## 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>
372 lines
11 KiB
Rust
372 lines
11 KiB
Rust
//! Benchmark: Streaming vs Batch Data Loading
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//!
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//! Compares memory usage and performance between batch and streaming loaders.
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//!
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//! ## Metrics Compared
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//!
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//! - Peak memory usage (RSS)
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//! - Loading time
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//! - Sequences per second
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//! - Memory efficiency ratio
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//!
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//! ## Usage
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//!
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//! ```bash
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//! # Small dataset (4 files, ~400KB)
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//! cargo run -p ml --example benchmark_streaming_vs_batch --release -- \
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//! --data-dir test_data/real/databento/ml_training_small
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//!
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//! # Large dataset (360 files, ~15MB)
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//! cargo run -p ml --example benchmark_streaming_vs_batch --release -- \
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//! --data-dir test_data/real/databento/ml_training
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//! ```
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use anyhow::Result;
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use clap::Parser;
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use ml::data_loaders::{DbnSequenceLoader, StreamingDbnLoader};
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use std::path::PathBuf;
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use std::time::Instant;
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#[derive(Parser, Debug)]
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#[command(author, version, about)]
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struct Args {
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/// Directory containing DBN files
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#[arg(long, default_value = "test_data/real/databento/ml_training_small")]
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data_dir: PathBuf,
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/// Sequence length
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#[arg(long, default_value = "60")]
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seq_len: usize,
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/// Model dimension
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#[arg(long, default_value = "256")]
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d_model: usize,
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/// Train/validation split
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#[arg(long, default_value = "0.9")]
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train_split: f64,
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/// Streaming batch size (bars)
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#[arg(long, default_value = "10000")]
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batch_size: usize,
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/// Stride for sliding window
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#[arg(long, default_value = "100")]
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stride: usize,
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}
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/// Memory statistics
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#[derive(Debug, Clone)]
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struct MemoryStats {
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rss_kb: usize,
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vms_kb: usize,
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}
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impl MemoryStats {
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/// Get current memory usage
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fn current() -> Result<Self> {
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let status = std::fs::read_to_string("/proc/self/status")?;
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let mut rss_kb = 0;
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let mut vms_kb = 0;
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for line in status.lines() {
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if line.starts_with("VmRSS:") {
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rss_kb = line
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.split_whitespace()
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.nth(1)
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.and_then(|s| s.parse().ok())
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.unwrap_or(0);
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} else if line.starts_with("VmSize:") {
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vms_kb = line
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.split_whitespace()
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.nth(1)
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.and_then(|s| s.parse().ok())
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.unwrap_or(0);
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}
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}
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Ok(Self { rss_kb, vms_kb })
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}
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fn rss_mb(&self) -> f64 {
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self.rss_kb as f64 / 1024.0
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}
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fn vms_mb(&self) -> f64 {
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self.vms_kb as f64 / 1024.0
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}
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}
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/// Benchmark results
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#[derive(Debug)]
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struct BenchmarkResult {
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name: String,
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total_sequences: usize,
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duration_secs: f64,
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sequences_per_sec: f64,
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peak_memory_mb: f64,
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memory_efficiency_ratio: f64,
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}
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impl BenchmarkResult {
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fn print_report(&self) {
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println!("\n{:=<60}", "");
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println!(" {} BENCHMARK RESULTS", self.name.to_uppercase());
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println!("{:=<60}", "");
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println!(" Total Sequences: {}", self.total_sequences);
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println!(" Duration: {:.2}s", self.duration_secs);
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println!(" Throughput: {:.0} sequences/sec", self.sequences_per_sec);
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println!(" Peak Memory (RSS): {:.1} MB", self.peak_memory_mb);
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println!(" Memory Efficiency: {:.2}x", self.memory_efficiency_ratio);
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println!("{:=<60}\n", "");
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}
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}
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/// Benchmark batch loading
