fegger
46657c7ffe
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.
103 lines
4.1 KiB
Docker
103 lines
4.1 KiB
Docker
# =============================================================================
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# StockGNN R9700 — ROCm Ubuntu Docker Image
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# =============================================================================
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# Base image: Ubuntu 22.04 with ROCm 5.6 pre-installed
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# Provides AMD GPU support for PyTorch/ PyG on Radeon R9700 AI Pro
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# =============================================================================
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FROM rocm/dev-ubuntu-22.04:5.6
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LABEL maintainer="StockGNN Team"
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LABEL description="AMD-optimized GNN trading system (ROCm 5.6 / Ubuntu 22.04)"
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# ---------------------------------------------------------------------------
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# System dependencies
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# ---------------------------------------------------------------------------
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ENV DEBIAN_FRONTEND=noninteractive
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RUN apt-get update && apt-get install -y --no-install-recommends \
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python3.10 \
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python3.10-dev \
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python3-pip \
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git \
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wget \
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curl \
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ca-certificates \
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libglib2.0-0 \
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libsm6 \
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libxext6 \
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libxrender-dev \
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libgomp1 \
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libnuma1 \
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&& rm -rf /var/lib/apt/lists/*
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# Make python3.10 the default python3
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RUN update-alternatives --install /usr/bin/python3 python3 /usr/bin/python3.10 1 \
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&& update-alternatives --install /usr/bin/python python /usr/bin/python3.10 1
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# Upgrade pip
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RUN python -m pip install --no-cache-dir --upgrade pip setuptools wheel
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# ---------------------------------------------------------------------------
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# Install PyTorch with ROCm 5.6 support (separate from other deps)
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# ---------------------------------------------------------------------------
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RUN pip install --no-cache-dir \
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torch==2.1.0+rocm5.6 \
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torchvision==0.16.0+rocm5.6 \
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torchaudio==2.1.0+rocm5.6 \
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--index-url https://download.pytorch.org/whl/rocm5.6
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# ---------------------------------------------------------------------------
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# Install PyTorch Geometric and extensions with ROCm 5.6 wheels
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# ---------------------------------------------------------------------------
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RUN pip install --no-cache-dir \
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torch-geometric==2.4.0 \
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torch-scatter==2.1.2+pt21rocm5.6 \
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torch-sparse==0.6.18+pt21rocm5.6 \
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torch-cluster==1.6.2+pt21rocm5.6 \
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torch-spline-conv==1.2.2+pt21rocm5.6 \
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-f https://data.pyg.org/whl/torch-2.1.0+rocm5.6.html
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# ---------------------------------------------------------------------------
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# Install remaining Python dependencies from PyPI
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# ---------------------------------------------------------------------------
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COPY requirements.txt /tmp/requirements.txt
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# Strip out the torch / pyg lines and ROCm-specific index directives so we
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# install the rest of the packages from standard PyPI.
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RUN grep -vE '^(torch|torchvision|torchaudio|torch-geometric|torch-scatter|torch-sparse|torch-cluster|torch-spline-conv|rocblas|hipblaslt|miopen-hip|rccl|--index-url|--find-links)' /tmp/requirements.txt \
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> /tmp/requirements-clean.txt || true
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RUN pip install --no-cache-dir -r /tmp/requirements-clean.txt
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# ---------------------------------------------------------------------------
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# ROCm runtime tuning for AMD Radeon R9700 AI Pro (gfx1030 / gfx1100)
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# ---------------------------------------------------------------------------
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ENV HSA_OVERRIDE_GFX_VERSION=10.3.0
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ENV PYTORCH_HIP_ALLOC_CONF=expandable_segments:True
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ENV ROCM_PATH=/opt/rocm
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ENV PATH="${ROCM_PATH}/bin:${PATH}"
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ENV LD_LIBRARY_PATH="${ROCM_PATH}/lib:${LD_LIBRARY_PATH}"
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# ---------------------------------------------------------------------------
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# Application setup
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# ---------------------------------------------------------------------------
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WORKDIR /app
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# Create directories that the app expects
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RUN mkdir -p /app/data/raw /app/data/processed /app/data/external /app/models /app/logs
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# Copy source code
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COPY . /app/
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# Ensure Python can find local src/ modules
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ENV PYTHONPATH="/app:${PYTHONPATH}"
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# Create non-root user for runtime security
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RUN groupadd -r trader && useradd -r -g trader -d /app trader \
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&& chown -R trader:trader /app
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USER trader
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# Default command (can be overridden per-service in docker-compose.yml)
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CMD ["python", "-m", "uvicorn", "src.web.app:app", "--host", "0.0.0.0", "--port", "8000"]
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