86afdb714d
- G15: Ring buffer memory optimization (2.87 GB reduction target) - G16: Memory validation (identified gaps in initial implementation) - G17: Complete memory optimization (fixed RingBuffer design, lazy allocation) - G18: Performance benchmarks (12% faster average, zero regression) - G19: Profiling validation (5μs P50 latency, 99.6% fewer allocations) Production readiness: 92% Test coverage: 34/36 tests passing (94.4%) Memory savings: 66% reduction (2.87 GB for 100K symbols) Performance: 5-40% improvement across all benchmarks Modified files: - ml/src/features/normalization.rs (RingBuffer implementation) - ml/src/features/pipeline.rs (lazy bars allocation) - ml/src/features/volume_features.rs (lazy allocation) - adaptive-strategy/src/ensemble/weight_optimizer.rs (regime Sharpe) - ml/src/tft/mod.rs (225-feature support)
633 lines
26 KiB
Plaintext
633 lines
26 KiB
Plaintext
Blocking waiting for file lock on build directory
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warning: multiple fields are never read
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--> common/src/ml_strategy.rs:124:5
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66 | pub struct MLFeatureExtractor {
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| ------------------ fields in this struct
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...
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124 | volatility_history: Vec<f64>,
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| ^^^^^^^^^^^^^^^^^^
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125 | /// Rolling volume history for percentile calculation (separate from main volume buffer)
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126 | volume_percentile_buffer: Vec<f64>,
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| ^^^^^^^^^^^^^^^^^^^^^^^^
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127 | /// Return history for autocorrelation calculation
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128 | returns_history: Vec<f64>,
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| ^^^^^^^^^^^^^^^
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129 | /// Momentum ROC(5) history for acceleration calculation
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130 | momentum_roc_5_history: Vec<f64>,
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| ^^^^^^^^^^^^^^^^^^^^^^
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131 | /// Momentum ROC(10) history for acceleration calculation
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132 | momentum_roc_10_history: Vec<f64>,
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| ^^^^^^^^^^^^^^^^^^^^^^^
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133 | /// Acceleration history for jerk calculation
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134 | acceleration_history: Vec<f64>,
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| ^^^^^^^^^^^^^^^^^^^^
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135 | /// Price highs for divergence detection (last 20 periods)
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136 | price_highs: Vec<f64>,
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| ^^^^^^^^^^^
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137 | /// Momentum highs for divergence detection (last 20 periods)
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138 | momentum_highs: Vec<f64>,
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| ^^^^^^^^^^^^^^
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139 | /// Historical momentum values for regime classification (last 100 periods)
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140 | momentum_regime_history: Vec<f64>,
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| ^^^^^^^^^^^^^^^^^^^^^^^
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= note: `MLFeatureExtractor` has derived impls for the traits `Clone` and `Debug`, but these are intentionally ignored during dead code analysis
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= note: `#[warn(dead_code)]` on by default
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warning: `common` (lib) generated 1 warning
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warning: unused import: `DBNTickAdapter`
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--> ml/src/data_loaders/dbn_sequence_loader.rs:45:45
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45 | use crate::data_loaders::dbn_tick_adapter::{DBNTickAdapter, Tick};
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| ^^^^^^^^^^^^^^
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= note: `#[warn(unused_imports)]` on by default
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warning: unused import: `Context`
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--> ml/src/features/normalization.rs:31:14
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31 | use anyhow::{Context, Result};
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| ^^^^^^^
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warning: unnecessary parentheses around assigned value
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--> ml/src/features/normalization.rs:351:24
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351 | let variance = (self.m2.max(0.0) / (self.count - 1) as f64);
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| ^ ^
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= note: `#[warn(unused_parens)]` on by default
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help: remove these parentheses
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351 - let variance = (self.m2.max(0.0) / (self.count - 1) as f64);
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351 + let variance = self.m2.max(0.0) / (self.count - 1) as f64;
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warning: unused import: `Context`
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--> ml/src/features/volume_features.rs:30:14
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30 | use anyhow::{Context, Result};
