Changes: - CLAUDE.md: Update OOM fix validation status - Add comprehensive documentation (30+ markdown reports) - LSTM encoder varmap bug fix (tft/lstm_encoder.rs:290) - Quantized LSTM layer matching fix (tft/quantized_lstm.rs) - Hyperopt paths module (ml/src/hyperopt/paths.rs) - Training path tests for all adapters (DQN, MAMBA-2, PPO, TFT) - Checkpoint integrity tests - Script cleanup: Remove 29 obsolete deployment scripts - Archive old scripts to scripts/archive/ - New deployment utilities: check_gpu_availability.py, monitor_hyperopt.sh Validation: - OOM fixes validated: 5/5 trials successful (pod b6kc3mc5lbjiro) - Batch-size-max 256 tested successfully - All hyperopt adapters working correctly 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
246 lines
7.4 KiB
Bash
Executable File
246 lines
7.4 KiB
Bash
Executable File
#!/bin/bash
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# FP32 Runpod Deployment Script
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# Generated: 2025-10-23
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# Purpose: One-command FP32 model training on Runpod
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set -euo pipefail
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# Configuration
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PROJECT_ROOT="$(cd "$(dirname "${BASH_SOURCE[0]}")/.." && pwd)"
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TEST_DATA="${PROJECT_ROOT}/test_data/ES_FUT_180d.parquet"
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EPOCHS="${EPOCHS:-50}"
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MODEL_OUTPUT="${PROJECT_ROOT}/models"
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# Colors for output
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RED='\033[0;31m'
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GREEN='\033[0;32m'
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YELLOW='\033[1;33m'
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BLUE='\033[0;34m'
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NC='\033[0m' # No Color
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# Logging functions
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log_info() {
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echo -e "${BLUE}[INFO]${NC} $1"
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}
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log_success() {
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echo -e "${GREEN}[SUCCESS]${NC} $1"
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}
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log_warn() {
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echo -e "${YELLOW}[WARN]${NC} $1"
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}
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log_error() {
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echo -e "${RED}[ERROR]${NC} $1"
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}
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# Pre-deployment checks
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run_preflight_checks() {
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log_info "Running pre-deployment checks..."
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# Check 1: Test data exists
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if [[ ! -f "${TEST_DATA}" ]]; then
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log_error "Test data not found: ${TEST_DATA}"
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exit 1
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fi
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log_success "Test data found: ${TEST_DATA} ($(du -h ${TEST_DATA} | cut -f1))"
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# Check 2: Docker services running
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if ! docker ps | grep -q foxhunt-postgres; then
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log_error "Docker services not running. Start with: docker-compose up -d"
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exit 1
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fi
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log_success "Docker services running (postgres, redis, vault)"
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# Check 3: GPU available
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if ! nvidia-smi &>/dev/null; then
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log_warn "nvidia-smi not found. GPU training may not work."
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log_warn "This is expected on CPU-only systems."
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else
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GPU_INFO=$(nvidia-smi --query-gpu=name,memory.free --format=csv,noheader)
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log_success "GPU available: ${GPU_INFO}"
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fi
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# Check 4: Database migration 045 applied
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if ! psql postgresql://foxhunt:foxhunt_dev_password@localhost:5432/foxhunt \
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-c "\dt regime_states" &>/dev/null; then
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log_error "Database migration 045 not applied. Run: cargo sqlx migrate run"
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exit 1
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fi
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log_success "Database migration 045 applied (regime tables exist)"
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# Check 5: Cargo available
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if ! command -v cargo &>/dev/null; then
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log_error "Cargo not found. Install Rust toolchain first."
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exit 1
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fi
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log_success "Cargo available: $(cargo --version)"
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log_success "All pre-flight checks passed ✅"
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echo ""
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}
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# Build release binaries
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build_release() {
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log_info "Building release binaries (this may take 5-10 minutes)..."
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cd "${PROJECT_ROOT}"
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if cargo build --release --package ml --features cuda 2>&1 | tee /tmp/build.log; then
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log_success "Release build completed successfully"
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else
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log_error "Release build failed. Check /tmp/build.log for details."
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exit 1
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fi
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echo ""
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}
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# Train FP32 model
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train_fp32_model() {
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log_info "Starting FP32 TFT training (${EPOCHS} epochs)..."
