ARCHITECTURAL ACHIEVEMENTS: ✅ Zero compilation errors across entire workspace ✅ Complete elimination of circular dependencies ✅ Proper configuration architecture with centralized config crate ✅ Fixed all type mismatches and missing fields ✅ Restored proper crate structure (config at root level) MAJOR FIXES: - Fixed 19 critical data crate compilation errors - Resolved configuration struct field mismatches - Fixed enum variant naming (CSV → Csv) - Corrected type conversions (FromPrimitive, compression types) - Fixed HashMap key types (u32 vs usize) - Resolved TLOBProcessor constructor issues WORKSPACE STATUS: - All services compile successfully - Trading Service: ✅ Ready - Backtesting Service: ✅ Ready - ML Training Service: ✅ Ready - TLI Client: ✅ Ready Only documentation warnings remain (3,316 warnings to be addressed) 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
634 lines
20 KiB
Rust
634 lines
20 KiB
Rust
//! ML Model Benchmark Suite
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//!
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//! Comprehensive benchmarking for all ML models with sub-50μs inference targets.
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//! Validates GPU acceleration and performance requirements for HFT systems.
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// For canonical types
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use std::time::Instant;
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use anyhow::Result;
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use candle_core::{Device, Tensor};
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use tracing::{info, warn};
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use crate::dqn::rainbow_agent_impl::RainbowAgent;
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use crate::dqn::rainbow_config::RainbowAgentConfig;
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use crate::liquid::{LiquidNetwork, LiquidNetworkConfig, NetworkType};
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use crate::mamba::{Mamba2Config, Mamba2SSM};
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use crate::ppo::{ContinuousPPO, ContinuousPPOConfig};
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use crate::tft::{TFTConfig, TemporalFusionTransformer};
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use crate::tlob::{TLOBConfig, TLOBTransformer};
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use crate::MLError;
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/// Benchmark configuration
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#[derive(Debug, Clone)]
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pub struct BenchmarkConfig {
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pub warmup_runs: usize,
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pub test_runs: usize,
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pub batch_size: usize,
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pub target_latency_us: u64,
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pub enable_gpu: bool,
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}
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impl Default for BenchmarkConfig {
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fn default() -> Self {
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Self {
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warmup_runs: 100,
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test_runs: 1000,
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batch_size: 1,
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target_latency_us: 50,
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enable_gpu: true,
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}
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}
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}
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/// Benchmark results for a single model
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#[derive(Debug, Clone)]
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pub struct ModelBenchmarkResults {
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pub model_name: String,
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pub device: String,
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pub avg_latency_us: f64,
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pub p50_latency_us: f64,
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pub p95_latency_us: f64,
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pub p99_latency_us: f64,
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pub max_latency_us: f64,
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pub min_latency_us: f64,
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pub throughput_pps: f64,
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pub target_met: bool,
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pub compilation_time_ms: f64,
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pub memory_usage_mb: f64,
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pub gpu_utilization_percent: f64,
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}
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/// Complete benchmark suite results
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#[derive(Debug, Clone)]
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pub struct BenchmarkSuite {
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pub results: Vec<ModelBenchmarkResults>,
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pub system_info: SystemInfo,
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pub gpu_info: Option<GpuInfo>,
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pub total_duration_ms: f64,
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}
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#[derive(Debug, Clone)]
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pub struct SystemInfo {
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pub cpu_count: usize,
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pub available_memory_gb: f64,
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pub os: String,
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pub architecture: String,
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}
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#[derive(Debug, Clone)]
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pub struct GpuInfo {
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pub name: String,
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pub memory_gb: f64,
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pub compute_capability: String,
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pub driver_version: String,
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}
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/// Main benchmark runner
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pub struct MLBenchmarkRunner {
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config: BenchmarkConfig,
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device: Device,
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}
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impl MLBenchmarkRunner {
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pub fn new(config: BenchmarkConfig) -> Result<Self, MLError> {
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let device = if config.enable_gpu {
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Device::cuda_if_available(0).unwrap_or(Device::Cpu)
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} else {
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Device::Cpu
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};
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info!("Initialized ML Benchmark Runner on device: {:?}", device);
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Ok(Self { config, device })
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}
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/// Run complete benchmark suite
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pub async fn run_full_benchmark(&self) -> Result<BenchmarkSuite, MLError> {
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info!("Starting ML model benchmark suite");
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let start_time = Instant::now();
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let mut results = Vec::new();
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// Benchmark MAMBA-2 SSM
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if let Ok(mamba_results) = self.benchmark_mamba2().await {
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results.push(mamba_results);
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}
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// Benchmark DQN (Rainbow)
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if let Ok(dqn_results) = self.benchmark_dqn().await {
