jgrusewski 0ad5b6fa42 chore(sp13): script bug fix + Layer B implementation notes
While P0b smoke (train-sw4ws on bdc5cb8bb) runs, two prep items:

(A) scripts/argo-train.sh — add `ci-training` to the L40S sm_89 case
    arm. Bare `ci-training` is an L40S pool alias in some clusters;
    previously defaulted to sm_90 (Hopper), causing train-mnpf7 to
    deploy with wrong-arch cubins (terminated + resubmitted manually).
    Now both `*l40s*` and bare `ci-training` resolve correctly.

(C) docs/superpowers/plans/...sp13...md — Layer B section expanded
    with concrete codebase locations discovered during P0a:
    - aux_heads_kernel.cu, aux_heads_loss_ema_kernel.cu locations
    - aux_nb_label_buf populated as column 0 of next_states (log_return)
    - F1/F2 regression history note (don't alias the label buffer)
    - aux_pred_to_isv_tanh_kernel.cu is a P0a placeholder per its own
      header — Layer B should rewrite to read softmax logit-diff
    - dir_acc kernel + oracle tests need softmax-read updates
    - Layer B + P0b combined rationale post-P0a empirics

Saves the next implementer ~30 min of re-investigation.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-05 08:27:49 +02:00

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.

Description
No description provided
Readme 849 MiB
Languages
Rust 88.2%
Cuda 7.7%
Python 1.3%
Shell 1.1%
PLpgSQL 0.8%
Other 0.8%