- Delete 7 dead files: prioritized_replay.rs, prioritized_replay_staleness.rs, replay_buffer.rs, hindsight_replay.rs, rainbow_agent.rs, checkpoint.rs, strategy_dqn_bridge.rs (-4,760 lines) - Rewrite replay_buffer_type.rs: ReplayBufferType enum → StagedGpuBuffer struct (GPU PER is the only replay path, no CPU fallbacks) - Strip agent.rs to data types only (TradingState + AgentMetrics) - Convert DQNAgentType from enum to struct wrapping RegimeConditionalDQN (Standard variant was never constructed, 43 dead match arms removed) - Remove dead CPU methods: store_experience, fused_post_step, fused_post_step_no_ema, adaptive_buffer_resize, refresh_stale_per_priorities - Add always-on CUDA event per-phase profiling (8 events, 4 phases: upload/fwd_bwd/adam/per_update) with Drop cleanup and error checking to identify 329ms/batch H100 bottleneck Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
684 lines
22 KiB
Rust
684 lines
22 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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//!
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//! ## Metrics Coverage
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//!
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//! **Implemented:**
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//! - System memory (sysinfo)
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//! - Disk space for working directory (sysinfo)
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//! - CPU temperature (platform-specific, via sysinfo)
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//! - Latency statistics (p50/p95/p99)
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//! - Throughput (predictions/second)
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//! - Compilation time
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//!
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//! **Known Limitations:**
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//! - GPU utilization: Requires vendor-specific APIs (NVIDIA NVML, AMD ROCm SMI)
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//! - Network bandwidth: Requires system-level network interface monitoring
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//! - Batch size correlation: Future enhancement for performance tuning analysis
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//! - Ensemble size tradeoff: N/A (no ensemble models in current architecture)
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// For canonical types
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use std::fmt::Write as _;
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use std::time::Instant;
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use anyhow::Result;
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use ml_core::cuda_autograd::GpuTensor;
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use ml_core::device::MlDevice;
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use ml_core::native_types::NativeDevice;
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use tracing::{info, warn};
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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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pub disk_total_gb: f64,
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pub disk_available_gb: f64,
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pub cpu_temperature_celsius: Option<f32>,
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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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#[derive(Debug)]
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pub struct MLBenchmarkRunner {
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config: BenchmarkConfig,
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device: NativeDevice,
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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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// Validate CUDA is available
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let _ml_dev = MlDevice::cuda(0)?;
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let device = NativeDevice::Cuda(0);
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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 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 ml_dev = MlDevice::cuda(0)?;
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let stream = ml_dev.cuda_stream()?;
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let mut model = Mamba2SSM::new(config, stream)?;
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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 `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_or(std::cmp::Ordering::Equal));
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let avg_latency = latencies.iter().sum::<f64>() / latencies.len() as f64;
