0371d6a768
Per Class A audit grid no-CPU-compute sites 2+9 verification (audit doc lines 3825/3832): the code-vs-grid disagreement was the GRID being stale, not the code. Both sites were already resolved in 2026-05-01 close-out follow-up commits but the grid table verdict columns were never updated. Site 2 (compute_adaptive_tau): ALREADY-CLOSED Helper deleted in `a385c1d2b` (chore(sp4): delete compute_adaptive_tau orphan helper per feedback_wire_everything_up). Verified zero hits across `crates/`, `services/`, `bin/` for `compute_adaptive_tau` and `q_div_ema`. Grid row updated: DEFER → CLOSED, with closure SHA recorded. Site 9 (calibrate_homeostatic_targets): ALREADY-CLOSED Migrated to GPU in `6d0ac7beb` (fix(sp4): GPU-port calibrate_homeostatic_targets per feedback_no_cpu_compute_strict). Verified `calibrate_homeostatic_kernel.cu` exists at `crates/ml/src/cuda_pipeline/calibrate_homeostatic_kernel.cu`, Rust launcher at `gpu_dqn_trainer.rs:7958-7994` calls `launch_calibrate_homeostatic` (single-block, 6 threads, mapped-pinned EMA writeback with `__threadfence_system()`); host-side EMA loop body is gone. Grid row updated: NEW DISCOVERY → CLOSED, with closure SHA recorded. Sweep summary section updated: migrations completed 3→4, exceptions 5→4, deferrals 2→0. Final-grep claim of "1 match remaining" amended to "0 matches remaining post-close-out". The free-text "Sweep close-out" subsection at lines 3863-3871 was already correct and complete; only the GRID columns and summary counts were stale. Audit-doc errors found: 2 sites flagged as open (DEFER + NEW DISCOVERY) when both were already closed in commits dated 2026-05-01. The narrative close-out write-up beneath the grid was correct — only the grid table verdict columns and summary counts had not been kept in sync. No code changes; doc-only fix. Per feedback_trust_code_not_docs: code wins. Grid now matches reality. Cumulative WR-plateau fix series (commit M): - Class C, Class A batches 4a/4b, Class B #1, Class B #2 already landed - no-CPU-strict sites 2+9 audit-doc cleanup (this commit; NO_OP for code) Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Foxhunt
Production HFT trading system in Rust.
Architecture
The workspace contains 32 crates organized as follows:
Core Libraries (16)
| Crate | Purpose |
|---|---|
trading_engine |
Order processing, FIX 4.4, IB TWS, SIMD, RDTSC timing |
risk |
VaR, Kelly, circuit breakers, kill switches, compliance |
risk-data |
Risk data types and shared structures |
trading-data |
Trading data types |
ml |
DQN Rainbow, PPO, TFT, Mamba2, ensemble inference |
ml-data |
ML data types and feature definitions |
data |
Market data ingestion and storage |
backtesting |
Replay engine, strategy tester |
adaptive-strategy |
Ensemble execution, microstructure analysis |
common |
Shared types, resilience, error handling |
storage |
S3 and local model storage |
model_loader |
Model serialization and loading |
market-data |
Market data feed handlers |
database |
PostgreSQL access layer (SQLx) |
config |
Configuration management |
tli |
CLI commands and tooling |
Services (8)
| Service | Purpose |
|---|---|
backtesting_service |
gRPC backtesting service |
broker_gateway_service |
FIX routing, broker connectivity |
trading_service |
Core trading operations |
ml_training_service |
Model training orchestration |
data_acquisition_service |
Market data acquisition |
trading_agent_service |
Autonomous trading agents |
api_gateway |
gRPC API gateway with auth |
web-gateway |
Axum REST + WebSocket gateway |
Frontend
web-dashboard/ -- React 19 + TypeScript + Vite + TradingView charts.
Building
# Check compilation (no PostgreSQL required)
SQLX_OFFLINE=true cargo check --workspace
# Run tests for a specific crate
SQLX_OFFLINE=true cargo test -p <crate> --lib
# Clippy
SQLX_OFFLINE=true cargo clippy --workspace
ML Models
Four production model architectures on Candle v0.9.1 with CUDA:
- DQN Rainbow -- Deep Q-Network with prioritized replay, dueling heads, noisy nets
- PPO -- Proximal Policy Optimization with GAE and LSTM policies
- TFT -- Temporal Fusion Transformer for multi-horizon forecasting
- Mamba2 -- State space model for sequence prediction
Each model has a standalone trainer and a UnifiedTrainable adapter for the hyperopt pipeline.
Infrastructure
- Git: Gitea at
git.fxhnt.ai(Tailscale-only), Scaleway DEV1-S - Observability: OpenTelemetry OTLP (env
OTEL_EXPORTER_OTLP_ENDPOINT) - Database: PostgreSQL with SQLx offline mode for CI
License
Proprietary. All rights reserved.