b5da424dfe
The portfolio data, risk and mean-CVaR optimisation service, prepared for students who run it on their own DGX Spark without root, Docker or Tailscale. - deploy/apptainer/qc.sh: install, start/stop/status/logs, cli/api/python, data import/export and Yahoo setup/update. cuOpt and quantcore run as two Apptainer instances of the user and talk over 127.0.0.1; the API and the test bench listen on 127.0.0.1 only. Builds quantcore.sif without root, or falls back to a plain Python image plus a virtualenv when the Spark allows no unprivileged builds. Detects taken ports and suggests free ones. - deploy/apptainer/quantcore.def + constraints.txt: the image, with the library versions of the verified production container pinned. - cuOpt under Apptainer: NVIDIA's image sets HOME=/opt/cuopt, read-only in a SIF, so the solver died on its first job; qc.sh gives it a writable home. - solvers: a cuOpt that disappears during a solve now falls back to HiGHS instead of answering 500 (requests' ConnectionError escaped the fallback). - client: idempotent GETs retry a dropped keep-alive connection, which made `quantcore-api update --wait` fail when a poll met uvicorn's 5 s timeout. - config: cuOpt defaults to http://127.0.0.1:5000 and `quantcore serve` to 127.0.0.1; the Docker images keep passing their own values. - docs/SPARK_APPTAINER.md: the students' guide; README, USAGE, ARCHITECTURE and SPARK_DEPLOYMENT point to it. Tested on a DGX Spark (GB10, Apptainer 1.5.4, unprivileged user) in both modes: selftest on every endpoint, optimisation on cuOpt, Yahoo update, port conflicts; 139 tests pass in the container against the live cuOpt. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
27 lines
1.1 KiB
YAML
27 lines
1.1 KiB
YAML
# Service block for the DGX Spark's ~/services/docker-compose.yml (deploy/deploy_to_spark.sh
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# appends it). Standalone use: docker compose -f deploy/docker-compose.quantcore.yml up -d
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#
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# The service reaches cuOpt through the compose network (http://cuopt:5000) and keeps all its
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# data under ~/services/work/quantcore_data on the host (survives rebuilds and restarts).
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services:
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quantcore:
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build:
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context: ./work/Portfolio_Risk_Optimization # the rsynced repository
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dockerfile: deploy/Dockerfile
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image: local/quantcore:0.1
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container_name: quantcore
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restart: unless-stopped
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ports: ["5001:5001"]
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environment:
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QUANTCORE_DATA_DIR: /data
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QUANTCORE_CUOPT_URL: http://cuopt:5000
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QUANTCORE_CUOPT_TIME_LIMIT: "300"
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QUANTCORE_LOG_LEVEL: INFO
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QUANTCORE_ENABLE_UI: "true" # "false" for an installation whose users bring their own front end
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OPENBLAS_NUM_THREADS: "4" # small-matrix linear algebra is much slower with 20 threads
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OMP_NUM_THREADS: "4"
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volumes:
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- ./work/quantcore_data:/data
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depends_on:
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- cuopt
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