DURATION_SEC}s"
echo ""
# Find latest model file
LATEST_MODEL=$(ls -t "${MODEL_OUTPUT}"/tft_225_fp32_*.safetensors 2>/dev/null | head -1)
if [[ -n "${LATEST_MODEL}" ]]; then
MODEL_SIZE=$(du -h "${LATEST_MODEL}" | cut -f1)
log_success "Model saved: ${LATEST_MODEL} (${MODEL_SIZE})"
else
log_warn "Model file not found in ${MODEL_OUTPUT}"
fi
else
log_error "Training failed. Check logs above for details."
exit 1
fi
echo ""
}
# Monitor GPU during training
monitor_gpu() {
log_info "GPU monitoring enabled (press Ctrl+C to stop)"
log_info "Watching GPU memory usage every 1 second..."
echo ""
watch -n 1 nvidia-smi
}
# Baseline metrics collection
record_baseline_metrics() {
log_info "Recording baseline metrics..."
METRICS_FILE="${PROJECT_ROOT}/FP32_BASELINE_METRICS.md"
cat > "${METRICS_FILE}" << EOF
# FP32 Baseline Metrics (Runpod)
**Date**: $(date +"%Y-%m-%d %H:%M:%S")
**GPU**: $(nvidia-smi --query-gpu=name --format=csv,noheader 2>/dev/null || echo "N/A")
**Model**: TFT-225 FP32
**Dataset**: ES.FUT 180 days (test_data/ES_FUT_180d.parquet)
## Training Metrics
- **Training Time**: ${DURATION_MIN}m ${DURATION_SEC}s
- **Epochs Completed**: ${EPOCHS}
- **GPU Memory Peak**: (monitor with nvidia-smi during training)
## Model Artifacts
- **Model Path**: ${LATEST_MODEL}
- **Model Size**: ${MODEL_SIZE}
## Next Steps
1. ✅ FP32 model trained successfully
2. 🔲 Run inference benchmark: \`cargo test -p ml --release test_tft_inference_latency\`
3. 🔲 Compare with baseline RMSE/MAE metrics
4. 🔲 Upload to S3/MinIO for production use
5. 🔲 Begin QAT Phase 2 (after P0 fixes)
## Notes
- FP32 deployment successful with zero blockers
- QAT deferred to Phase 2 (1-2 weeks after P0 fixes)
- Expected performance: Sharpe 2.00, Win Rate 60%, Drawdown 15%
---
**Generated by**: scripts/deploy_fp32_runpod.sh
EOF
log_success "Baseline metrics recorded: ${METRICS_FILE}"
echo ""
}
# Main execution
main() {
echo "════════════════════════════════════════════════════════════"
echo " FP32 Runpod Deployment Script"
echo " Foxhunt HFT Trading System"
echo "════════════════════════════════════════════════════════════"
echo ""
# Run pre-flight checks
run_preflight_checks
# Ask user to confirm
read -p "Proceed with FP32 model training? [y/N] " -n 1 -r
echo
if [[ ! $REPLY =~ ^[Yy]$ ]]; then
log_warn "Deployment cancelled by user"
exit 0
fi
# Build release binaries
build_release
# Train model
train_fp32_model
# Record baseline metrics
if [[ -n "${DURATION_MIN}" ]]; then
record_baseline_metrics
fi
# Success summary
echo "════════════════════════════════════════════════════════════"
log_success "FP32 DEPLOYMENT COMPLETE ✅"
echo "════════════════════════════════════════════════════════════"
echo ""
log_info "Next Actions:"
echo " 1. Review baseline metrics: cat FP32_BASELINE_METRICS.md"
echo " 2. Run inference benchmark: cargo test -p ml --release test_tft_inference_latency"
echo " 3. Upload model to S3/MinIO: cargo run -p storage --example upload_model"
echo " 4. Begin QAT Phase 2 (after P0 fixes): See RUNPOD_DEPLOYMENT_CHECKLIST.md"
echo ""
log_info "For GPU monitoring during training, run in separate terminal:"
echo " watch -n 1 nvidia-smi"
echo ""
}
# Execute main function
main "$@"