#!/usr/bin/env python3 """Profile the three frozen controlled implementations used in the final revision.""" from __future__ import annotations import argparse import csv import json import platform import statistics import sys import time from pathlib import Path import torch ROOT = Path(__file__).resolve().parents[3] MODEL_SRC = ROOT / "experiments/adma2026_representation/src" SCRIPT_DIR = ROOT / "experiments/tbd_revision/scripts" for import_dir in (MODEL_SRC, SCRIPT_DIR): if str(import_dir) not in sys.path: sys.path.insert(0, str(import_dir)) from models import Classifier # noqa: E402 from train_representation_baselines import build_method # noqa: E402 METHODS = { "Ti-MAE-style": "timae", "LOBGrid--Ti-MAE-style": "lobgrid_timae", "SimLOB-style": "simlob2026", } CORE_STOCKS = ( "asset_001", "asset_002", "asset_017", "asset_005", "asset_033", ) CORE_SEEDS = (2026, 2027, 2028) def parameter_count(module: torch.nn.Module) -> int: return sum(parameter.numel() for parameter in module.parameters()) def synchronized_forward_seconds( model: torch.nn.Module, sample: torch.Tensor, *, warmup: int, repeats: int, ) -> list[float]: device = sample.device model.eval() with torch.inference_mode(): for _ in range(warmup): model(sample) if device.type == "cuda": torch.cuda.synchronize(device) observations: list[float] = [] for _ in range(repeats): started = time.perf_counter() model(sample) if device.type == "cuda": torch.cuda.synchronize(device) observations.append(time.perf_counter() - started) return observations def peak_forward_gib(model: torch.nn.Module, sample: torch.Tensor) -> float | None: if sample.device.type != "cuda": return None torch.cuda.empty_cache() torch.cuda.reset_peak_memory_stats(sample.device) with torch.inference_mode(): model(sample) torch.cuda.synchronize(sample.device) return torch.cuda.max_memory_allocated(sample.device) / (1024**3) def result_costs( results_dir: Path, method: str, *, stocks: set[str], seeds: set[int], ) -> dict[str, float | int]: pretrain_paths = [] for path in sorted(results_dir.glob(f"*_{method}_seed*_encoder.pretrain.json")): payload = json.loads(path.read_text(encoding="utf-8")) if payload.get("method") != method: continue if any(f"_seed{seed}_encoder.pretrain.json" in path.name for seed in seeds): pretrain_paths.append(path) if not pretrain_paths: raise FileNotFoundError(f"No pooled pretraining metadata for {method}.") pretrain_seconds = [ float(json.loads(path.read_text(encoding="utf-8"))["seconds"]) for path in pretrain_paths ] # Do not filter by a filename fragment such as ``*_timae_*``: that # fragment also matches ``lobgrid_timae``. The serialized method key is # authoritative, and every stock/seed pair must occur exactly once. adapt_cases: dict[tuple[str, int], tuple[Path, dict[str, object]]] = {} for path in sorted(results_dir.glob("*_fine_tune_seed*_budget050.json")): payload = json.loads(path.read_text(encoding="utf-8")) if ( payload.get("method") != method or payload.get("setting") != "fine_tune" or str(payload.get("stock")) not in stocks or int(payload.get("seed", -1)) not in seeds or abs(float(payload.get("label_budget", -1.0)) - 0.5) >= 1e-9 ): continue key = (str(payload["stock"]), int(payload["seed"])) if key in adapt_cases: raise ValueError( f"Duplicate 50%-budget adaptation case for {method}/{key}: " f"{adapt_cases[key][0]} and {path}" ) adapt_cases[key] = (path, payload) expected_adapt_cases = { (stock, seed) for stock in stocks for seed in seeds } if set(adapt_cases) != expected_adapt_cases: missing = sorted(expected_adapt_cases - set(adapt_cases)) extra = sorted(set(adapt_cases) - expected_adapt_cases) raise ValueError( f"Incomplete 50%-budget adaptations for {method}: " f"missing={missing}, extra={extra}" ) adapt_seconds = [ float(adapt_cases[key][1]["downstream_seconds"]) for key in sorted(adapt_cases) ] return { "pretrain_runs": len(pretrain_seconds), "pretrain_minutes_mean": statistics.fmean(pretrain_seconds) / 60.0, "pretrain_minutes_sd": statistics.stdev(pretrain_seconds) / 60.0 if len(pretrain_seconds) > 1 else 0.0, "adapt_runs": len(adapt_seconds), "adapt_seconds_mean": statistics.fmean(adapt_seconds), "adapt_seconds_sd": statistics.stdev(adapt_seconds) if len(adapt_seconds) > 1 else 0.0, } def write_csv(path: Path, rows: list[dict[str, object]]) -> None: with path.open("w", newline="", encoding="utf-8") as handle: writer = csv.DictWriter(handle, fieldnames=list(rows[0])) writer.writeheader() writer.writerows(rows) def parse_args() -> argparse.Namespace: parser = argparse.ArgumentParser(description=__doc__) parser.add_argument( "--results-dir", type=Path, default=ROOT / "experiments/tbd_revision/outputs/results_final_revision_ashare5_pooled_3seed", ) parser.add_argument( "--out-dir", type=Path, default=ROOT / "experiments/tbd_revision/outputs/summary_final_revision_complexity", ) parser.add_argument("--device", default="cuda" if torch.cuda.is_available() else "cpu") parser.add_argument("--warmup", type=int, default=30) parser.add_argument("--repeats", type=int, default=100) parser.add_argument("--throughput-batch-size", type=int, default=128) parser.add_argument( "--training-hardware", default="single NVIDIA RTX 5880 Ada", ) parser.add_argument("--stocks", nargs="+", default=list(CORE_STOCKS)) parser.add_argument("--seeds", nargs="+", type=int, default=list(CORE_SEEDS)) return parser.parse_args() def main() -> None: args = parse_args() device = torch.device(args.device) if device.type == "cuda": hardware = ( f"{torch.cuda.get_device_name(device)}; PyTorch {torch.