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Browse files- Dockerfile +3 -6
- app.py +1 -1
- pipeline/julia_bridge.py +4 -0
- src/Optimizer.jl +12 -5
- src/Project.toml +0 -4
- src/QuantEngine.jl +1 -1
- src/warmup.jl +39 -24
- src/warmup_bridge.py +1 -0
Dockerfile
CHANGED
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@@ -22,6 +22,7 @@ RUN wget -q https://julialang-s3.julialang.org/bin/linux/x64/1.11/julia-${JULIA_
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ENV JULIA_DEPOT_PATH=/app/.julia
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ENV JULIA_NUM_THREADS=4
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ENV JULIA_PROJECT=/app/src
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WORKDIR /app
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@@ -32,12 +33,7 @@ RUN pip install --no-cache-dir -r /tmp/requirements.txt
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# ββ Copy project files ββββββββββββββββββββββββββββββββ
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COPY . .
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# ββ Step 1:
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# Use a script file β avoids both Docker keyword parsing issues
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# and REPL-mode error isolation of the printf pipe approach.
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RUN julia --project=/app/src /app/src/setup_pkg.jl
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-
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# ββ Step 2: Warmup β JIT-compile all hot paths ββββββββ
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RUN julia --project=/app/src /app/src/warmup.jl
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# ββ Step 3: Pre-warm juliacall PythonβJulia bridge ββββ
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@@ -48,6 +44,7 @@ ENV GRADIO_SERVER_NAME=0.0.0.0
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ENV GRADIO_SERVER_PORT=7860
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ENV JULIA_PROJECT=/app/src
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ENV JULIA_DEPOT_PATH=/app/.julia
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EXPOSE 7860
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CMD ["python", "app.py"]
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ENV JULIA_DEPOT_PATH=/app/.julia
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ENV JULIA_NUM_THREADS=4
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ENV JULIA_PROJECT=/app/src
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ENV JULIA_BINDIR=/usr/local/julia/bin
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WORKDIR /app
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# ββ Copy project files ββββββββββββββββββββββββββββββββ
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COPY . .
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# ββ Step 1: Warmup β JIT-compile all hot paths ββββββββ
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RUN julia --project=/app/src /app/src/warmup.jl
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# ββ Step 3: Pre-warm juliacall PythonβJulia bridge ββββ
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ENV GRADIO_SERVER_PORT=7860
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ENV JULIA_PROJECT=/app/src
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ENV JULIA_DEPOT_PATH=/app/.julia
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ENV JULIA_BINDIR=/usr/local/julia/bin
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EXPOSE 7860
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CMD ["python", "app.py"]
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app.py
CHANGED
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@@ -58,7 +58,7 @@ def run_extraction(pdf_files, progress=gr.Progress()):
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hf_files = []
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for i, pdf_file in enumerate(pdf_files):
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path = Path(pdf_file.name)
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progress(i/len(pdf_files), desc=f"{path.name}")
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log.append(f"\nπ [{i+1}/{len(pdf_files)}] {path.name}")
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try:
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hf_files = []
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for i, pdf_file in enumerate(pdf_files):
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path = Path(pdf_file.name if hasattr(pdf_file, "name") else pdf_file)
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progress(i/len(pdf_files), desc=f"{path.name}")
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log.append(f"\nπ [{i+1}/{len(pdf_files)}] {path.name}")
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try:
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pipeline/julia_bridge.py
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@@ -37,6 +37,10 @@ def _init_julia():
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return
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logger.info("Initializing Julia runtimeβ¦")
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try:
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from juliacall import Main as jl
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_jl = jl
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return
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logger.info("Initializing Julia runtimeβ¦")
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# Tell juliapkg to use the system Julia installed in the Docker image
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os.environ.setdefault("JULIA_BINDIR", "/usr/local/julia/bin")
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os.environ.setdefault("JULIA_PROJECT", str(JULIA_SRC))
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os.environ.setdefault("JULIA_DEPOT_PATH", "/app/.julia")
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try:
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from juliacall import Main as jl
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_jl = jl
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src/Optimizer.jl
CHANGED
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@@ -92,11 +92,18 @@ function _run(sig_fn,run_bt,cfg,o,h,l,c,v,params,tf)
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try
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sigs = sig_fn(o,h,l,c,v,params)
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return run_bt(o,h,l,c,v,sigs,tf,cfg)
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catch
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#
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end
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end
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try
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sigs = sig_fn(o,h,l,c,v,params)
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return run_bt(o,h,l,c,v,sigs,tf,cfg)
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catch e1
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# Strategy failed β run with flat signals to get a valid struct back
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try
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r = run_bt(o,h,l,c,v,zeros(Int,length(c)),tf,cfg)
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r.is_valid = false
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r.error_msg = string(e1)
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return r
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catch e2
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# Even the fallback failed β return manually constructed invalid result
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return run_bt(o[1:2],h[1:2],l[1:2],c[1:2],v[1:2],
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zeros(Int,2),tf,cfg) # will hit n<50 guard β is_valid=false
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end
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end
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end
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src/Project.toml
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@@ -1,6 +1,2 @@
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-
[deps]
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Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
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Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
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-
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[compat]
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julia = "1.11"
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[compat]
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julia = "1.11"
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src/QuantEngine.jl
CHANGED
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@@ -27,7 +27,7 @@ export
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momentum, roc, highest, lowest,
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crossover, crossunder,
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# Engine
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BacktestConfig,
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# High-level
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full_backtest_pipeline
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momentum, roc, highest, lowest,
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crossover, crossunder,
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# Engine
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BacktestConfig, run_backtest,
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# High-level
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full_backtest_pipeline
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src/warmup.jl
CHANGED
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@@ -1,3 +1,5 @@
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push!(LOAD_PATH, @__DIR__)
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include(joinpath(@__DIR__, "QuantEngine.jl"))
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using .QuantEngine
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println("Warming up all Julia hot paths...")
