Files
foxhunt/PERFORMANCE_REGRESSION_QUICKSTART.md
jgrusewski 35feadf55e 🚀 Wave 160 Phase 6: CUDA Mandatory + TDD Testing + TFT Complete (21 Agents)
## Major Achievements

### 1. CUDA Made Default & Mandatory (Agent 143)
- CUDA now default feature in ml/Cargo.toml
- All training requires GPU (no silent CPU fallback)
- Added get_training_device() helper with fail-fast errors
- Removed --use-gpu flags (GPU mandatory)
- **Impact**: No more wasting time on accidental CPU training

### 2. TFT Training COMPLETE (Agent 144)
-  Training completed successfully in 7.6 minutes
-  Early stopping at epoch 100/200 (best val loss: 0.097318)
-  11 checkpoints saved to ml/trained_models/production/tft/
-  GPU Performance: 99% utilization, 367MB VRAM, 4.4s/epoch
-  10x speedup vs CPU (4.4s vs 43-55s per epoch)
- **Status**: PRODUCTION READY

### 3. TFT CUDA Tensor Contiguity Fix (Agent 142)
- Fixed "matmul not supported for non-contiguous tensors" error
- Added .contiguous() call after narrow() operation in QuantileLayer
- Enabled CUDA-accelerated TFT training
- **Files**: ml/src/tft/quantile_outputs.rs

### 4. MAMBA-2 CUDA Layer Normalization (Agent 145)
- Created CudaLayerNorm wrapper for missing CUDA kernel
- Implemented manual layer norm: γ * (x - μ) / sqrt(σ² + ε) + β
- MAMBA-2 now runs on CUDA (no more "no cuda implementation" error)
- **Files**: ml/src/mamba/mod.rs

### 5. TDD E2E Test Suite (Agent 146) 
- Created comprehensive MAMBA-2 test suite (297 lines)
- 7 tests: shapes, batches, CUDA, gradients, configs
- **16x faster debugging**: 5s per iteration vs 80s
- Already caught dtype mismatch bug (F32 vs F64)
- **Files**: ml/tests/e2e_mamba2_training.rs

## Agent Summary (Agents 126-146)

### Code Fixes (Parallel - Agents 137-141)
- **Agent 137**: MAMBA-2 batch dimension fix (streaming + batch loaders)
- **Agent 138**: Liquid NN API fix (mutable loader, iterator fix)
- **Agent 139**: PPO CheckpointMetadata fix (signature fields)
- **Agent 140**: Paper trading executor (498 lines, 100ms polling)
- **Agent 141**: Real model loading (RealDQNModel, RealPPOModel)

### Infrastructure (Agents 143-146)
- **Agent 143**: CUDA mandatory (Cargo.toml, device helpers)
- **Agent 144**: TFT verification (completion monitoring)
- **Agent 145**: MAMBA-2 CUDA layer norm wrapper
- **Agent 146**: TDD E2E test suite (16x faster debugging)

## Files Modified

### Core ML Infrastructure
- ml/Cargo.toml: Added default = ["minimal-inference", "cuda"]
- ml/src/lib.rs: Added get_training_device() helper (+109 lines)
- ml/src/tft/quantile_outputs.rs: Fixed tensor contiguity
- ml/src/mamba/mod.rs: Added CudaLayerNorm wrapper (+41 lines)

### Training Scripts
- ml/examples/train_tft_dbn.rs: Removed --use-gpu flag
- ml/examples/train_ppo.rs: Removed --use-gpu flag
- ml/examples/train_mamba2_dbn.rs: Forced CUDA-only mode
- ml/examples/train_liquid_dbn.rs: Fixed API usage

### Data Loaders
- ml/src/data_loaders/dbn_sequence_loader.rs: Fixed batch dimensions
- ml/src/data_loaders/streaming_dbn_loader.rs: Fixed batch dimensions

### Trading Service
- services/trading_service/src/paper_trading_executor.rs: New executor (+498 lines)
- services/trading_service/src/services/enhanced_ml.rs: Real model loading
- services/trading_service/src/ensemble_coordinator.rs: Integration

### Tests
- ml/tests/e2e_mamba2_training.rs: New TDD test suite (+297 lines)

### Trainers
- ml/src/trainers/tft.rs: Fixed CheckpointMetadata signature fields

## Performance Metrics

### TFT Training
- Duration: 7.6 minutes (100 epochs with early stopping)
- GPU Utilization: 99%
- GPU Memory: 367MB / 4GB (9%)
- Epoch Time: 4.4 seconds (vs 43-55s on CPU)
- Speedup: 10x vs CPU
- Status:  PRODUCTION READY

### TDD Testing
- Test Execution: 5-10 seconds per test
- Debugging Iteration: 5 seconds (vs 80 seconds before)
- Speedup: 16x faster debugging
- First Bug Found: <1 minute (dtype mismatch)

## Documentation
- 21 comprehensive agent reports
- TDD quick start guide
- CUDA troubleshooting guide
- Training verification procedures

## Next Steps
1. Fix MAMBA-2 dtype mismatch (F32→F64) - 2 minutes
2. Run MAMBA-2 tests until passing - 5-10 minutes
3. Launch full MAMBA-2 training - 200 epochs
4. Launch Liquid NN training

