Files
foxhunt/services/load_tests
jgrusewski 83629f9ca8 feat(deployment): Complete Runpod GPU deployment infrastructure
Implement comprehensive Runpod deployment with S3 volume mount architecture for
FP32 ML model training on Tesla V100 GPUs.

## Infrastructure Components

### Deployment Scripts (scripts/)
- runpod_deploy.sh: Master deployment orchestrator (8-step workflow)
- runpod_upload.sh: S3 upload for binaries and test data
- upload_env_to_runpod.sh: Secure .env credentials upload
- runpod_deploy_test.sh: Prerequisites validation

### Docker Configuration
- Dockerfile.runpod: Multi-stage CUDA 12.1 runtime (~2GB, no binaries)
- entrypoint.sh: Volume verification and training execution
- Architecture: Volume mount (NO S3 downloads in pods)

### S3 Configuration
- Bucket: se3zdnb5o4 (Iceland region: eur-is-1)
- Endpoint: https://s3api-eur-is-1.runpod.io
- Structure: binaries/, test_data/, models/, .env

### OpenTofu Infrastructure (terraform/runpod/)
- main.tf: Pod and volume resources
- variables.tf: Configuration variables
- outputs.tf: Pod connection info
- Security: NO credentials in state (uses volume .env)

## Deployment Assets Uploaded

### Training Binaries (77MB)
- train_tft_parquet (23M) - TFT-225 features
- train_mamba2_parquet (22M) - MAMBA-2 state space
- train_dqn (22M) - Deep Q-Network
- train_ppo (13M) - Proximal Policy Optimization

### Test Data (13.8 MB)
- 9 Parquet files: ES.FUT, NQ.FUT, 6E.FUT, ZN.FUT (180-day datasets)

### Credentials
- .env file (1.5 KB, private access, chmod 600)

## Documentation

### Deployment Guides
- RUNPOD_DEPLOYMENT_READY_SUMMARY.md: Complete deployment status
- RUNPOD_VOLUME_DEPLOYMENT_GUIDE.md: Step-by-step guide (42KB)
- RUNPOD_DEPLOYMENT_QUICK_START.md: Quick reference
- RUNPOD_UPLOAD_GUIDE.md: S3 upload instructions
- RUNPOD_VOLUME_CONFIGURATION_COMPLETE.md: S3 setup report
- RUNPOD_S3_PARQUET_UPLOAD_REPORT.md: Data upload verification

### Architecture Documentation
- RUNPOD_VOLUME_MOUNT_ARCHITECTURE.md: Volume mount design
- RUNPOD_S3_ARCHITECTURE_DIAGRAM.txt: S3 API vs filesystem access
- DOCKERFILE_RUNPOD_FINAL_SUMMARY.md: Docker image specification

### Decision Documentation
- RUNPOD_DEPLOYMENT_CHECKLIST.md: Go/no-go decision matrix (27KB)
- RUNPOD_DEPLOYMENT_DECISION_TREE.md: Decision workflow
- FP32_RUNPOD_DEPLOYMENT_READY.md: FP32 deployment readiness

## QAT Enhancements

### Core QAT Infrastructure
- ml/src/memory_optimization/qat.rs: Enhanced QAT observer (+226 lines)
- ml/src/memory_optimization/auto_batch_size.rs: OOM recovery (+84 lines)
- ml/src/tft/qat_tft.rs: QAT TFT wrapper (+154 lines)
- ml/src/trainers/tft.rs: QAT training integration (+433 lines)
- ml/src/qat_metrics_exporter.rs: NEW - QAT metrics export

### QAT Testing
- ml/tests/qat_integration_tests.rs: NEW - Integration test suite
- ml/tests/qat_gradient_clipping_test.rs: NEW - Gradient clipping tests
- ml/tests/qat_device_consistency_test.rs: Device mismatch tests (+205 lines)
- ml/tests/qat_accuracy_validation_test.rs: Accuracy validation
- ml/tests/qat_tft_integration_test.rs: TFT QAT integration