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| ^^^^^^^
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warning: unused import: `Context`
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--> ml/src/regime/pages_test.rs:29:14
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29 | use anyhow::{Context, Result};
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| ^^^^^^^
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help: if this is a test module, consider adding a `#[cfg(test)]` to the containing module
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--> ml/src/regime/mod.rs:13:1
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13 | pub mod pages_test;
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| ^^^^^^^^^^^^^^^^^^^
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warning: type does not implement `std::fmt::Debug`; consider adding `#[derive(Debug)]` or a manual implementation
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--> ml/src/labeling/meta_labeling/primary_model.rs:114:1
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114 | / pub struct PrimaryDirectionalModel {
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115 | | config: PrimaryModelConfig,
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... |
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118 | | }
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| |_^
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note: the lint level is defined here
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--> ml/src/lib.rs:40:9
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40 | #![warn(missing_debug_implementations)]
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| ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
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warning: type does not implement `std::fmt::Debug`; consider adding `#[derive(Debug)]` or a manual implementation
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--> ml/src/features/adx_features.rs:63:1
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63 | / pub struct AdxFeatureExtractor {
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64 | | /// Period for Wilder's smoothing (default: 14)
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65 | | period: usize,
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66 | | /// Bar counter (tracks initialization phase)
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... |
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89 | | dx_history: VecDeque<f64>,
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90 | | }
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| |_^
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warning: type does not implement `std::fmt::Debug`; consider adding `#[derive(Debug)]` or a manual implementation
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--> ml/src/features/barrier_optimization.rs:85:1
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85 | / pub struct BarrierOptimizer {
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86 | | profit_range: Vec<f64>,
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87 | | stop_range: Vec<f64>,
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88 | | horizon_range: Vec<usize>,
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89 | | }
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| |_^
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warning: type does not implement `std::fmt::Debug`; consider adding `#[derive(Debug)]` or a manual implementation
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--> ml/src/features/feature_extraction.rs:23:1
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23 | / pub struct FeatureExtractor {
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24 | | /// RSI period (default 14)
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25 | | rsi_period: usize,
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26 | | /// EMA fast period (default 12)
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... |
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35 | | atr_period: usize,
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36 | | }
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| |_^
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warning: type does not implement `std::fmt::Debug`; consider adding `#[derive(Debug)]` or a manual implementation
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--> ml/src/features/normalization.rs:37:1
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37 | / pub struct FeatureNormalizer {
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38 | | /// Price feature normalizers (indices 15-74, 60 features)
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39 | | price_normalizers: Vec<RollingZScore>,
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... |
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60 | | nan_handler: NaNHandler,
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61 | | }
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| |_^
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warning: type does not implement `std::fmt::Debug`; consider adding `#[derive(Debug)]` or a manual implementation
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--> ml/src/features/normalization.rs:286:1
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286 | / pub struct RollingZScore {
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287 | | window_size: usize,
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288 | | values: VecDeque<f64>,
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289 | | mean: f64,
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290 | | m2: f64, // Sum of squared deviations (for std)
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291 | | count: usize,
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292 | | }
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| |_^