## System Status
- TFT:  COMPLETE (production ready)
- MAMBA-2: 🧪 IN TESTING (TDD suite ready)
- CUDA:  DEFAULT (mandatory for training)
- Tests:  16x faster debugging

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

Co-Authored-By: Claude <noreply@anthropic.com>
2025-10-14 23:13:34 +02:00

5.4 KiB

Performance Regression Testing - Quick Start Guide

Status: Production Ready Time to Setup: 5 minutes Time to Run: 10 minutes


1. Quick Start (5 Minutes)

1.1 Run Benchmarks

# Run performance regression suite
cargo bench --bench performance_regression

# Expected output:
# - 8 benchmark groups
# - ~40 individual benchmarks
# - 10 minutes runtime
# - HTML report at target/criterion/report/index.html

1.2 View Results

# Open HTML report
open target/criterion/report/index.html

# Check metrics:
# ✅ ML Prediction: P50 < 20μs, P99 < 50μs
# ✅ Hot-Swap: P50 < 1μs
# ✅ DB Writes: >1000/sec
# ✅ Backtest: >1100 bars/sec
# ✅ Order Processing: P99 < 100μs
# ✅ Risk Validation: P99 < 50μs

2. Record Baseline (1 Command)

# Record baseline for main branch
./scripts/record_baseline_metrics.sh main

# Output files:
# - performance_metrics/metrics_main_*.json
# - performance_metrics/baseline_summary_main.md
# - target/criterion/baselines/main/

3. Compare Performance (1 Command)

# After making changes, compare against baseline
cargo bench --bench performance_regression -- --baseline main

# Criterion will show:
# - Green: Performance improved
# - White: No significant change
# - Red: Performance regressed >5%

4. Generate Flame Graphs (Optional)

# Generate flame graphs for profiling (Linux only)
./scripts/generate_flame_graphs.sh

# View interactive flame graphs
open flame_graphs/index.html

# Or profile specific benchmark
./scripts/generate_flame_graphs.sh ml_prediction 60

5. CI Integration (Automatic)

Performance regression checks run automatically on:

  • Pull requests (compare vs main)
  • Main branch commits (save new baseline)

CI Fails If:

  • Performance degrades >10%
  • Critical metrics miss targets

6. Common Workflows

6.1 Before Committing

# 1. Run benchmarks
cargo bench --bench performance_regression

# 2. Check for regressions
cargo bench --bench performance_regression -- --baseline main

# 3. If regression found, investigate
./scripts/generate_flame_graphs.sh <benchmark-name> 60

6.2 After Optimization

# 1. Record pre-optimization baseline
cargo bench --bench performance_regression -- --save-baseline pre_opt

# 2. Make optimization changes

# 3. Compare improvement
cargo bench --bench performance_regression -- --baseline pre_opt

# 4. Save new baseline if satisfied
cargo bench --bench performance_regression -- --save-baseline main

6.3 Investigating Regression

# 1. Identify problematic benchmark
cargo bench --bench performance_regression -- --baseline main

# 2. Generate flame graph
./scripts/generate_flame_graphs.sh <benchmark-name> 60

# 3. Analyze flame graph
open flame_graphs/flamegraph_<benchmark-name>_*.svg

# 4. Look for wide frames (high CPU time)
# 5. Fix identified bottlenecks
# 6. Re-run benchmarks to verify

7. Benchmark Descriptions

Benchmark Target Purpose
ml_prediction_latency P50 20μs, P99 50μs ML model inference speed
hot_swap_latency P50 1μs Model switching overhead
database_writes 1000/sec DB write throughput
backtest_performance 1100 bars/sec Strategy backtesting speed
order_processing P99 100μs Order operations latency
risk_validation P99 50μs Risk check overhead
memory_allocation <1μs Allocation overhead
concurrent_access <10μs Lock contention

8. Troubleshooting

8.1 Benchmarks Taking Too Long

# Use quick mode (fewer samples)
cargo bench --bench performance_regression -- --sample-size 10

8.2 High Variance in Results

# Close other applications
# Disable CPU frequency scaling
# Use longer measurement time
cargo bench --bench performance_regression -- --measurement-time 60

8.3 Flame Graphs Not Working

# Flame graphs require Linux
# Install perf tools
sudo apt-get install linux-tools-$(uname -r)

# Set perf permissions
sudo sysctl kernel.perf_event_paranoid=-1

9. Key Files

File Purpose
benches/performance_regression.rs Main benchmark suite
scripts/record_baseline_metrics.sh Baseline recording
scripts/generate_flame_graphs.sh Flame graph generation
target/criterion/baselines/ Saved baselines
target/criterion/report/ HTML reports
performance_metrics/ Metrics JSON/markdown
flame_graphs/ Generated flame graphs

10. Next Steps

Immediate: Run benchmarks to establish baseline

cargo bench --bench performance_regression
./scripts/record_baseline_metrics.sh main

Before PR: Compare against baseline

cargo bench --bench performance_regression -- --baseline main

Optimization: Generate flame graphs

./scripts/generate_flame_graphs.sh

11. Help

Full Documentation: See PERFORMANCE_REGRESSION_TEST_REPORT.md

Issues:

  • Compilation errors: cargo clean && cargo build --bench performance_regression
  • CI failures: Review PR comments and HTML reports
  • Performance questions: Check flame graphs

Links:


Last Updated: 2025-10-14 Status: Production Ready