022036cb96
Replace 20 per-model training examples with: - train_baseline_rl: DQN + PPO (renamed from train_baseline) - train_baseline_supervised: TFT, Mamba2, Liquid, TGGN, TLOB, KAN, xLSTM, Diffusion via model factory + UnifiedTrainable generic training loop Update Dockerfile.training (16→7 binaries), train.sh MODEL_BINARY map, and job-template.yaml default. -12,759 lines. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
393 lines
12 KiB
Bash
Executable File
393 lines
12 KiB
Bash
Executable File
#!/usr/bin/env bash
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set -euo pipefail
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# ---------------------------------------------------------------------------
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# train.sh - Training orchestrator: submits K8s Jobs to the GPU pool
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# ---------------------------------------------------------------------------
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# Usage:
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# ./infra/scripts/train.sh <preset> [--model MODEL] [--symbol SYMBOL]
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# [--trials N] [--max-steps N] [--timeout N]
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#
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# Presets:
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# quick-test - fast sanity check (max-steps=500, requires --model)
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# single-model - full training run for one model (requires --model)
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# full-ensemble - trains all 10 models sequentially (dqn ppo tft mamba2 tggn tlob liquid kan xlstm diffusion)
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# hyperopt - hyperparameter optimisation (requires --model, uses --trials)
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# ---------------------------------------------------------------------------
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# --- Defaults -------------------------------------------------------------
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SYMBOL="ES.FUT"
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TRIALS=20
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MAX_STEPS=2000
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TIMEOUT=3600
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DATA_DIR="/data/futures-baseline"
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NAMESPACE="foxhunt"
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IMAGE="rg.fr-par.scw.cloud/foxhunt/training:latest"
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MODEL=""
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PRESET=""
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TIMESTAMP="$(date +%s)"
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S3_BUCKET="foxhunt-artifacts"
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S3_ENDPOINT="https://s3.fr-par.scw.cloud"
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RUN_ID="$(date +%Y%m%d-%H%M%S)"
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ALL_MODELS=(dqn ppo tft mamba2 tggn tlob liquid kan xlstm diffusion)
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# --- Model-to-binary mapping ----------------------------------------------
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declare -A MODEL_BINARY=(
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[dqn]=train_baseline_rl
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[ppo]=train_baseline_rl
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[tft]=train_baseline_supervised
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[mamba2]=train_baseline_supervised
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[tggn]=train_baseline_supervised
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[tlob]=train_baseline_supervised
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[liquid]=train_baseline_supervised
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[kan]=train_baseline_supervised
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[xlstm]=train_baseline_supervised
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[diffusion]=train_baseline_supervised
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)
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EVAL_BINARY="evaluate_baseline"
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# --- Helpers --------------------------------------------------------------
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usage() {
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cat <<'USAGE'
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Usage: ./infra/scripts/train.sh <preset> [OPTIONS]
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Presets:
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quick-test Fast sanity check (requires --model, max-steps=500)
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single-model Full training run (requires --model)
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full-ensemble Trains all 10 models sequentially (dqn ppo tft mamba2 tggn tlob liquid kan xlstm diffusion)
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hyperopt Hyperparameter search (requires --model, uses --trials)
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evaluate Evaluate trained models (requires --run-id from prior training run)
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Options:
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--model MODEL Model name: dqn | ppo | tft | mamba2 | tggn | tlob | liquid | kan | xlstm | diffusion
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--symbol SYMBOL Trading symbol (default: ES.FUT)
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--trials N Hyperopt trial count (default: 20)
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--max-steps N Max steps per epoch (default: 2000)
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--timeout N Job timeout in seconds (default: 3600)
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-h, --help Show this help message
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USAGE
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exit 0
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}
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die() { echo "ERROR: $*" >&2; exit 1; }
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validate_model() {
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local m="$1"
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[[ -n "${MODEL_BINARY[$m]+x}" ]] || die "Unknown model '${m}'. Valid: ${!MODEL_BINARY[*]}"
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}
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# --- Parse arguments -------------------------------------------------------
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[[ $# -eq 0 ]] && usage
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PRESET="$1"; shift
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while [[ $# -gt 0 ]]; do
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case "$1" in
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--model) MODEL="$2"; shift 2 ;;
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--symbol) SYMBOL="$2"; shift 2 ;;
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--trials) TRIALS="$2"; shift 2 ;;
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--max-steps) MAX_STEPS="$2"; shift 2 ;;
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--timeout) TIMEOUT="$2"; shift 2 ;;
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--run-id) RUN_ID="$2"; shift 2 ;;
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-h|--help) usage ;;
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*) die "Unknown option: $1" ;;
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esac
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done
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# --- Preset validation -----------------------------------------------------
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case "$PRESET" in
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quick-test)
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[[ -z "$MODEL" ]] && die "quick-test preset requires --model"
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validate_model "$MODEL"
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MAX_STEPS=500
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;;
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single-model)
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[[ -z "$MODEL" ]] && die "single-model preset requires --model"
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validate_model "$MODEL"
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;;
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full-ensemble)
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# Trains all models; --model is ignored if provided
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MODEL=""
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;;
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hyperopt)
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[[ -z "$MODEL" ]] && die "hyperopt preset requires --model"
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validate_model "$MODEL"
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;;
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evaluate)
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[[ -z "$RUN_ID" ]] && die "evaluate preset requires --run-id (from a previous training run)"
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;;
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*)
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die "Unknown preset '${PRESET}'. Valid: quick-test, single-model, full-ensemble, hyperopt, evaluate"
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;;
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esac
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# --- Build training arguments for a given model ----------------------------
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build_args() {
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local model="$1"
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local binary="${MODEL_BINARY[$model]}"
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local args=("$binary")
