## 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>
306 lines
9.0 KiB
Rust
306 lines
9.0 KiB
Rust
//! Integration tests for StreamingDbnLoader
|
|
//!
|
|
//! Tests memory-efficient streaming data loading with real DBN files.
|
|
|
|
use anyhow::Result;
|
|
use ml::data_loaders::{DbnSequenceLoader, StreamingDbnLoader};
|
|
use std::path::PathBuf;
|
|
|
|
/// Test data directory (small dataset with 4 files)
|
|
const TEST_DATA_DIR: &str = "test_data/real/databento/ml_training_small";
|
|
|
|
#[tokio::test]
|
|
async fn test_streaming_loader_creation() -> Result<()> {
|
|
let loader = StreamingDbnLoader::new(60, 256).await?;
|
|
println!("✅ StreamingDbnLoader created successfully: {:?}", loader);
|
|
Ok(())
|
|
}
|
|
|
|
#[tokio::test]
|
|
async fn test_custom_config() -> Result<()> {
|
|
let loader = StreamingDbnLoader::with_config(60, 256, 5000, 50).await?;
|
|
println!("✅ Custom config applied: {:?}", loader);
|
|
Ok(())
|
|
}
|
|
|
|
#[tokio::test]
|
|
async fn test_stream_sequences_small_dataset() -> Result<()> {
|
|
let test_dir = PathBuf::from(TEST_DATA_DIR);
|
|
|
|
if !test_dir.exists() {
|
|
println!("⚠️ Test data not found, skipping test");
|
|
return Ok(());
|
|
}
|
|
|
|
let loader = StreamingDbnLoader::with_config(60, 256, 1000, 10).await?;
|
|
let mut stream = loader.stream_sequences(&test_dir, 0.9).await?;
|
|
|
|
let mut total_sequences = 0;
|
|
let mut batch_count = 0;
|
|
|
|
// Process all batches
|
|
loop {
|
|
match stream.next_batch().await? {
|
|
Some(batch) => {
|
|
batch_count += 1;
|
|
total_sequences += batch.len();
|
|
|
|
// Verify batch contents
|
|
assert!(!batch.is_empty(), "Batch should not be empty");
|
|
|
|
for (input, target) in &batch {
|
|
// Verify tensor shapes
|
|
assert_eq!(input.dims().len(), 2, "Input should be 2D");
|
|
assert_eq!(input.dims()[0], 60, "Sequence length should be 60");
|
|
assert_eq!(input.dims()[1], 256, "Feature dim should be 256");
|
|
|
|
assert_eq!(target.dims().len(), 2, "Target should be 2D");
|
|
assert_eq!(target.dims()[0], 1, "Target batch size should be 1");
|
|
assert_eq!(target.dims()[1], 256, "Target dim should be 256");
|
|
}
|
|
|
|
println!(" Batch {}: {} sequences", batch_count, batch.len());
|
|
}
|
|
None => break,
|
|
}
|
|
}
|
|
|
|
println!("✅ Streamed {} sequences in {} batches", total_sequences, batch_count);
|
|
assert!(total_sequences > 0, "Should load at least some sequences");
|
|
assert!(batch_count > 0, "Should have at least one batch");
|
|
|
|
Ok(())
|
|
}
|
|
|
|
#[tokio::test]
|
|
async fn test_streaming_vs_batch_consistency() -> Result<()> {
|
|
let test_dir = PathBuf::from(TEST_DATA_DIR);
|
|
|
|
if !test_dir.exists() {
|
|
println!("⚠️ Test data not found, skipping test");
|
|
return Ok(());
|
|
}
|
|
|
|
// Load with batch loader
|
|
let mut batch_loader = DbnSequenceLoader::with_limits(60, 256, Some(100), 10).await?;
|
|
let (batch_train, batch_val) = batch_loader.load_sequences(&test_dir, 0.9).await?;
|
|