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n=500
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-
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function get_param_grid() :: Dict{String, Vector{Float64}}
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return Dict("period" => [10.0, 20.0, 30.0])
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end
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function generate_signals(open_p, high, low, close, volume, params)
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n
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p
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ma = sma(close, p)
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signals = zeros(Int, n)
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for i in (p+1):n
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return signals
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end
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"""
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-
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code, "WarmupTest",
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o, h, l, c, v, "1h", "TEST";
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n_windows=2, max_combos=3, min_trades=1,
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)
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println("full_backtest_pipeline: is_valid=$(result[\"is_valid\"]) viable=$(result[\"is_viable\"])")
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println("\nβ
Julia warmup complete β all hot paths compiled.")
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# warmup.jl β JIT-compile all hot paths at build time.
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# Failures are non-fatal: print warning and exit 0.
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push!(LOAD_PATH, @__DIR__)
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include(joinpath(@__DIR__, "QuantEngine.jl"))
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using .QuantEngine
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println("Warming up all Julia hot paths...")
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n=500
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c=100.0.*exp.(cumsum(randn(n).*0.005))
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h=c.*(1.0.+abs.(randn(n)).*0.005)
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l=c.*(1.0.-abs.(randn(n)).*0.005)
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o=c.*(1.0.+randn(n).*0.002)
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v=abs.(randn(n)).*2000.0.+1000.0
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# Warm indicators
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for (name, fn) in [
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("sma", ()-> sma(c,20)),
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("ema", ()-> ema(c,20)),
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("rsi", ()-> rsi(c,14)),
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("macd", ()-> macd(c)),
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("atr", ()-> atr(h,l,c,14)),
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("bbands", ()-> bbands(c,20,2.0)),
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("donchian",()-> donchian(h,l,20)),
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("adx", ()-> adx(h,l,c,14)),
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("stoch", ()-> stoch(h,l,c)),
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("zscore", ()-> zscore(c,20)),
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]
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try; fn(); println(" $name β")
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catch e; println(" $name β $e"); end
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end
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println("Indicators warmed β")
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# Warm full pipeline (non-fatal)
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try
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code = """
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function get_param_grid() :: Dict{String, Vector{Float64}}
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return Dict("period" => [10.0, 20.0, 30.0])
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end
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function generate_signals(open_p, high, low, close, volume, params)
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n = length(close)
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p = Int(round(get(params, "period", 20.0)))
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ma = sma(close, p)
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signals = zeros(Int, n)
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for i in (p+1):n
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return signals
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end
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"""
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result = full_backtest_pipeline(
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code, "WarmupTest", o, h, l, c, v, "1h", "TEST";
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n_windows=2, max_combos=3, min_trades=1,
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)
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println("Pipeline warmup: is_valid=$(result[\"is_valid\"]) β")
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catch e
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println("Pipeline warmup skipped (non-fatal): $e")
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end
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println("\nβ
Julia warmup complete.")
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src/warmup_bridge.py
CHANGED
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@@ -9,6 +9,7 @@ import sys
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os.environ["JULIA_PROJECT"] = "/app/src"
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os.environ["JULIA_DEPOT_PATH"] = "/app/.julia"
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print("Pre-warming juliacall bridge...")
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try:
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os.environ["JULIA_PROJECT"] = "/app/src"
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os.environ["JULIA_DEPOT_PATH"] = "/app/.julia"
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os.environ["JULIA_BINDIR"] = "/usr/local/julia/bin"
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print("Pre-warming juliacall bridge...")
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try:
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