Files
foxhunt/crates/ml-backtesting/build.rs
jgrusewski 33636d250b feat(ml-backtesting): build.rs + book_update CUDA kernel + sim skeleton
build.rs compiles every .cu under crates/ml-backtesting/cuda/ to
\$OUT_DIR/<name>.cubin via nvcc (no nvrtc per feedback_no_nvrtc.md);
pairs every env::var with rerun-if-env-changed per
pearl_build_rs_rerun_if_env_changed.md. Default arch sm_86 (RTX 3050
local); production sets FOXHUNT_CUDA_ARCH=sm_89 (L40S) or sm_90 (H100).

First kernel: book_update_apply_snapshot — block-per-backtest replace
of the 10-level book from a broadcast MBP-10 snapshot. Single-writer
per level (thread tid = level idx), no atomics per feedback_no_atomicadd.md.

lob_state.cuh defines the canonical per-block shared-mem layout that
all subsequent kernels share (Book struct in this commit; Orders, Pos,
IsvKellyState[5] added in C5-C7).

LobSimCuda host struct (in src/sim.rs) constructed from an &MlDevice;
owns per-backtest device book state + mapped-pinned input snapshots.
apply_snapshot launches the kernel and synchronises; read_books drains
device state for tests.

Three Ring 1 fixture tests (book_update_replace, _two_step,
_n_backtests=4) — N≤4 bit-exact GPU oracle assertions loaded from JSON.
All three pass on RTX 3050 locally. Verifies the build-script → cubin →
cudarc.load_cubin → kernel launch → DtoH read pipeline end-to-end.

cudarc added as direct path dep (../../vendor/cudarc) since it's not in
[workspace.dependencies] — same vendored fork ml-alpha uses.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-18 08:26:53 +02:00

63 lines
2.3 KiB
Rust

//! Cubin compilation for the LOB simulator CUDA kernels.
//! Mirrors crates/ml-alpha/build.rs.
//! Per feedback_no_nvrtc.md: cubins only, no runtime nvrtc.
use std::path::PathBuf;
use std::process::Command;
fn main() -> Result<(), String> {
let cuda_dir = PathBuf::from(env!("CARGO_MANIFEST_DIR")).join("cuda");
let out_dir = PathBuf::from(std::env::var("OUT_DIR").map_err(|e| e.to_string())?);
// Per pearl_build_rs_rerun_if_env_changed.md: pair every env::var
// with rerun-if-env-changed.
// Default sm_86 covers RTX 3050 (local dev). Production Argo workflows
// override via FOXHUNT_CUDA_ARCH=sm_89 (L40S Ada) or sm_90 (H100).
let arch = std::env::var("FOXHUNT_CUDA_ARCH").unwrap_or_else(|_| "sm_86".into());
println!("cargo:rerun-if-env-changed=FOXHUNT_CUDA_ARCH");
println!("cargo:rerun-if-env-changed=CUDA_PATH");
println!("cargo:rerun-if-env-changed=NVCC");
let nvcc = std::env::var("NVCC")
.map(PathBuf::from)
.unwrap_or_else(|_| PathBuf::from("nvcc"));
if !cuda_dir.exists() {
// No kernels yet (e.g. before C4 lands them) — quietly noop.
return Ok(());
}
println!("cargo:rerun-if-changed={}", cuda_dir.display());
let entries = std::fs::read_dir(&cuda_dir).map_err(|e| format!("read cuda dir: {e}"))?;
for entry in entries {
let entry = entry.map_err(|e| e.to_string())?;
let path = entry.path();
if path.extension().and_then(|s| s.to_str()) != Some("cu") {
continue;
}
let stem = path
.file_stem()
.ok_or("cu file has no stem")?
.to_string_lossy()
.to_string();
let cubin = out_dir.join(format!("{stem}.cubin"));
println!("cargo:rerun-if-changed={}", path.display());
let mut cmd = Command::new(&nvcc);
cmd.args(["--cubin", "-O3", "-std=c++17"])
.arg(format!("-arch={arch}"))
.arg("-I")
.arg(&cuda_dir)
.arg("-o")
.arg(&cubin)
.arg(&path);
let status = cmd
.status()
.map_err(|e| format!("spawn nvcc for {}: {e}", path.display()))?;
if !status.success() {
return Err(format!("nvcc failed for {}", path.display()));
}
}
Ok(())
}