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results.push(dqn_results);
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}
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// Benchmark PPO
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if let Ok(ppo_results) = self.benchmark_ppo().await {
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results.push(ppo_results);
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}
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// Benchmark TLOB Transformer
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if let Ok(tlob_results) = self.benchmark_tlob().await {
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results.push(tlob_results);
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}
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// Benchmark TFT
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if let Ok(tft_results) = self.benchmark_tft().await {
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results.push(tft_results);
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}
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// Benchmark Liquid Networks
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if let Ok(liquid_results) = self.benchmark_liquid().await {
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results.push(liquid_results);
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}
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let total_duration = start_time.elapsed().as_millis() as f64;
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let suite = BenchmarkSuite {
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results,
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system_info: self.get_system_info(),
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gpu_info: self.get_gpu_info(),
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total_duration_ms: total_duration,
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};
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info!(
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"Benchmark suite completed in {:.2}ms with {} models",
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total_duration,
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suite.results.len()
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);
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Ok(suite)
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}
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/// Benchmark MAMBA-2 SSM
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pub async fn benchmark_mamba2(&self) -> Result<ModelBenchmarkResults, MLError> {
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info!("Benchmarking MAMBA-2 SSM");
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let config = Mamba2Config {
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d_model: 256,
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d_state: 32,
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num_layers: 4,
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target_latency_us: self.config.target_latency_us,
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batch_size: self.config.batch_size,
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hardware_aware: true,
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use_ssd: true,
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use_selective_state: true,
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..Default::default()
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};
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let compilation_start = Instant::now();
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let mut model = Mamba2SSM::new(config)?;
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let compilation_time = compilation_start.elapsed().as_millis() as f64;
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// Generate test data
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let input_data: Vec<f64> = (0..256).map(|i| (i as f64) / 256.0).collect();
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// Warmup
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for _ in 0..self.config.warmup_runs {
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let _ = model.predict_single_fast(&input_data)?;
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}
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// Benchmark
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let mut latencies = Vec::new();
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for _ in 0..self.config.test_runs {
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let start = Instant::now();
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let _ = model.predict_single_fast(&input_data)?;
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latencies.push(start.elapsed().as_micros() as f64);
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}
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Ok(self.calculate_results("MAMBA-2 SSM", latencies, compilation_time))
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}
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/// Benchmark DQN (Rainbow)
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pub async fn benchmark_dqn(&self) -> Result<ModelBenchmarkResults, MLError> {
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info!("Benchmarking Rainbow DQN");
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let mut config = RainbowAgentConfig::default();
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config.network_config.input_size = 64;
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config.network_config.num_actions = 4;
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config.learning_rate = 1e-4;
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config.batch_size = self.config.batch_size;
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config.device = if matches!(self.device, Device::Cuda(_)) {
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"cuda".to_string()
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} else {
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"cpu".to_string()
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};
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let compilation_start = Instant::now();
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let agent = RainbowAgent::new(config)?;
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let compilation_time = compilation_start.elapsed().as_millis() as f64;
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// Generate test data
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let state: Vec<f32> = (0..64).map(|i| (i as f32) / 64.0).collect();
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// Warmup
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for _ in 0..self.config.warmup_runs {
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let _ = agent.select_action(&state)?;
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}
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// Benchmark
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let mut latencies = Vec::new();
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for _ in 0..self.config.test_runs {
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let start = Instant::now();
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let _ = agent.select_action(&state)?;
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latencies.push(start.elapsed().as_micros() as f64);
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}
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Ok(self.calculate_results("Rainbow DQN", latencies, compilation_time))
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}
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/// Benchmark PPO
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pub async fn benchmark_ppo(&self) -> Result<ModelBenchmarkResults, MLError> {
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info!("Benchmarking PPO");
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let mut config = ContinuousPPOConfig::default();
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config.state_dim = 32;
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config.policy_learning_rate = 1e-4;
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config.value_learning_rate = 1e-4;
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config.batch_size = self.config.batch_size;
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let compilation_start = Instant::now();
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let ppo = ContinuousPPO::new(config)?;
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let compilation_time = compilation_start.elapsed().as_millis() as f64;
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// Generate test data
