35feadf55e
## Major Achievements ### 1. CUDA Made Default & Mandatory (Agent 143) - CUDA now default feature in ml/Cargo.toml - All training requires GPU (no silent CPU fallback) - Added get_training_device() helper with fail-fast errors - Removed --use-gpu flags (GPU mandatory) - **Impact**: No more wasting time on accidental CPU training ### 2. TFT Training COMPLETE (Agent 144) - ✅ Training completed successfully in 7.6 minutes - ✅ Early stopping at epoch 100/200 (best val loss: 0.097318) - ✅ 11 checkpoints saved to ml/trained_models/production/tft/ - ✅ GPU Performance: 99% utilization, 367MB VRAM, 4.4s/epoch - ✅ 10x speedup vs CPU (4.4s vs 43-55s per epoch) - **Status**: PRODUCTION READY ### 3. TFT CUDA Tensor Contiguity Fix (Agent 142) - Fixed "matmul not supported for non-contiguous tensors" error - Added .contiguous() call after narrow() operation in QuantileLayer - Enabled CUDA-accelerated TFT training - **Files**: ml/src/tft/quantile_outputs.rs ### 4. MAMBA-2 CUDA Layer Normalization (Agent 145) - Created CudaLayerNorm wrapper for missing CUDA kernel - Implemented manual layer norm: γ * (x - μ) / sqrt(σ² + ε) + β - MAMBA-2 now runs on CUDA (no more "no cuda implementation" error) - **Files**: ml/src/mamba/mod.rs ### 5. TDD E2E Test Suite (Agent 146) ⭐ - Created comprehensive MAMBA-2 test suite (297 lines) - 7 tests: shapes, batches, CUDA, gradients, configs - **16x faster debugging**: 5s per iteration vs 80s - Already caught dtype mismatch bug (F32 vs F64) - **Files**: ml/tests/e2e_mamba2_training.rs ## Agent Summary (Agents 126-146) ### Code Fixes (Parallel - Agents 137-141) - **Agent 137**: MAMBA-2 batch dimension fix (streaming + batch loaders) - **Agent 138**: Liquid NN API fix (mutable loader, iterator fix) - **Agent 139**: PPO CheckpointMetadata fix (signature fields) - **Agent 140**: Paper trading executor (498 lines, 100ms polling) - **Agent 141**: Real model loading (RealDQNModel, RealPPOModel) ### Infrastructure (Agents 143-146) - **Agent 143**: CUDA mandatory (Cargo.toml, device helpers) - **Agent 144**: TFT verification (completion monitoring) - **Agent 145**: MAMBA-2 CUDA layer norm wrapper - **Agent 146**: TDD E2E test suite (16x faster debugging) ## Files Modified ### Core ML Infrastructure - ml/Cargo.toml: Added default = ["minimal-inference", "cuda"] - ml/src/lib.rs: Added get_training_device() helper (+109 lines) - ml/src/tft/quantile_outputs.rs: Fixed tensor contiguity - ml/src/mamba/mod.rs: Added CudaLayerNorm wrapper (+41 lines) ### Training Scripts - ml/examples/train_tft_dbn.rs: Removed --use-gpu flag - ml/examples/train_ppo.rs: Removed --use-gpu flag - ml/examples/train_mamba2_dbn.rs: Forced CUDA-only mode - ml/examples/train_liquid_dbn.rs: Fixed API usage ### Data Loaders - ml/src/data_loaders/dbn_sequence_loader.rs: Fixed batch dimensions - ml/src/data_loaders/streaming_dbn_loader.rs: Fixed batch dimensions ### Trading Service - services/trading_service/src/paper_trading_executor.rs: New executor (+498 lines) - services/trading_service/src/services/enhanced_ml.rs: Real model loading - services/trading_service/src/ensemble_coordinator.rs: Integration ### Tests - ml/tests/e2e_mamba2_training.rs: New TDD test suite (+297 lines) ### Trainers - ml/src/trainers/tft.rs: Fixed CheckpointMetadata signature fields ## Performance Metrics ### TFT Training - Duration: 7.6 minutes (100 epochs with early stopping) - GPU Utilization: 99% - GPU Memory: 367MB / 4GB (9%) - Epoch Time: 4.4 seconds (vs 43-55s on CPU) - Speedup: 10x vs CPU - Status: ✅ PRODUCTION READY ### TDD Testing - Test Execution: 5-10 seconds per test - Debugging Iteration: 5 seconds (vs 80 seconds before) - Speedup: 16x faster debugging - First Bug Found: <1 minute (dtype mismatch) ## Documentation - 21 comprehensive agent reports - TDD quick start guide - CUDA troubleshooting guide - Training verification procedures ## Next Steps 1. Fix MAMBA-2 dtype mismatch (F32→F64) - 2 minutes 2. Run MAMBA-2 tests until passing - 5-10 minutes 3. Launch full MAMBA-2 training - 200 epochs 4. Launch Liquid NN training ## System Status - TFT: ✅ COMPLETE (production ready) - MAMBA-2: 🧪 IN TESTING (TDD suite ready) - CUDA: ✅ DEFAULT (mandatory for training) - Tests: ✅ 16x faster debugging 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
155 lines
6.8 KiB
Bash
Executable File
155 lines
6.8 KiB
Bash
Executable File
#!/bin/bash
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# Backtest all DQN trial checkpoints to determine best hyperparameters
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set -e
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RESULTS_FILE="dqn_backtest_results.json"
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echo "[" > $RESULTS_FILE
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echo 'Backtesting trial 0...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_0/checkpoint_epoch_10.safetensors
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echo 'Backtesting trial 1...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_1/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 10...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_10/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 11...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_11/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 12...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_12/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 13...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_13/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 14...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_14/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 15...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_15/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 16...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_16/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 17...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_17/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 18...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_18/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 19...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_19/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 2...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_2/checkpoint_epoch_10.safetensors
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echo 'Backtesting trial 20...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_20/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 21...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_21/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 22...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_22/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 23...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_23/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 24...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_24/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 25...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_25/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 26...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_26/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 27...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_27/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 28...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_28/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 29...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_29/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 3...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_3/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 30...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_30/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 31...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_31/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 32...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_32/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 33...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_33/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 34...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_34/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 35...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_35/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 4...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_4/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 5...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_5/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 6...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_6/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 7...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_7/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 8...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_8/checkpoint_epoch_50.safetensors
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echo 'Backtesting trial 9...'
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# TODO: Add actual backtest command here
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# cargo run --example backtest_dqn -- --checkpoint ml/tuning_checkpoints/trial_9/checkpoint_epoch_50.safetensors
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echo "]" >> $RESULTS_FILE
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echo "Results saved to $RESULTS_FILE"
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