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async fn benchmark_batch(args: &Args) -> Result<BenchmarkResult> {
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println!("\n🔄 BATCH LOADING BENCHMARK");
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println!(" Loading all data into memory...\n");
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// Measure baseline memory
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let baseline_memory = MemoryStats::current()?;
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println!(" Baseline memory: {:.1} MB RSS", baseline_memory.rss_mb());
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let start = Instant::now();
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let mut peak_memory = baseline_memory.clone();
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// Create batch loader
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let mut loader = DbnSequenceLoader::with_limits(
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args.seq_len,
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args.d_model,
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Some(1_000), // Limit sequences to prevent OOM
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args.stride,
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)
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.await?;
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// Load all sequences at once
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let (train_data, val_data) = loader.load_sequences(&args.data_dir, args.train_split).await?;
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// Measure peak memory
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let current_memory = MemoryStats::current()?;
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if current_memory.rss_kb > peak_memory.rss_kb {
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peak_memory = current_memory;
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}
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let duration = start.elapsed();
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let total_sequences = train_data.len() + val_data.len();
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println!(" ✅ Loaded {} sequences", total_sequences);
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println!(" Peak memory: {:.1} MB RSS", peak_memory.rss_mb());
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println!(" Duration: {:.2}s", duration.as_secs_f64());
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Ok(BenchmarkResult {
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name: "Batch Loading".to_string(),
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total_sequences,
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duration_secs: duration.as_secs_f64(),
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sequences_per_sec: total_sequences as f64 / duration.as_secs_f64(),
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peak_memory_mb: peak_memory.rss_mb() - baseline_memory.rss_mb(),
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memory_efficiency_ratio: 1.0, // Baseline
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})
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}
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/// Benchmark streaming loading
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async fn benchmark_streaming(args: &Args, batch_baseline: &BenchmarkResult) -> Result<BenchmarkResult> {
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println!("\n🌊 STREAMING LOADING BENCHMARK");
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println!(" Loading data in batches of {} bars...\n", args.batch_size);
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// Measure baseline memory
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let baseline_memory = MemoryStats::current()?;
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println!(" Baseline memory: {:.1} MB RSS", baseline_memory.rss_mb());
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let start = Instant::now();
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let mut peak_memory = baseline_memory.clone();
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// Create streaming loader
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let loader = StreamingDbnLoader::with_config(
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args.seq_len,
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args.d_model,
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args.batch_size,
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args.stride,
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)
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.await?;
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// Stream sequences
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let mut stream = loader.stream_sequences(&args.data_dir, args.train_split).await?;
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let mut total_sequences = 0;
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let mut batch_count = 0;
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// Process training data
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loop {
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// Measure memory before batch
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let current_memory = MemoryStats::current()?;
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if current_memory.rss_kb > peak_memory.rss_kb {
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peak_memory = current_memory;
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}
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match stream.next_batch().await? {
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Some(batch) => {
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batch_count += 1;
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total_sequences += batch.len();
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if batch_count % 10 == 0 {
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let current_mem = MemoryStats::current()?;
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println!(
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" Batch {}: {} sequences (memory: {:.1} MB)",
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batch_count,
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batch.len(),
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current_mem.rss_mb() - baseline_memory.rss_mb()
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);
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}
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}
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None => break,
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}
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}
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let duration = start.elapsed();
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println!(" ✅ Processed {} sequences in {} batches", total_sequences, batch_count);
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println!(" Peak memory: {:.1} MB RSS", peak_memory.rss_mb());
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println!(" Duration: {:.2}s", duration.as_secs_f64());
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// Calculate memory efficiency ratio
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let memory_used = peak_memory.rss_mb() - baseline_memory.rss_mb();
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let memory_efficiency = batch_baseline.peak_memory_mb / memory_used.max(1.0);
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Ok(BenchmarkResult {
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name: "Streaming Loading".to_string(),
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total_sequences,
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duration_secs: duration.as_secs_f64(),
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sequences_per_sec: total_sequences as f64 / duration.as_secs_f64(),
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peak_memory_mb: memory_used,
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memory_efficiency_ratio: memory_efficiency,
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})
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}
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/// Print comparison table
