08fd5803c4
Same-session cleanup of Phase 3b scalar-bias residue (commit cb80b74ce's
additions that became architecturally redundant under the 2026-05-13
atom-shift revision). The scalar-bias α design is mathematically
ineffective in C51 distributional Q-learning (softmax-shift-invariance
→ W gradient = 0 → never trains). The revised design threads
`aux_atom_shift[b, a] = W[a] * state_121[b]` through compute_expected_q
+ c51_loss_kernel + c51_grad_kernel + mag_concat_qdir; dW + dstate
gradients integrate into c51_grad_kernel's projection backward.
Files
─────
- crates/ml/build.rs:
Removed `aux_to_q_dir_bias_kernel.cu` + `aux_to_q_dir_bias_backward_kernel.cu`
from kernels_with_common. Replaced with comment block documenting
C51 softmax-invariance reason + spec/audit pointers.
- crates/ml/src/cuda_pipeline/gpu_dqn_trainer.rs:
Removed `pub(crate) static SP22_AUX_TO_Q_DIR_BIAS_CUBIN` and
`SP22_AUX_TO_Q_DIR_BIAS_BWD_CUBIN` static declarations.
Removed 3 struct fields (aux_to_q_dir_bias_kernel,
aux_to_q_dir_bias_backward_dw_kernel,
aux_to_q_dir_bias_backward_dstate_kernel) and their new()
loading blocks + struct construction entries.
KEPT: w_aux_to_q_dir + adam_m_w_aux + adam_v_w_aux + dw_aux_buf
(still needed for atom-shift Adam-trained W).
Updated W doc-comment to describe atom-shift threading (was
scalar-bias) and structural-prior initialization `[-0.5, 0.0,
+0.5, 0.0]`.
- crates/ml/src/cuda_pipeline/aux_to_q_dir_bias_kernel.cu +
crates/ml/src/cuda_pipeline/aux_to_q_dir_bias_backward_kernel.cu:
Source files stay on disk as committed dead code (commit
464bc5f7a history preserved). nvcc no longer compiles them
(build.rs unregistered). No `include_bytes!` references remain.
- docs/plans/2026-05-13-sp22-h6-phase3-alpha-beta-runbook.md:
Tasks A3/A4/A5 marked SUPERSEDED; A5 retains cleanup instructions.
Task B9 Steps 4-10 rewritten as Steps 4 (cleanup), 5 (W structural
prior init), 6 (compute_expected_q atom-shift threading),
7 (c51_loss_kernel), 8 (c51_grad_kernel backward dW + dstate),
9 (mag_concat_qdir), 10 (quantile_q_select/iqn_dual_head
investigation), 11 (Adam wireup), 12 (verify + capture).
Task C1 rewritten: collector passes 4 more args through
existing compute_expected_q launcher (NO new kernel).
- docs/dqn-wire-up-audit.md:
Cleanup-commit entry documenting the runbook revision and the
code-cleanup actions.
Verification
────────────
- cargo check -p ml --features cuda: 0 errors, 21 pre-existing
warnings (Phase 3b baseline parity).
- Build script no longer compiles the deleted-registration kernels.
Phase 3-final scope (~40-60 hr engineering — unchanged)
───────────────────────────────────────────────────────
Implementation per the revised runbook: atom-shift threading
through 4-5 kernels (compute_expected_q, c51_loss_kernel,
c51_grad_kernel, mag_concat_qdir, possibly quantile_q_select/
iqn_dual_head) + Adam wireup + collector launcher arg passing +
A2 eval-side + SP11 controller extension + HEALTH_DIAG telemetry
+ verification gates + atomic Phase F commit + smoke + verdict.
Refs
────
- docs/plans/2026-05-12-sp22-h6-phase3-alpha-beta.md (spec α section
revised 2026-05-13 — commit 648078ce2)
- docs/plans/2026-05-13-sp22-h6-phase3-alpha-beta-runbook.md (runbook
α tasks revised in this commit)
- 464bc5f7a (Phase A — α kernels added; now committed dead code)
- cb80b74ce (Phase 3b — α struct fields + cubin statics added; cleaned
up in this commit)
- pearl_no_partial_refactor (atom-shift threading is the new atomic
contract for direction-branch atom positions)
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.