fegger/trading_gnn
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3 Commits

Author SHA1 Message Date
fegger c5459b3ee4 Add pybind11 and use --no-build-isolation for PyG extensions 
The PyG extensions (torch-scatter, torch-sparse, etc.) need to see the
installed torch package during their build. Adding pybind11 and disabling
build isolation ensures they can locate the necessary dependencies.
 2026-05-26 15:54:16 +02:00
fegger a81dc690e5 Add Docker setup and build PyG extensions from source for ROCm 
- Install build tools (build-essential, cmake, ninja-build) in Dockerfile
- Compile torch-scatter, torch-sparse, torch-cluster, torch-spline-conv
  from source since ROCm 5.6 lacks prebuilt wheels
- Add Docker Compose usage instructions to README with build, run,
  and service management commands
 2026-05-26 15:49:13 +02:00
fegger 46657c7ffe 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.
 2026-05-26 15:07:28 +02:00