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fn print_comparison(batch: &BenchmarkResult, streaming: &BenchmarkResult) {
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println!("\n{:=<80}", "");
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println!(" COMPREHENSIVE COMPARISON");
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println!("{:=<80}", "");
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println!();
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println!(" {:<30} {:>20} {:>20}", "Metric", "Batch", "Streaming");
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println!(" {:-<30} {:-<20} {:-<20}", "", "", "");
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println!(
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" {:<30} {:>20} {:>20}",
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"Sequences Loaded",
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batch.total_sequences,
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streaming.total_sequences
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);
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println!(
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" {:<30} {:>18.2}s {:>18.2}s",
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"Duration",
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batch.duration_secs,
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streaming.duration_secs
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);
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let speed_ratio = streaming.duration_secs / batch.duration_secs;
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let speed_pct = (speed_ratio - 1.0) * 100.0;
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println!(
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" {:<30} {:>20.0} {:>20.0} ({:+.1}%)",
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"Throughput (seq/s)",
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batch.sequences_per_sec,
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streaming.sequences_per_sec,
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-speed_pct
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);
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println!(
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" {:<30} {:>18.1} MB {:>18.1} MB",
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"Peak Memory",
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batch.peak_memory_mb,
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streaming.peak_memory_mb
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);
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let memory_reduction = (1.0 - streaming.peak_memory_mb / batch.peak_memory_mb) * 100.0;
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println!(
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" {:<30} {:>20} {:>18.2}x ({:.0}% reduction)",
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"Memory Efficiency",
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"1.0x",
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streaming.memory_efficiency_ratio,
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memory_reduction
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);
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println!("\n{:=<80}", "");
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// Success criteria check
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println!("\n SUCCESS CRITERIA:");
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println!(" {:-<80}", "");
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let memory_ok = streaming.peak_memory_mb < 512.0;
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let speed_ok = speed_pct.abs() < 10.0;
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println!(
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" ✓ Memory < 512MB: {} ({:.1} MB)",
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if memory_ok { "✅ PASS" } else { "❌ FAIL" },
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streaming.peak_memory_mb
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);
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println!(
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" ✓ Speed penalty < 10%: {} ({:+.1}%)",
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if speed_ok { "✅ PASS" } else { "❌ FAIL" },
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speed_pct
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);
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if memory_ok && speed_ok {
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println!("\n 🎉 ALL SUCCESS CRITERIA MET!");
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} else {
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println!("\n ⚠️ Some criteria not met - may need tuning");
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}
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println!("{:=<80}\n", "");
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}
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#[tokio::main]
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async fn main() -> Result<()> {
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// Initialize logging
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tracing_subscriber::fmt()
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.with_max_level(tracing::Level::INFO)
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.init();
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let args = Args::parse();
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println!("\n{:=<80}", "");
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println!(" STREAMING VS BATCH DATA LOADING BENCHMARK");
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println!("{:=<80}", "");
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println!(" Data Directory: {:?}", args.data_dir);
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println!(" Sequence Length: {}", args.seq_len);
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println!(" Model Dimension: {}", args.d_model);
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println!(" Batch Size: {} bars", args.batch_size);
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println!(" Stride: {}", args.stride);
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println!(" Train Split: {:.0}%", args.train_split * 100.0);
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println!("{:=<80}\n", "");
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// Verify data directory exists
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if !args.data_dir.exists() {
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eprintln!("❌ Error: Data directory not found: {:?}", args.data_dir);
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eprintln!("\nAvailable test directories:");
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eprintln!(" - test_data/real/databento/ml_training_small (4 files, ~400KB)");
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eprintln!(" - test_data/real/databento/ml_training (360 files, ~15MB)");
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std::process::exit(1);
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}
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// Run benchmarks
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println!("🚀 Starting benchmarks...\n");
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let batch_result = benchmark_batch(&args).await?;
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batch_result.print_report();
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// Force garbage collection between benchmarks
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println!("🧹 Cleaning up memory...");
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tokio::time::sleep(tokio::time::Duration::from_secs(2)).await;
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let streaming_result = benchmark_streaming(&args, &batch_result).await?;
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streaming_result.print_report();
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// Print comparison
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print_comparison(&batch_result, &streaming_result);
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Ok(())
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}
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