__version__}; " f"CUDA {torch.version.cuda}" ) else: hardware = f"CPU; PyTorch {torch.__version__}" rows: list[dict[str, object]] = [] for display_name, method in METHODS.items(): encoder = build_method(method, latent_dim=128, d_model=96) model = Classifier(encoder, latent_dim=128, num_classes=3).to(device) sample_b1 = torch.randn(1, 100, 40, device=device) sample_bn = torch.randn(args.throughput_batch_size, 100, 40, device=device) latency = synchronized_forward_seconds( model, sample_b1, warmup=args.warmup, repeats=args.repeats, ) throughput_times = synchronized_forward_seconds( model, sample_bn, warmup=args.warmup, repeats=args.repeats, ) costs = result_costs( args.results_dir, method, stocks=set(args.stocks), seeds=set(args.seeds), ) rows.append( { "implementation": display_name, "method_key": method, "trainable_parameters": parameter_count(model), "peak_forward_gib_b128": peak_forward_gib(model, sample_bn), "batch1_latency_ms_mean": statistics.fmean(latency) * 1000.0, "batch1_latency_ms_sd": statistics.stdev(latency) * 1000.0 if len(latency) > 1 else 0.0, "throughput_batch_size": args.throughput_batch_size, "samples_per_second": args.throughput_batch_size / statistics.fmean(throughput_times), **costs, } ) args.out_dir.mkdir(parents=True, exist_ok=True) write_csv(args.out_dir / "complexity_profile.csv", rows) (args.out_dir / "complexity_profile.json").write_text( json.dumps( { "hardware": hardware, "software": { "python": sys.version, "platform": platform.platform(), "pytorch": torch.__version__, "cuda_runtime": torch.version.cuda, "cudnn": ( torch.backends.cudnn.version() if torch.backends.cudnn.is_available() else None ), }, "input_shape": "[batch, 100, 40]", "dtype": "float32", "float32_matmul_precision": torch.get_float32_matmul_precision(), "latency_scope": "classifier forward pass under torch.inference_mode", "measurement_protocol": { "cuda_synchronized": device.type == "cuda", "warmup_iterations": args.warmup, "measured_repetitions": args.repeats, "latency_batch_size": 1, "throughput_batch_size": args.throughput_batch_size, "peak_memory_batch_size": args.throughput_batch_size, "peak_memory_metric": ( "process-local torch.cuda.max_memory_allocated" if device.type == "cuda" else None ), }, "cost_scope": { "training_hardware": args.training_hardware, "stocks": args.stocks, "seeds": args.seeds, "label_budget": 0.5, "pooled_pretraining_aggregation": ( "mean and sample SD over three seed-specific pooled runs" ), "adaptation_aggregation": ( "mean and sample SD over five stocks x three seeds" ), "included_in_training_wall_time": ( "in-memory batch iteration, host-to-device transfer, " "optimization, validation, checkpointing, and final evaluation" ), "excluded": ( "raw-data preparation, external market-data/network I/O, " "exchange connectivity, and order execution" ), }, "rows": rows, }, indent=2, ), encoding="utf-8", ) lines = [ "# Final-revision model-side cost profile", "", f"Forward-profile hardware: {hardware}", f"Training-time hardware: {args.training_hardware}", "", "All model-side measurements use FP32. Latency and throughput are synchronized " f"classifier-forward measurements after {args.warmup} warm-up iterations and " f"{args.repeats} measured repetitions. Peak memory is process-local allocated " f"memory for a batch of {args.throughput_batch_size}. " "Pooled pretraining is counted once per method and seed; adaptation is " "averaged over the five-stock x three-seed 50%-label cases. " "Pretraining time is summarized over three seed-specific pooled runs. " "Training wall time includes in-memory batch iteration, host-to-device " "transfer, optimization, validation, checkpointing, and final evaluation. " "Raw-data preparation and external market-data/network or execution-system " "I/O are excluded.", "", "| implementation | params | peak GiB | B1 ms | samples/s | pretrain min | adapt s |", "|---|---:|---:|---:|---:|---:|---:|", ] for row in rows: peak = row["peak_forward_gib_b128"] lines.append( f"| {row['implementation']} | {int(row['trainable_parameters']):,} | " f"{float(peak):.3f} | {float(row['batch1_latency_ms_mean']):.3f} | " f"{float(row['samples_per_second']):.1f} | " f"{float(row['pretrain_minutes_mean']):.2f} | " f"{float(row['adapt_seconds_mean']):.1f} |" ) (args.out_dir / "complexity_profile.md").write_text( "\n".join(lines) + "\n", encoding="utf-8", ) print(f"wrote final cost profile to {args.out_dir}") if __name__ == "__main__": main()