### QAT Documentation
- ml/docs/QAT_GUIDE.md: Comprehensive QAT guide (+616 lines)
- ml/docs/QAT_GRADIENT_CHECKPOINTING_WORKAROUND.md: NEW - Workaround guide
- QAT_BLOCKERS_ROOT_CAUSE_ANALYSIS.md: P0 blocker analysis (44KB)
- QAT_ACCURACY_VALIDATION_REPORT.md: Accuracy comparison
- QAT_GRADIENT_CLIPPING_VALIDATION_REPORT.md: Clipping validation

### QAT Monitoring
- config/grafana/dashboards/qat-training-metrics.json: NEW - Grafana dashboard

## AWS CLI Configuration

### Credentials Setup
- ~/.aws/credentials: Runpod profile configured
  - Access Key: user_2xxA3XcIFj16yfL3aBon9niiSpr
  - Secret Key: (from RUNPOD_S3_SECRET)
- ~/.aws/config: Iceland region (eur-is-1)

## Production Readiness

### FP32 Models:  READY FOR DEPLOYMENT
- DQN: 15-20s training, ~6MB GPU memory
- PPO: 7-10s training, ~145MB GPU memory
- MAMBA-2: 2-3 min training, ~164MB GPU memory
- TFT-225: 3-5 min training, ~500MB GPU memory
- Total GPU Budget: 815MB (fits on 4GB+ Tesla V100)

### QAT Models: 🔴 BLOCKED
- 24 tests implemented but DO NOT COMPILE (11 errors)
- 3 P0 blockers: device mismatch, gradient checkpointing, OOM recovery
- Timeline: 1-2 weeks to fix (13h P0 fixes + validation)

### Wave D Features:  OPERATIONAL
- 225 features fully integrated
- Feature extraction: 5.10μs/bar (196x faster than target)
- Wave D backtest: Sharpe 2.00, Win Rate 60%, Drawdown 15%
- Database migration 045: Applied cleanly, zero conflicts

## Cost Analysis

### One-Time Setup
- Network Volume: $4/month (50GB SSD)
- Upload costs: FREE (S3 API included)

### Per Training Run (TFT-225)
- GPU: Tesla V100-PCIE-16GB @ $0.29/hr
- Training Time: ~4 hours
- Cost per run: $1.16

### Monthly (20 Training Runs)
- Storage: $4.00/month
- Training: $23.20/month (20 runs × $1.16)
- Total: $27.20/month

## Security

### Credentials Management
-  NO credentials in Docker image
-  NO credentials in Terraform state
-  .env gitignored and not committed
-  .env file private on S3 (HTTP 401 on public access)
-  Docker Hub repository PRIVATE (jgrusewski/foxhunt)

### Access Control
- S3 API: Local client uploads only
- Volume mount: Pod filesystem access only
- Authentication: AWS CLI with Runpod profile required

## Next Steps

1.  COMPLETE: Build Docker image
2.  PENDING: Push to Docker Hub
3.  PENDING: Deploy pod via Runpod console
4.  PENDING: Validate training on Tesla V100

## Performance Targets

- Build time: 5-10 min
- Upload time: ~20 sec (90MB total)
- Pod startup: ~30 sec
- Training time: 3-5 min (TFT-225)
- Total deployment: ~40 min from start to first training run

## Test Status

- FP32 tests: 597/608 passing (98.2%)
- QAT tests: 0/24 passing (compilation errors)
- Overall: 2,062/2,086 passing (98.8% excluding QAT)

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

Co-Authored-By: Claude <noreply@anthropic.com>
2025-10-24 01:11:43 +02:00
..

Load Tests - Trading Service Throughput Validation

Overview

Comprehensive load testing suite for validating trading service throughput and performance under various load scenarios.

Test Scenarios

1. Sustained Load (10,000 orders/sec for 60s)

  • Target: 10,000 orders/second sustained throughput
  • Duration: 60 seconds
  • Concurrent Clients: 100
  • Validates: System stability under sustained load

2. Peak Burst (50,000 orders/sec for 10s)

  • Target: 50,000 orders/second peak burst
  • Duration: 10 seconds
  • Concurrent Clients: 500
  • Validates: System behavior under peak load spikes

3. Market Data Streaming (1M updates)

  • Target: 1,000,000 concurrent market data updates
  • Streams: 1,000 concurrent streams
  • Duration: 30 seconds
  • Validates: Streaming infrastructure capacity