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# Both unified binaries accept --model to select the specific model
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args+=("--model" "$model")
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args+=("--symbol" "$SYMBOL")
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args+=("--max-steps-per-epoch" "$MAX_STEPS")
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args+=("--data-dir" "$DATA_DIR")
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args+=("--output-dir" "/output")
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if [[ "$PRESET" == "hyperopt" ]]; then
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args+=("--trials" "$TRIALS")
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fi
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echo "${args[*]}"
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}
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# --- Generate K8s Job manifest --------------------------------------------
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generate_job_manifest() {
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local model="$1"
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local job_name="train-${model}-${TIMESTAMP}"
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local train_args
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train_args="$(build_args "$model")"
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cat <<EOF
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apiVersion: batch/v1
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kind: Job
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metadata:
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name: ${job_name}
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namespace: ${NAMESPACE}
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labels:
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foxhunt/job-type: training
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foxhunt/model: ${model}
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foxhunt/preset: ${PRESET}
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foxhunt/run-id: "${RUN_ID}"
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spec:
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activeDeadlineSeconds: ${TIMEOUT}
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backoffLimit: 0
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ttlSecondsAfterFinished: 600
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template:
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metadata:
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labels:
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foxhunt/job-type: training
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foxhunt/model: ${model}
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foxhunt/preset: ${PRESET}
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spec:
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restartPolicy: Never
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nodeSelector:
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k8s.scaleway.com/pool-name: gpu-training
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tolerations:
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- key: nvidia.com/gpu
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operator: Exists
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effect: NoSchedule
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imagePullSecrets:
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- name: scw-registry
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containers:
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- name: training
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image: ${IMAGE}
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command: ["/bin/sh", "-c"]
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args:
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- |
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set -e
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echo "=== Training: ${model} (run: ${RUN_ID}) ==="
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nvidia-smi || echo "WARNING: nvidia-smi not available"
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echo "=== Starting training ==="
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${train_args}
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echo "=== Training complete, syncing output to S3 ==="
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RCLONE_CONFIG_SCW_TYPE=s3 \\
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RCLONE_CONFIG_SCW_PROVIDER=Scaleway \\
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RCLONE_CONFIG_SCW_ACCESS_KEY_ID=\$(cat /secrets/access-key) \\
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RCLONE_CONFIG_SCW_SECRET_ACCESS_KEY=\$(cat /secrets/secret-key) \\
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RCLONE_CONFIG_SCW_ENDPOINT=${S3_ENDPOINT} \\
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RCLONE_CONFIG_SCW_REGION=fr-par \\
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RCLONE_CONFIG_SCW_ACL=private \\
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rclone sync /output/ "scw:${S3_BUCKET}/runs/${RUN_ID}/${model}/" -v
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echo "=== Output synced to s3://${S3_BUCKET}/runs/${RUN_ID}/${model}/ ==="
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env:
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- name: RUST_LOG
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value: info
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- name: SQLX_OFFLINE
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value: "true"
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resources:
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requests:
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nvidia.com/gpu: "1"
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cpu: "4"
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memory: "16Gi"
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limits:
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nvidia.com/gpu: "1"
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cpu: "8"
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memory: "32Gi"
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volumeMounts:
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- name: training-data
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mountPath: /data
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readOnly: true
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- name: output
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mountPath: /output
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- name: s3-credentials
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mountPath: /secrets
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readOnly: true
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volumes:
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- name: training-data
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persistentVolumeClaim:
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claimName: training-data-pvc
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- name: output
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emptyDir: {}
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- name: s3-credentials
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secret:
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secretName: s3-credentials
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EOF
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}
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generate_eval_manifest() {
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local job_name="eval-${RUN_ID}-${TIMESTAMP}"
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cat <<EOF
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apiVersion: batch/v1
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kind: Job
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metadata:
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name: ${job_name}
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namespace: ${NAMESPACE}
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labels:
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foxhunt/job-type: evaluate
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foxhunt/run-id: "${RUN_ID}"
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spec:
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activeDeadlineSeconds: ${TIMEOUT}
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backoffLimit: 0
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ttlSecondsAfterFinished: 600
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template:
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metadata:
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labels:
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foxhunt/job-type: evaluate
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spec:
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restartPolicy: Never
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nodeSelector:
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k8s.scaleway.com/pool-name: gpu-training
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tolerations:
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- key: nvidia.com/gpu
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operator: Exists
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effect: NoSchedule
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imagePullSecrets:
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- name: scw-registry
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containers:
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- name: evaluate
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image: ${IMAGE}
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command: ["/bin/sh", "-c"]
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args:
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- |
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set -e
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echo "=== Evaluation (run: ${RUN_ID}) ==="
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mkdir -p /output/models
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echo "Fetching checkpoints from s3://${S3_BUCKET}/runs/${RUN_ID}/ ..."
