Files
foxhunt/scripts/archive/upload_to_runpod_s3.sh
jgrusewski e61e8f54da feat(ml): Complete hyperopt infrastructure + documentation
Changes:
- CLAUDE.md: Update OOM fix validation status
- Add comprehensive documentation (30+ markdown reports)
- LSTM encoder varmap bug fix (tft/lstm_encoder.rs:290)
- Quantized LSTM layer matching fix (tft/quantized_lstm.rs)
- Hyperopt paths module (ml/src/hyperopt/paths.rs)
- Training path tests for all adapters (DQN, MAMBA-2, PPO, TFT)
- Checkpoint integrity tests
- Script cleanup: Remove 29 obsolete deployment scripts
- Archive old scripts to scripts/archive/
- New deployment utilities: check_gpu_availability.py, monitor_hyperopt.sh

Validation:
- OOM fixes validated: 5/5 trials successful (pod b6kc3mc5lbjiro)
- Batch-size-max 256 tested successfully
- All hyperopt adapters working correctly

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

Co-Authored-By: Claude <noreply@anthropic.com>
2025-10-29 19:52:21 +01:00

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#!/bin/bash
# upload_to_runpod_s3.sh - Package Foxhunt binaries for Runpod deployment
#
# NO AWS CLI REQUIRED - Uses simple tar packaging + manual/curl upload
# Optimized for Tesla V100 16GB GPU ($0.14-0.39/hr on various providers)
#
# DEPLOYMENT OPTIONS:
# 1. Manual Web Upload: Use Runpod web interface to upload tar.gz to Network Volume
# 2. Direct Mount: Upload via SSH to mounted Network Volume on running pod
# 3. Docker Image: Bundle everything in Docker image (recommended for reproducibility)
set -e
# Configuration
FOXHUNT_ROOT="/home/jgrusewski/Work/foxhunt"
OUTPUT_DIR="$FOXHUNT_ROOT/runpod_package"
TIMESTAMP=$(date +%Y%m%d_%H%M%S)
PACKAGE_NAME="foxhunt_${TIMESTAMP}.tar.gz"
echo "========================================="
echo "Foxhunt Runpod Package Builder"
echo "========================================="
echo "Target GPU: Tesla V100 16GB"
echo "Estimated Pricing: \$0.14-0.39/hr (Runpod/DataCrunch)"
echo "Package: $PACKAGE_NAME"
echo "========================================="
# Clean and create output directory
rm -rf "$OUTPUT_DIR"
mkdir -p "$OUTPUT_DIR/bin"
mkdir -p "$OUTPUT_DIR/test_data"
mkdir -p "$OUTPUT_DIR/config"
# Build release binaries
echo ""
echo "📦 Step 1/4: Building release binaries..."
cd "$FOXHUNT_ROOT"
cargo build --release --features cuda --workspace
if [ $? -ne 0 ]; then
echo "❌ ERROR: Cargo build failed"
exit 1
fi
echo "✅ Build complete"
# Copy training binaries
echo ""
echo "📦 Step 2/4: Packaging training binaries..."
BINARIES=(
"train_tft_parquet"
"train_dqn"
"train_ppo"
"train_mamba2_dbn"
)
TOTAL_BIN_SIZE=0
for binary in "${BINARIES[@]}"; do
SRC="$FOXHUNT_ROOT/target/release/examples/$binary"
if [ -f "$SRC" ]; then
cp "$SRC" "$OUTPUT_DIR/bin/"
SIZE=$(stat -c%s "$SRC" 2>/dev/null || stat -f%z "$SRC" 2>/dev/null)
SIZE_MB=$(awk "BEGIN {printf \"%.2f\", $SIZE/1024/1024}")
TOTAL_BIN_SIZE=$((TOTAL_BIN_SIZE + SIZE))
echo "$binary ($SIZE_MB MB)"
else
echo "$binary not found (skipping)"
fi
done
TOTAL_BIN_MB=$(awk "BEGIN {printf \"%.2f\", $TOTAL_BIN_SIZE/1024/1024}")
echo "Total binaries: $TOTAL_BIN_MB MB"
# Copy test data (ALL Parquet files)
echo ""
echo "📦 Step 3/4: Packaging test data..."
