## 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>
258 lines
8.1 KiB
YAML
258 lines
8.1 KiB
YAML
# AlertManager Configuration for Foxhunt
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#
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# Routes alerts to appropriate notification channels
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global:
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resolve_timeout: 5m
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slack_api_url: 'https://hooks.slack.com/services/YOUR/SLACK/WEBHOOK'
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pagerduty_url: 'https://events.pagerduty.com/v2/enqueue'
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# Alert routing tree
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route:
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receiver: 'default'
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group_by: ['alertname', 'cluster', 'service']
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group_wait: 10s
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group_interval: 5m
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repeat_interval: 4h
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# Route alerts based on severity
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routes:
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# Critical ensemble alerts - IMMEDIATE PagerDuty + Slack
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- match:
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severity: critical
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component: ensemble
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receiver: 'ensemble-critical'
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group_wait: 0s
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repeat_interval: 30m
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continue: false
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# Warning ensemble alerts - Slack only
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- match:
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severity: warning
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component: ensemble
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receiver: 'ensemble-warnings'
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group_wait: 15s
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repeat_interval: 2h
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continue: false
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# Info ensemble alerts (A/B test results) - Slack only
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- match:
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severity: info
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component: ensemble
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receiver: 'ensemble-info'
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group_wait: 5m
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repeat_interval: 24h
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continue: false
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# Critical alerts (non-ensemble) - PagerDuty + Slack
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- match:
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severity: critical
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receiver: 'critical-alerts'
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group_wait: 0s
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repeat_interval: 1h
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# Warning alerts - less urgent
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- match:
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severity: warning
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receiver: 'warning-alerts'
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group_wait: 30s
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repeat_interval: 4h
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# Auth-specific alerts
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- match:
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component: auth
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receiver: 'auth-alerts'
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group_by: ['alertname']
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# Backend proxy alerts
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- match:
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component: proxy
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receiver: 'backend-alerts'
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# Configuration alerts
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- match:
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component: config
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receiver: 'config-alerts'
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# Alert receivers (notification channels)
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receivers:
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# Default receiver (logs only)
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- name: 'default'
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webhook_configs:
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- url: 'http://localhost:9090/api/v1/alerts'
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# ========== ENSEMBLE ALERTS ==========
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# Ensemble critical alerts - PagerDuty + Slack
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- name: 'ensemble-critical'
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slack_configs:
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- channel: '#foxhunt-ensemble-critical'
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title: '🚨 ENSEMBLE CRITICAL: {{ .GroupLabels.alertname }}'
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text: |
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*Alert:* {{ .GroupLabels.alertname }}
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*Type:* {{ .CommonLabels.alert_type }}
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*Symbol:* {{ .CommonLabels.symbol }}
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{{ range .Alerts }}
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*Summary:* {{ .Annotations.summary }}
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*Description:* {{ .Annotations.description }}
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*Impact:* {{ .Annotations.impact }}
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*Action Required:*
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{{ .Annotations.action }}
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*Runbook:* {{ .Annotations.runbook_url }}
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{{ end }}
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send_resolved: true
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color: '{{ if eq .Status "firing" }}danger{{ else }}good{{ end }}'
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pagerduty_configs:
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- routing_key: 'YOUR_PAGERDUTY_ENSEMBLE_INTEGRATION_KEY'
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severity: 'critical'
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description: '{{ .GroupLabels.alertname }}: {{ .CommonAnnotations.summary }}'
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details:
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alert_type: '{{ .CommonLabels.alert_type }}'
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symbol: '{{ .CommonLabels.symbol }}'
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impact: '{{ .CommonAnnotations.impact }}'
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action: '{{ .CommonAnnotations.action }}'
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runbook_url: '{{ .CommonAnnotations.runbook_url }}'
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client: 'Foxhunt Ensemble Monitoring'
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client_url: 'http://localhost:3000/d/ensemble-ml-production'
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# Ensemble warning alerts - Slack only
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- name: 'ensemble-warnings'
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slack_configs:
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- channel: '#foxhunt-ensemble-warnings'
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title: '⚠️ ENSEMBLE WARNING: {{ .GroupLabels.alertname }}'
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text: |
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*Alert:* {{ .GroupLabels.alertname }}
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*Type:* {{ .CommonLabels.alert_type }}
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*Symbol:* {{ .CommonLabels.symbol }}
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{{ range .Alerts }}
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*Summary:* {{ .Annotations.summary }}
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*Description:* {{ .Annotations.description }}
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{{ if .Annotations.action }}*Action:* {{ .Annotations.action }}{{ end }}
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{{ end }}