let batch_total = batch_train.len() + batch_val.len();
|
|
|
|
println!(" Batch loader: {} sequences", batch_total);
|
|
|
|
// Load with streaming loader (same config)
|
|
let streaming_loader = StreamingDbnLoader::with_config(60, 256, 1000, 10).await?;
|
|
let mut stream = streaming_loader.stream_sequences(&test_dir, 0.9).await?;
|
|
|
|
let mut streaming_total = 0;
|
|
loop {
|
|
match stream.next_batch().await? {
|
|
Some(batch) => streaming_total += batch.len(),
|
|
None => break,
|
|
}
|
|
}
|
|
|
|
println!(" Streaming loader: {} sequences", streaming_total);
|
|
|
|
// Should produce similar number of sequences (within 10% due to boundary effects)
|
|
let diff_ratio = (batch_total as f64 - streaming_total as f64).abs() / batch_total as f64;
|
|
assert!(
|
|
diff_ratio < 0.1,
|
|
"Sequence count should be similar (diff: {:.1}%)",
|
|
diff_ratio * 100.0
|
|
);
|
|
|
|
println!("✅ Batch and streaming loaders produce consistent results (diff: {:.1}%)", diff_ratio * 100.0);
|
|
|
|
Ok(())
|
|
}
|
|
|
|
#[tokio::test]
|
|
async fn test_memory_efficiency() -> Result<()> {
|
|
let test_dir = PathBuf::from(TEST_DATA_DIR);
|
|
|
|
if !test_dir.exists() {
|
|
println!("⚠️ Test data not found, skipping test");
|
|
return Ok(());
|
|
}
|
|
|
|
// Get baseline memory
|
|
let baseline = get_memory_usage_mb()?;
|
|
println!(" Baseline memory: {:.1} MB", baseline);
|
|
|
|
// Load with streaming
|
|
let loader = StreamingDbnLoader::with_config(60, 256, 1000, 10).await?;
|
|
let mut stream = loader.stream_sequences(&test_dir, 0.9).await?;
|
|
|
|
let mut max_memory = baseline;
|
|
|
|
// Process batches and track peak memory
|
|
loop {
|
|
match stream.next_batch().await? {
|
|
Some(_batch) => {
|
|
let current = get_memory_usage_mb()?;
|
|
if current > max_memory {
|
|
max_memory = current;
|
|
}
|
|
}
|
|
None => break,
|
|
}
|
|
}
|
|
|
|
let peak_memory = max_memory - baseline;
|
|
println!(" Peak memory delta: {:.1} MB", peak_memory);
|
|
|
|
// For small dataset, peak should be < 100MB
|
|
assert!(
|
|
peak_memory < 100.0,
|
|
"Peak memory should be < 100MB for small dataset, got {:.1} MB",
|
|
peak_memory
|
|
);
|
|
|
|
println!("✅ Memory efficiency verified: {:.1} MB peak", peak_memory);
|
|
|
|
Ok(())
|
|
}
|
|
|
|
#[tokio::test]
|
|
async fn test_train_val_split() -> Result<()> {
|
|
let test_dir = PathBuf::from(TEST_DATA_DIR);
|
|
|
|
if !test_dir.exists() {
|
|
println!("⚠️ Test data not found, skipping test");
|
|
return Ok(());
|
|
}
|
|
|
|
let loader = StreamingDbnLoader::with_config(60, 256, 1000, 10).await?;
|
|
let mut stream = loader.stream_sequences(&test_dir, 0.8).await?;
|
|
|
|
// Count training sequences
|
|
let mut train_count = 0;
|
|
loop {
|
|
match stream.next_batch().await? {
|
|
Some(batch) => train_count += batch.len(),
|
|
None => break,
|
|
}
|
|
}
|
|
|
|
println!(" Training sequences: {}", train_count);
|
|
|
|
// Switch to validation
|
|
stream.switch_to_validation().await?;
|
|
|
|
// Count validation sequences
