Adds the convergence guardrail: every per-epoch HEALTH_DIAG metric is
checked against the bands in config/metric-bands.toml; N consecutive
warn-band epochs emit a tracing::warn; 2N consecutive error-band epochs
return Err(CommonError::RegressionDetected{...}) cleanly from the
training loop, which propagates to the train_baseline_rl subprocess
exit code (no libc::raise — clean Rust error path).
Wire-points:
- New module: crates/ml/src/trainers/dqn/trainer/monitoring.rs
- MetricBands {warn_low, warn_high, error_low, error_high}
- BandSettings {consecutive_epochs_for_warn, consecutive_epochs_for_error}
- MetricBandsRegistry: load_from_toml + update_and_check
- TerminationReason {RegressionWarn, RegressionError}
- NaN treated as out-of-band (consecutive++; never resets streak)
- Unknown metrics return None (silent OK per Invariant 7 audit)
- crates/common/src/error.rs: new CommonError::RegressionDetected variant
carrying {metric, value, band, consecutive}
- crates/ml/src/trainers/dqn/trainer/constructor.rs: load
config/metric-bands.toml at trainer init; warn-only on missing file
(backward compat for environments without the config)
- crates/ml/src/trainers/dqn/trainer/training_loop.rs: harvest per-epoch
metrics (parallel emit alongside HEALTH_DIAG), feed each through
registry.update_and_check; on Some(TerminationReason::RegressionError)
emit final HEALTH_DIAG[N]: TERMINATED_BY_REGRESSION line and return Err
- services/trading_service/src/error.rs: minimal handler for the new
CommonError variant (existing pattern)
Validation:
- 8 unit tests in monitoring::tests pass (band logic, NaN, warn-only
behaviour, error-streak threshold, unknown-metric, invalid TOML)
- regression_detection GPU smoke (3.19s): trainer with intentionally
narrow train_loss error band [0, 1e-9] self-terminates at epoch 5
after 6 consecutive error-band epochs; final HEALTH_DIAG line emits
TERMINATED_BY_REGRESSION with metric/value/consecutive/band fields
- multi_fold_convergence smoke (650s, --release): all 3 folds train
to completion, all 3 checkpoints saved, no false-positive
termination on the populated metric bands. Per-fold best train
Sharpe: F0=-9.7831 (bit-baseline), F1=25.8272, F2=39.2687. F1/F2
on the lower end of observed noise distribution
({74.56, 61.10, 71.53, 25.83} for F1; {88.20, 61.57, 65.96, 39.27}
for F2) but training healthy throughout: aux clauses fire every
epoch, sharpe_ema recovers from F0 collapse (-9.78 → +14.8 by start
of F2), no regression detection trips.
config/metric-bands.toml populated for the metrics emitted by
HEALTH_DIAG today (avg_q_value, train_loss, val_sharpe, train_sharpe,
aux_next_bar_mse, aux_regime_ce, isv_* slot EMAs, sharpe_ema, etc.).
Bands derived from current cleanroom smoke + permissive defaults
where only one sample exists; populate-metric-bands-from-runs.py will
tighten them after Plan 5 Task 5's multi-seed pass produces real
distributions.
Constraints honoured: GPU-only in hot path (band check is CPU-side
post-HEALTH_DIAG, off the captured graph); no atomicAdd; no stubs;
no // ok: band-aids; no tuned constants beyond the toml-loaded bands;
no .unwrap() introduced; cargo check clean at 11 warnings (workspace
baseline preserved, plus ml-dqn pre-existing 1 warning).
Audit doc: new row added documenting monitoring.rs module, the
CommonError variant, the training_loop wire-point, and the design
choice that band-checks run AFTER HEALTH_DIAG emit (not before) so
the diag log already reflects the metric values that triggered any
termination.
Plan 5 T1 (multi-seed harness) landed at c6634254e+47c8b783c; T2
(this) gives the regression hard-stop that the multi-seed final
pass (T5) consumes to bail out early on bad seeds.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
- common/sqlx_test.rs: the entire module was a single /* ... */ block
behind a TODO because the identifier types (`OrderId`, `TradeId`,
`Symbol`, `AccountId`, `OrderSide`) do not derive `sqlx::Type`. The
file has been a dead placeholder behind `#[cfg(all(test,
feature=\"database\"))]` for a long time; delete it and drop the
`mod sqlx_test;` declaration.