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RCLONE_CONFIG_SCW_TYPE=s3 \\
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RCLONE_CONFIG_SCW_PROVIDER=Scaleway \\
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RCLONE_CONFIG_SCW_ACCESS_KEY_ID=\$(cat /secrets/access-key) \\
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RCLONE_CONFIG_SCW_SECRET_ACCESS_KEY=\$(cat /secrets/secret-key) \\
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RCLONE_CONFIG_SCW_ENDPOINT=${S3_ENDPOINT} \\
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RCLONE_CONFIG_SCW_REGION=fr-par \\
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RCLONE_CONFIG_SCW_ACL=private \\
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rclone sync "scw:${S3_BUCKET}/runs/${RUN_ID}/" /output/models/ -v
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echo "=== Running evaluation ==="
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${EVAL_BINARY} --model both \\
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--data-dir ${DATA_DIR} \\
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--models-dir /output/models
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echo "=== Syncing evaluation results ==="
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RCLONE_CONFIG_SCW_TYPE=s3 \\
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RCLONE_CONFIG_SCW_PROVIDER=Scaleway \\
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RCLONE_CONFIG_SCW_ACCESS_KEY_ID=\$(cat /secrets/access-key) \\
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RCLONE_CONFIG_SCW_SECRET_ACCESS_KEY=\$(cat /secrets/secret-key) \\
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RCLONE_CONFIG_SCW_ENDPOINT=${S3_ENDPOINT} \\
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RCLONE_CONFIG_SCW_REGION=fr-par \\
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RCLONE_CONFIG_SCW_ACL=private \\
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rclone sync /output/ "scw:${S3_BUCKET}/runs/${RUN_ID}/eval/" -v
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echo "=== Done ==="
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env:
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- name: RUST_LOG
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value: info
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- name: SQLX_OFFLINE
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value: "true"
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resources:
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requests:
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nvidia.com/gpu: "1"
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cpu: "4"
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memory: "16Gi"
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limits:
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nvidia.com/gpu: "1"
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cpu: "8"
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memory: "32Gi"
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volumeMounts:
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- name: training-data
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mountPath: /data
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readOnly: true
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- name: output
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mountPath: /output
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- name: s3-credentials
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mountPath: /secrets
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readOnly: true
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volumes:
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- name: training-data
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persistentVolumeClaim:
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claimName: training-data-pvc
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- name: output
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emptyDir: {}
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- name: s3-credentials
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secret:
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secretName: s3-credentials
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EOF
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}
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# --- Submit a single job and collect its name ------------------------------
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submitted_jobs=()
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submit_job() {
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local model="$1"
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local job_name="train-${model}-${TIMESTAMP}"
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echo "--- Submitting job: ${job_name} (model=${model}, preset=${PRESET})"
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generate_job_manifest "$model" | kubectl apply -f -
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submitted_jobs+=("$job_name")
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}
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# --- Main dispatch ---------------------------------------------------------
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echo "======================================================================"
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echo " Foxhunt Training Orchestrator"
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echo " Preset : ${PRESET}"
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echo " Symbol : ${SYMBOL}"
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echo " Image : ${IMAGE}"
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echo " NS : ${NAMESPACE}"
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echo " Run ID : ${RUN_ID}"
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echo " S3 : s3://${S3_BUCKET}/runs/${RUN_ID}/"
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echo "======================================================================"
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echo ""
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case "$PRESET" in
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quick-test|single-model|hyperopt)
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submit_job "$MODEL"
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;;
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full-ensemble)
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for m in "${ALL_MODELS[@]}"; do
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submit_job "$m"
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echo " Waiting for ${m} to complete before next model..."
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kubectl -n "${NAMESPACE}" wait --for=condition=complete "job/train-${m}-${TIMESTAMP}" --timeout="${TIMEOUT}s" 2>/dev/null || true
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done
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;;
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evaluate)
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echo "--- Submitting evaluation job for run ${RUN_ID}"
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generate_eval_manifest | kubectl apply -f -
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submitted_jobs+=("eval-${RUN_ID}-${TIMESTAMP}")
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;;
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esac
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echo ""
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echo "======================================================================"
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echo " All jobs submitted."
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echo "======================================================================"
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echo ""
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echo "Monitor with:"
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echo ""
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for jn in "${submitted_jobs[@]}"; do
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echo " kubectl -n ${NAMESPACE} get job ${jn}"
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echo " kubectl -n ${NAMESPACE} logs job/${jn} -f"
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echo ""
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done
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echo " kubectl -n ${NAMESPACE} get jobs -l foxhunt/preset=${PRESET}"
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echo " kubectl -n ${NAMESPACE} get pods -l foxhunt/job-type=training --watch"
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