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let state = vec![0.1_f32; 32]; // PPO expects &[f32]
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// Warmup
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for _ in 0..self.config.warmup_runs {
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let _ = ppo.act(&state)?;
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}
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// Benchmark
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let mut latencies = Vec::new();
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for _ in 0..self.config.test_runs {
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let start = Instant::now();
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let _ = ppo.act(&state)?;
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latencies.push(start.elapsed().as_micros() as f64);
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}
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Ok(self.calculate_results("PPO", latencies, compilation_time))
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}
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/// Benchmark TLOB Transformer
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pub async fn benchmark_tlob(&self) -> Result<ModelBenchmarkResults, MLError> {
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info!("Benchmarking TLOB Transformer");
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let mut config = TLOBConfig::default();
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config.feature_dim = 20;
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config.batch_size = self.config.batch_size;
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let compilation_start = Instant::now();
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let tlob = TLOBTransformer::new(config)?;
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let compilation_time = compilation_start.elapsed().as_millis() as f64;
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// Generate test order book data - using transformer TLOBFeatures
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let tlob_features = crate::tlob::transformer::TLOBFeatures {
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timestamp: 1642531200000,
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bid_prices: [100000; 10],
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ask_prices: [100010; 10],
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bid_sizes: [1000; 10],
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ask_sizes: [1000; 10],
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trade_price: 100005,
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trade_size: 500,
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spread: 10,
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mid_price: 100005,
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microstructure_features: [1, 2, 3],
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};
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// Warmup
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for _ in 0..self.config.warmup_runs {
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let _ = tlob.predict(&tlob_features)?;
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}
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// Benchmark
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let mut latencies = Vec::new();
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for _ in 0..self.config.test_runs {
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let start = Instant::now();
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let _ = tlob.predict(&tlob_features)?;
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latencies.push(start.elapsed().as_micros() as f64);
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}
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Ok(self.calculate_results("TLOB Transformer", latencies, compilation_time))
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}
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/// Benchmark TFT
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pub async fn benchmark_tft(&self) -> Result<ModelBenchmarkResults, MLError> {
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info!("Benchmarking Temporal Fusion Transformer");
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let config = TFTConfig {
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input_dim: 64,
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hidden_dim: 128,
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num_heads: 8,
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num_layers: 3,
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prediction_horizon: 10,
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sequence_length: 50,
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num_static_features: 5,
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num_known_features: 10,
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num_unknown_features: 20,
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batch_size: self.config.batch_size,
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max_inference_latency_us: self.config.target_latency_us,
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..Default::default()
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};
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let compilation_start = Instant::now();
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let mut tft = TemporalFusionTransformer::new(config)?;
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let compilation_time = compilation_start.elapsed().as_millis() as f64;
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// Generate test data
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let static_features: Vec<f32> = (0..5).map(|i| i as f32 / 5.0).collect();
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let historical_features: Vec<f32> = (0..1000).map(|i| i as f32 / 1000.0).collect(); // 50x20
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let future_features: Vec<f32> = (0..100).map(|i| i as f32 / 100.0).collect(); // 10x10
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// Warmup
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for _ in 0..self.config.warmup_runs {
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let _ = tft.predict_fast(&static_features, &historical_features, &future_features)?;
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}
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// Benchmark
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let mut latencies = Vec::new();
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for _ in 0..self.config.test_runs {
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let start = Instant::now();
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let _ = tft.predict_fast(&static_features, &historical_features, &future_features)?;
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latencies.push(start.elapsed().as_micros() as f64);
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}
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Ok(self.calculate_results("TFT", latencies, compilation_time))
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}
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/// Benchmark Liquid Networks
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pub async fn benchmark_liquid(&self) -> Result<ModelBenchmarkResults, MLError> {
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info!("Benchmarking Liquid Neural Networks");
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use crate::liquid::{ActivationType, FixedPoint, LTCConfig, SolverType, PRECISION};
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let ltc_config = LTCConfig {
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input_size: 32,
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hidden_size: 64,
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tau_min: FixedPoint(PRECISION / 100),
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tau_max: FixedPoint(PRECISION),
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use_bias: true,
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solver_type: SolverType::Euler,
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activation: ActivationType::Tanh,
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};
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let config = LiquidNetworkConfig {
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network_type: NetworkType::CfC,
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input_size: 32,
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output_size: 4,
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layer_configs: vec![crate::liquid::LayerConfig::LTC(ltc_config)],
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output_layer: crate::liquid::OutputLayerConfig {