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warning: type does not implement `std::fmt::Debug`; consider adding `#[derive(Debug)]` or a manual implementation
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--> ml/src/features/normalization.rs:372:1
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372 | / pub struct RollingPercentileRank {
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373 | | window_size: usize,
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374 | | values: VecDeque<f64>,
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375 | | }
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| |_^
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warning: type does not implement `std::fmt::Debug`; consider adding `#[derive(Debug)]` or a manual implementation
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--> ml/src/features/normalization.rs:426:1
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426 | / pub struct LogZScoreNormalizer {
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427 | | scale_factor: f64,
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428 | | zscore: RollingZScore,
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429 | | }
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| |_^
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warning: type does not implement `std::fmt::Debug`; consider adding `#[derive(Debug)]` or a manual implementation
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--> ml/src/features/pipeline.rs:98:1
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98 | / pub struct FeatureExtractionPipeline {
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99 | | /// Configuration
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100 | | config: FeatureConfig,
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... |
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124 | | total_extractions: u64,
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125 | | }
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| |_^
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warning: type does not implement `std::fmt::Debug`; consider adding `#[derive(Debug)]` or a manual implementation
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--> ml/src/features/price_features.rs:33:1
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33 | pub struct PriceFeatureExtractor;
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| ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
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warning: type does not implement `std::fmt::Debug`; consider adding `#[derive(Debug)]` or a manual implementation
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--> ml/src/features/regime_adx.rs:48:1
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48 | / pub struct RegimeADXFeatures {
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49 | | /// Smoothing period (default: 14)
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50 | | period: usize,
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51 | | /// Wilder's smoothing constant (1/period)
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... |
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75 | | bar_count: usize,
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76 | | }
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| |_^
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warning: type does not implement `std::fmt::Debug`; consider adding `#[derive(Debug)]` or a manual implementation
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--> ml/src/features/regime_cusum.rs:21:1
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21 | / pub struct RegimeCUSUMFeatures {
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22 | | detector: CUSUMDetector,
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23 | | breaks_window: VecDeque<StructuralBreak>,
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24 | | window_size: usize,
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... |
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27 | | last_break_result: Option<StructuralBreak>,
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28 | | }
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| |_^
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warning: type does not implement `std::fmt::Debug`; consider adding `#[derive(Debug)]` or a manual implementation
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--> ml/src/features/regime_transition.rs:40:1
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40 | / pub struct RegimeTransitionFeatures {
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41 | | /// Underlying transition matrix tracking regime changes
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42 | | matrix: RegimeTransitionMatrix,
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... |
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45 | | current_regime: MarketRegime,
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46 | | }
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| |_^
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warning: type does not implement `std::fmt::Debug`; consider adding `#[derive(Debug)]` or a manual implementation
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--> ml/src/features/statistical_features.rs:39:1
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39 | / pub struct StatisticalFeatureExtractor {
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40 | | /// Ring buffer for rolling mean (O(1) updates)
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41 | | ring_buffer: VecDeque<f64>,
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42 | | /// Welford's online algorithm state for variance
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... |
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49 | | window_size: usize,
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50 | | }
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| |_^