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let min_latency = latencies.first().copied().unwrap_or(0.0);
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let max_latency = latencies.last().copied().unwrap_or(0.0);
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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.get(p50_idx).copied().unwrap_or(0.0);
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let p95_latency = latencies
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.get(p95_idx.min(latencies.len().saturating_sub(1)))
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.copied()
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.unwrap_or(0.0);
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let p99_latency = latencies
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.get(p99_idx.min(latencies.len().saturating_sub(1)))
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.copied()
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.unwrap_or(0.0);
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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 = if self.device.is_cuda() {
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"CUDA"
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} else {
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"CPU"
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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, // Known limitation: Memory measurement requires platform-specific profiling
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gpu_utilization_percent: 0.0, // Known limitation: GPU utilization requires vendor-specific APIs (NVIDIA CUDA: nvidia-ml-py/NVML, AMD ROCm: rocm-smi)
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}
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}
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fn get_system_info(&self) -> SystemInfo {
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use sysinfo::System;
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let mut sys = System::new_all();
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sys.refresh_all();
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let total_memory_kb = sys.total_memory();
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let available_memory_gb = (total_memory_kb as f64) / (1024.0 * 1024.0);
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// Disk space measurement for working directory
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let (disk_total_gb, disk_available_gb) = Self::get_disk_space();
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// CPU temperature measurement (platform-specific)
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let cpu_temperature_celsius = Self::get_cpu_temperature();
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SystemInfo {
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cpu_count: num_cpus::get(),
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available_memory_gb,
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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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disk_total_gb,
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disk_available_gb,
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cpu_temperature_celsius,
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}
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}
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/// Get disk space for working directory
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/// Returns (total_gb, available_gb)
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fn get_disk_space() -> (f64, f64) {
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use sysinfo::Disks;
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|
let disks = Disks::new_with_refreshed_list();
|
|
let current_dir = std::env::current_dir().ok();
|
|
|
|
if let Some(dir) = current_dir {
|
|
for disk in &disks {
|
|
if dir.starts_with(disk.mount_point()) {
|
|
let total_gb = disk.total_space() as f64 / (1024.0 * 1024.0 * 1024.0);
|
|
let available_gb = disk.available_space() as f64 / (1024.0 * 1024.0 * 1024.0);
|
|
return (total_gb, available_gb);
|
|
}
|
|
}
|
|
}
|
|
|
|
// Return 0.0 if unable to determine disk space
|
|
(0.0, 0.0)
|
|
}
|
|
|
|
/// Get CPU temperature (platform-specific)
|
|
/// Returns Some(temperature_celsius) if available, None otherwise
|
|
///
|
|
/// Known Limitation: CPU temperature availability is platform-specific:
|
|
/// - Linux: Requires lm_sensors or kernel interfaces
|
|
/// - Windows: Uses WMI if available
|
|
/// - macOS: Uses IOKit if available
|
|
/// - Virtual machines may not expose temperature sensors
|
|
fn get_cpu_temperature() -> Option<f32> {
|
|
use sysinfo::Components;
|
|
|
|
let components = Components::new_with_refreshed_list();
|
|
|
|
// Look for CPU or package temperature sensors
|
|
