Add device-aware caching for Toto and Kronos

.claude/settings.local.json

@@ -0,0 +1,9 @@
+{
+  "permissions": {
+    "allow": [
+      "Bash(ls:*)",
+      "Bash(grep:*)"
+    ],
+    "deny": []
+  }
+}

.coveragerc

@@ -0,0 +1,29 @@
+[run]
+source = 
+    src
+    rlinference
+    hfinference
+    hftraining
+    hyperparamopt
+    totoembedding
+omit = 
+    tests/*
+    **/test_*.
+    **/*_test.py
+    **/.venv/*
+    **/venv/*
+    **/.tox/*
+    **/site-packages/*
+    **/experiments/*
+    **/reports/*
+
+[report]
+exclude_lines = 
+    pragma: no cover
+    if __name__ == .__main__.
+    @overload
+    @abstractmethod
+    @abc.abstractmethod
+precision = 1
+skip_empty = True
+

.cursorignore

@@ -0,0 +1,24 @@
+data
+lightning*
+logs
+optuna*
+.idea
+
+.env
+.cache
+data
+results
+env.py
+env_real.py
+logs
+lightning_logs
+lightning_logs*
+lightning_logsminute
+
+
+optuna_test
+.pytest_cache
+
+__pycache__
+__pycache__*
+logfile.log

.cursorrules

@@ -0,0 +1,9 @@
+you can use tools like bash:
+
+git --no-pager diff --cached -p
+git --no-pager diff -p
+
+to look over the diff
+testing/uv installing in the .venv
+pytest .
+uv pip compile requirements.in -o requirements.txt && uv pip install -r requirements.txt  --python .venv/bin/python

.github/workflows/ci.yml

@@ -0,0 +1,67 @@
+name: CI
+
+on:
+  push:
+    branches: ["main"]
+  pull_request:
+
+permissions:
+  contents: read
+
+jobs:
+  quality:
+    runs-on: ubuntu-latest
+    env:
+      MARKETSIM_ALLOW_MOCK_ANALYTICS: "1"
+      MARKETSIM_SKIP_REAL_IMPORT: "1"
+      ALP_PAPER: "1"
+      PYTHONUNBUFFERED: "1"
+    strategy:
+      fail-fast: false
+      matrix:
+        python-version: ["3.13"]
+
+    steps:
+      - name: Checkout repository
+        uses: actions/checkout@v4
+
+      - name: Set up Python
+        uses: actions/setup-python@v5
+        with:
+          python-version: ${{ matrix.python-version }}
+
+      - name: Install uv
+        uses: astral-sh/setup-uv@v3
+
+      - name: Install dependencies
+        run: |
+          uv pip install --system --requirement requirements.txt
+          uv pip install --system mypy ruff pyright
+
+      - name: Lint with Ruff
+        run: ruff check src
+
+      - name: Type check with mypy
+        continue-on-error: true
+        run: python -m mypy --config-file mypy-ci.ini src
+
+      - name: Type check with Pyright
+        continue-on-error: true
+        run: python -m pyright
+
+      - name: Run critical trading backtests
+        run: |
+          python -m pytest tests/test_trade_stock_e2e.py tests/test_backtest3.py
+
+      - name: Run unit tests
+        run: |
+          python -m pytest tests \
+            --ignore=tests/integ \
+            --ignore=tests/test_trade_stock_e2e.py \
+            --ignore=tests/test_backtest3.py \
+            -m "not integration"
+
+      - name: Run integration tests
+        run: |
+          python -m pytest tests/integ
+          python -m pytest -m integration --ignore=tests/integ

.gitignore

@@ -1,4 +1,19 @@
 .env
+.venv
+.venv314a
+.venv313
+.venv314
+*.pt 
+*.pth
+portfolio_optimization_results*
+traininglogs*
+training/traininglogs
+training/models
+
+expresults.md
+backtestdata
+.env2
+.cache
 data
 results
 env.py
@@ -8,9 +23,146 @@ lightning_logs
 lightning_logs*
 lightning_logsminute
 
