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>
13 lines
800 B
Plaintext
13 lines
800 B
Plaintext
# Copy to .env and adjust. All variables are optional; defaults are in quantcore/config.py.
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QUANTCORE_DATA_DIR=./data # where the setup/download services persist everything
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QUANTCORE_CUOPT_URL=http://127.0.0.1:5000 # cuOpt on this machine (Apptainer setup); a remote one: http://<host>:5000
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QUANTCORE_CUOPT_TIME_LIMIT=120 # seconds, MILP time limit
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QUANTCORE_BASE_CURRENCY=CHF
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QUANTCORE_RISK_FREE_RATE=0.0 # annual, CHF
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QUANTCORE_HISTORY_START=2004-12-01 # first date requested from Yahoo
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QUANTCORE_REQUIRED_HISTORY_FROM=2005-01-31 # a stock must have prices on or before this date
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QUANTCORE_N_US=500
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QUANTCORE_N_EUROPE=500
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QUANTCORE_LOG_LEVEL=INFO
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QUANTCORE_ENABLE_UI=true # false: JSON API and /docs only, no test bench at /ui/
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