4. Connection Pool Saturation (1,000 clients)

  • Target: 1,000 concurrent clients
  • Requests per Client: 100
  • Validates: Connection pool management and resource limits

Usage

Run All Tests

cargo run -p load_tests --release -- --scenario all

Run Individual Scenarios

# Sustained load
cargo run -p load_tests --release -- --scenario sustained

# Peak burst
cargo run -p load_tests --release -- --scenario burst

# Streaming
cargo run -p load_tests --release -- --scenario streaming

# Connection pool
cargo run -p load_tests --release -- --scenario pool

Custom Configuration

cargo run -p load_tests --release -- \
  --scenario sustained \
  --url http://trading-service:50052 \
  --output /path/to/report.md \
  --verbose

Metrics Collected

Throughput Metrics

  • Requests per second (sustained and peak)
  • Total requests processed
  • Success/failure rates

Latency Distribution

  • P50 (median) latency
  • P95 latency
  • P99 latency
  • Maximum latency

Resource Usage

  • Memory consumption (average)
  • Connection pool utilization
  • Stream management overhead

Output Report

Test results are saved as Markdown reports containing:

  • Executive summary
  • Detailed metrics breakdown
  • Latency distribution charts
  • Resource usage analysis
  • Performance recommendations

Default output: /tmp/WAVE_120_AGENT_5_LOAD_TESTING.md

Prerequisites

  1. Trading Service Running:

    docker-compose up -d trading_service
    # OR
    cargo run -p trading_service
    
  2. Database Available:

    docker-compose up -d postgres redis
    
  3. Sufficient System Resources:

    • 8GB+ RAM recommended
    • Multi-core CPU for parallel clients
    • Network bandwidth for 50k+ req/sec

Architecture

Components

  • Scenarios: Test scenario implementations

    • sustained_load.rs: 10k orders/sec for 60s
    • burst_load.rs: 50k orders/sec for 10s
    • streaming_load.rs: 1M market data updates
    • pool_saturation.rs: 1000 concurrent clients
    • comprehensive.rs: All scenarios sequentially
  • Clients: gRPC client implementations

    • trading_client.rs: Trading service client wrapper
  • Metrics: Performance measurement

    • metrics.rs: HDR histogram-based metrics collection
    • monitor.rs: System resource monitoring

Load Generation Pattern

// Concurrent client pattern
for client_id in 0..NUM_CLIENTS {
    tokio::spawn(async move {
        let client = TradingClient::connect(url).await?;

        // Submit orders with rate limiting
        while duration_remaining {
            client.submit_order(...).await?;
            tokio::time::sleep(rate_limit).await;
        }
    });
}

Performance Targets

Sustained Load

  • Throughput: ≥9,000 req/sec
  • Error Rate: <1%
  • P95 Latency: <10ms

Peak Burst

  • Throughput: ≥40,000 req/sec
  • Error Rate: <5%
  • P99 Latency: <50ms

Streaming

  • Updates: ≥900k received
  • Concurrent Streams: 1000
  • Stream Stability: <1% failures

Connection Pool

  • Concurrent Connections: 1000
  • Error Rate: <5%
  • P99 Latency: <100ms

Troubleshooting

Connection Refused

# Verify trading service is running
grpc_health_probe -addr=localhost:50052

High Error Rates

  • Check system resource limits (ulimit, file descriptors)
  • Verify database connection pool size
  • Review trading service logs for errors

Memory Issues

  • Reduce concurrent clients
  • Enable connection pooling
  • Check for memory leaks in trading service

Integration with CI/CD

# .github/workflows/load-test.yml
- name: Run Load Tests
  run: |
    docker-compose up -d
    cargo run -p load_tests --release -- --scenario all

- name: Upload Report
  uses: actions/upload-artifact@v3
  with:
    name: load-test-report
    path: /tmp/WAVE_120_AGENT_5_LOAD_TESTING.md

Wave 120 Objectives

Agent 5 Tasks:

  • Create load_tests package
  • Implement 4 throughput scenarios
  • Measure latency, throughput, error rates
  • Monitor memory usage
  • Run tests against live service
  • Generate performance report

Expected Outcomes:

  • Validate 10k orders/sec sustained capacity
  • Confirm 50k orders/sec peak burst handling
  • Verify 1M concurrent stream updates
  • Validate 1000+ concurrent client support