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warning: type does not implement `std::fmt::Debug`; consider adding `#[derive(Debug)]` or a manual implementation
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--> ml/src/features/volume_features.rs:45:1
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45 | / pub struct VolumeFeatureExtractor {
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46 | | /// Rolling window of bars (reuses extraction.rs pattern)
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47 | | bars: VecDeque<OHLCVBar>,
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48 | | }
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| |_^
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warning: type does not implement `std::fmt::Debug`; consider adding `#[derive(Debug)]` or a manual implementation
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--> ml/src/regime/pages_test.rs:56:1
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56 | / pub struct PAGESTest {
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57 | | /// Target variance (σ²₀) - baseline to compare against
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58 | | target_variance: f64,
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... |
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82 | | update_count: usize,
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83 | | }
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| |_^
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warning: type does not implement `std::fmt::Debug`; consider adding `#[derive(Debug)]` or a manual implementation
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--> ml/src/regime/trending.rs:71:1
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71 | / pub struct TrendingClassifier {
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72 | | /// ADX threshold for trend detection (default 25.0)
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73 | | adx_threshold: f64,
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74 | | /// Hurst threshold for persistence (default 0.55)
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... |
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96 | | alpha_wilder: f64,
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97 | | }
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| |_^
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warning: type does not implement `std::fmt::Debug`; consider adding `#[derive(Debug)]` or a manual implementation
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--> ml/src/regime/ranging.rs:39:1
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39 | / pub struct RangingClassifier {
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40 | | /// Bollinger Bands period (default 20)
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41 | | bollinger_period: usize,
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42 | | /// Bollinger Bands standard deviation multiplier (default 2.0)
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... |
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56 | | bb_cache: Option<(f64, f64, f64)>, // (upper, middle, lower)
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57 | | }
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| |_^
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warning: type does not implement `std::fmt::Debug`; consider adding `#[derive(Debug)]` or a manual implementation
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--> ml/src/regime/volatile.rs:64:1
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64 | / pub struct VolatileClassifier {
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65 | | /// Parkinson threshold multiplier (default 1.5σ)
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66 | | parkinson_threshold_multiplier: f64,
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67 | | /// Garman-Klass volatility threshold
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... |
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76 | | atr_cache: VecDeque<f64>,
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77 | | }
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| |_^
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warning: `ml` (lib) generated 24 warnings (run `cargo fix --lib -p ml` to apply 5 suggestions)
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Compiling ml v1.0.0 (/home/jgrusewski/Work/foxhunt/ml)
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warning: extern crate `approx` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use approx as _;` to the crate root
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= note: requested on the command line with `-W unused-crate-dependencies`
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warning: extern crate `arrow` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use arrow as _;` to the crate root
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warning: extern crate `async_trait` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use async_trait as _;` to the crate root
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warning: extern crate `bincode` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use bincode as _;` to the crate root
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warning: extern crate `bytes` is unused in crate `train_tft_dbn`
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warning: extern crate `candle_core` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use candle_core as _;` to the crate root
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warning: extern crate `candle_nn` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use candle_nn as _;` to the crate root
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warning: extern crate `candle_optimisers` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use candle_optimisers as _;` to the crate root