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use_linear_output: true,
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output_activation: None,
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dropout_rate: None,
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},
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default_dt: FixedPoint(PRECISION / 100),
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market_regime_adaptation: true,
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};
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let compilation_start = Instant::now();
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let mut liquid = LiquidNetwork::new(config)?;
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let compilation_time = compilation_start.elapsed().as_millis() as f64;
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// Generate test data
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let input_data: Vec<f64> = (0..32).map(|i| (i as f64) / 32.0).collect();
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// Warmup
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for _ in 0..self.config.warmup_runs {
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let _ = liquid.predict(&input_data)?;
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}
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// Benchmark
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let mut latencies = Vec::new();
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for _ in 0..self.config.test_runs {
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let start = Instant::now();
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let _ = liquid.predict(&input_data)?;
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latencies.push(start.elapsed().as_micros() as f64);
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}
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Ok(self.calculate_results("Liquid Networks", latencies, compilation_time))
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}
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fn calculate_results(
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&self,
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model_name: &str,
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mut latencies: Vec<f64>,
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compilation_time_ms: f64,
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) -> ModelBenchmarkResults {
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latencies.sort_by(|a, b| a.partial_cmp(b).unwrap());
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let avg_latency = latencies.iter().sum::<f64>() / latencies.len() as f64;
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let min_latency = latencies[0];
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let max_latency = latencies[latencies.len() - 1];
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let p50_idx = latencies.len() / 2;
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let p95_idx = (latencies.len() * 95) / 100;
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let p99_idx = (latencies.len() * 99) / 100;
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let p50_latency = latencies[p50_idx];
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let p95_latency = latencies[p95_idx.min(latencies.len() - 1)];
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let p99_latency = latencies[p99_idx.min(latencies.len() - 1)];
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let throughput = if avg_latency > 0.0 {
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1_000_000.0 / avg_latency // predictions per second
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} else {
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0.0
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};
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let target_met = avg_latency <= self.config.target_latency_us as f64;
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let device_name = match &self.device {
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Device::Cpu => "CPU",
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Device::Cuda(_) => "CUDA",
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Device::Metal(_) => "Metal",
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}
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.to_string();
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if !target_met {
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warn!(
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"{} average latency {:.2}μs exceeds target {}μs",
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model_name, avg_latency, self.config.target_latency_us
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);
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} else {
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info!(
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"{} meets target: {:.2}μs average latency, {:.0} pps throughput",
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model_name, avg_latency, throughput
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);
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}
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ModelBenchmarkResults {
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model_name: model_name.to_string(),
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device: device_name,
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avg_latency_us: avg_latency,
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p50_latency_us: p50_latency,
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p95_latency_us: p95_latency,
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p99_latency_us: p99_latency,
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max_latency_us: max_latency,
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min_latency_us: min_latency,
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throughput_pps: throughput,
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target_met,
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compilation_time_ms,
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memory_usage_mb: 0.0, // TODO: Implement memory measurement
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gpu_utilization_percent: 0.0, // TODO: Implement GPU utilization measurement
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}
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}
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fn get_system_info(&self) -> SystemInfo {
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SystemInfo {
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cpu_count: num_cpus::get(),
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available_memory_gb: 8.0, // TODO: Get actual memory info
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os: std::env::consts::OS.to_string(),
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architecture: std::env::consts::ARCH.to_string(),
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}
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}
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fn get_gpu_info(&self) -> Option<GpuInfo> {
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if matches!(self.device, Device::Cuda(_)) {
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Some(GpuInfo {
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name: "CUDA Device".to_string(), // TODO: Get actual GPU name
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memory_gb: 8.0, // TODO: Get actual GPU memory
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compute_capability: "8.0".to_string(), // TODO: Get actual compute capability
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driver_version: "Unknown".to_string(), // TODO: Get actual driver version
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})
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} else {
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None
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}
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}
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/// Generate performance report
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pub fn generate_report(&self, suite: &BenchmarkSuite) -> String {
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let mut report = String::new();
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report.push_str("# ML Model Performance Benchmark Report\n\n");
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// System Information
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report.push_str("## System Information\n");
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report.push_str(&format!("- OS: {}\n", suite.system_info.os));
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report.push_str(&format!(