+strategy_state/
+testresults/
+data/_simulator/
+
 
 optuna_test
 .pytest_cache
 
 __pycache__
 __pycache__*
+logfile.log
+*.log
+positions_shelf.json
+*.pt
+trainingdata
+trainingdata2/
+traininglogs
+traininglogs_temp
+training_log.txt
+portfolio_sim_results/
+portfolio_optimization_results_20250824_210102.json
+portfolio_optimization_results_20250824_210102_best_config.json
+optimization_reports/
+improved_training_log.txt
+toto
+predictions/
+models
+training/training
+training/quick_hf_output
+training/quick_hf_output/
+hftraining/hftraining
+hftraining/test_logs/
+hftraining/output
+optimized_training_log.txt
+training/production_model/
+training/differentiable_training_history.png
+training/optimization_results
+training/quick_training_results
+quick_simulation_results_forecasts.csv
+quick_simulation_results_strategies.csv
+POSITION_SIZING_RESULTS.md
+LEVERAGE_BACKTEST_SUMMARY.md
+LEVERAGE_ANALYSIS_RESULTS.md
+BACKTESTING_SUMMARY.md
+BACKTESTING_README.md
+claudeideas.md
+simulationresults
+training/optimization_results/
+trainingdata/
+predictions
+portfolio_sim_results/
+models
+optimization_reports/
+toto
+rlinference/models
+rlinference/logs
+rlinference/data
+hftraining/logs
+hftraining/test_cache
+hftraining/test_logs
+hftraining/test_output
+hftraining/trainingdata/
+hftraining/checkpoints/
+hftraining/hftraining
+improved_training_log.txt
+optimized_training_log.txt
+training_log.txt
+training/quick_hf_output
+training/quick_training_results
+training/models
+training/production_model
+training/results
+training/training/runs
+training/training/improvement_cycles
+training/training/traininglogs
+training/training/visualizations
+training/differentiable_training_history.png
+#
+# Differentiable Market experiment artifacts
+differentiable_market/experiment_runs/
+differentiable_market/experiment_runs_*/
+differentiable_market/runs/
+pufferlibtraining/logs
+pufferlibtraining/models
+pufferlibtraining/cache
+pufferlibtraining/output
+pufferlibtraining/runs
+hftraining/output
+.coverage
+scratch.txt
+SCINet/
+algo-trading-bot/
+public-trading-bot/
+tototraining/tensorboard_logs
+tototraining/mlruns
+hftraining/tensorboard
+tototraining/temp_predictions_0.json
+tototraining/temp_predictions_15.json
+tototraining/temp_predictions_5.json
+gymrl/artifacts/
+gymrl/runs/
+hftraining/reports/
+scratches
+stock_test.db
+stock.db
+portfolio_risk.png
+tototraining/artifacts/
+compiled_models/
+tototraining/checkpoints
+external/kronos/
+.tmp_bench_data
+.venv312
+runs
+runs
+hftraining/quick_test_logs_*
+hftraining/quick_test_output*
+.venv312c
+nanochat
+marketsimulator/environment.py
+tmp
+stock_trading_suite.egg-info
+gymrl/gymrl.egg-info/
+*.egg-info/
+pynvml
+kronostraining/artifacts/checkpoints
+kronostraining/artifacts
+metric_history.json
+# Allow tracked source model implementations while keeping build artifacts ignored
+!src/models/
+src/models/__pycache__/
+src/models/__pycache__/**
+!src/models/*.py
+!src/models/**/*.py
+differentiable_market/evals
+.env.local
+.envrc
+allresults.md
+gymrl/gymrl.egg-info/
+wandb/
+reports
+wandb
+tensorboard_logs/
+gymrl/cache

.openai/workspace.json

@@ -0,0 +1,7 @@
+{
+  "mcpServers": {
+    "fal": {
+      "url": "https://docs.fal.ai/mcp"
+    }
+  }
+}

.python-version

@@ -0,0 +1 @@
+3.12

.vscode/launch.json

@@ -4,12 +4,31 @@
     // For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387
     "version": "0.2.0",
     "configurations": [
+        {
+            "name": "Run trade_stock_e2e",
+            "type": "debugpy",
+            "request": "launch",
+            "program": "${workspaceFolder}/trade_stock_e2e.py",
+            "console": "integratedTerminal",
+            "python": "${workspaceFolder}/.venv/bin/python",
+            "env": {
+                "PYTHONPATH": "${workspaceFolder}/.venv/lib/python3.12/site-packages:${env:PYTHONPATH}"
+            },
+            "envFile": "${workspaceFolder}/.env",
+            "cwd": "${workspaceFolder}"
+        },
         {
             "name": "Python Debugger: Current File",
             "type": "debugpy",
             "request": "launch",
             "program": "${file}",
-            "console": "integratedTerminal"
+            "console": "integratedTerminal",
+            "python": "${workspaceFolder}/.env/bin/python",
+            "env": {
+                "PYTHONPATH": "${workspaceFolder}/.env/lib/python3.11/site-packages:${env:PYTHONPATH}"
+            },
+            "envFile": "${workspaceFolder}/.env",
+            "cwd": "${workspaceFolder}"
         }
     ]
 }