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send_resolved: true
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color: 'warning'
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# Ensemble info alerts (A/B tests, model updates)
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- name: 'ensemble-info'
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slack_configs:
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- channel: '#foxhunt-ensemble-info'
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title: 'ℹ️ ENSEMBLE INFO: {{ .GroupLabels.alertname }}'
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text: |
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*Alert:* {{ .GroupLabels.alertname }}
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{{ range .Alerts }}
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*Summary:* {{ .Annotations.summary }}
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*Description:* {{ .Annotations.description }}
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{{ end }}
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send_resolved: true
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color: 'good'
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# ========== GENERAL ALERTS ==========
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# Critical alerts (non-ensemble) - PagerDuty + Slack
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- name: 'critical-alerts'
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slack_configs:
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- channel: '#foxhunt-critical'
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title: '🚨 CRITICAL: {{ .GroupLabels.alertname }}'
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text: '{{ range .Alerts }}{{ .Annotations.summary }}\n{{ .Annotations.description }}{{ end }}'
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send_resolved: true
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# PagerDuty for on-call rotation
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pagerduty_configs:
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- routing_key: 'YOUR_PAGERDUTY_SERVICE_KEY'
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severity: 'critical'
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description: '{{ .GroupLabels.alertname }}'
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# Warning alerts - Slack only
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- name: 'warning-alerts'
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slack_configs:
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- channel: '#foxhunt-warnings'
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title: '⚠️ Warning: {{ .GroupLabels.alertname }}'
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text: '{{ range .Alerts }}{{ .Annotations.summary }}{{ end }}'
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send_resolved: true
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# Auth-specific alerts
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- name: 'auth-alerts'
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slack_configs:
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- channel: '#foxhunt-auth'
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title: '🔐 Auth Alert: {{ .GroupLabels.alertname }}'
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text: '{{ range .Alerts }}{{ .Annotations.description }}{{ end }}'
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# Backend alerts
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- name: 'backend-alerts'
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slack_configs:
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- channel: '#foxhunt-backend'
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title: '🔌 Backend Alert: {{ .GroupLabels.alertname }}'
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text: '{{ range .Alerts }}{{ .Annotations.description }}{{ end }}'
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# Config alerts
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- name: 'config-alerts'
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slack_configs:
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- channel: '#foxhunt-config'
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title: '⚙️ Config Alert: {{ .GroupLabels.alertname }}'
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text: '{{ range .Alerts }}{{ .Annotations.description }}{{ end }}'
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# Inhibition rules (suppress redundant alerts)
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inhibit_rules:
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# ========== ENSEMBLE INHIBITION RULES ==========
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# If cascade failure detected, suppress individual model failures
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- source_match:
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alertname: 'EnsembleCascadeFailureDetected'
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target_match:
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alertname: 'EnsembleModelFailureDetected'
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equal: ['cluster']
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# If Sharpe ratio drop critical, suppress warning
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- source_match:
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alertname: 'EnsembleSharpeRatioDropCritical'
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target_match:
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alertname: 'EnsembleSharpeRatioDropWarning'
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equal: ['symbol']
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# If high memory, suppress latency alerts (latency caused by swapping)
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- source_match:
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alertname: 'EnsembleServiceMemoryHigh'
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target_match:
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alertname: 'EnsembleAggregationLatencyP99High'
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equal: ['instance']
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# If checkpoint rollback rate high, suppress individual swap failures
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- source_match:
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alertname: 'EnsembleCheckpointRollbackRateHigh'
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target_match:
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alertname: 'EnsembleCheckpointSwapFailed'
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equal: ['cluster']
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# If high disagreement critical, suppress warning
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- source_match:
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alertname: 'EnsembleHighDisagreementCritical'
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target_match:
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alertname: 'EnsembleHighDisagreementWarning'
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equal: ['symbol']
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# If low confidence + high disagreement, suppress both individual alerts
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- source_match:
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alertname: 'EnsembleLowConfidenceHighDisagreement'
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target_match_re:
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alertname: 'EnsembleHighDisagreementCritical|EnsembleHighDisagreementWarning'
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equal: ['symbol']
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# ========== GENERAL INHIBITION RULES ==========
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# If circuit breaker is open, suppress high latency alerts
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- source_match:
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alertname: 'CircuitBreakerOpen'
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target_match:
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alertname: 'HighBackendLatency'
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equal: ['service']
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# If backend is unhealthy, suppress other backend alerts
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- source_match:
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alertname: 'BackendServiceUnhealthy'
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target_match_re:
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alertname: 'HighBackendLatency|CircuitBreakerOpen'
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equal: ['service']
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# If NOTIFY listener is down, suppress config alerts
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- source_match:
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alertname: 'NotifyListenerDisconnected'
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target_match_re:
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alertname: 'HighConfigReloadLatency|ConfigValidationFailures'
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