if [ -d "$FOXHUNT_ROOT/test_data" ]; then
PARQUET_COUNT=$(ls $FOXHUNT_ROOT/test_data/*.parquet 2>/dev/null | wc -l)
if [ "$PARQUET_COUNT" -gt 0 ]; then
echo "Found $PARQUET_COUNT Parquet files:"
TOTAL_DATA_SIZE=0
for file in $FOXHUNT_ROOT/test_data/*.parquet; do
if [ -f "$file" ]; then
filename=$(basename "$file")
SIZE=$(stat -c%s "$file" 2>/dev/null || stat -f%z "$file" 2>/dev/null)
SIZE_MB=$(awk "BEGIN {printf \"%.2f\", $SIZE/1024/1024}")
TOTAL_DATA_SIZE=$((TOTAL_DATA_SIZE + SIZE))
echo "$filename ($SIZE_MB MB)"
cp "$file" "$OUTPUT_DIR/test_data/"
fi
done
TOTAL_DATA_MB=$(awk "BEGIN {printf \"%.2f\", $TOTAL_DATA_SIZE/1024/1024}")
echo "Total data: $TOTAL_DATA_MB MB"
else
echo "⚠ WARNING: No Parquet files found in test_data/"
fi
else
echo "⚠ WARNING: test_data/ directory not found"
fi
# Create deployment script
echo ""
echo "📦 Step 4/4: Creating deployment scripts..."
cat > "$OUTPUT_DIR/runpod_setup.sh" << 'RUNPOD_SETUP_EOF'
#!/bin/bash
# runpod_setup.sh - Setup script to run inside Runpod pod
#
# Usage:
# 1. Extract package: tar -xzf foxhunt_*.tar.gz
# 2. Run setup: ./runpod_setup.sh
# 3. Start training: ./train_fp32.sh
set -e
echo "========================================="
echo "Foxhunt Runpod Environment Setup"
echo "========================================="
# Verify CUDA
echo ""
echo "🔍 Checking CUDA availability..."
if command -v nvidia-smi &> /dev/null; then
nvidia-smi --query-gpu=name,memory.total,driver_version --format=csv
echo "✅ CUDA available"
else
echo "❌ WARNING: nvidia-smi not found"
fi
# Verify binaries
echo ""
echo "🔍 Checking binaries..."
for binary in bin/*; do
if [ -f "$binary" ] && [ -x "$binary" ]; then
size=$(stat -c%s "$binary" 2>/dev/null || stat -f%z "$binary" 2>/dev/null)
size_mb=$(awk "BEGIN {printf \"%.2f\", $size/1024/1024}")
echo " ✓ $(basename $binary) ($size_mb MB)"
fi
done
# Verify test data
echo ""
echo "🔍 Checking test data..."
if [ -d "test_data" ]; then
PARQUET_COUNT=$(ls test_data/*.parquet 2>/dev/null | wc -l)
echo "Found $PARQUET_COUNT Parquet files:"
for file in test_data/*.parquet; do
if [ -f "$file" ]; then
size=$(stat -c%s "$file" 2>/dev/null || stat -f%z "$file" 2>/dev/null)
size_mb=$(awk "BEGIN {printf \"%.2f\", $size/1024/1024}")
echo " ✓ $(basename $file) ($size_mb MB)"
fi
done
else
echo "⚠ WARNING: test_data/ directory not found"
fi
# Make binaries executable
chmod +x bin/*
echo ""
echo "========================================="
echo "✅ Setup complete!"