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"- Architecture: {}\n",
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suite.system_info.architecture
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));
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report.push_str(&format!("- CPU Cores: {}\n", suite.system_info.cpu_count));
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report.push_str(&format!(
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"- Available Memory: {:.1} GB\n",
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suite.system_info.available_memory_gb
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));
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if let Some(gpu) = &suite.gpu_info {
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report.push_str(&format!("- GPU: {}\n", gpu.name));
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report.push_str(&format!("- GPU Memory: {:.1} GB\n", gpu.memory_gb));
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report.push_str(&format!(
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"- Compute Capability: {}\n",
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gpu.compute_capability
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));
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}
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report.push_str(&format!("\n## Benchmark Configuration\n"));
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report.push_str(&format!(
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"- Target Latency: {}μs\n",
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self.config.target_latency_us
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));
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report.push_str(&format!("- Test Runs: {}\n", self.config.test_runs));
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report.push_str(&format!("- Warmup Runs: {}\n", self.config.warmup_runs));
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report.push_str(&format!("- Batch Size: {}\n", self.config.batch_size));
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report.push_str("\n## Performance Results\n\n");
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report.push_str("| Model | Device | Avg (μs) | P95 (μs) | P99 (μs) | Max (μs) | Throughput (pps) | Target Met |\n");
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report.push_str("|-------|--------|----------|----------|----------|----------|------------------|------------|\n");
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for result in &suite.results {
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let target_met = if result.target_met { "✅" } else { "❌" };
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report.push_str(&format!(
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"| {} | {} | {:.1} | {:.1} | {:.1} | {:.1} | {:.0} | {} |\n",
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result.model_name,
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result.device,
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result.avg_latency_us,
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result.p95_latency_us,
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result.p99_latency_us,
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result.max_latency_us,
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result.throughput_pps,
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target_met
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));
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}
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let models_meeting_target = suite.results.iter().filter(|r| r.target_met).count();
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report.push_str(&format!(
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"\n**Summary**: {}/{} models meet the <{}μs latency target\n",
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models_meeting_target,
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suite.results.len(),
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self.config.target_latency_us
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));
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report.push_str(&format!(
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"\nTotal benchmark time: {:.2}ms\n",
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suite.total_duration_ms
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));
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report
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}
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}
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/// Quick GPU capability test
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pub fn test_gpu_acceleration() -> Result<bool, MLError> {
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info!("Testing GPU acceleration capabilities");
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let device = Device::cuda_if_available(0).unwrap_or(Device::Cpu);
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match device {
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Device::Cuda(_) => {
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info!("CUDA GPU detected and available");
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// Test basic tensor operations on GPU
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let a = Tensor::randn(0.0, 1.0, (1000, 1000), &device).map_err(|e| {
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MLError::TensorCreationError {
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operation: "GPU test tensor A".to_string(),
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reason: e.to_string(),
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}
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})?;
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let b = Tensor::randn(0.0, 1.0, (1000, 1000), &device).map_err(|e| {
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MLError::TensorCreationError {
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operation: "GPU test tensor B".to_string(),
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reason: e.to_string(),
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}
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})?;
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let start = Instant::now();
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let _ = a
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.matmul(&b)
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.map_err(|e| MLError::ModelError(format!("GPU matmul test failed: {}", e)))?;
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let gpu_time = start.elapsed();
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info!("GPU matrix multiplication test completed in {:?}", gpu_time);
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Ok(true)
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}
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_ => {
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info!("No CUDA GPU available, using CPU");
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Ok(false)
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}
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}
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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#[tokio::test]
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async fn test_benchmark_runner_creation() {
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let config = BenchmarkConfig::default();
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let runner = MLBenchmarkRunner::new(config).unwrap();
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assert!(runner.config.test_runs > 0);
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}
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#[tokio::test]
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async fn test_gpu_detection() {
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let result = test_gpu_acceleration();
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assert!(result.is_ok());
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}
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#[test]
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fn test_benchmark_config_default() {
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let config = BenchmarkConfig::default();
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assert_eq!(config.target_latency_us, 50);
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assert!(config.test_runs > 0);
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assert!(config.warmup_runs > 0);
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}
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}
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