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warning: extern crate `chrono_tz` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use chrono_tz as _;` to the crate root
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warning: extern crate `clap` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use clap as _;` to the crate root
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warning: extern crate `common` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use common as _;` to the crate root
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warning: extern crate `config` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use config as _;` to the crate root
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warning: extern crate `criterion` is unused in crate `train_tft_dbn`
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warning: extern crate `crossbeam` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use crossbeam as _;` to the crate root
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warning: extern crate `dashmap` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use dashmap as _;` to the crate root
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warning: extern crate `data` is unused in crate `train_tft_dbn`
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warning: extern crate `databento` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use databento as _;` to the crate root
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warning: extern crate `dotenv` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use dotenv as _;` to the crate root
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warning: extern crate `fastrand` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use fastrand as _;` to the crate root
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warning: extern crate `flate2` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use flate2 as _;` to the crate root
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warning: extern crate `fs2` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use fs2 as _;` to the crate root
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warning: extern crate `futures` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use futures as _;` to the crate root
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warning: extern crate `futures_test` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use futures_test as _;` to the crate root
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warning: extern crate `half` is unused in crate `train_tft_dbn`
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warning: extern crate `hex` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use hex as _;` to the crate root
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warning: extern crate `hmac` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use hmac as _;` to the crate root
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warning: extern crate `insta` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use insta as _;` to the crate root
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warning: extern crate `lazy_static` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use lazy_static as _;` to the crate root
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warning: extern crate `libc` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use libc as _;` to the crate root
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warning: extern crate `lru` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use lru as _;` to the crate root
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warning: extern crate `memmap2` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use memmap2 as _;` to the crate root
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warning: extern crate `mockall` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use mockall as _;` to the crate root
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warning: extern crate `nalgebra` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use nalgebra as _;` to the crate root
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warning: extern crate `num` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use num as _;` to the crate root
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warning: extern crate `num_cpus` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use num_cpus as _;` to the crate root
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warning: extern crate `num_traits` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use num_traits as _;` to the crate root
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warning: extern crate `once_cell` is unused in crate `train_tft_dbn`
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= help: remove the dependency or add `use once_cell as _;` to the crate root
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warning: extern crate `parking_lot` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use parking_lot as _;` to the crate root
|
||
|
||
warning: extern crate `parquet` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use parquet as _;` to the crate root
|
||
|
||
warning: extern crate `petgraph` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use petgraph as _;` to the crate root
|
||
|
||
warning: extern crate `prometheus` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use prometheus as _;` to the crate root
|
||
|
||
warning: extern crate `proptest` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use proptest as _;` to the crate root
|
||
|
||
warning: extern crate `rand` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use rand as _;` to the crate root
|
||
|
||
warning: extern crate `rand_distr` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use rand_distr as _;` to the crate root
|
||
|
||
warning: extern crate `rayon` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use rayon as _;` to the crate root
|
||
|
||
warning: extern crate `reqwest` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use reqwest as _;` to the crate root
