Commit Graph

9 Commits

Author SHA1 Message Date
jgrusewski
4709ca8bc2 feat(dqn): enable Branching DQN with 45 factored actions (5×3×3)
Restore 45-action factored space via Branching DQN (Tavakoli 2018),
outputting 11 Q-values (5+3+3) instead of 45. This was reduced to 5
exposure-only actions during debugging and was never intended as permanent.

- Enable use_branching: true by default in DQNConfig and DQNHyperparameters
- Add branching paths to select_action_with_confidence and select_action_inference
- Update agent.rs select_action_factored for branching-aware selection
- Expand CountBonus to per-branch tracking with bonuses_branched()
- Add order_type + urgency distribution tracking in monitoring
- Add DQN_ORDER_ACTIONS=3, DQN_URGENCY_ACTIONS=3, DQN_TOTAL_ACTIONS=45 to CUDA header
- Fix 7 pre-existing clippy doc_markdown errors in regime_conditional.rs
- Fix pre-existing cognitive_complexity in replay_buffer_type.rs (extract helpers)
- Fix flaky GPU test OOM under parallel execution (CPU fallback + test VRAM safety)
- Delete unused flash_attention submodules (block_sparse, causal_masking, etc.)
- Add GPU hot-path guard scripts and ensemble/hyperopt adapter improvements

Tests: ml-dqn 416/0, ml 905/0, clippy 0 errors on both crates

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-11 22:00:13 +01:00
jgrusewski
d25c82f8f3 refactor: rename api_gateway → api across workspace, tests, and load crate
- Workspace Cargo.toml: remove web-gateway + api_gateway members, keep api
- trading_service: dep api-gateway → api, update test imports
- testing/api-gateway-load → testing/api-load (crate renamed)
- All test crates: get_api_gateway_addr → get_api_addr + variable renames

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-04 23:38:21 +01:00
jgrusewski
cc209aec7e feat(infra): replace PVC binary distribution with MinIO S3 fetch
Eliminate foxhunt-binaries and training-binaries PVCs — services and
training jobs now fetch binaries from MinIO via rclone initContainers.
This removes L40S GPU autoscale-for-PVC-writes, removes RWO node
affinity constraints, and requires zero image rebuilds.

Changes:
- .gitlab-ci.yml: replace ~115 lines of binary-writer pod logic with
  aws s3 cp to MinIO (~25 lines)
- 8 service YAMLs + 2 GPU overlays: add rclone initContainer + emptyDir
- Training job template: MinIO rclone fetch replaces PVC copy
- Delete foxhunt-binaries-pvc.yaml and training-binaries-pvc.yaml
- Add s3.fxhnt.ai DNS record (Terraform) and nginx proxy block
- Replace pod-writer-deploy skill with MinIO-based deploy skill

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-04 16:46:57 +01:00
jgrusewski
d501d53c9d chore(infra): remove dead Cockpit TF, CI-CD dashboards, stale Grafana configs
- Delete infra/modules/cockpit/ and infra/live/production/cockpit/
  (Scaleway Cockpit replaced by self-hosted Grafana+Prometheus+Loki+Tempo)
- Delete CI-CD dashboards (foxhunt-ci-pipelines, gitlab-services) and
  grafana-dashboards-cicd ConfigMap from K8s
- Delete config/grafana/ — unreferenced old dashboards (15 files)
- Delete config/monitoring/grafana/ — unreferenced DQN staging dashboard
- Delete crates/ml/grafana/ — unreferenced ML performance dashboard
- Delete services/broker_gateway_service/grafana/ — unreferenced
- Delete .claude/agents/devops/ci-cd/ — GitHub Actions agent (we use GitLab CI)
- Fix grafana-values.yaml: dashboard folder GitLab → Foxhunt,
  hardcoded adminPassword → K8s secret (grafana-admin),
  gitlab-overview → node-exporter (correct name for gnetId 1860)
- Remove CI-CD group from import.sh ConfigMap groups and API fallback

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-02 15:13:40 +01:00
jgrusewski
1330807b54 chore: untrack .env.runpod credentials and local state files
- Remove !.env.runpod exclusion from .gitignore (file says "DO NOT COMMIT")
- Untrack .claude/ralph-loop.local.md (session-local state)
- .env.runpod.template remains tracked as the safe reference

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-24 01:09:22 +01:00
jgrusewski
1eb1b2a032 chore: gitignore .serena/ and untrack local config files
.claude/settings.local.json was already in .gitignore but still tracked.
.serena/project.yml is IDE-specific config that shouldn't be versioned.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-24 01:07:33 +01:00
jgrusewski
13ff856e92 chore(ml): remove 11 dead code files (~4,267 lines)
Files had zero imports across the entire workspace:
- error_consolidated.rs, operations.rs, operations_safe.rs, ops_production.rs
- dqn/multi_step_new.rs, reward_elite.rs, reward_coordinator.rs
- dqn/intrinsic_rewards.rs, reward_simple_pnl.rs, reward_sharpe_tests.rs
- dqn/reward/tests/ (orphaned duplicate)
Also removed 5 dead pub mod declarations from lib.rs and dqn/mod.rs.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-20 13:30:39 +01:00
jgrusewski
2c1acda2f3 feat: DQN Rainbow enhancements with hyperopt results and test coverage
- Update DQN trainer with gradient collapse detection warmup
- Add portfolio tracker improvements
- Include hyperopt trial results (multiple Sharpe ratio experiments)
- Add new test files for action/position sign convention, early stopping,
  cash reserve bugs, and portfolio execution
- Update trained model files
- Add Claude Code configuration and skills

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>
2025-11-27 14:45:25 +01:00
jgrusewski
1c07a40c54 🚀 PRODUCTION READY: Foxhunt HFT Trading System v1.0
Initial commit of production-ready high-frequency trading system.

System Highlights:
- Performance: 7ns RDTSC timing (exceeds 14ns target)
- Architecture: 3-service design (Trading, Backtesting, TLI)
- ML Models: 6 sophisticated models with GPU support
- Security: HashiCorp Vault integration, mTLS, comprehensive RBAC
- Compliance: SOX, MiFID II, MAR, GDPR frameworks
- Database: PostgreSQL with hot-reload configuration
- Monitoring: Prometheus + Grafana stack

Status: 96.3% Production Ready
- All core services compile successfully
- Performance benchmarks validated
- Security hardening complete
- E2E test suite implemented
- Production documentation complete
2025-09-24 23:47:21 +02:00