echo "========================================="
echo ""
echo "Ready to train. Run one of:"
echo " ./train_fp32.sh # Full FP32 training (recommended)"
echo " ./train_tft_only.sh # TFT model only"
echo " ./bin/train_tft_parquet --help # Manual training"
RUNPOD_SETUP_EOF
chmod +x "$OUTPUT_DIR/runpod_setup.sh"
echo " ✓ runpod_setup.sh"
# Create FP32 training script
cat > "$OUTPUT_DIR/train_fp32.sh" << 'TRAIN_FP32_EOF'
#!/bin/bash
# train_fp32.sh - Train all FP32 models (PRODUCTION READY)
#
# Models: DQN, PPO, MAMBA-2, TFT-FP32
# GPU Memory: ~815MB total (fits Tesla V100 16GB easily)
# Training Time: ~10-15 minutes total on V100
set -e
echo "========================================="
echo "Foxhunt FP32 Training Pipeline"
echo "========================================="
echo "GPU: Tesla V100 16GB"
echo "Models: DQN, PPO, MAMBA-2, TFT-FP32"
echo "Expected Memory: 815MB"
echo "Expected Time: 10-15 minutes"
echo "========================================="
# Set CUDA environment
export CUDA_VISIBLE_DEVICES=0
# Create output directory
OUTPUT_DIR="models_$(date +%Y%m%d_%H%M%S)"
mkdir -p "$OUTPUT_DIR"
# Training function
train_model() {
MODEL=$1
BINARY=$2
DATA_FILE=$3
EPOCHS=$4
EXPECTED_TIME=$5
echo ""
echo "🚀 Training $MODEL..."
echo " Binary: $BINARY"
echo " Data: $DATA_FILE"
echo " Epochs: $EPOCHS"
echo " Expected: $EXPECTED_TIME"
START_TIME=$(date +%s)
./bin/$BINARY \
--parquet-file "test_data/$DATA_FILE" \
--epochs "$EPOCHS" \
--output-dir "$OUTPUT_DIR/$MODEL" \
2>&1 | tee "$OUTPUT_DIR/${MODEL}_training.log"
END_TIME=$(date +%s)
DURATION=$((END_TIME - START_TIME))
DURATION_MIN=$(awk "BEGIN {printf \"%.2f\", $DURATION/60}")
if [ $? -eq 0 ]; then
echo "✅ $MODEL complete in ${DURATION_MIN} minutes"
else
echo "❌ $MODEL training failed (see $OUTPUT_DIR/${MODEL}_training.log)"
exit 1
fi
}
# Train all models
train_model "DQN" "train_dqn" "ES_FUT_180d.parquet" 20 "15-20 seconds"
train_model "PPO" "train_ppo" "ES_FUT_180d.parquet" 20 "7-10 seconds"
train_model "MAMBA2" "train_mamba2_dbn" "ES_FUT_180d.parquet" 50 "2-3 minutes"
train_model "TFT_FP32" "train_tft_parquet" "ES_FUT_180d.parquet" 50 "3-5 minutes"
echo ""
echo "========================================="
echo "✅ All models trained successfully!"
echo "========================================="
echo "Output directory: $OUTPUT_DIR"
echo ""
echo "Models ready for deployment:"
ls -lh "$OUTPUT_DIR"
TRAIN_FP32_EOF
chmod +x "$OUTPUT_DIR/train_fp32.sh"
echo " ✓ train_fp32.sh"
# Create TFT-only training script
cat > "$OUTPUT_DIR/train_tft_only.sh" << 'TRAIN_TFT_EOF'
#!/bin/bash
# train_tft_only.sh - Train TFT model only (faster iteration)
#
# Model: TFT-FP32 (225 features)
# GPU Memory: ~500MB
# Training Time: ~3-5 minutes on V100
set -e
echo "========================================="
echo "TFT-FP32 Training (225 Features)"
echo "========================================="
export CUDA_VISIBLE_DEVICES=0
OUTPUT_DIR="models_tft_$(date +%Y%m%d_%H%M%S)"
mkdir -p "$OUTPUT_DIR"
./bin/train_tft_parquet \
--parquet-file test_data/ES_FUT_180d.parquet \
--epochs 50 \
--output-dir "$OUTPUT_DIR" \
2>&1 | tee "$OUTPUT_DIR/training.log"
echo ""
echo "✅ TFT training complete!"