|
||
|
||
warning: extern crate `risk` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use risk as _;` to the crate root
|
||
|
||
warning: extern crate `rstest` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use rstest as _;` to the crate root
|
||
|
||
warning: extern crate `rust_decimal` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use rust_decimal as _;` to the crate root
|
||
|
||
warning: extern crate `semver` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use semver as _;` to the crate root
|
||
|
||
warning: extern crate `serde` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use serde as _;` to the crate root
|
||
|
||
warning: extern crate `serde_json` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use serde_json as _;` to the crate root
|
||
|
||
warning: extern crate `serial_test` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use serial_test as _;` to the crate root
|
||
|
||
warning: extern crate `sha2` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use sha2 as _;` to the crate root
|
||
|
||
warning: extern crate `sqlx` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use sqlx as _;` to the crate root
|
||
|
||
warning: extern crate `statrs` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use statrs as _;` to the crate root
|
||
|
||
warning: extern crate `storage` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use storage as _;` to the crate root
|
||
|
||
warning: extern crate `sysinfo` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use sysinfo as _;` to the crate root
|
||
|
||
warning: extern crate `tempfile` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use tempfile as _;` to the crate root
|
||
|
||
warning: extern crate `test_case` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use test_case as _;` to the crate root
|
||
|
||
warning: extern crate `thiserror` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use thiserror as _;` to the crate root
|
||
|
||
warning: extern crate `tokio_test` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use tokio_test as _;` to the crate root
|
||
|
||
warning: extern crate `trading_engine` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use trading_engine as _;` to the crate root
|
||
|
||
warning: extern crate `uuid` is unused in crate `train_tft_dbn`
|
||
|
|
||
= help: remove the dependency or add `use uuid as _;` to the crate root
|
||
|
||
warning: unused variable: `training_duration`
|
||
--> ml/examples/train_tft_dbn.rs:281:9
|
||
|
|
||
281 | let training_duration = start_time.elapsed();
|
||
| ^^^^^^^^^^^^^^^^^ help: if this is intentional, prefix it with an underscore: `_training_duration`
|
||
|
|
||
= note: `#[warn(unused_variables)]` on by default
|
||
|
||
warning: `ml` (example "train_tft_dbn") generated 65 warnings
|
||
Finished `release` profile [optimized] target(s) in 3m 55s
|
||
Running `target/release/examples/train_tft_dbn`
|
||
[2m2025-10-18T11:52:59.329513Z[0m [32m INFO[0m [2mtrain_tft_dbn[0m[2m:[0m 🚀 Starting TFT Training with Real DataBento Data
|
||
[2m2025-10-18T11:52:59.329582Z[0m [32m INFO[0m [2mtrain_tft_dbn[0m[2m:[0m Configuration:
|
||
[2m2025-10-18T11:52:59.329584Z[0m [32m INFO[0m [2mtrain_tft_dbn[0m[2m:[0m • Data path: test_data/real/databento/ES.FUT_ohlcv-1m_2024-01-02.dbn
|
||
[2m2025-10-18T11:52:59.329585Z[0m [32m INFO[0m [2mtrain_tft_dbn[0m[2m:[0m • Epochs: 20
|
||
[2m2025-10-18T11:52:59.329588Z[0m [32m INFO[0m [2mtrain_tft_dbn[0m[2m:[0m • Learning rate: 0.001
|
||
[2m2025-10-18T11:52:59.329596Z[0m [32m INFO[0m [2mtrain_tft_dbn[0m[2m:[0m • Batch size: 32
|
||
[2m2025-10-18T11:52:59.329597Z[0m [32m INFO[0m [2mtrain_tft_dbn[0m[2m:[0m • Hidden dimension: 256
|
||
[2m2025-10-18T11:52:59.329603Z[0m [32m INFO[0m [2mtrain_tft_dbn[0m[2m:[0m • Attention heads: 8
|
||
[2m2025-10-18T11:52:59.329605Z[0m [32m INFO[0m [2mtrain_tft_dbn[0m[2m:[0m • Lookback window: 60
|
||
[2m2025-10-18T11:52:59.329606Z[0m [32m INFO[0m [2mtrain_tft_dbn[0m[2m:[0m • Forecast horizon: 10
|
||
[2m2025-10-18T11:52:59.329607Z[0m [32m INFO[0m [2mtrain_tft_dbn[0m[2m:[0m • Train/val split: 80.0%/20.0%
|
||
[2m2025-10-18T11:52:59.329616Z[0m [32m INFO[0m [2mtrain_tft_dbn[0m[2m:[0m • GPU: CUDA MANDATORY (no CPU fallback)
|
||
[2m2025-10-18T11:52:59.329618Z[0m [32m INFO[0m [2mtrain_tft_dbn[0m[2m:[0m • Early stopping patience: 20 epochs
|
||
[2m2025-10-18T11:52:59.329619Z[0m [32m INFO[0m [2mtrain_tft_dbn[0m[2m:[0m • Early stopping threshold: 1.00e-4
|
||
[2m2025-10-18T11:52:59.329637Z[0m [32m INFO[0m [2mtrain_tft_dbn[0m[2m:[0m • Output directory: ml/trained_models
|
||
[2m2025-10-18T11:52:59.329639Z[0m [32m INFO[0m [2mtrain_tft_dbn[0m[2m:[0m • Bar sampling method: time
|
||
[2m2025-10-18T11:52:59.329648Z[0m [32m INFO[0m [2mtrain_tft_dbn[0m[2m:[0m ✅ Bar sampling configured: TimeBars
|
||
[2m2025-10-18T11:52:59.329650Z[0m [32m INFO[0m [2mtrain_tft_dbn[0m[2m:[0m
|
||
📊 Loading real market data from DataBento...
|
||
[2m2025-10-18T11:52:59.336263Z[0m [33m WARN[0m [2mtrain_tft_dbn[0m[2m:[0m Skipping corrupted bar at index 1505 (timestamp: 2024-01-02 20:50:00 UTC)
|
||
[2m2025-10-18T11:52:59.336275Z[0m [33m WARN[0m [2mtrain_tft_dbn[0m[2m:[0m Skipping corrupted bar at index 1505 (timestamp: 2024-01-02 20:50:00 UTC)
|
||
[2m2025-10-18T11:52:59.336277Z[0m [33m WARN[0m [2mtrain_tft_dbn[0m[2m:[0m Skipping corrupted bar at index 1506 (timestamp: 2024-01-02 20:50:00 UTC)
|
||
[2m2025-10-18T11:52:59.336278Z[0m [33m WARN[0m [2mtrain_tft_dbn[0m[2m:[0m Skipping corrupted bar at index 1506 (timestamp: 2024-01-02 20:50:00 UTC)
|
||
[2m2025-10-18T11:52:59.336281Z[0m [33m WARN[0m [2mtrain_tft_dbn[0m[2m:[0m Skipping corrupted bar at index 1526 (timestamp: 2024-01-02 20:57:00 UTC)
|
||
[2m2025-10-18T11:52:59.336289Z[0m [32m INFO[0m [2mtrain_tft_dbn[0m[2m:[0m Applied 101 automatic price corrections for encoding inconsistencies
|
||
[2m2025-10-18T11:52:59.336301Z[0m [32m INFO[0m [2mtrain_tft_dbn[0m[2m:[0m ✅ Loaded 1674 OHLCV bars from DataBento
|
||
[2m2025-10-18T11:52:59.336302Z[0m [32m INFO[0m [2mtrain_tft_dbn[0m[2m:[0m
|
||
🔄 Converting to TFT data format...
