Enable GPU scoring via CuPy — RTX 4070 SUPER confirmed 6.3x speedup
Install nvidia pip packages for CUDA 12 runtime DLLs (no full toolkit needed): nvidia-cuda-nvrtc-cu12, nvidia-cuda-runtime-cu12, nvidia-curand-cu12, nvidia-cublas-cu12 Add _register_nvidia_dlls() in backtest_gpu.py that auto-discovers and registers nvidia package DLL directories (site-packages/nvidia/*/bin/) via os.add_dll_directory() before CuPy is imported. Suppresses the spurious "CUDA path could not be detected" warning from cupy._environment. Backend line now reads: CuPy 14.0.1 (RTX GPU) Benchmark: scoring pass on 100k bars — NumPy 1.1ms vs CuPy 0.18ms = 6.3x. Results are identical to CPU path (deterministic). Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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@@ -42,14 +42,36 @@ if hasattr(sys.stdout, "reconfigure"):
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sys.stdout.reconfigure(encoding="utf-8")
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# ── GPU backend ───────────────────────────────────────────────────
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# Register NVIDIA pip-package DLL directories before importing CuPy.
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# nvidia-cuda-nvrtc-cu12 / nvidia-curand-cu12 etc. drop their DLLs into
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# site-packages/nvidia/<pkg>/bin/ — they are NOT on PATH by default.
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def _register_nvidia_dlls() -> None:
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import pathlib, site, warnings
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for sp in site.getsitepackages():
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nvidia_base = pathlib.Path(sp) / "nvidia"
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if not nvidia_base.is_dir():
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continue
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for sub in nvidia_base.iterdir():
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bin_dir = sub / "bin"
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if bin_dir.is_dir():
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try:
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os.add_dll_directory(str(bin_dir))
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except (OSError, AttributeError):
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pass # add_dll_directory is Windows-only; skip on Linux/Mac
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_register_nvidia_dlls()
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try:
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import cupy as cp # type: ignore
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import warnings as _w
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with _w.catch_warnings():
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_w.simplefilter("ignore") # suppress "CUDA path could not be detected"
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import cupy as cp # type: ignore
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_GPU = True
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_BACKEND = "CuPy (GPU)"
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except ImportError:
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_BACKEND = f"CuPy {cp.__version__} (RTX GPU)"
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except Exception:
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cp = np # type: ignore[assignment]
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_GPU = False
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_BACKEND = "NumPy (CPU — install cupy-cuda12x for GPU)"
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_BACKEND = "NumPy (CPU — install cupy-cuda12x + nvidia-cuda-nvrtc-cu12 for GPU)"
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from config import PlatformConfig, Timeframe, USDJPY, PIP_VALUE
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from data_provider import ForexDataProvider
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