echo "Output: $OUTPUT_DIR"
TRAIN_TFT_EOF
chmod +x "$OUTPUT_DIR/train_tft_only.sh"
echo " ✓ train_tft_only.sh"
# Create README
cat > "$OUTPUT_DIR/README.md" << 'README_EOF'
# Foxhunt Runpod Deployment Package
## 🎯 Quick Start
```bash
# 1. Extract package
tar -xzf foxhunt_*.tar.gz
cd foxhunt_*/
# 2. Run setup
./runpod_setup.sh
# 3. Start training (choose one)
./train_fp32.sh # All models (10-15 min)
./train_tft_only.sh # TFT only (3-5 min)
```
## 📊 GPU Requirements
**Recommended: Tesla V100 16GB**
- Pricing: $0.14-0.39/hour (Runpod/DataCrunch)
- Memory: 16GB (815MB FP32 models = 95% headroom)
- Training time: 10-15 minutes total
- Cost per training run: ~$0.10
**Minimum: RTX 3060 12GB**
- Works but slower (2-3x training time)
- Budget option if V100 unavailable
## 📦 Package Contents
```
foxhunt_YYYYMMDD_HHMMSS/
├── bin/ # Training binaries
│ ├── train_tft_parquet # TFT model (225 features)
│ ├── train_dqn # Deep Q-Network
│ ├── train_ppo # Proximal Policy Optimization
│ └── train_mamba2_dbn # MAMBA-2 model
├── test_data/ # Parquet training data
│ ├── ES_FUT_180d.parquet # ES futures (180 days)
│ ├── NQ_FUT_180d.parquet # NQ futures (180 days)
│ ├── 6E_FUT_180d.parquet # 6E futures (180 days)
│ └── *.parquet # Other datasets
├── runpod_setup.sh # Environment setup
├── train_fp32.sh # Full training pipeline
├── train_tft_only.sh # TFT only (faster)
└── README.md # This file
```
## 🚀 Training Pipeline
### Full FP32 Training (Recommended)
```bash
./train_fp32.sh
```
Trains all 4 models:
1. **DQN** (~15-20 sec, 6MB memory)
2. **PPO** (~7-10 sec, 145MB memory)
3. **MAMBA-2** (~2-3 min, 164MB memory)
4. **TFT-FP32** (~3-5 min, 500MB memory)
**Total**: 10-15 minutes, 815MB peak memory
### TFT Only (Faster Iteration)
```bash
./train_tft_only.sh
```
Trains only TFT model:
- **Time**: 3-5 minutes
- **Memory**: 500MB
- **Use case**: Quick experiments, hyperparameter tuning
### Manual Training
```bash
./bin/train_tft_parquet \
--parquet-file test_data/ES_FUT_180d.parquet \
--epochs 50 \
--output-dir ./models_custom
```
## 📈 Expected Performance
Based on Wave D backtest validation:
- **Sharpe Ratio**: 2.00 (≥2.0 target ✅)
- **Win Rate**: 60% (≥60% target ✅)
- **Max Drawdown**: 15% (≤15% target ✅)
## 🔧 Troubleshooting
### CUDA Not Found
```bash
# Check GPU
nvidia-smi
# If missing, verify pod has GPU attached
# Runpod: Settings → GPU Type → Tesla V100
```
### Out of Memory
```bash
# Use smaller dataset
./bin/train_tft_parquet \
--parquet-file test_data/ES_FUT_small.parquet \
--epochs 50
```
### Binary Not Executable
```bash
chmod +x bin/*
```
## 📊 Cost Estimation
**Tesla V100 16GB @ $0.25/hour**
- Full training (15 min): $0.06
- TFT only (5 min): $0.02
- 100 training runs: $6.00
**Best for**:
- Initial model training
- Hyperparameter tuning (100+ runs)
- Production model retraining
## 🔐 Security Notes
- All files are private in your Runpod account
- No AWS credentials needed
- No external network access required
- Training runs entirely on local GPU
## 📝 Next Steps
After training:
1. Download models from pod
2. Deploy to production infrastructure
3. Monitor with Grafana dashboards
4. Begin paper trading validation
See RUNPOD_DEPLOYMENT_CHECKLIST.md in main repo for full deployment guide.
README_EOF
echo " ✓ README.md"
# Create tarball
echo ""
echo "📦 Creating package tarball..."
cd "$FOXHUNT_ROOT"
tar -czf "$OUTPUT_DIR/$PACKAGE_NAME" -C "$OUTPUT_DIR" .
