072c1d3f93
The *_via_pinned helpers (clone_to_device_f32_via_pinned, upload_f32_via_pinned, clone_to_device_i32_via_pinned, upload_i32_via_pinned, upload_u32_via_pinned) were temporary scaffolding during the SP4 mapped-pinned migration. The canonical replacement is MappedF32Buffer / MappedI32Buffer / MappedU32Buffer in the same module — direct allocation + write_from_slice + device_ptr with no additional indirection. Each caller now inlines the staging + DtoD pattern directly: - Allocate MappedXxxBuffer (cuMemHostAlloc DEVICEMAP) - Write data via write_from_slice (no memcpy, mapped pinned coherence) - alloc_zeros::<T> CudaSlice for device-resident destination - memcpy_dtod_async from staging.dev_ptr to dst - stream.synchronize() before staging drops This commit migrates all callers atomically (per feedback_no_partial_refactor) and removes the now-unused helpers in the same commit. grep -rn 'via_pinned' returns 0 matches after this lands. The two local file-private helpers in gpu_experience_collector.rs (upload_host_to_cuda_f32_via_pinned / upload_host_to_cuda_i32_via_pinned) were already correctly using MappedF32Buffer directly; they were renamed to drop the _via_pinned suffix. Touched: gpu_attention.rs, gpu_backtest_evaluator.rs, gpu_dqn_trainer.rs, gpu_experience_collector.rs, gpu_her.rs, gpu_iql_trainer.rs, gpu_iqn_head.rs, gpu_ppo_collector.rs, gpu_tlob.rs, gpu_walk_forward.rs, gpu_weights.rs, mapped_pinned.rs, mod.rs, hyperopt/adapters/mamba2.rs, hyperopt/adapters/ppo.rs, trainers/dqn/trainer/training_loop.rs, trainers/ppo.rs, docs/dqn-wire-up-audit.md (18 files, +930/-363 LOC). Cargo check workspace clean. Cargo test ml --lib: 925 passed, 17 failed (all 17 are pre-existing GPU/data infrastructure failures unrelated to this change). 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.