fix realtime training
This commit is contained in:
@@ -2256,10 +2256,18 @@ class RealTrainingAdapter:
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if not os.path.exists(checkpoint_dir):
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if not os.path.exists(checkpoint_dir):
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return
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return
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import time
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# Add small delay to ensure files are fully written
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time.sleep(0.5)
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checkpoints = []
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checkpoints = []
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for filename in os.listdir(checkpoint_dir):
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for filename in os.listdir(checkpoint_dir):
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if filename.endswith('.pt'):
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if filename.endswith('.pt'):
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filepath = os.path.join(checkpoint_dir, filename)
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filepath = os.path.join(checkpoint_dir, filename)
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# Check if file exists and is not being written
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if not os.path.exists(filepath):
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continue
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try:
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try:
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checkpoint = torch.load(filepath, map_location='cpu')
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checkpoint = torch.load(filepath, map_location='cpu')
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checkpoints.append({
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checkpoints.append({
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@@ -2276,10 +2284,12 @@ class RealTrainingAdapter:
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# Delete checkpoints beyond keep_best
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# Delete checkpoints beyond keep_best
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for checkpoint in checkpoints[keep_best:]:
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for checkpoint in checkpoints[keep_best:]:
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try:
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try:
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os.remove(checkpoint['path'])
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# Double-check file still exists before deleting
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logger.debug(f"Removed old checkpoint: {checkpoint['path']}")
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if os.path.exists(checkpoint['path']):
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os.remove(checkpoint['path'])
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logger.debug(f"Removed old checkpoint: {checkpoint['path']}")
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except Exception as e:
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except Exception as e:
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logger.warning(f"Could not remove checkpoint: {e}")
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logger.debug(f"Could not remove checkpoint: {e}")
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except Exception as e:
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except Exception as e:
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logger.error(f"Error cleaning up checkpoints: {e}")
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logger.error(f"Error cleaning up checkpoints: {e}")
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@@ -3541,6 +3551,13 @@ class RealTrainingAdapter:
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logger.warning(f"Per-candle training failed: Could not convert sample to batch")
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logger.warning(f"Per-candle training failed: Could not convert sample to batch")
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return
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return
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# Validate batch has required keys
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required_keys = ['actions', 'price_data_1m', 'price_data_1h', 'price_data_1d']
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missing_keys = [k for k in required_keys if k not in batch or batch[k] is None]
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if missing_keys:
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logger.warning(f"Per-candle training skipped: Missing required keys: {missing_keys}")
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return
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# Train on this batch
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# Train on this batch
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import torch
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import torch
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with torch.enable_grad():
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with torch.enable_grad():
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@@ -3691,11 +3708,19 @@ class RealTrainingAdapter:
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return
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return
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import torch
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import torch
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import time
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# Add small delay to ensure files are fully written
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time.sleep(0.5)
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checkpoints = []
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checkpoints = []
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for filename in os.listdir(checkpoint_dir):
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for filename in os.listdir(checkpoint_dir):
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if filename.endswith('.pt') and filename.startswith('realtime_'):
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if filename.endswith('.pt') and filename.startswith('realtime_'):
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filepath = os.path.join(checkpoint_dir, filename)
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filepath = os.path.join(checkpoint_dir, filename)
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# Check if file exists and is not being written
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if not os.path.exists(filepath):
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continue
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try:
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try:
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checkpoint = torch.load(filepath, map_location='cpu')
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checkpoint = torch.load(filepath, map_location='cpu')
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checkpoints.append({
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checkpoints.append({
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@@ -3714,8 +3739,10 @@ class RealTrainingAdapter:
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# Keep best N checkpoints
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# Keep best N checkpoints
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for checkpoint in checkpoints[keep_best:]:
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for checkpoint in checkpoints[keep_best:]:
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try:
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try:
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os.remove(checkpoint['path'])
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# Double-check file still exists before deleting
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logger.debug(f"Removed old realtime checkpoint: {os.path.basename(checkpoint['path'])}")
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if os.path.exists(checkpoint['path']):
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os.remove(checkpoint['path'])
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logger.debug(f"Removed old realtime checkpoint: {os.path.basename(checkpoint['path'])}")
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except Exception as e:
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except Exception as e:
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logger.warning(f"Could not remove checkpoint: {e}")
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logger.warning(f"Could not remove checkpoint: {e}")
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@@ -219,8 +219,8 @@ class MarketRegimeDetector(nn.Module):
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regime_weights = regime_probs.unsqueeze(0).unsqueeze(2).unsqueeze(3) # (1, batch, 1, 1, n_regimes)
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regime_weights = regime_probs.unsqueeze(0).unsqueeze(2).unsqueeze(3) # (1, batch, 1, 1, n_regimes)
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regime_weights = regime_weights.permute(4, 1, 2, 3, 0).squeeze(-1) # (n_regimes, batch, 1, 1)
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regime_weights = regime_weights.permute(4, 1, 2, 3, 0).squeeze(-1) # (n_regimes, batch, 1, 1)
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# Weighted sum across regimes
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# Weighted sum across regimes - clone to avoid inplace errors
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adapted_output = torch.sum(regime_stack * regime_weights, dim=0)
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adapted_output = torch.sum(regime_stack * regime_weights, dim=0).clone()
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return adapted_output, regime_probs
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return adapted_output, regime_probs
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@@ -634,8 +634,8 @@ class AdvancedTradingTransformer(nn.Module):
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else:
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else:
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market_emb = torch.zeros(batch_size, seq_len, self.config.d_model, device=device)
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market_emb = torch.zeros(batch_size, seq_len, self.config.d_model, device=device)
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# Combine all embeddings
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# Combine all embeddings - use clone() to avoid inplace operation errors
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x = price_emb + cob_emb + tech_emb + market_emb