- data/brokers/mod.rs: re-enable the `pub type BrokerAdapter = Box<dyn
BrokerClient>;` alias — the trait is already implemented by
`InteractiveBrokersAdapter` and re-exported from the module. Delete
the commented-out `BrokerFactory::create_client` block: it
referenced `ICMarketsClient`, which does not exist in this crate.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Rust's std::io::Stdout uses internal BufWriter that bypasses libc,
making stdbuf -oL useless. stderr is unbuffered by default in Rust,
so tracing output appears immediately in container logs.
Also reverts n_episodes debug cap back to 16384.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- Added BARS_PER_DAY, BARS_PER_YEAR, ANNUALIZATION_FACTOR to common::thresholds::time
- Added bars_per_day field to DQNHyperparameters (default 390.0, configurable)
- compute_epoch_financials() now takes bars_per_day parameter from hyperparams
- coordinator_extended.rs + ab_testing.rs use centralized ANNUALIZATION_FACTOR
- When switching to tick data, change one constant in common/thresholds.rs
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Root cause: `option_env!("FOXHUNT_BUILD_VERSION")` in common/build_info.rs
was a compile-time macro tracked by cargo fingerprints (Rust 1.80+). Every
pipeline run with a new tag invalidated `common` → cascading rebuild of all
38 dependent workspace crates, even when zero source files changed.
Fix: replace `option_env!()` with `std::env::var()` (runtime LazyLock). Cargo
no longer tracks the version env var, so `common` only recompiles when its
source actually changes.
Also: skip git checkout when HEAD already matches target SHA (zero mtime
changes), and drop `-x` from git clean to preserve gitignored files.
Expected: ~3.7min → <1min for unchanged-crate rebuilds on warm PVC.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Move Q-value stats, gradient norm, and training step from tracing::info!
(stdout-only, block-buffered, invisible mid-epoch) to Prometheus gauges
(atomic set, scrapable every 15s). Downgrade formatted step logs to
debug! level to eliminate allocation/serialization overhead in the hot path.
New gauge: foxhunt_training_step (current step within epoch)
Updated: foxhunt_training_q_value_mean/max, foxhunt_training_gradient_norm
now update every 500 steps instead of only at epoch boundaries.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Add QuestDB ILP sink for training metrics, update Prometheus scrape
configs, and fix network policies for monitoring stack connectivity.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
1. Walk-forward windows: replaced 3 non-overlapping with sliding (50% overlap, ~5 windows).
Aggregation changed from mean-0.5*std to median-0.5*IQR for outlier robustness.
2. Composite score: tanh normalization prevents Calmar ratio scale dominance
(0.02% drawdowns → values in thousands drowning out Sharpe/Sortino).
3. Q-value overestimation: new Prometheus gauge foxhunt_training_q_overestimation_ratio,
warning log when ratio>10 or q_mean>5, adaptive tau doubles when Q-mean growth>0.5/epoch
(capped at 0.01), decays back when stable.
2742 tests pass, 0 failures.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Ephemeral Argo workflow pods terminate after training completes, causing
Prometheus to lose all scraped metrics. Add push_to_gateway() to POST
final metrics to the existing pushgateway service so they persist on the
Grafana training dashboard after pod completion.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- JWT issuer now foxhunt-api across all 16 files (services, tests, config, docker-compose)
- Remove serde alias api_gateway_url from FxtConfig (no backwards compat)
- Remove api_gateway CLI alias from e2e orchestrator
- All services must deploy simultaneously for JWT validation to match
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
DQN: wire SAC-style entropy regularizer into TD loss, fix diversity
penalty normalization from ln(3) to ln(45), add epsilon floor (0.05)
for noisy nets, enable sigma scheduling (0.8→0.4 with 0.3 floor),
add UCB count-based exploration bonus, expand hyperopt search space
from 43D to 45D.
PPO: replace fabricated entropy metric (value_loss×0.5) with real
Shannon entropy from action distribution, fix EntropyRegularizer
normalization from ln(3) to ln(45), implement Monte Carlo entropy
estimate for flow policy (was returning zeros), fix hyperopt VRAM
bound from 3 to 45 actions.
Monitoring: add normalized action entropy and diversity Prometheus
gauges, add exploration diagnostics logging per epoch.