|
||
[2m2025-10-18T11:52:59.385401Z[0m [32m INFO[0m [2mtrain_tft_dbn[0m[2m:[0m ✅ Created 1605 TFT samples
|
||
[2m2025-10-18T11:52:59.401999Z[0m [32m INFO[0m [2mtrain_tft_dbn[0m[2m:[0m ✅ Split: 1284 training, 321 validation samples
|
||
[2m2025-10-18T11:52:59.415600Z[0m [32m INFO[0m [2mml::trainers::tft[0m[2m:[0m Initializing TFT trainer with config: TFTTrainerConfig { epochs: 20, learning_rate: 0.001, batch_size: 32, hidden_dim: 256, num_attention_heads: 8, dropout_rate: 0.1, lstm_layers: 2, quantiles: [0.1, 0.5, 0.9], lookback_window: 60, forecast_horizon: 10, use_gpu: true, checkpoint_dir: "ml/trained_models" }
|
||
[2m2025-10-18T11:52:59.532329Z[0m [32m INFO[0m [2mml::trainers::tft[0m[2m:[0m Using device: Cuda(CudaDevice(DeviceId(1)))
|
||
[2m2025-10-18T11:52:59.560171Z[0m [32m INFO[0m [2mtrain_tft_dbn[0m[2m:[0m ✅ TFT trainer initialized
|
||
[2m2025-10-18T11:52:59.560192Z[0m [32m INFO[0m [2mtrain_tft_dbn[0m[2m:[0m
|
||
🏋️ Starting training...
|
||
|
||
[2m2025-10-18T11:52:59.560233Z[0m [32m INFO[0m [1mtrain[0m[2m:[0m [2mml::trainers::tft[0m[2m:[0m Starting TFT training for 20 epochs
|
||
[2m2025-10-18T11:52:59.560248Z[0m [32m INFO[0m [1mtrain[0m[2m:[0m [2mml::trainers::tft[0m[2m:[0m Initialized AdamW optimizer with lr=1.00e-3
|
||
Error: Training failed
|
||
|
||
Caused by:
|
||
Training error: Optimizer backward_step failed: DriverError(CUDA_ERROR_OUT_OF_MEMORY, "out of memory")
|
||
0: <candle_core::cuda_backend::device::CudaDevice as candle_core::backend::BackendDevice>::zeros_impl
|
||
1: candle_core::tensor::Tensor::zeros_like
|
||
2: candle_core::backprop::GradStore::or_insert
|
||
3: candle_core::backprop::<impl candle_core::tensor::Tensor>::backward
|
||
4: ml::trainers::tft::TFTTrainer::train::{{closure}}::{{closure}}
|
||
5: train_tft_dbn::main::{{closure}}
|
||
6: train_tft_dbn::main
|
||
7: std::sys::backtrace::__rust_begin_short_backtrace
|
||
8: main
|
||
9: __libc_start_call_main
|
||
at ./csu/../sysdeps/nptl/libc_start_call_main.h:58:16
|
||
10: __libc_start_main_impl
|
||
at ./csu/../csu/libc-start.c:360:3
|
||
11: _start
|
||
|
||
|
||
Stack backtrace:
|
||
0: <E as anyhow::context::ext::StdError>::ext_context
|
||
1: train_tft_dbn::main::{{closure}}
|
||
2: train_tft_dbn::main
|
||
3: std::sys::backtrace::__rust_begin_short_backtrace
|
||
4: main
|
||
5: __libc_start_call_main
|
||
at ./csu/../sysdeps/nptl/libc_start_call_main.h:58:16
|
||
6: __libc_start_main_impl
|
||
at ./csu/../csu/libc-start.c:360:3
|
||
7: _start
|