PACKAGE_SIZE=$(stat -c%s "$OUTPUT_DIR/$PACKAGE_NAME" 2>/dev/null || stat -f%z "$OUTPUT_DIR/$PACKAGE_NAME" 2>/dev/null)
PACKAGE_SIZE_MB=$(awk "BEGIN {printf \"%.2f\", $PACKAGE_SIZE/1024/1024}")
echo "✅ Package created: $PACKAGE_NAME ($PACKAGE_SIZE_MB MB)"
# Generate deployment instructions
echo ""
echo "========================================="
echo "✅ Package ready for deployment!"
echo "========================================="
echo ""
echo "📦 Package: $OUTPUT_DIR/$PACKAGE_NAME"
echo "📊 Size: $PACKAGE_SIZE_MB MB"
echo ""
echo "🚀 DEPLOYMENT OPTIONS:"
echo ""
echo "━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━"
echo "Option 1: Runpod Web Interface (Easiest)"
echo "━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━"
echo "1. Go to https://www.runpod.io/console/pods"
echo "2. Deploy pod:"
echo " - GPU: Tesla V100 16GB (\$0.14-0.39/hr)"
echo " - Template: PyTorch or CUDA base"
echo " - Network Volume: Create new (10GB minimum)"
echo "3. Upload via web interface:"
echo " - Navigate to 'Files' tab in pod"
echo " - Upload: $PACKAGE_NAME"
echo "4. SSH into pod and run:"
echo " cd /workspace"
echo " tar -xzf $PACKAGE_NAME"
echo " ./runpod_setup.sh"
echo " ./train_fp32.sh"
echo ""
echo "━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━"
echo "Option 2: SSH Direct Upload"
echo "━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━"
echo "1. Deploy pod with SSH enabled"
echo "2. Get SSH connection string from Runpod console"
echo "3. Upload via SCP:"
echo " scp $OUTPUT_DIR/$PACKAGE_NAME root@<pod-ip>:/workspace/"
echo "4. SSH and extract:"
echo " ssh root@<pod-ip>"
echo " cd /workspace"
echo " tar -xzf $PACKAGE_NAME"
echo " ./runpod_setup.sh"
echo " ./train_fp32.sh"
echo ""
echo "━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━"
echo "Option 3: HTTP Server Upload (Fast)"
echo "━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━"
echo "1. On local machine, start HTTP server:"
echo " cd $OUTPUT_DIR"
echo " python3 -m http.server 8000"
echo "2. Get your public IP:"
echo " curl ifconfig.me"
echo "3. In Runpod pod, download:"
echo " cd /workspace"
echo " wget http://<your-ip>:8000/$PACKAGE_NAME"
echo " tar -xzf $PACKAGE_NAME"
echo " ./runpod_setup.sh"
echo " ./train_fp32.sh"
echo " ⚠️ WARNING: Only use on trusted networks!"
echo ""
echo "━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━"
echo "💰 PRICING REFERENCE (Tesla V100 16GB)"
echo "━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━"
echo "Runpod Community Cloud: \$0.14-0.39/hour"
echo "DataCrunch.io: \$0.39/hour"
echo "Google Cloud: \$2.48/hour"
echo "Azure NCv3: \$3.06/hour"
echo ""
echo "💡 TIP: Use Runpod Community Cloud for best pricing"
echo " (~\$0.10 per full training run)"
echo ""
echo "━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━"
echo "📊 EXPECTED TRAINING PERFORMANCE"
echo "━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━"
echo "Full FP32 Pipeline: 10-15 minutes"
echo "TFT Only: 3-5 minutes"
echo "Peak GPU Memory: 815MB (95% headroom on V100)"
echo "Cost per run: ~\$0.06-0.10"
echo ""
echo "Wave D Backtest Results:"
echo " Sharpe Ratio: 2.00 (≥2.0 target ✅)"
echo " Win Rate: 60% (≥60% target ✅)"
echo " Max Drawdown: 15% (≤15% target ✅)"
echo ""
echo "========================================="
echo "🎯 READY FOR DEPLOYMENT"
echo "========================================="
echo ""
echo "Next: Choose deployment option above and train models"
echo "Full docs: $OUTPUT_DIR/README.md"