2503 ml tests pass, 277 common tests pass, 0 clippy warnings.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
The batch span processor needs a tokio runtime for gRPC transport and
periodic flush. Async services already have one via #[tokio::main], but
sync training binaries (hyperopt, train, evaluate) don't.
Previous approach (making binaries async with #[tokio::main]) caused
"Cannot start a runtime from within a runtime" panics because the ML
crate's internal code creates its own tokio runtimes for block_on().
New approach: build_otel_tracer() detects runtime context via
Handle::try_current(). If absent, it creates a dedicated 1-worker
multi-thread runtime stored in a process-lifetime OnceLock. The worker
thread actively polls the OTLP batch export task.
Reverts training binaries to sync fn main() so internal runtime creation
(hyperopt adapters, DQN/PPO trainers) continues working as before.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Remove unnecessary async from init_observability -- body was fully sync.
Change otlp_endpoint from &str to Option<&str> -- when None, OTLP layer
is skipped (fmt-only mode). Update all 8 service callers.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
The storage crate had its own RetryConfig struct (max_attempts,
initial_delay, max_delay, backoff_multiplier) duplicating
common::resilience::retry::RetryConfig.
Added backoff_multiplier field to common's RetryConfig and updated
storage to re-export and use common's version with its field names
(max_retries, base_delay). Updated all storage tests accordingly.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Three duplicate ErrorSeverity enums (data/error.rs, data/validation.rs,
database/error.rs) with variants Low/Medium/High/Critical now use the
canonical definition in common::error::ErrorSeverity.
Extended common's ErrorSeverity with Low, Medium, High variants (alongside
existing Debug, Info, Warn, Error, Critical) and added PartialOrd/Ord derives
so both severity models coexist in a single type.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Create EnsembleModelAdapter in ml::ensemble wrapping model IDs
- Add build_production_strategy() factory: 10-model ensemble with
ProductionFeatureExtractorAdapter + graceful degradation (zero confidence
when no checkpoints loaded)
- Wire backtesting_service to use the factory function
- Harden metrics HTTP server: 5s read timeout, 8KB request limit,
correct Content-Type charset=utf-8
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
OTLP fix: opentelemetry-otlp 0.27 bundled tonic 0.12 while the workspace
uses tonic 0.14, making with_channel() impossible (type mismatch). Upgrading
to otel-otlp 0.31 aligns both on tonic 0.14, enabling explicit Channel
construction that respects http:// scheme (no spurious TLS negotiation).
API migrations (otel 0.27→0.31):
- TracerProvider → SdkTracerProvider
- with_batch_exporter(exporter, runtime) → with_batch_exporter(exporter)
- Resource::new(vec![...]) → Resource::builder().with_service_name().build()
- global::shutdown_tracer_provider() removed (Drop-based shutdown)
- opentelemetry-otlp feature "tonic" → "grpc-tonic"
DCGM fix: remove runtimeClassName: nvidia from DaemonSet — Scaleway Kapsule
GPU pools use nvidia runtime as default containerd handler. The RuntimeClass
CRD is only created by the full GPU Operator, not the device plugin alone.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Move Prometheus training metrics from example-local baseline_common/
to common::metrics::{server,training_metrics} following the existing
grpc_metrics.rs pattern. Fix 29 let_underscore_must_use clippy errors
in push_metrics.rs, 3 shadow lint errors in training binaries, and
demote gradient clipping log from warn to debug.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Add a reusable GrpcMetricsLayer that can be applied to any tonic server
via Server::builder().layer() to automatically emit three Prometheus
metric families for every gRPC handler: started_total, handled_total
(with status code), and handling_seconds histogram.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Previously init_observability() called init_json_logger() (which set the
global subscriber with a fmt layer) and then init_tracing() (which only
set the global tracer provider). Because no tracing_opentelemetry::layer()
was ever added to the subscriber, #[instrument] spans never reached Tempo.
Now init_observability() builds a single Registry subscriber that
composes an EnvFilter, a JSON fmt layer, and an optional OTLP layer
(via tracing_opentelemetry). The OTLP layer gracefully degrades to None
when Tempo is unavailable, so logging always works.
Also adds build_otel_tracer() to tracing_config.rs which returns
Option<Tracer> for the caller to wrap in an OpenTelemetryLayer inside
their subscriber stack, letting the S type parameter be inferred
correctly by the compiler.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Web-gateway routing:
- Point TRADING_SERVICE_URL at api-gateway (proto mismatch fix)
Web-gateway uses foxhunt.tli.TradingService proto but was connecting
directly to trading-service which implements trading.TradingService.
api-gateway already proxies Subscribe* → Stream* correctly.