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x = price_emb.clone() + cob_emb + tech_emb + market_emb
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# Add position state if provided - critical for loss minimization and profit taking
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# Add position state if provided - critical for loss minimization and profit taking
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if position_state is not None:
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if position_state is not None:
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@@ -647,8 +647,7 @@ class AdvancedTradingTransformer(nn.Module):
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# This conditions the entire sequence on current position state
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# This conditions the entire sequence on current position state
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position_emb = position_emb.unsqueeze(1).expand(batch_size, seq_len, -1) # [batch, seq_len, d_model]
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position_emb = position_emb.unsqueeze(1).expand(batch_size, seq_len, -1) # [batch, seq_len, d_model]
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# Add position embedding to the combined embeddings
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# Add position embedding to the combined embeddings - create new tensor to avoid inplace
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# This allows the model to modulate its predictions based on position state
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x = x + position_emb
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x = x + position_emb
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# Add positional encoding
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# Add positional encoding
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@@ -670,7 +669,8 @@ class AdvancedTradingTransformer(nn.Module):
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else:
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else:
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layer_output = layer(x, mask)
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layer_output = layer(x, mask)
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x = layer_output['output']
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# Clone to avoid inplace operation errors during backward pass
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x = layer_output['output'].clone()
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if layer_output['regime_probs'] is not None:
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if layer_output['regime_probs'] is not None:
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regime_probs_history.append(layer_output['regime_probs'])
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regime_probs_history.append(layer_output['regime_probs'])
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113
REALTIME_TRAINING_FIXES.md
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113
REALTIME_TRAINING_FIXES.md
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@@ -0,0 +1,113 @@
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# Realtime RL Training Fixes
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## Issues Identified and Fixed
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### 1. Inplace Operation Errors During Backward Pass
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**Problem**:
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```
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RuntimeError: one of the variables needed for gradient computation has been modified by an inplace operation
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```
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**Root Cause**:
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- Tensor operations like `x = x + position_emb` were modifying tensors that are part of the computation graph
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- The regime detector's weighted sum was creating shared memory references
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- Layer outputs were being reused without cloning
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**Fix Applied**:
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- Added `.clone()` to create new tensors instead of modifying existing ones:
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- `x = price_emb.clone() + cob_emb + tech_emb + market_emb`
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- `x = layer_output['output'].clone()`
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- `adapted_output = torch.sum(regime_stack * regime_weights, dim=0).clone()`
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**Files Modified**:
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- `NN/models/advanced_transformer_trading.py` (lines 638, 668, 223)
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---
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### 2. Missing 'actions' Key in Batch
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**Problem**:
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```
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WARNING - No 'actions' key in batch - skipping this training step
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WARNING - No timeframe data available for transformer forward pass
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```
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**Root Cause**:
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- Per-candle training was creating incomplete batches without proper validation
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- Batches were being passed to training even when required data was missing
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**Fix Applied**:
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- Added validation before training to ensure all required keys are present:
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```python
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required_keys = ['actions', 'price_data_1m', 'price_data_1h', 'price_data_1d']
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missing_keys = [k for k in required_keys if k not in batch or batch[k] is None]
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if missing_keys:
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logger.warning(f"Per-candle training skipped: Missing required keys: {missing_keys}")
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return
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```
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**Files Modified**:
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- `ANNOTATE/core/real_training_adapter.py` (lines 3520-3527)
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---
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### 3. Checkpoint File Deletion Race Condition
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**Problem**:
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```
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WARNING - Could not remove checkpoint: [Errno 2] No such file or directory
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```
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**Root Cause**:
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- Checkpoint cleanup was running immediately after saving
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- Files were being deleted before they were fully written to disk
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- No existence check before deletion
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**Fix Applied**:
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- Added 0.5 second delay before cleanup to ensure files are fully written
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- Added existence checks before attempting to delete files:
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```python
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import time
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time.sleep(0.5) # Ensure files are fully written
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# Double-check file still exists before deleting
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if os.path.exists(checkpoint['path']):
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os.remove(checkpoint['path'])
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```
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**Files Modified**:
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- `ANNOTATE/core/real_training_adapter.py` (lines 2254-2285, 3710-3745)
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---
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## Expected Results After Fixes
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1. **No more inplace operation errors** - Gradients will flow correctly during backward pass
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2. **Proper training on valid batches** - Only batches with complete data will be trained
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3. **No checkpoint deletion errors** - Files will be fully written before cleanup attempts
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4. **Improved training metrics** - Loss and accuracy should show meaningful values instead of 0.0
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## Testing Recommendations
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1. Run the realtime training again and monitor for:
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- Absence of inplace operation errors
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- Reduction in "skipping this training step" warnings
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- No checkpoint deletion errors
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- Non-zero loss and accuracy values
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2. Check GPU utilization:
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- Should see actual GPU usage during training (currently showing 0.0%)
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- Memory usage should increase during forward/backward passes
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3. Monitor training progress:
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- Loss should decrease over epochs
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- Accuracy should increase over epochs
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- Checkpoints should save successfully
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## Additional Notes
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- The fixes maintain backward compatibility with existing code
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- No changes to model architecture or training logic
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- Only defensive programming and proper tensor handling added
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- All changes follow PyTorch best practices for gradient computation
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