components.iter().find_map(|component| {
|
|
let label = component.label().to_lowercase();
|
|
if label.contains("cpu") || label.contains("package") || label.contains("core") {
|
|
component.temperature()
|
|
} else {
|
|
None
|
|
}
|
|
})
|
|
}
|
|
|
|
fn get_gpu_info(&self) -> Option<GpuInfo> {
|
|
// Known limitation: CUDA device introspection requires nvidia-ml-py or CUDA runtime APIs
|
|
self.device.is_cuda().then(|| GpuInfo {
|
|
name: "CUDA Device".to_owned(),
|
|
memory_gb: 8.0,
|
|
compute_capability: "8.0".to_owned(),
|
|
driver_version: "Unknown".to_owned(),
|
|
})
|
|
}
|
|
|
|
/// Generate performance report
|
|
pub fn generate_report(&self, suite: &BenchmarkSuite) -> String {
|
|
let mut report = String::new();
|
|
report.push_str("# ML Model Performance Benchmark Report\n\n");
|
|
|
|
// System Information
|
|
report.push_str("## System Information\n");
|
|
_ = writeln!(report, "- OS: {}", suite.system_info.os);
|
|
_ = writeln!(
|
|
report,
|
|
"- Architecture: {}",
|
|
suite.system_info.architecture
|
|
);
|
|
_ = writeln!(report, "- CPU Cores: {}", suite.system_info.cpu_count);
|
|
_ = writeln!(
|
|
report,
|
|
"- Available Memory: {:.1} GB",
|
|
suite.system_info.available_memory_gb
|
|
);
|
|
_ = writeln!(
|
|
report,
|
|
"- Disk Space: {:.1} GB total, {:.1} GB available",
|
|
suite.system_info.disk_total_gb, suite.system_info.disk_available_gb
|
|
);
|
|
if let Some(temp) = suite.system_info.cpu_temperature_celsius {
|
|
_ = writeln!(report, "- CPU Temperature: {:.1}°C", temp);
|
|
}
|
|
|
|
if let Some(gpu) = &suite.gpu_info {
|
|
_ = writeln!(report, "- GPU: {}", gpu.name);
|
|
_ = writeln!(report, "- GPU Memory: {:.1} GB", gpu.memory_gb);
|
|
_ = writeln!(
|
|
report,
|
|
"- Compute Capability: {}",
|
|
gpu.compute_capability
|
|
);
|
|
}
|
|
|
|
_ = writeln!(report, "\n## Benchmark Configuration");
|
|
_ = writeln!(
|
|
report,
|
|
"- Target Latency: {}μs",
|
|
self.config.target_latency_us
|
|
);
|
|
_ = writeln!(report, "- Test Runs: {}", self.config.test_runs);
|
|
_ = writeln!(report, "- Warmup Runs: {}", self.config.warmup_runs);
|
|
_ = writeln!(report, "- Batch Size: {}", self.config.batch_size);
|
|
|
|
report.push_str("\n## Performance Results\n\n");
|
|
report.push_str("| Model | Device | Avg (μs) | P95 (μs) | P99 (μs) | Max (μs) | Throughput (pps) | Target Met |\n");
|
|
report.push_str("|-------|--------|----------|----------|----------|----------|------------------|------------|\n");
|
|
|
|
for result in &suite.results {
|
|
let target_met = if result.target_met { "✅" } else { "❌" };
|
|
_ = writeln!(
|
|
report,
|
|
"| {} | {} | {:.1} | {:.1} | {:.1} | {:.1} | {:.0} | {} |",
|
|
result.model_name,
|
|
result.device,
|
|
result.avg_latency_us,
|
|
result.p95_latency_us,
|
|
result.p99_latency_us,
|
|
result.max_latency_us,
|
|
result.throughput_pps,
|
|
target_met
|
|
);
|
|
}
|
|
|
|
let models_meeting_target = suite.results.iter().filter(|r| r.target_met).count();
|
|
_ = writeln!(
|
|
report,
|
|
"\n**Summary**: {}/{} models meet the <{}μs latency target",
|
|
models_meeting_target,
|
|
suite.results.len(),
|
|
self.config.target_latency_us
|
|
);
|
|
|
|
_ = writeln!(
|
|
report,
|
|
"\nTotal benchmark time: {:.2}ms",
|
|
suite.total_duration_ms
|
|
);
|
|
|
|
report
|
|
}
|
|
}
|
|
|
|
/// Quick `GPU` capability test
|
|
pub fn test_gpu_acceleration() -> Result<bool, MLError> {
|
|
info!("Testing GPU acceleration capabilities");
|
|
|
|
let ml_dev = MlDevice::cuda(0)?;
|
|
let stream = ml_dev.cuda_stream()?;
|
|
info!("CUDA GPU detected and available");
|
|
|
|
// Test basic tensor allocation on GPU
|
|
let data_a: Vec<f32> = (0..1_000_000).map(|_| fastrand::f32()).collect();
|
|
let _a = GpuTensor::from_host(&data_a, vec![1000, 1000], stream).map_err(|e| {
|
|
MLError::TensorCreationError {
|
|
operation: "GPU test tensor A".to_owned(),
|
|
reason: e.to_string(),
|
|
}
|
|
})?;
|
|
|
|
let start = Instant::now();
|
|
let data_b: Vec<f32> = (0..1_000_000).map(|_| fastrand::f32()).collect();
|
|
let _b = GpuTensor::from_host(&data_b, vec![1000, 1000], stream).map_err(|e| {
|
|
MLError::TensorCreationError {
|
|
operation: "GPU test tensor B".to_owned(),
|
|
reason: e.to_string(),
|
|
}
|
|
})?;
|
|
let gpu_time = start.elapsed();
|
|
|
|
info!("GPU tensor allocation test completed in {:?}", gpu_time);
|
|
Ok(true)
|
|
}
|
|
|
|
#[cfg(test)]
|
|
mod tests {
|
|
use super::*;
|
|
|
|
#[tokio::test]
|
|
async fn test_benchmark_runner_creation() {
|
|
let config = BenchmarkConfig::default();
|
|
let runner = MLBenchmarkRunner::new(config).unwrap();
|
|
assert!(runner.config.test_runs > 0);
|
|
}
|
|
|
|
#[tokio::test]
|
|
async fn test_gpu_detection() {
|
|
let result = test_gpu_acceleration();
|
|
assert!(result.is_ok());
|
|
}
|
|
|
|
#[test]
|
|
fn test_benchmark_config_default() {
|
|
let config = BenchmarkConfig::default();
|
|
assert_eq!(config.target_latency_us, 50);
|
|
assert!(config.test_runs > 0);
|
|
assert!(config.warmup_runs > 0);
|
|
}
|
|
}
|