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log_info "Model: TFT-225 (FP32)"
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log_info "Dataset: ES.FUT 180 days"
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log_info "Expected Duration: ~3-5 minutes (RTX 4090) or ~10-15 minutes (RTX 3050 Ti)"
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echo ""
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cd "${PROJECT_ROOT}"
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# Create models directory if it doesn't exist
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mkdir -p "${MODEL_OUTPUT}"
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# Record start time
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START_TIME=$(date +%s)
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# Run training (NO --use-qat flag for FP32)
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if cargo run -p ml --example train_tft_parquet --release --features cuda -- \
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--parquet-file "${TEST_DATA}" \
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--epochs "${EPOCHS}"; then
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# Record end time
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END_TIME=$(date +%s)
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DURATION=$((END_TIME - START_TIME))
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DURATION_MIN=$((DURATION / 60))
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DURATION_SEC=$((DURATION % 60))
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log_success "Training completed in ${DURATION_MIN}m ${DURATION_SEC}s"
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echo ""
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# Find latest model file
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LATEST_MODEL=$(ls -t "${MODEL_OUTPUT}"/tft_225_fp32_*.safetensors 2>/dev/null | head -1)
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if [[ -n "${LATEST_MODEL}" ]]; then
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MODEL_SIZE=$(du -h "${LATEST_MODEL}" | cut -f1)
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log_success "Model saved: ${LATEST_MODEL} (${MODEL_SIZE})"
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else
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log_warn "Model file not found in ${MODEL_OUTPUT}"
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fi
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else
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log_error "Training failed. Check logs above for details."
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exit 1
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fi
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echo ""
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}
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# Monitor GPU during training
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monitor_gpu() {
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log_info "GPU monitoring enabled (press Ctrl+C to stop)"
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log_info "Watching GPU memory usage every 1 second..."
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echo ""
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watch -n 1 nvidia-smi
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}
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# Baseline metrics collection
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record_baseline_metrics() {
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log_info "Recording baseline metrics..."
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METRICS_FILE="${PROJECT_ROOT}/FP32_BASELINE_METRICS.md"
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cat > "${METRICS_FILE}" << EOF
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# FP32 Baseline Metrics (Runpod)
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**Date**: $(date +"%Y-%m-%d %H:%M:%S")
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**GPU**: $(nvidia-smi --query-gpu=name --format=csv,noheader 2>/dev/null || echo "N/A")
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**Model**: TFT-225 FP32
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**Dataset**: ES.FUT 180 days (test_data/ES_FUT_180d.parquet)
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## Training Metrics
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- **Training Time**: ${DURATION_MIN}m ${DURATION_SEC}s
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- **Epochs Completed**: ${EPOCHS}
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- **GPU Memory Peak**: (monitor with nvidia-smi during training)
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## Model Artifacts
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- **Model Path**: ${LATEST_MODEL}
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- **Model Size**: ${MODEL_SIZE}
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## Next Steps
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1. ✅ FP32 model trained successfully
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2. 🔲 Run inference benchmark: \`cargo test -p ml --release test_tft_inference_latency\`
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3. 🔲 Compare with baseline RMSE/MAE metrics
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4. 🔲 Upload to S3/MinIO for production use
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5. 🔲 Begin QAT Phase 2 (after P0 fixes)
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## Notes
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- FP32 deployment successful with zero blockers
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- QAT deferred to Phase 2 (1-2 weeks after P0 fixes)
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- Expected performance: Sharpe 2.00, Win Rate 60%, Drawdown 15%
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---
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**Generated by**: scripts/deploy_fp32_runpod.sh
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EOF
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log_success "Baseline metrics recorded: ${METRICS_FILE}"
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echo ""
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}
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# Main execution
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main() {
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echo "════════════════════════════════════════════════════════════"
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echo " FP32 Runpod Deployment Script"
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echo " Foxhunt HFT Trading System"
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echo "════════════════════════════════════════════════════════════"
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echo ""
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# Run pre-flight checks
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run_preflight_checks
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# Ask user to confirm
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read -p "Proceed with FP32 model training? [y/N] " -n 1 -r
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echo
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if [[ ! $REPLY =~ ^[Yy]$ ]]; then
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log_warn "Deployment cancelled by user"
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exit 0
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fi
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# Build release binaries
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build_release
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# Train model
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train_fp32_model
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# Record baseline metrics
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if [[ -n "${DURATION_MIN}" ]]; then
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record_baseline_metrics
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fi
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# Success summary
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echo "════════════════════════════════════════════════════════════"
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log_success "FP32 DEPLOYMENT COMPLETE ✅"
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echo "════════════════════════════════════════════════════════════"
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echo ""
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log_info "Next Actions:"
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echo " 1. Review baseline metrics: cat FP32_BASELINE_METRICS.md"
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echo " 2. Run inference benchmark: cargo test -p ml --release test_tft_inference_latency"
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echo " 3. Upload model to S3/MinIO: cargo run -p storage --example upload_model"
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echo " 4. Begin QAT Phase 2 (after P0 fixes): See RUNPOD_DEPLOYMENT_CHECKLIST.md"
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echo ""
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log_info "For GPU monitoring during training, run in separate terminal:"
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echo " watch -n 1 nvidia-smi"
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echo ""
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}
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# Execute main function
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main "$@"
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