Add Docker support and fix benchmark/data pipeline bugs

Containerize the application with ROCm GPU support for AMD Radeon R9700:
- Add Dockerfile with PyTorch/PyG ROCm 5.6 wheels
- Add docker-compose.yml with dashboard, live-trading, and train services
- Add .dockerignore and .env.example for configuration

Fix benchmark script to use batch_size instead of num_stocks for variable
dimensions, and replace fragile partial model surgery with a standalone MLP
for memory estimation.

Fix data pipeline to skip dates with no next trading date instead of
fabricating zero returns.

Add slippage to paper broker, optional mark-to-market prices to broker
interface, and health check endpoint for container orchestration.
This commit is contained in:
2026-05-26 15:07:28 +02:00
parent bc40a67180
commit 46657c7ffe
12 changed files with 471 additions and 40 deletions
+68
View File
@@ -0,0 +1,68 @@
# Git
.git
.gitignore
# Python
__pycache__
*.py[cod]
*$py.class
*.so
.Python
build/
develop-eggs/
dist/
downloads/
eggs/
.eggs/
lib/
lib64/
parts/
sdist/
var/
wheels/
*.egg-info/
.installed.cfg
*.egg
# Virtual environments
venv/
env/
ENV/
# IDE
.vscode
.idea
*.swp
*.swo
*~
# Jupyter
.ipynb_checkpoints
# OS
.DS_Store
Thumbs.db
# Logs
*.log
# Docker
Dockerfile
docker-compose*.yml
.dockerignore
# Documentation
docs/
# Notebooks (heavy, usually not needed in image)
notebooks/*.ipynb
# Keep data/model directories but ignore contents
# (they are mounted as volumes at runtime)
data/raw/*
data/processed/*
data/external/*
models/*
# Don't ignore .env.example so it gets copied into image for reference
!.env.example