|
|
let mut val_count = 0;
|
|
loop {
|
|
match stream.next_batch().await? {
|
|
Some(batch) => val_count += batch.len(),
|
|
None => break,
|
|
}
|
|
}
|
|
|
|
println!(" Validation sequences: {}", val_count);
|
|
|
|
// Verify split ratio is approximately correct (within 20% due to boundary effects)
|
|
let total = train_count + val_count;
|
|
let train_ratio = train_count as f64 / total as f64;
|
|
|
|
let split_error = (train_ratio - 0.8).abs();
|
|
assert!(
|
|
split_error < 0.2,
|
|
"Train/val split should be approximately 80/20, got {:.1}%/{:.1}%",
|
|
train_ratio * 100.0,
|
|
(1.0 - train_ratio) * 100.0
|
|
);
|
|
|
|
println!(
|
|
"✅ Train/val split verified: {:.1}%/{:.1}%",
|
|
train_ratio * 100.0,
|
|
(1.0 - train_ratio) * 100.0
|
|
);
|
|
|
|
Ok(())
|
|
}
|
|
|
|
#[tokio::test]
|
|
async fn test_different_batch_sizes() -> Result<()> {
|
|
let test_dir = PathBuf::from(TEST_DATA_DIR);
|
|
|
|
if !test_dir.exists() {
|
|
println!("⚠️ Test data not found, skipping test");
|
|
return Ok(());
|
|
}
|
|
|
|
// Test with different batch sizes
|
|
let batch_sizes = vec![1000, 5000, 10000];
|
|
|
|
for batch_size in batch_sizes {
|
|
let loader = StreamingDbnLoader::with_config(60, 256, batch_size, 10).await?;
|
|
let mut stream = loader.stream_sequences(&test_dir, 0.9).await?;
|
|
|
|
let mut total = 0;
|
|
loop {
|
|
match stream.next_batch().await? {
|
|
Some(batch) => total += batch.len(),
|
|
None => break,
|
|
}
|
|
}
|
|
|
|
println!(" Batch size {}: {} total sequences", batch_size, total);
|
|
assert!(total > 0, "Should load sequences with batch_size={}", batch_size);
|
|
}
|
|
|
|
println!("✅ All batch sizes work correctly");
|
|
|
|
Ok(())
|
|
}
|
|
|
|
#[tokio::test]
|
|
async fn test_different_strides() -> Result<()> {
|
|
let test_dir = PathBuf::from(TEST_DATA_DIR);
|
|
|
|
if !test_dir.exists() {
|
|
println!("⚠️ Test data not found, skipping test");
|
|
return Ok(());
|
|
}
|
|
|
|
// Test with different strides
|
|
let strides = vec![1, 10, 50, 100];
|
|
|
|
for stride in strides {
|
|
let loader = StreamingDbnLoader::with_config(60, 256, 1000, stride).await?;
|
|
let mut stream = loader.stream_sequences(&test_dir, 0.9).await?;
|
|
|
|
let mut total = 0;
|
|
loop {
|
|
match stream.next_batch().await? {
|
|
Some(batch) => total += batch.len(),
|
|
None => break,
|
|
}
|
|
}
|
|
|
|
println!(" Stride {}: {} total sequences", stride, total);
|
|
assert!(total > 0, "Should load sequences with stride={}", stride);
|
|
}
|
|
|
|
println!("✅ All strides work correctly");
|
|
|
|
Ok(())
|
|
}
|
|
|
|
/// Get current memory usage in MB
|
|
fn get_memory_usage_mb() -> Result<f64> {
|
|
let status = std::fs::read_to_string("/proc/self/status")?;
|
|
|
|
for line in status.lines() {
|
|
if line.starts_with("VmRSS:") {
|
|
let kb: usize = line
|
|
.split_whitespace()
|
|
.nth(1)
|
|
.and_then(|s| s.parse().ok())
|
|
.unwrap_or(0);
|
|
return Ok(kb as f64 / 1024.0);
|
|
}
|
|
}
|
|
|
|
Ok(0.0)
|
|
}
|