GitLab KAS:
- Disable gitlab_kas in appConfig to stop sidekiq NotifyGitPushWorker
errors (KAS pod was already disabled but Rails still tried to connect)
Trading service monitoring (3 stubs → real):
- AcknowledgeAlert: real alert lookup + state mutation in shared store
- GetActiveAlerts: returns actual active alerts from in-memory store
- StreamAlerts: now persists generated alerts (capped at 1000 entries)
Trading service ML streams (2 stubs → real):
- StreamModelMetrics: emits real inference_count, error_count, latency
per model every N seconds from the RuntimeModelInfo registry
- StreamSignalStrength: emits per-symbol signal aggregation from model
ensemble weights and latency confidence
Backtesting service:
- stop_backtest: real CancellationToken cancellation (was no-op)
Tokens stored per-backtest, execute_backtest wraps strategy call
in tokio::select! for immediate cancellation
Deleted 7 empty placeholder files:
- 4 Wave D regime stubs (dynamic_stops, ensemble, performance_tracker,
position_sizer) — comment-only files, never wired
- 2 Wave 3 feature stubs (microstructure, statistical)
- 1 PPO stub (unified_ppo.rs — empty struct definitions)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Disable file logging in init_observability — use console-only (stdout).
Containerd captures stdout, Promtail ships to Loki. Eliminates
"Failed to create log directory: Permission denied" errors on 3 services.
- Remove LOG_DIR env vars and /app/logs emptyDir volumes from 5 deployments.
- Add OTEL_EXPORTER_OTLP_ENDPOINT=tempo to 5 services that were missing it
(api-gateway, web-gateway, data-acquisition, trading-agent, broker-gateway).
- Make OTLP tracing init non-fatal — services degrade gracefully if Tempo is
unavailable instead of failing entire observability stack.
- Stop web-gateway gRPC stream retry on Unimplemented status. When trading-service
doesn't implement streaming endpoints, log once and stop instead of retrying
every 60s indefinitely.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- init_observability now reads LOG_DIR env var for log directory (falls back
to relative logs/ path). Gracefully disables file logging if directory
cannot be created instead of failing the entire observability init.
- Add ServiceAccount, Role, and RoleBinding for ml-training-service to
create/get/list/watch/delete batch/v1 Jobs (K8s training dispatch).
- Add LOG_DIR=/app/logs env to ml-training-service, trading-service, and
backtesting-service deployment YAMLs.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Aliased re-exports avoid collision with existing types::Price/Quantity/Money
during migration. Will rename to canonical names in Phase 6 cleanup.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Ratio arithmetic (Add, Sub, Mul, Div) now clamps overflow to
f64::MAX/f64::MIN instead of producing Inf from finite inputs
- Cross-type Price*Quantity→Money and Money/Quantity→Price use
saturating i128→i64 conversion via clamp instead of silent truncation
- Added clamp_finite() and saturating_i128_to_i64() helper functions
- Added 9 edge-case tests: 89/89 passing, clippy clean
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Add Serialize/Deserialize to all four financial types
- Ratio::ln returns 0.0 for non-positive inputs (prevents NaN leak)
- Ratio::exp clamps to f64::MAX on overflow (prevents Inf leak)
- Ratio::powi clamps to f64::MAX/MIN on overflow
- Add 4 invariant-preservation tests (80 total)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Add dimension validation in DQN, PPO, Mamba2, TGGN, TLOB, Liquid,
KAN, xLSTM, Diffusion constructors (fail-fast on zero-dim inputs
that would cause CUDA_ERROR_INVALID_VALUE at runtime)
- Add num_unknown_features > 0 guard to TFT (temporal input required)
- Fix 12 dead-code/unused warnings in test compilation
- Remove opt-level=3 and codegen-units=1 from target rustflags
(was forcing O3 + single-thread codegen on dev/test builds)
- Remove hardcoded jobs=16 cap (cargo now auto-detects CPU count)
- Switch linker to clang+lld (2-5x faster linking)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Move 17 library crates into crates/, CLI binary into bin/fxt,
consolidate 10 test crates into testing/, split config crate
from deployment config files.
Root directory reduced from 38+ to ~17 directories.
All Cargo.toml paths and build.rs proto refs updated.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
