05958d3a0c
Implementation plan for SP1 (Sub-project 1 of 3) of the numerical stability investigation. Follows the γ + β methodology from the spec at docs/superpowers/specs/2026-04-29-numerical-stability-investigation-design.md. 8 tasks across 4 phases: - Phase A (Task 1): γ read-only audit producing docs/dqn-backward-nan-audit.md - Phase B (Tasks 2-5): always-landing β instrumentation expanding nan_flags_buf 24→48 with 12 new backward-kernel NaN check slots + 12 reserved slots for future coverage - Phase C (Task 6): surgical fix(es), content-driven by audit + smoke topology, ISV-driven for any dynamic bound (mandatory) - Phase D (Task 7): multi-fold L40S smoke validation against 7 pass criteria (F0 ≥ 95% baseline, F1+F2 monotone improvement, zero NaN-CLAMPED-TO-ZERO, all 48 NaN flag slots remain at zero) - Closure (Task 8): audit doc closure, memory entry, SP2/SP3 handoff Operating principles (mandatory per spec): - No deferrals — anomalies discovered during investigation get fixed within SP1, not punted to SP2/SP3 - Combined RELATED fixes ship as rich commits (per feedback_no_partial_refactor) - ISV-driven design for any dynamic bound 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.